# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-25-027727
**Filing Date:** 2025-11
**Character Count:** 1423340
**Document Hash:** 98ac987c9ace4c65d033894f841ad23f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-027727.hdr.sgml**: 20251121

**ACCESSION NUMBER**: 0001410368-25-027727

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251121

**DATE AS OF CHANGE**: 20251121

**PERIOD START**: 20251231

**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:** 251504935

**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**

September 30, 2025 (unaudited)

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>| **Value** <br>**(U.S. $)**<br>|
| **ΔCOMMON STOCK–61.49%** | **ΔCOMMON STOCK–61.49%** | **ΔCOMMON STOCK–61.49%** |
| **Australia–0.29%** | **Australia–0.29%** | **Australia–0.29%** |
| &nbsp;&nbsp;&nbsp; BHP Group Ltd. | 78445 | $2207607 |
| &nbsp;&nbsp;&nbsp; CSL Ltd. | 3175 | 416398 |
| &nbsp;&nbsp;&nbsp; Fortescue Ltd. | 16907 | 208980 |
| &nbsp;&nbsp;&nbsp; Macquarie Group Ltd. | 6276 | 910840 |
| =πQuintis Australia Pty. Ltd. | 3249491 | 0 |
| &nbsp;&nbsp;&nbsp; Rio Tinto Ltd. | 766 | 61852 |
| &nbsp;&nbsp;&nbsp; Santos Ltd. | 11950 | 53216 |
| &nbsp;&nbsp; †Telix Pharmaceuticals Ltd. | 27596 | 266052 |
| &nbsp;&nbsp;&nbsp; Transurban Group | 114126 | 1042137 |
| &nbsp;&nbsp;&nbsp; Woolworths Group Ltd. | 37219 | 657563 |
| &nbsp;&nbsp;&nbsp; Worley Ltd. | 27953 | 259876 |
|  |  | **6084521** |
| **Austria–0.00%** | **Austria–0.00%** | **Austria–0.00%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Raiffeisen Bank <br> International AG<br>| 849 | 29245 |
|  |  | **29245** |
| **Belgium–0.02%** | **Belgium–0.02%** | **Belgium–0.02%** |
| &nbsp;&nbsp;&nbsp; Elia Group SA | 2777 | 320002 |
| &nbsp;&nbsp;&nbsp; UCB SA | 492 | 135744 |
|  |  | **455746** |
| **Brazil–0.14%** | **Brazil–0.14%** | **Brazil–0.14%** |
| &nbsp;&nbsp;&nbsp; B3 SA - Brasil Bolsa Balcao | 376634 | 944725 |
| &nbsp;&nbsp;&nbsp; Banco do Brasil SA | 74285 | 307064 |
| &nbsp;&nbsp;&nbsp;&nbsp; BB Seguridade <br> Participacoes SA<br>| 89634 | 559807 |
| &nbsp;&nbsp; †Eneva SA | 73065 | 228026 |
| &nbsp;&nbsp;&nbsp; Localiza Rent a Car SA | 4862 | 36038 |
| &nbsp;&nbsp;&nbsp; Lojas Renner SA | 205713 | 579000 |
| &nbsp;&nbsp;&nbsp; Rede D'Or Sao Luiz SA | 10777 | 85410 |
| &nbsp;&nbsp;&nbsp; Rumo SA | 21585 | 64444 |
| &nbsp;&nbsp;&nbsp; Vale SA | 6177 | 66827 |
| &nbsp;&nbsp;&nbsp; XP, Inc. Class A | 3109 | 58418 |
|  |  | **2929759** |
| **Canada–1.17%** | **Canada–1.17%** | **Canada–1.17%** |
| &nbsp;&nbsp;&nbsp; Algoma Steel Group, Inc. | 67032 | 238299 |
| &nbsp;&nbsp;&nbsp;&nbsp; Alimentation Couche-Tard, <br> Inc.<br>| 29179 | 1556758 |
| &nbsp;&nbsp;&nbsp; Barrick Mining Corp. | 29391 | 965339 |
| &nbsp;&nbsp; †CAE, Inc. | 7319 | 216725 |
| &nbsp;&nbsp;&nbsp; Cameco Corp. | 74095 | 6213607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian National Railway <br> Co.<br>| 12981 | 1224133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canadian Natural <br> Resources Ltd.<br>| 35909 | 1148200 |
| &nbsp;&nbsp;&nbsp; Cenovus Energy, Inc. | 39878 | 677098 |
| &nbsp;&nbsp; †Eldorado Gold Corp. | 9297 | 268590 |
| &nbsp;&nbsp;&nbsp; FirstService Corp. | 1680 | 320090 |
| &nbsp;&nbsp;&nbsp; Fortis, Inc. | 4032 | 204512 |
| &nbsp;&nbsp;&nbsp; GFL Environmental, Inc. | 7318 | 346839 |
| &nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | 6604 | 381520 |
| &nbsp;&nbsp;&nbsp; Kinross Gold Corp. | 49837 | 1236883 |

---

---

| | | |
|:---|:---|:---|
|  | **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; †Lionsgate Studios Corp. | 84585 | $583636 |
| &nbsp;&nbsp;&nbsp; Nutrien Ltd. | 4606 | 270495 |
| &nbsp;&nbsp;&nbsp; Power Corp. of Canada | 2608 | 112850 |
| &nbsp;&nbsp;&nbsp; RB Global, Inc. | 5992 | 649015 |
| &nbsp;&nbsp;&nbsp; Sun Life Financial, Inc. | 33436 | 2007794 |
| &nbsp;&nbsp;&nbsp; Suncor Energy, Inc. | 97584 | 4083705 |
| &nbsp;&nbsp;&nbsp; TC Energy Corp. | 15656 | 851253 |
| &nbsp;&nbsp;&nbsp;&nbsp; Teck Resources Ltd. <br> Class B<br>| 22483 | 986267 |
| &nbsp;&nbsp;&nbsp; Thomson Reuters Corp. | 2753 | 427480 |
|  |  | **24971088** |
| **Cayman Islands–0.05%** | **Cayman Islands–0.05%** | **Cayman Islands–0.05%** |
| &nbsp;&nbsp;&nbsp;&nbsp; †Accelerant Holdings <br> Class A<br>| 5245 | 78098 |
| &nbsp;&nbsp; †Bullish | 17153 | 1091102 |
|  |  | **1169200** |
| **Chile–0.00%** | **Chile–0.00%** | **Chile–0.00%** |
| †=Wom New Holdco | 399 | 9177 |
|  |  | **9177** |
| **China–1.13%** | **China–1.13%** | **China–1.13%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd. <br> ADR<br>| 8475 | 1514737 |
| &nbsp;&nbsp;&nbsp; Belimo Holding AG | 650 | 678946 |
| &nbsp;&nbsp;&nbsp; BYD Co. Ltd. Class H | 253000 | 3582727 |
| &nbsp;&nbsp;&nbsp;&nbsp; Eastroc Beverage Group <br> Co. Ltd. Class A<br>| 4700 | 200586 |
| &nbsp;&nbsp;&nbsp;&nbsp; Great Wall Motor Co. Ltd. <br> Class A<br>| 350127 | 1209972 |
| &nbsp;&nbsp;&nbsp; JD.com, Inc. Class A | 61100 | 1087433 |
| &nbsp;&nbsp;&nbsp; Lenovo Group Ltd. | 410000 | 608524 |
| &nbsp;&nbsp;&nbsp; NetEase, Inc. | 24400 | 742477 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nongfu Spring Co. Ltd. <br> Class H<br>| 180 | 1247 |
| &nbsp;&nbsp;&nbsp;&nbsp; Pop Mart International <br> Group Ltd.<br>| 45400 | 1556515 |
| &nbsp;&nbsp;&nbsp;&nbsp; SAIC Motor Corp. Ltd. <br> Class A<br>| 363500 | 874224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Seres Group Co. Ltd. <br> Class A<br>| 2700 | 65076 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shenzhou International <br> Group Holdings Ltd.<br>| 46000 | 364420 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sungrow Power Supply Co. <br> Ltd. Class A<br>| 10200 | 232100 |
| &nbsp;&nbsp;&nbsp; Tencent Holdings Ltd. | 104127 | 8871324 |
| &nbsp;&nbsp;&nbsp; Trip.com Group Ltd. | 5250 | 402084 |
| &nbsp;&nbsp;&nbsp;&nbsp; Weichai Power Co. Ltd. <br> Class H<br>| 254000 | 455323 |
| &nbsp;&nbsp; †Xiaomi Corp. Class B | 60000 | 416348 |
| &nbsp;&nbsp;&nbsp; Yum China Holdings, Inc. | 24531 | 1074932 |
|  |  | **23938995** |

---

*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)** |
| **Colombia–0.00%** | **Colombia–0.00%** | **Colombia–0.00%** |
| &nbsp;&nbsp;&nbsp; Grupo Cibest SA ADR | 1920 | $99725 |
|  |  | **99725** |
| **Czech Republic–0.01%** | **Czech Republic–0.01%** | **Czech Republic–0.01%** |
| &nbsp;&nbsp;&nbsp; Komercni Banka AS | 1843 | 92352 |
| &nbsp;&nbsp;&nbsp; Moneta Money Bank AS | 5927 | 47280 |
|  |  | **139632** |
| **Denmark–0.35%** | **Denmark–0.35%** | **Denmark–0.35%** |
| &nbsp;&nbsp;&nbsp; Coloplast AS Class B | 4571 | 390380 |
| &nbsp;&nbsp;&nbsp; DSV AS | 19462 | 3870636 |
| &nbsp;&nbsp; †Genmab AS | 1595 | 483538 |
| &nbsp;&nbsp;&nbsp; Novo Nordisk AS Class B | 43267 | 2345369 |
| &nbsp;&nbsp;&nbsp; Pandora AS | 2812 | 366380 |
|  |  | **7456303** |
| **Faeroe Islands–0.02%** | **Faeroe Islands–0.02%** | **Faeroe Islands–0.02%** |
| &nbsp;&nbsp;&nbsp; Vestas Wind Systems AS | 26163 | 492970 |
|  |  | **492970** |
| **Finland–0.06%** | **Finland–0.06%** | **Finland–0.06%** |
| &nbsp;&nbsp;&nbsp; Elisa OYJ | 6980 | 365983 |
| &nbsp;&nbsp;&nbsp; Kone OYJ Class B | 7580 | 516160 |
| &nbsp;&nbsp;&nbsp; Sampo OYJ Class A | 40097 | 460308 |
|  |  | **1342451** |
| **France–2.04%** | **France–2.04%** | **France–2.04%** |
| &nbsp;&nbsp;&nbsp; Air Liquide SA | 665 | 138082 |
| &nbsp;&nbsp;&nbsp; Airbus SE | 13830 | 3205208 |
| &nbsp;&nbsp;&nbsp; AXA SA | 6782 | 323592 |
| &nbsp;&nbsp;&nbsp; Bouygues SA | 13076 | 588284 |
| &nbsp;&nbsp;&nbsp; Carrefour SA | 31273 | 473454 |
| &nbsp;&nbsp;&nbsp; Cie de Saint-Gobain SA | 52444 | 5643682 |
| &nbsp;&nbsp;&nbsp; Dassault Systemes SE | 30791 | 1030642 |
| &nbsp;&nbsp;&nbsp; Eiffage SA | 6391 | 815615 |
| &nbsp;&nbsp;&nbsp; Engie SA | 56368 | 1208096 |
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | 29210 | 9465149 |
| &nbsp;&nbsp;&nbsp; Hermes International SCA | 2595 | 6346196 |
| &nbsp;&nbsp;&nbsp; L'Oreal SA | 603 | 260881 |
| &nbsp;&nbsp;&nbsp;&nbsp; LVMH Moet Hennessy Louis <br> Vuitton SE<br>| 4780 | 2921026 |
| &nbsp;&nbsp;&nbsp; Orange SA | 60771 | 985319 |
| &nbsp;&nbsp;&nbsp; Renault SA | 9332 | 381277 |
| &nbsp;&nbsp;&nbsp; Safran SA | 2071 | 729681 |
| &nbsp;&nbsp;&nbsp; Sanofi SA | 62077 | 5724845 |
| &nbsp;&nbsp;&nbsp; Schneider Electric SE | 1929 | 538103 |
| &nbsp;&nbsp;&nbsp; Societe Generale SA | 15885 | 1051102 |
| &nbsp;&nbsp;&nbsp; Sodexo SA | 5997 | 377034 |
| &nbsp;&nbsp;&nbsp; Thales SA | 3466 | 1084865 |
|  |  | **43292133** |
| **Georgia–0.00%** | **Georgia–0.00%** | **Georgia–0.00%** |
| &nbsp;&nbsp;&nbsp; TBC Bank Group PLC | 1085 | 66321 |
|  |  | **66321** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Germany–0.46%** | **Germany–0.46%** | **Germany–0.46%** |
| &nbsp;&nbsp;&nbsp; Allianz SE | 3377 | $1417008 |
| &nbsp;&nbsp;&nbsp; Bayer AG | 24229 | 803033 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG | 17592 | 618584 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG | 14762 | 502782 |
| &nbsp;&nbsp;&nbsp; E.ON SE | 40634 | 764018 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fresenius Medical Care <br> AG<br>| 7518 | 394192 |
| &nbsp;&nbsp;&nbsp; Merck KGaA | 642 | 82497 |
| &nbsp;&nbsp; †Northern Data AG | 5262 | 108421 |
| &nbsp;&nbsp;&nbsp; SAP SE | 10953 | 2930652 |
| &nbsp;&nbsp; †Siemens Energy AG | 12873 | 1502590 |
| &nbsp;&nbsp;&nbsp; Symrise AG | 7712 | 670379 |
|  |  | **9794156** |
| **Greece–0.02%** | **Greece–0.02%** | **Greece–0.02%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Athens International <br> Airport SA<br>| 12548 | 152918 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hellenic <br> Telecommunications <br> Organization SA<br>| 5267 | 99682 |
| &nbsp;&nbsp;&nbsp;&nbsp; National Bank of Greece <br> SA<br>| 6807 | 98818 |
| &nbsp;&nbsp;&nbsp; OPAP SA | 3767 | 87878 |
|  |  | **439296** |
| **Hong Kong–0.10%** | **Hong Kong–0.10%** | **Hong Kong–0.10%** |
| &nbsp;&nbsp;&nbsp; AIA Group Ltd. | 95 | 911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Geely Automobile Holdings <br> Ltd.<br>| 165000 | 414517 |
| &nbsp;&nbsp;&nbsp; Prudential PLC | 61470 | 860605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries Co. <br> Ltd.<br>| 66000 | 844300 |
|  |  | **2120333** |
| **Hungary–0.01%** | **Hungary–0.01%** | **Hungary–0.01%** |
| &nbsp;&nbsp;&nbsp; OTP Bank Nyrt | 2846 | 245803 |
|  |  | **245803** |
| **India–0.06%** | **India–0.06%** | **India–0.06%** |
| &nbsp;&nbsp;&nbsp; Axis Bank Ltd. | 2775 | 35367 |
| &nbsp;&nbsp;&nbsp; Bajaj Finance Ltd. | 2840 | 31951 |
| &nbsp;&nbsp;&nbsp; Eicher Motors Ltd. | 1264 | 99730 |
| &nbsp;&nbsp;&nbsp; GAIL India Ltd. | 25747 | 51121 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hindustan Aeronautics <br> Ltd.<br>| 5198 | 277876 |
| &nbsp;&nbsp;&nbsp; ICICI Bank Ltd. | 2620 | 39777 |
| &nbsp;&nbsp;&nbsp; Infosys Ltd. | 20347 | 330406 |
| &nbsp;&nbsp;&nbsp; ITC Ltd. | 76068 | 344020 |
|  |  | **1210248** |
| **Indonesia–0.03%** | **Indonesia–0.03%** | **Indonesia–0.03%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Astra International Tbk. <br> PT<br>| 458000 | 158713 |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Mandiri Persero Tbk. <br> PT<br>| 948600 | 250455 |

---

*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)** |
| **Indonesia (continued)** | **Indonesia (continued)** | **Indonesia (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp; Bank Syariah Indonesia <br> Tbk. PT<br>| 336363 | $52276 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ciputra Development Tbk. <br> PT<br>| 2173200 | 121277 |
| &nbsp;&nbsp;&nbsp; Mitra Adiperkasa Tbk. PT | 862700 | 58238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Telkom Indonesia Persero <br> Tbk. PT<br>| 227400 | 41755 |
|  |  | **682714** |
| **Ireland–1.16%** | **Ireland–1.16%** | **Ireland–1.16%** |
| &nbsp;&nbsp;&nbsp; Accenture PLC Class A | 8094 | 1995980 |
| &nbsp;&nbsp; †Aptiv PLC | 8750 | 754425 |
| &nbsp;&nbsp;&nbsp; Experian PLC | 9590 | 480048 |
| &nbsp;&nbsp;&nbsp; Medtronic PLC | 88604 | 8438645 |
| &nbsp;&nbsp;&nbsp; TE Connectivity PLC | 4972 | 1091503 |
| &nbsp;&nbsp;&nbsp; Trane Technologies PLC | 28105 | 11859186 |
|  |  | **24619787** |
| **Israel–0.03%** | **Israel–0.03%** | **Israel–0.03%** |
| &nbsp;&nbsp;&nbsp;&nbsp; †Teva Pharmaceutical <br> Industries Ltd. ADR<br>| 36220 | 731644 |
|  |  | **731644** |
| **Italy–1.23%** | **Italy–1.23%** | **Italy–1.23%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Banca Monte dei Paschi di <br> Siena SpA<br>| 167092 | 1479156 |
| &nbsp;&nbsp;&nbsp;&nbsp; FinecoBank Banca Fineco <br> SpA<br>| 20876 | 451097 |
| &nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA | 1675079 | 11040648 |
| &nbsp;&nbsp;&nbsp; Leonardo SpA | 29895 | 1896007 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mediobanca Banca di <br> Credito Finanziario SpA<br>| 24399 | 493708 |
| &nbsp;&nbsp;&nbsp; UniCredit SpA | 142279 | 10769246 |
|  |  | **26129862** |
| **Japan–1.70%** | **Japan–1.70%** | **Japan–1.70%** |
| &nbsp;&nbsp;&nbsp; Advantest Corp. | 9200 | 911384 |
| &nbsp;&nbsp;&nbsp; Asahi Intecc Co. Ltd. | 18600 | 302045 |
| &nbsp;&nbsp;&nbsp; Asahi Kasei Corp. | 58700 | 462225 |
| &nbsp;&nbsp;&nbsp; Bridgestone Corp. | 4700 | 217639 |
| &nbsp;&nbsp;&nbsp; Canon, Inc. | 32100 | 941392 |
| &nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, Inc. | 103800 | 818412 |
| &nbsp;&nbsp;&nbsp; Daiichi Sankyo Co. Ltd. | 18773 | 420817 |
| &nbsp;&nbsp;&nbsp; Daikin Industries Ltd. | 95 | 10972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Daiwa Securities Group, <br> Inc.<br>| 66100 | 537480 |
| &nbsp;&nbsp;&nbsp; Ebara Corp. | 6400 | 146406 |
| &nbsp;&nbsp;&nbsp; ENEOS Holdings, Inc. | 229000 | 1455436 |
| &nbsp;&nbsp;&nbsp; Fast Retailing Co. Ltd. | 800 | 243649 |
| &nbsp;&nbsp;&nbsp; FUJIFILM Holdings Corp. | 20783 | 517309 |
| &nbsp;&nbsp;&nbsp; Furukawa Electric Co. Ltd. | 6100 | 375854 |
| &nbsp;&nbsp;&nbsp;&nbsp; GMO Payment Gateway, <br> Inc.<br>| 3900 | 218807 |
| &nbsp;&nbsp;&nbsp; Idemitsu Kosan Co. Ltd. | 75500 | 518700 |

---

---

| | | |
|:---|:---|:---|
|  | **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;&nbsp; Isetan Mitsukoshi Holdings <br> Ltd.<br>| 16300 | $301233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Exchange Group, <br> Inc.<br>| 56000 | 625756 |
| &nbsp;&nbsp;&nbsp; Japan Post Bank Co. Ltd. | 147100 | 1804868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan Post Holdings Co. <br> Ltd.<br>| 59000 | 586469 |
| &nbsp;&nbsp;&nbsp; Japan Tobacco, Inc. | 67300 | 2212615 |
| &nbsp;&nbsp;&nbsp; Kakaku.com, Inc. | 18600 | 319339 |
| &nbsp;&nbsp;&nbsp; Kansai Paint Co. Ltd. | 16971 | 276739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kawasaki Kisen Kaisha <br> Ltd.<br>| 42100 | 599537 |
| &nbsp;&nbsp;&nbsp; KDDI Corp. | 30600 | 488429 |
| &nbsp;&nbsp;&nbsp; Keyence Corp. | 4600 | 1716388 |
| &nbsp;&nbsp;&nbsp; Komatsu Ltd. | 21200 | 739710 |
| &nbsp;&nbsp;&nbsp; Kuraray Co. Ltd. | 27700 | 319079 |
| &nbsp;&nbsp;&nbsp; LY Corp. | 237800 | 765572 |
| &nbsp;&nbsp;&nbsp; Mazda Motor Corp. | 43200 | 315780 |
| &nbsp;&nbsp;&nbsp; MISUMI Group, Inc. | 22600 | 352483 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Corp. | 11000 | 262643 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc.<br>| 31961 | 517393 |
| &nbsp;&nbsp;&nbsp;&nbsp; Murata Manufacturing Co. <br> Ltd.<br>| 118400 | 2254152 |
| &nbsp;&nbsp;&nbsp; Nexon Co. Ltd. | 34500 | 757491 |
| &nbsp;&nbsp;&nbsp; NIDEC Corp. | 25600 | 455879 |
| &nbsp;&nbsp;&nbsp; Nikon Corp. | 21500 | 250786 |
| &nbsp;&nbsp;&nbsp; Nintendo Co. Ltd. | 4800 | 415620 |
| &nbsp;&nbsp;&nbsp;&nbsp; Nippon Paint Holdings Co. <br> Ltd.<br>| 56 | 382 |
| &nbsp;&nbsp;&nbsp; Nippon Steel Corp. | 19600 | 80780 |
| &nbsp;&nbsp;&nbsp; Nippon Yusen KK | 10800 | 368873 |
| &nbsp;&nbsp;&nbsp; Nissan Chemical Corp. | 11400 | 413957 |
| &nbsp;&nbsp; †Nissan Motor Co. Ltd. | 127600 | 313898 |
| &nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. | 83100 | 609968 |
| &nbsp;&nbsp;&nbsp; Obayashi Corp. | 26900 | 441830 |
| &nbsp;&nbsp;&nbsp; Olympus Corp. | 72800 | 921045 |
| &nbsp;&nbsp;&nbsp; Rakus Co. Ltd. | 32442 | 297909 |
| &nbsp;&nbsp; †Rakuten Group, Inc. | 63000 | 408924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Santen Pharmaceutical Co. <br> Ltd.<br>| 24363 | 270096 |
| &nbsp;&nbsp;&nbsp; Shimizu Corp. | 54800 | 770576 |
| &nbsp;&nbsp;&nbsp; Socionext, Inc. | 17600 | 332042 |
| &nbsp;&nbsp;&nbsp; SoftBank Group Corp. | 7700 | 972881 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.<br>| 16100 | 454634 |
| &nbsp;&nbsp;&nbsp; Suzuki Motor Corp. | 74200 | 1084012 |
| &nbsp;&nbsp;&nbsp; TDK Corp. | 16000 | 232451 |
| &nbsp;&nbsp;&nbsp; TOTO Ltd. | 18900 | 497661 |
| &nbsp;&nbsp;&nbsp; Toyota Motor Corp. | 90300 | 1739932 |
| &nbsp;&nbsp;&nbsp; Toyota Tsusho Corp. | 24900 | 690670 |
| &nbsp;&nbsp;&nbsp; Trend Micro, Inc. | 10456 | 572699 |
| &nbsp;&nbsp;&nbsp; Yaskawa Electric Corp. | 13000 | 277520 |
|  |  | **36189228** |

---

*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)** |
| **Jersey–0.00%** | **Jersey–0.00%** | **Jersey–0.00%** |
| &nbsp;&nbsp; †Wizz Air Holdings PLC | 6235 | $96852 |
|  |  | **96852** |
| **Kazakhstan–0.01%** | **Kazakhstan–0.01%** | **Kazakhstan–0.01%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Halyk Savings Bank of <br> Kazakhstan JSC GDR<br>| 3455 | 86893 |
| &nbsp;&nbsp;&nbsp; Kaspi.KZ JSC ADR | 1646 | 134446 |
|  |  | **221339** |
| **Macau–0.03%** | **Macau–0.03%** | **Macau–0.03%** |
| &nbsp;&nbsp;&nbsp; Wynn Macau Ltd. | 596859 | 553759 |
|  |  | **553759** |
| **Malaysia–0.01%** | **Malaysia–0.01%** | **Malaysia–0.01%** |
| &nbsp;&nbsp;&nbsp; CIMB Group Holdings Bhd. | 29900 | 52148 |
| &nbsp;&nbsp;&nbsp; Frontken Corp. Bhd. | 118700 | 117050 |
|  |  | **169198** |
| **Mexico–0.13%** | **Mexico–0.13%** | **Mexico–0.13%** |
| &nbsp;&nbsp;&nbsp; Cemex SAB de CV | 192173 | 172723 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fomento Economico <br> Mexicano SAB de CV<br>| 5987 | 58992 |
| &nbsp;&nbsp;&nbsp; Fresnillo PLC | 34808 | 1104793 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario del <br> Sureste SAB de CV <br> Class B<br>| 6212 | 200635 |
| &nbsp;&nbsp;&nbsp;&nbsp; Grupo Financiero Banorte <br> SAB de CV Class O<br>| 105817 | 1062764 |
| &nbsp;&nbsp;&nbsp; Grupo Mexico SAB de CV | 16639 | 144789 |
| &nbsp;&nbsp;&nbsp;&nbsp; Promotora y Operadora de <br> Infraestructura SAB de <br> CV<br>| 5796 | 79337 |
|  |  | **2824033** |
| **Netherlands–1.09%** | **Netherlands–1.09%** | **Netherlands–1.09%** |
| &nbsp;&nbsp; †Argenx SE | 1624 | 1176789 |
| &nbsp;&nbsp; †Argenx SE ADR | 522 | 385006 |
| &nbsp;&nbsp;&nbsp; ASML Holding NV | 13001 | 12639980 |
| &nbsp;&nbsp;&nbsp; ING Groep NV | 139814 | 3623583 |
| &nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize <br> NV<br>| 4700 | 190096 |
| &nbsp;&nbsp;&nbsp; Koninklijke Vopak NV | 3702 | 169681 |
| &nbsp;&nbsp;&nbsp; NXP Semiconductors NV | 9201 | 2095344 |
| &nbsp;&nbsp;&nbsp; Prosus NV | 24259 | 1707169 |
| &nbsp;&nbsp;&nbsp; Wolters Kluwer NV | 8298 | 1131565 |
|  |  | **23119213** |
| **Norway–0.06%** | **Norway–0.06%** | **Norway–0.06%** |
| &nbsp;&nbsp;&nbsp; DNB Bank ASA | 9146 | 248823 |
| &nbsp;&nbsp;&nbsp; Kongsberg Gruppen ASA | 19599 | 626391 |
| &nbsp;&nbsp;&nbsp; Telenor ASA | 30950 | 512962 |
|  |  | **1388176** |
| **Philippines–0.01%** | **Philippines–0.01%** | **Philippines–0.01%** |
| &nbsp;&nbsp;&nbsp; Ayala Land, Inc. | 155300 | 64975 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Philippines (continued)** | **Philippines (continued)** | **Philippines (continued)** |
| &nbsp;&nbsp;&nbsp; Bloomberry Resorts Corp. | 351100 | $24975 |
| &nbsp;&nbsp;&nbsp; DigiPlus Interactive Corp. | 66110 | 28682 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Container <br> Terminal Services, Inc.<br>| 8020 | 64987 |
| &nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Bank & Trust <br> Co.<br>| 47680 | 55708 |
|  |  | **239327** |
| **Poland–0.05%** | **Poland–0.05%** | **Poland–0.05%** |
| &nbsp;&nbsp;&nbsp; LPP SA | 43 | 209165 |
| &nbsp;&nbsp;&nbsp;&nbsp; Powszechna Kasa <br> Oszczednosci Bank Polski <br> SA<br>| 6565 | 127303 |
| &nbsp;&nbsp;&nbsp;&nbsp; Powszechny Zaklad <br> Ubezpieczen SA<br>| 52412 | 783876 |
|  |  | **1120344** |
| **Portugal–0.01%** | **Portugal–0.01%** | **Portugal–0.01%** |
| &nbsp;&nbsp;&nbsp; Jeronimo Martins SGPS SA | 5013 | 121830 |
|  |  | **121830** |
| **Republic of Korea–0.32%** | **Republic of Korea–0.32%** | **Republic of Korea–0.32%** |
| &nbsp;&nbsp;&nbsp;&nbsp; GS Engineering & <br> Construction Corp.<br>| 10074 | 132113 |
| &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Heavy <br> Industries Co. Ltd.<br>| 1141 | 418813 |
| &nbsp;&nbsp;&nbsp;&nbsp; HD Hyundai Marine <br> Solution Co. Ltd.<br>| 1727 | 258487 |
| &nbsp;&nbsp;&nbsp; HD Hyundai Mipo | 3302 | 478926 |
| &nbsp;&nbsp;&nbsp;&nbsp; HD Korea Shipbuilding & <br> Offshore Engineering Co. <br> Ltd.<br>| 1436 | 420652 |
| &nbsp;&nbsp;&nbsp; KB Financial Group, Inc. | 2314 | 190490 |
| &nbsp;&nbsp; †Krafton, Inc. | 2633 | 548913 |
| &nbsp;&nbsp;&nbsp; KT&G Corp. | 5461 | 520003 |
| &nbsp;&nbsp;&nbsp; Misto Holdings Corp. | 2328 | 63964 |
| &nbsp;&nbsp;&nbsp; NAVER Corp. | 7471 | 1429716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Samsung Electronics Co. <br> Ltd.<br>| 25634 | 1532869 |
| &nbsp;&nbsp;&nbsp; SK Hynix, Inc. | 3346 | 828720 |
|  |  | **6823666** |
| **Saudi Arabia–0.04%** | **Saudi Arabia–0.04%** | **Saudi Arabia–0.04%** |
| &nbsp;&nbsp;&nbsp; Al Rajhi Bank | 10573 | 302231 |
| &nbsp;&nbsp;&nbsp; Elm Co. | 317 | 75696 |
| &nbsp;&nbsp;&nbsp; Etihad Etisalat Co. | 12938 | 233044 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Rasan Information <br> Technology Co.<br>| 4083 | 111487 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Basic Industries <br> Corp.<br>| 3623 | 59462 |
| &nbsp;&nbsp;&nbsp; Saudi National Bank | 4940 | 51610 |
| &nbsp;&nbsp;&nbsp;&nbsp; Yanbu National <br> Petrochemical Co.<br>| 8920 | 83106 |
|  |  | **916636** |

---

*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)** |
| **Singapore–0.01%** | **Singapore–0.01%** | **Singapore–0.01%** |
| &nbsp;&nbsp;&nbsp; UOL Group Ltd. | 22394 | $135584 |
|  |  | **135584** |
| **South Africa–0.15%** | **South Africa–0.15%** | **South Africa–0.15%** |
| &nbsp;&nbsp;&nbsp; FirstRand Ltd. | 151573 | 681596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Harmony Gold Mining Co. <br> Ltd.<br>| 49497 | 902410 |
| &nbsp;&nbsp;&nbsp; Kumba Iron Ore Ltd. | 7185 | 135151 |
| &nbsp;&nbsp;&nbsp; Mr. Price Group Ltd. | 23471 | 276841 |
| &nbsp;&nbsp;&nbsp; Valterra Platinum Ltd. | 15044 | 1076138 |
| &nbsp;&nbsp;&nbsp; Vodacom Group Ltd. | 6305 | 48662 |
|  |  | **3120798** |
| **Spain–0.57%** | **Spain–0.57%** | **Spain–0.57%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA<br>| 151815 | 2912417 |
| &nbsp;&nbsp;&nbsp; Banco de Sabadell SA | 181504 | 703213 |
| &nbsp;&nbsp;&nbsp; Bankinter SA | 59604 | 938057 |
| &nbsp;&nbsp;&nbsp; CaixaBank SA | 193604 | 2033434 |
| &nbsp;&nbsp; †Cellnex Telecom SA | 114786 | 3974207 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno Textil <br> SA<br>| 13447 | 741537 |
| &nbsp;&nbsp;&nbsp; Repsol SA | 40889 | 723207 |
|  |  | **12026072** |
| **Sweden–0.21%** | **Sweden–0.21%** | **Sweden–0.21%** |
| &nbsp;&nbsp;&nbsp; Assa Abloy AB Class B | 5314 | 184351 |
| &nbsp;&nbsp;&nbsp; Atlas Copco AB Class A | 49238 | 831059 |
| &nbsp;&nbsp;&nbsp; EQT AB | 5309 | 183613 |
| &nbsp;&nbsp;&nbsp; Evolution AB | 8000 | 657206 |
| &nbsp;&nbsp;&nbsp; Investor AB Class B | 17463 | 545441 |
| &nbsp;&nbsp; †Spotify Technology SA | 1268 | 885064 |
| &nbsp;&nbsp;&nbsp; SSAB AB Class A | 23984 | 143327 |
| &nbsp;&nbsp;&nbsp; SSAB AB Class B | 39349 | 228210 |
| †=πVoltage, Inc. | 1948 | 0 |
| &nbsp;&nbsp;&nbsp; Volvo AB Class B | 24707 | 707271 |
|  |  | **4365542** |
| **Switzerland–0.65%** | **Switzerland–0.65%** | **Switzerland–0.65%** |
| &nbsp;&nbsp;&nbsp; ABB Ltd. | 7039 | 506847 |
| &nbsp;&nbsp;&nbsp; Alcon AG | 8637 | 642960 |
| &nbsp;&nbsp;&nbsp; Geberit AG | 1248 | 936255 |
| &nbsp;&nbsp;&nbsp; Holcim AG | 12843 | 1086424 |
| &nbsp;&nbsp;&nbsp; Logitech International SA | 1511 | 164719 |
| &nbsp;&nbsp;&nbsp; Nestle SA | 19266 | 1768440 |
| &nbsp;&nbsp;&nbsp; Novartis AG | 30538 | 3840795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Partners Group Holding <br> AG<br>| 1711 | 2221366 |
| &nbsp;&nbsp;&nbsp; Roche Holding AG | 1732 | 565476 |
| &nbsp;&nbsp;&nbsp; SGS SA | 2535 | 262655 |
| &nbsp;&nbsp;&nbsp; STMicroelectronics NV | 18800 | 526421 |
| &nbsp;&nbsp;&nbsp; UBS Group AG | 7233 | 295389 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance Group <br> AG<br>| 1407 | 1001452 |
|  |  | **13819199** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** | **ΔCOMMON STOCK (continued)** |
| **Taiwan–1.20%** | **Taiwan–1.20%** | **Taiwan–1.20%** |
| &nbsp;&nbsp;&nbsp; Accton Technology Corp. | 16000 | $548592 |
| &nbsp;&nbsp;&nbsp; Airtac International Group | 15000 | 370595 |
| &nbsp;&nbsp;&nbsp; ASMedia Technology, Inc. | 5000 | 242798 |
| &nbsp;&nbsp;&nbsp; ASPEED Technology, Inc. | 5000 | 828466 |
| &nbsp;&nbsp;&nbsp; eMemory Technology, Inc. | 4000 | 264453 |
| &nbsp;&nbsp;&nbsp;&nbsp; Genius Electronic Optical <br> Co. Ltd.<br>| 26685 | 374735 |
| &nbsp;&nbsp;&nbsp; Global Unichip Corp. | 4000 | 175865 |
| &nbsp;&nbsp;&nbsp;&nbsp; International Games <br> System Co. Ltd.<br>| 10000 | 258219 |
| &nbsp;&nbsp;&nbsp; King Slide Works Co. Ltd. | 5000 | 539734 |
| &nbsp;&nbsp;&nbsp; MediaTek, Inc. | 12060 | 520339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Realtek Semiconductor <br> Corp.<br>| 48682 | 878506 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. Ltd.<br>| 454000 | 19439268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. Ltd. <br> ADR<br>| 2998 | 837311 |
| &nbsp;&nbsp;&nbsp;&nbsp; TS Financial Holding Co. <br> Ltd.<br>| 240000 | 141742 |
|  |  | **25420623** |
| **Thailand–0.02%** | **Thailand–0.02%** | **Thailand–0.02%** |
| &nbsp;&nbsp;&nbsp; CP ALL PCL | 123500 | 180076 |
| &nbsp;&nbsp;&nbsp; Krungthai Card PCL | 123000 | 113871 |
| &nbsp;&nbsp; †True Corp. PCL NVDR | 236100 | 75774 |
|  |  | **369721** |
| **Turkey–0.02%** | **Turkey–0.02%** | **Turkey–0.02%** |
| &nbsp;&nbsp;&nbsp; Akbank TAS | 129383 | 195114 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkiye Is Bankasi AS <br> Class C<br>| 562375 | 191394 |
|  |  | **386508** |
| **United Arab Emirates–0.03%** | **United Arab Emirates–0.03%** | **United Arab Emirates–0.03%** |
| &nbsp;&nbsp;&nbsp;&nbsp; Abu Dhabi Commercial <br> Bank PJSC<br>| 20898 | 82954 |
| &nbsp;&nbsp;&nbsp; Air Arabia PJSC | 82348 | 84073 |
| &nbsp;&nbsp;&nbsp; Aldar Properties PJSC | 40946 | 105680 |
| &nbsp;&nbsp;&nbsp; Borouge PLC | 124985 | 85750 |
| &nbsp;&nbsp;&nbsp; Emaar Development PJSC | 17079 | 62540 |
| &nbsp;&nbsp;&nbsp; Emaar Properties PJSC | 84409 | 299897 |
| †=NMC Health PLC | 123425 | 0 |
|  |  | **720894** |
| **United Kingdom–2.64%** | **United Kingdom–2.64%** | **United Kingdom–2.64%** |
| &nbsp;&nbsp;&nbsp; Admiral Group PLC | 17453 | 786799 |
| &nbsp;&nbsp;&nbsp; AstraZeneca PLC | 1820 | 273704 |
| &nbsp;&nbsp;&nbsp;&nbsp; B&M European Value <br> Retail SA<br>| 85542 | 301074 |
| &nbsp;&nbsp;&nbsp; BAE Systems PLC | 419493 | 11616382 |
| &nbsp;&nbsp;&nbsp; BP PLC | 78407 | 448951 |
| &nbsp;&nbsp;&nbsp;&nbsp; British American Tobacco <br> PLC<br>| 13154 | 698256 |

---

*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 Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp;&nbsp; Bunzl PLC | 19636 | $619542 |
| &nbsp;&nbsp;&nbsp; Compass Group PLC | 185038 | 6293606 |
| &nbsp;&nbsp; †Genius Sports Ltd. | 51601 | 638820 |
| &nbsp;&nbsp;&nbsp; GSK PLC | 57117 | 1209478 |
| &nbsp;&nbsp;&nbsp; Imperial Brands PLC | 14031 | 595924 |
| &nbsp;&nbsp;&nbsp; J Sainsbury PLC | 220576 | 990820 |
| &nbsp;&nbsp;&nbsp; Lion Finance Group PLC | 854 | 87864 |
| &nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC | 480784 | 541985 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer Group <br> PLC<br>| 113911 | 558410 |
| &nbsp;&nbsp;&nbsp; National Grid PLC | 604098 | 8672915 |
| &nbsp;&nbsp;&nbsp; NatWest Group PLC | 145112 | 1017960 |
| &nbsp;&nbsp;&nbsp; RELX PLC | 145105 | 6941544 |
| &nbsp;&nbsp;&nbsp; Rolls-Royce Holdings PLC | 286145 | 4579551 |
| &nbsp;&nbsp;&nbsp; Schroders PLC | 46351 | 234389 |
| &nbsp;&nbsp;&nbsp; Shell PLC | 241530 | 8638913 |
| &nbsp;&nbsp;&nbsp; St. James's Place PLC | 17698 | 302286 |
|  |  | **56049173** |
| **United States–44.11%** | **United States–44.11%** | **United States–44.11%** |
| &nbsp;&nbsp;&nbsp; Abbott Laboratories | 4040 | 541118 |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. | 3077 | 712449 |
| &nbsp;&nbsp; †Adobe, Inc. | 9687 | 3417089 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Advanced Micro Devices, <br> Inc.<br>| 20246 | 3275600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Air Products & Chemicals, <br> Inc.<br>| 12490 | 3406273 |
| &nbsp;&nbsp; †Airbnb, Inc. Class A | 11415 | 1386009 |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc. Class C | 155541 | 37882011 |
| &nbsp;&nbsp;&nbsp; Altria Group, Inc. | 32310 | 2134399 |
| &nbsp;&nbsp; †Amazon.com, Inc. | 184752 | 40565997 |
| &nbsp;&nbsp;&nbsp;&nbsp; †AMC Networks, Inc. <br> Class A<br>| 10929 | 90055 |
| &nbsp;&nbsp; †Amentum Holdings, Inc. | 12256 | 293531 |
| &nbsp;&nbsp;&nbsp; Ameren Corp. | 1772 | 184961 |
| &nbsp;&nbsp;&nbsp; Amgen, Inc. | 2554 | 720739 |
| &nbsp;&nbsp;&nbsp; Amphenol Corp. Class A | 14238 | 1761953 |
| &nbsp;&nbsp;&nbsp; Analog Devices, Inc. | 7985 | 1961915 |
| &nbsp;&nbsp;&nbsp;&nbsp; Apollo Global Management, <br> Inc.<br>| 49306 | 6571011 |
| &nbsp;&nbsp;&nbsp; Apple, Inc. | 190245 | 48442084 |
| &nbsp;&nbsp;&nbsp; Applied Materials, Inc. | 5215 | 1067719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Archer-Daniels-Midland <br> Co.<br>| 18737 | 1119348 |
| &nbsp;&nbsp;&nbsp; AT&T, Inc. | 67443 | 1904590 |
| &nbsp;&nbsp; †Autodesk, Inc. | 15521 | 4930556 |
| &nbsp;&nbsp; †AutoNation, Inc. | 997 | 218114 |
| &nbsp;&nbsp; †Avaya Holdings Corp. | 121 | 1336 |
| &nbsp;&nbsp;&nbsp; Ball Corp. | 10899 | 549528 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. | 290383 | 14980859 |
| &nbsp;&nbsp;&nbsp; Best Buy Co., Inc. | 5641 | 426572 |
| &nbsp;&nbsp; †Boeing Co. | 52632 | 11359565 |
| &nbsp;&nbsp;&nbsp; Booking Holdings, Inc. | 647 | 3493328 |
| &nbsp;&nbsp; †Boston Scientific Corp. | 114366 | 11165553 |
| &nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co. | 37412 | 1687281 |

---

---

| | | |
|:---|:---|:---|
|  | **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; Broadcom, Inc. | 79694 | $26291848 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Cadence Design Systems, <br> Inc.<br>| 8552 | 3003976 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Caesars Entertainment, <br> Inc.<br>| 10015 | 270655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial <br> Corp.<br>| 47209 | 10035689 |
| †=Caresyntax, Inc. | 2497 | 824 |
| &nbsp;&nbsp; †CarMax, Inc. | 29411 | 1319672 |
| &nbsp;&nbsp;&nbsp; Carrier Global Corp. | 13473 | 804338 |
| &nbsp;&nbsp; †Centene Corp. | 12816 | 457275 |
| &nbsp;&nbsp;&nbsp; Century Communities, Inc. | 6492 | 411398 |
| &nbsp;&nbsp;&nbsp;&nbsp; CF Industries Holdings, <br> Inc.<br>| 8395 | 753032 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Charles River Laboratories <br> International, Inc.<br>| 2390 | 373939 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Charter Communications, <br> Inc. Class A<br>| 2705 | 744159 |
| &nbsp;&nbsp;&nbsp; Cheniere Energy, Inc. | 3638 | 854857 |
| &nbsp;&nbsp;&nbsp; Chevron Corp. | 44477 | 6906833 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Chipotle Mexican Grill, <br> Inc.<br>| 17316 | 678614 |
| &nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | 112303 | 7683771 |
| &nbsp;&nbsp;&nbsp; Citigroup, Inc. | 155770 | 15810655 |
| &nbsp;&nbsp;&nbsp; Coca-Cola Co. | 30279 | 2008103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Cognizant Technology <br> Solutions Corp. Class A<br>| 10760 | 721673 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Coinbase Global, Inc. <br> Class A<br>| 990 | 334115 |
| &nbsp;&nbsp;&nbsp; Comerica, Inc. | 1401 | 95997 |
| &nbsp;&nbsp; †Confluent, Inc. Class A | 133833 | 2649893 |
| &nbsp;&nbsp; †Core Scientific, Inc. | 42006 | 753588 |
| &nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 16707 | 15464500 |
| &nbsp;&nbsp;&nbsp; CRH PLC | 61813 | 7411379 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Crowdstrike Holdings, Inc. <br> Class A<br>| 3655 | 1792339 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=πCrown PropTech <br> Acquisitions<br>| 7060 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=Crown PropTech <br> Acquisitions Class A<br>| 8069 | 91825 |
| &nbsp;&nbsp;&nbsp; CVS Health Corp. | 7155 | 539415 |
| &nbsp;&nbsp;&nbsp; Danaher Corp. | 10197 | 2021657 |
| &nbsp;&nbsp; †Datadog, Inc. Class A | 23813 | 3390971 |
| &nbsp;&nbsp; †DaVita, Inc. | 1693 | 224949 |
| &nbsp;&nbsp; †Dayforce, Inc. | 5064 | 348859 |
| &nbsp;&nbsp; †Deckers Outdoor Corp. | 2493 | 252715 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dell Technologies, Inc. <br> Class C<br>| 14238 | 2018521 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. | 71916 | 4081233 |
| &nbsp;&nbsp;&nbsp; Devon Energy Corp. | 3012 | 105601 |
| &nbsp;&nbsp; †Dexcom, Inc. | 5393 | 362895 |
| &nbsp;&nbsp;&nbsp; Digital Realty Trust, Inc. | 1967 | 340055 |
| &nbsp;&nbsp;&nbsp; Dillard's, Inc. Class A | 338 | 207694 |
| &nbsp;&nbsp;&nbsp; Dollar General Corp. | 20333 | 2101416 |
| &nbsp;&nbsp;&nbsp; DR Horton, Inc. | 35142 | 5955515 |

---

*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; †DraftKings, Inc. Class A | 40597 | $1518328 |
| &nbsp;&nbsp;&nbsp; Duke Energy Corp. | 12600 | 1559250 |
| &nbsp;&nbsp;&nbsp; DuPont de Nemours, Inc. | 8362 | 651400 |
| &nbsp;&nbsp;&nbsp; Eaton Corp. PLC | 2484 | 929637 |
| &nbsp;&nbsp;&nbsp; eBay, Inc. | 11187 | 1017458 |
| &nbsp;&nbsp; †EchoStar Corp. Class A | 23089 | 1763076 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Edwards Lifesciences <br> Corp.<br>| 8025 | 624104 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 22802 | 17397926 |
| &nbsp;&nbsp;&nbsp; EMCOR Group, Inc. | 765 | 496898 |
| &nbsp;&nbsp;&nbsp; EOG Resources, Inc. | 25299 | 2836524 |
| &nbsp;&nbsp; †EPAM Systems, Inc. | 617 | 93037 |
| †=πEpic Games, Inc. | 3175 | 2220659 |
| &nbsp;&nbsp;&nbsp; EQT Corp. | 77545 | 4220774 |
| &nbsp;&nbsp;&nbsp; Eversource Energy | 7233 | 514556 |
| †=πExo, Inc. | 1035 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp; FactSet Research Systems, <br> Inc.<br>| 1089 | 311988 |
| &nbsp;&nbsp; †Fair Isaac Corp. | 524 | 784182 |
| †=πFanatics Holdings, Inc. | 37931 | 2320239 |
| &nbsp;&nbsp;&nbsp;&nbsp; †=πFarmers Business Network, <br> Inc.<br>| 24139 | 25587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fidelity National <br> Information Services, <br> Inc.<br>| 6712 | 442589 |
| &nbsp;&nbsp; †Figma, Inc. Class A | 2897 | 150267 |
| &nbsp;&nbsp;&nbsp;&nbsp; First Citizens BancShares, <br> Inc. Class A<br>| 251 | 449079 |
| &nbsp;&nbsp;&nbsp; First Horizon Corp. | 7872 | 177986 |
| &nbsp;&nbsp; †Fiserv, Inc. | 14039 | 1810048 |
| &nbsp;&nbsp;&nbsp; Flagstar Financial, Inc. | 68360 | 789558 |
| &nbsp;&nbsp;&nbsp;&nbsp; Flowco Holdings, Inc. <br> Class A<br>| 20291 | 301321 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Flutter Entertainment <br> PLC<br>| 8774 | 2228596 |
| &nbsp;&nbsp;&nbsp; Ford Motor Co. | 101447 | 1213306 |
| &nbsp;&nbsp;&nbsp; Fortive Corp. | 11136 | 545553 |
| &nbsp;&nbsp;&nbsp; Fox Corp. Class A | 35725 | 2252819 |
| &nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 163797 | 6424118 |
| &nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare <br> Technologies, Inc.<br>| 4424 | 332242 |
| &nbsp;&nbsp;&nbsp; GE Vernova, Inc. | 3153 | 1938780 |
| &nbsp;&nbsp;&nbsp; Gen Digital, Inc. | 19085 | 541823 |
| &nbsp;&nbsp;&nbsp; General Dynamics Corp. | 2445 | 833745 |
| &nbsp;&nbsp;&nbsp; General Electric Co. | 23350 | 7024147 |
| &nbsp;&nbsp;&nbsp; General Mills, Inc. | 11250 | 567225 |
| &nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. | 6200 | 688200 |
| &nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, <br> Inc.<br>| 2486 | 1979726 |
| &nbsp;&nbsp;&nbsp; Graco, Inc. | 4717 | 400756 |
| †=πGrand Rounds, Inc. | 1035048 | 910842 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard <br> Enterprise Co.<br>| 43666 | 1072437 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hilton Worldwide Holdings, <br> Inc.<br>| 16201 | 4203187 |

---

---

| | | |
|:---|:---|:---|
|  | **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; Home Depot, Inc. | 25351 | $10271972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Honeywell International, <br> Inc.<br>| 4077 | 858209 |
| &nbsp;&nbsp;&nbsp; Howmet Aerospace, Inc. | 12587 | 2469947 |
| &nbsp;&nbsp;&nbsp; HP, Inc. | 15270 | 415802 |
| &nbsp;&nbsp; †HubSpot, Inc. | 191 | 89350 |
| &nbsp;&nbsp;&nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc.<br>| 3561 | 1025248 |
| &nbsp;&nbsp; †iHeartMedia, Inc. Class A | 721 | 2069 |
| &nbsp;&nbsp; †Incyte Corp. | 6552 | 555675 |
| &nbsp;&nbsp; †Insmed, Inc. | 2740 | 394587 |
| &nbsp;&nbsp; †Intel Corp. | 35100 | 1177605 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interactive Brokers Group, <br> Inc. Class A<br>| 3508 | 241385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of Cos., <br> Inc.<br>| 24353 | 679692 |
| &nbsp;&nbsp;&nbsp; Intuit, Inc. | 8570 | 5852539 |
| &nbsp;&nbsp; †Intuitive Surgical, Inc. | 15834 | 7081440 |
| &nbsp;&nbsp;&nbsp; Invesco Ltd. | 42478 | 974445 |
| &nbsp;&nbsp;&nbsp; Jabil, Inc. | 9120 | 1980590 |
| †=πJawbone, Inc. | 32637 | 0 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | 59651 | 18815715 |
| &nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc. | 31180 | 795402 |
| &nbsp;&nbsp;&nbsp; Lam Research Corp. | 23387 | 3131519 |
| &nbsp;&nbsp;&nbsp; Las Vegas Sands Corp. | 54437 | 2928166 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Live Nation Entertainment, <br> Inc.<br>| 39258 | 6414757 |
| &nbsp;&nbsp;&nbsp; Lockheed Martin Corp. | 3609 | 1801649 |
| &nbsp;&nbsp;&nbsp; Louisiana-Pacific Corp. | 4486 | 398536 |
| &nbsp;&nbsp; †Lumen Technologies, Inc. | 127108 | 777901 |
| &nbsp;&nbsp; †M/I Homes, Inc. | 1645 | 237604 |
| &nbsp;&nbsp;&nbsp;&nbsp; MarketAxess Holdings, <br> Inc.<br>| 708 | 123369 |
| &nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., <br> Inc.<br>| 36860 | 7428396 |
| &nbsp;&nbsp; †Masimo Corp. | 11868 | 1751123 |
| &nbsp;&nbsp;&nbsp; Mastercard, Inc. Class A | 19575 | 11134456 |
| &nbsp;&nbsp;&nbsp; Match Group, Inc. | 71140 | 2512665 |
| &nbsp;&nbsp;&nbsp; McDonald's Corp. | 9445 | 2870241 |
| &nbsp;&nbsp;&nbsp; McKesson Corp. | 13856 | 10704314 |
| &nbsp;&nbsp;&nbsp; Meritage Homes Corp. | 5121 | 370914 |
| &nbsp;&nbsp;&nbsp;&nbsp; Meta Platforms, Inc. <br> Class A<br>| 47540 | 34912425 |
| &nbsp;&nbsp;&nbsp;&nbsp; †MGM Resorts <br> International<br>| 43203 | 1497416 |
| &nbsp;&nbsp;&nbsp; Microchip Technology, Inc. | 12320 | 791190 |
| &nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 58703 | 9822186 |
| &nbsp;&nbsp;&nbsp; Microsoft Corp. | 116639 | 60413170 |
| †πMNTN, Inc. | 20836 | 386508 |
| &nbsp;&nbsp; †MongoDB, Inc. | 3854 | 1196205 |
| &nbsp;&nbsp;&nbsp; Mosaic Co. | 24707 | 856839 |
| &nbsp;&nbsp;&nbsp; MSCI, Inc. | 2043 | 1159219 |
| =πMythic AI, Inc. | 685 | 0 |
| &nbsp;&nbsp; †Netflix, Inc. | 9201 | 11031263 |
| &nbsp;&nbsp;&nbsp; NextEra Energy, Inc. | 97292 | 7344573 |

---

*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; NRG Energy, Inc. | 11088 | $1795702 |
| &nbsp;&nbsp;&nbsp; Nucor Corp. | 2764 | 374329 |
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. | 347480 | 64832818 |
| &nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | 14315 | 1167102 |
| &nbsp;&nbsp;&nbsp; OneMain Holdings, Inc. | 6207 | 350447 |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | 31987 | 8996024 |
| &nbsp;&nbsp;&nbsp; Otis Worldwide Corp. | 14869 | 1359473 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Palantir Technologies, Inc. <br> Class A<br>| 27562 | 5027860 |
| &nbsp;&nbsp; †Palladyne AI Corp. | 2338 | 20083 |
| &nbsp;&nbsp;&nbsp; Paramount Skydance Corp. | 4180 | 79086 |
| &nbsp;&nbsp; †PayPal Holdings, Inc. | 23606 | 1583018 |
| &nbsp;&nbsp;&nbsp; Pfizer, Inc. | 73156 | 1864015 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc.<br>| 44471 | 7213196 |
| &nbsp;&nbsp;&nbsp; Phillips 66 | 6211 | 844820 |
| &nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services <br> Group, Inc.<br>| 3152 | 633331 |
| &nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, <br> Inc.<br>| 21087 | 1748323 |
| &nbsp;&nbsp;&nbsp; Progressive Corp. | 45996 | 11358712 |
| &nbsp;&nbsp; †Pure Storage, Inc. Class A | 972 | 81463 |
| &nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | 7526 | 1252025 |
| &nbsp;&nbsp;&nbsp;&nbsp; Raymond James Financial, <br> Inc.<br>| 607 | 104768 |
| &nbsp;&nbsp;&nbsp;&nbsp; Regeneron <br> Pharmaceuticals, Inc.<br>| 535 | 300814 |
| †=πRelativity Space, Inc. | 406 | 418 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Robinhood Markets, Inc. <br> Class A<br>| 3631 | 519887 |
| &nbsp;&nbsp; †ROBLOX Corp. Class A | 4770 | 660740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma PLC <br> Class A<br>| 4413 | 155691 |
| &nbsp;&nbsp;&nbsp; RTX Corp. | 2012 | 336668 |
| &nbsp;&nbsp;&nbsp; S&P Global, Inc. | 1655 | 805505 |
| &nbsp;&nbsp;&nbsp; Salesforce, Inc. | 37748 | 8946276 |
| †=πSalt Pay Co. Ltd. | 331 | 108287 |
| &nbsp;&nbsp; †ServiceNow, Inc. | 3835 | 3529274 |
| &nbsp;&nbsp; †ServiceTitan, Inc. Class A | 35878 | 3617579 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Six Flags Entertainment <br> Corp.<br>| 17881 | 406256 |
| &nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | 16767 | 1290724 |
| &nbsp;&nbsp;&nbsp; SLM Corp. | 7494 | 207434 |
| †=πSnorkel AI, Inc. | 4461 | 27301 |
| &nbsp;&nbsp; †Snowflake, Inc. Class A | 5909 | 1332775 |
| &nbsp;&nbsp;&nbsp;&nbsp; Solaris Energy <br> Infrastructure, Inc. <br> Class A<br>| 34628 | 1384081 |
| †=Source Global PBC | 8696 | 696 |
| &nbsp;&nbsp; †Starz Entertainment Corp. | 3456 | 50907 |
| &nbsp;&nbsp;&nbsp; State Street Corp. | 4850 | 562649 |
| &nbsp;&nbsp;&nbsp; Stryker Corp. | 25162 | 9301637 |
| &nbsp;&nbsp;&nbsp; Synchrony Financial | 15361 | 1091399 |
| &nbsp;&nbsp;&nbsp; T. Rowe Price Group, Inc. | 14732 | 1512092 |

---

---

| | | |
|:---|:---|:---|
|  | **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; †Take-Two Interactive <br> Software, Inc.<br>| 2729 | $705064 |
| &nbsp;&nbsp;&nbsp; Tapestry, Inc. | 12751 | 1443668 |
| &nbsp;&nbsp;&nbsp; Targa Resources Corp. | 1295 | 216964 |
| &nbsp;&nbsp;&nbsp; TD SYNNEX Corp. | 2778 | 454898 |
| &nbsp;&nbsp; †Tesla, Inc. | 36831 | 16379482 |
| &nbsp;&nbsp;&nbsp; Textron, Inc. | 23780 | 2009172 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, <br> Inc.<br>| 4352 | 2110807 |
| &nbsp;&nbsp;&nbsp; TJX Cos., Inc. | 57180 | 8264797 |
| &nbsp;&nbsp;&nbsp; T-Mobile U.S., Inc. | 3066 | 733939 |
| &nbsp;&nbsp;&nbsp; Toll Brothers, Inc. | 9334 | 1289399 |
| &nbsp;&nbsp;&nbsp; TransDigm Group, Inc. | 5356 | 7059315 |
| &nbsp;&nbsp; †Tri Pointe Homes, Inc. | 11199 | 380430 |
| &nbsp;&nbsp; †Uber Technologies, Inc. | 52306 | 5124419 |
| &nbsp;&nbsp;&nbsp; Union Pacific Corp. | 17922 | 4236223 |
| &nbsp;&nbsp;&nbsp;&nbsp; †United Airlines Holdings, <br> Inc.<br>| 28311 | 2732012 |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. | 3431 | 1184724 |
| &nbsp;&nbsp;&nbsp;&nbsp; Universal Health Services, <br> Inc. Class B<br>| 2704 | 552806 |
| &nbsp;&nbsp;&nbsp; Valero Energy Corp. | 27814 | 4735612 |
| †=πVerge Analytics, Inc. | 108057 | 20531 |
| &nbsp;&nbsp;&nbsp; VeriSign, Inc. | 2145 | 599678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, <br> Inc.<br>| 76141 | 3346397 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Vertex Pharmaceuticals, <br> Inc.<br>| 7261 | 2843698 |
| &nbsp;&nbsp;&nbsp; Vertiv Holdings Co. Class A | 75794 | 11434283 |
| &nbsp;&nbsp;&nbsp; Viatris, Inc. | 82508 | 816829 |
| &nbsp;&nbsp;&nbsp; VICI Properties, Inc. | 31747 | 1035270 |
| &nbsp;&nbsp;&nbsp; Visa, Inc. Class A | 6173 | 2107339 |
| &nbsp;&nbsp;&nbsp; Vistra Corp. | 47678 | 9341074 |
| &nbsp;&nbsp;&nbsp; Walmart, Inc. | 171322 | 17656445 |
| &nbsp;&nbsp;&nbsp; Walt Disney Co. | 55979 | 6409595 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Warner Bros Discovery, <br> Inc.<br>| 33356 | 651443 |
| &nbsp;&nbsp;&nbsp; Waste Management, Inc. | 3685 | 813759 |
| &nbsp;&nbsp; †Waters Corp. | 3635 | 1089809 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. | 160173 | 13425701 |
| &nbsp;&nbsp;&nbsp; Welltower, Inc. | 1172 | 208780 |
| &nbsp;&nbsp;&nbsp;&nbsp; West Pharmaceutical <br> Services, Inc.<br>| 293 | 76863 |
| &nbsp;&nbsp;&nbsp; Western Digital Corp. | 7897 | 948114 |
| &nbsp;&nbsp;&nbsp; Williams Cos., Inc. | 100907 | 6392458 |
| &nbsp;&nbsp; †Wolfspeed, Inc. | 1192 | 94009 |
| &nbsp;&nbsp; †Workday, Inc. Class A | 5328 | 1282609 |
| &nbsp;&nbsp;&nbsp; Wynn Resorts Ltd. | 1559 | 199973 |
| &nbsp;&nbsp; †XPO, Inc. | 3609 | 466535 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings, <br> Inc.<br>| 11807 | 1162990 |
| &nbsp;&nbsp;&nbsp; Zoetis, Inc. | 6237 | 912598 |
| &nbsp;&nbsp;&nbsp;&nbsp; †Zoom Communications, <br> Inc. Class A<br>| 1088 | 89760 |
|  |  | **938046564** |

---

*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)** |
| **Uruguay–0.04%** | **Uruguay–0.04%** | **Uruguay–0.04%** |
| &nbsp;&nbsp; †MercadoLibre, Inc. | 365 | $852983 |
|  |  | **852983** |
| **Total Common Stock** <br>**(Cost $882,957,220)** | **Total Common Stock** <br>**(Cost $882,957,220)** | **1307548371** |
| **ΔCONVERTIBLE PREFERRED STOCKS–0.58%** | **ΔCONVERTIBLE PREFERRED STOCKS–0.58%** | **ΔCONVERTIBLE PREFERRED STOCKS–0.58%** |
| **United States–0.58%** | **United States–0.58%** | **United States–0.58%** |
| †=πDatabricks, Inc. Series F | 60501 | 9075150 |
| †=πDatabricks, Inc. Series G | 16533 | 2479950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co. Series L <br> Class A<br>| 617 | 761557 |
| **Total Convertible Preferred Stocks** <br>**(Cost $5,498,082)** | **Total Convertible Preferred Stocks** <br>**(Cost $5,498,082)** | **12316657** |
| **ΔPREFERRED STOCKS–0.84%** | **ΔPREFERRED STOCKS–0.84%** | **ΔPREFERRED STOCKS–0.84%** |
| **Brazil–0.09%** | **Brazil–0.09%** | **Brazil–0.09%** |
| &nbsp;&nbsp; Banco Bradesco SA 8.71% | 471187 | 1568779 |
| &nbsp;&nbsp; Gerdau SA 3.85% | 115428 | 361102 |
|  |  | **1929881** |
| **United Kingdom–0.03%** | **United Kingdom–0.03%** | **United Kingdom–0.03%** |
| &nbsp;&nbsp;&nbsp; †=π10X Future Technologies <br> Services Ltd. Series D<br>| 46779 | 592641 |
|  |  | **592641** |
| **United States–0.72%** | **United States–0.72%** | **United States–0.72%** |
| &nbsp;&nbsp;&nbsp; †=πBreeze Aviation Group, Inc. <br> Series B<br>| 1998 | 311968 |
| †=πBytedance Ltd. Series E1 | 23481 | 5937640 |
| &nbsp;&nbsp;&nbsp; •Citigroup Capital XIII <br> 10.94% (3 mo. USD Term <br> SOFR + 6.63%) 10/30/40<br>| 51122 | 1542351 |
| &nbsp;&nbsp;&nbsp; †Cohesity Global, Inc. Series <br> G 1<br>| 2783 | 66096 |
| &nbsp;&nbsp;&nbsp; †Cohesity Global, Inc. Series <br> G<br>| 4028 | 95665 |
| †=πDream Finders Homes, Inc. | 2409 | 2390932 |
| †=πExo, Inc. Series D | 48140 | 35624 |
| &nbsp;&nbsp;&nbsp; †=πJumpcloud, Inc. Series E1 <br> Series E-1<br>| 491634 | 1160256 |
| &nbsp;&nbsp;&nbsp; †=πJumpcloud, Inc. Series F <br> Series F<br>| 32336 | 76313 |
| †=Lessen Holdings, Inc. | 53911 | 19947 |
| &nbsp;&nbsp;&nbsp; †=πLoadsmart, Inc. Series C <br> Series C<br>| 96249 | 564982 |
| &nbsp;&nbsp;&nbsp; †=πLoadsmart, Inc. Series D <br> Series D<br>| 8526 | 78183 |
| =πNeon Pagamentos SA | 3076 | 1224217 |
| &nbsp;&nbsp;&nbsp; †=πNoodle Partners, Inc. Series <br> C<br>| 69413 | 104814 |
| †=πPsiQuantum Corp. Series D | 14776 | 606555 |
| &nbsp;&nbsp;&nbsp; †=πSambaNova Systems, Inc. <br> Series C Series C<br>| 16831 | 374490 |
| &nbsp;&nbsp;&nbsp; †=πSambaNova Systems, Inc. <br> Series D Series D<br>| 5355 | 162257 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔPREFERRED STOCKS (continued)** | **ΔPREFERRED STOCKS (continued)** | **ΔPREFERRED STOCKS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| †=πSnorkel AI, Inc. Series C | 15980 | $122087 |
| &nbsp;&nbsp;&nbsp; †=πUrsa Major Technologies, <br> Inc.<br>| 102993 | 456259 |
|  |  | **15330636** |
| **Total Preferred Stocks** <br>**(Cost $20,918,001)** | **Total Preferred Stocks** <br>**(Cost $20,918,001)** | **17853158** |
| **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.<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 | 278 |
|  |  | **278** |
| **United States–0.00%** | **United States–0.00%** | **United States–0.00%** |
| &nbsp;&nbsp;&nbsp; †=Crown PropTech <br> Acquisitions exp 12/31/27 <br> exercise price USD 11.5000<br>| 12103 | 0 |
| &nbsp;&nbsp;&nbsp; †EVgo, Inc. exp 7/01/26 <br> exercise price USD 11.5000<br>| 16129 | 3066 |
| &nbsp;&nbsp;&nbsp; †Hippo Holdings, Inc. exp <br> 8/02/26 exercise price USD <br> 287.5000<br>| 12653 | 98 |
| &nbsp;&nbsp;&nbsp; †=Latch, Inc. exp 6/04/26 <br> exercise price USD 11.5000<br>| 20232 | 0 |
| &nbsp;&nbsp;&nbsp; †Offerpad Solutions, Inc. exp <br> 9/01/26 exercise price USD <br> 11.5000<br>| 22210 | 1111 |
| &nbsp;&nbsp;&nbsp; †Palladyne AI Corp. exp <br> 9/24/26 exercise price USD <br> 11.5000<br>| 44727 | 8968 |
| &nbsp;&nbsp;&nbsp; =πSonder Holdings, Inc. exp <br> 12/31/99 exercise price <br> USD 1.0000<br>| 3371 | 4247 |
| &nbsp;&nbsp;&nbsp; =πSonder Holdings, Inc. exp <br> 12/31/99 exercise price <br> USD 1.0000<br>| 33652 | 17836 |
|  |  | **35326** |
| **Total Warrants** <br>**(Cost $153,096)** | **Total Warrants** <br>**(Cost $153,096)** | **35604** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>|  |
| **ΔCONVERTIBLE BONDS–0.35%** | **ΔCONVERTIBLE BONDS–0.35%** | **ΔCONVERTIBLE BONDS–0.35%** |
| **Austria–0.03%** | **Austria–0.03%** | **Austria–0.03%** |
| &nbsp;&nbsp; ams-OSRAM AG 2.13%, <br> exercise price $2.1250 <br> 11/3/27<br>| 500000 | 561343 |
|  |  | **561343** |

---

*LVIP BlackRock Global Allocation Fund–9*

------

**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)** |
| **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>| 210253 | $187125 |
|  |  | **187125** |
| **China–0.04%** | **China–0.04%** | **China–0.04%** |
| &nbsp;&nbsp; Alibaba Group Holding Ltd. <br> 0.50%, exercise price <br> $0.5000 6/1/31<br>| 490000 | 900130 |
|  |  | **900130** |
| **France–0.03%** | **France–0.03%** | **France–0.03%** |
| &nbsp;&nbsp; Schneider Electric SE 1.25%, <br> exercise price $1.2500 <br> 9/23/33<br>| 500000 | 592855 |
|  |  | **592855** |
| **Germany–0.03%** | **Germany–0.03%** | **Germany–0.03%** |
| &nbsp;&nbsp; TAG Immobilien AG 0.63%, <br> exercise price $0.6250 <br> 3/11/31<br>| 200000 | 245385 |
| &nbsp;&nbsp; Vonovia SE 0.88%, exercise <br> price $0.8750 5/20/32<br>| 300000 | 353291 |
|  |  | **598676** |
| **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** |
| **Italy–0.01%** | **Italy–0.01%** | **Italy–0.01%** |
| &nbsp;&nbsp; ☐Nexi SpA 0.00%, exercise <br> price $0.0100 2/24/28<br>| 300000 | 322506 |
|  |  | **322506** |
| **Mexico–0.04%** | **Mexico–0.04%** | **Mexico–0.04%** |
| &nbsp;&nbsp; Fomento Economico <br> Mexicano SAB de CV 2.63%, <br> exercise price $2.6250 <br> 2/24/26<br>| 800000 | 937706 |
|  |  | **937706** |
| **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 | 212077 |
| &nbsp;&nbsp; Iberdrola Finanzas SA 1.50%, <br> exercise price $1.5000 <br> 3/27/30<br>| 200000 | 241061 |
|  |  | **453138** |
| **United States–0.14%** | **United States–0.14%** | **United States–0.14%** |
| &nbsp;&nbsp; AMC Networks, Inc. 4.25%, <br> exercise price $4.2500 <br> 2/15/29<br>| 417000 | 397192 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCONVERTIBLE BONDS (continued)** | **ΔCONVERTIBLE BONDS (continued)** | **ΔCONVERTIBLE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; ^Core Scientific, Inc. 0.00%, <br> exercise price $0.0100 <br> 6/15/31<br>| 104000 | $116220 |
| DISH Network Corp. | DISH Network Corp. | DISH Network Corp. |
| &nbsp;&nbsp;&nbsp;&nbsp; ^0.00%, exercise price <br> $0.0100 12/15/25<br>| 653000 | 643443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, exercise price <br> $3.3750 8/15/26<br>| 195000 | 187395 |
| &nbsp;&nbsp; Solaris Energy Infrastructure, <br> Inc. 4.75%, exercise price <br> $4.7500 5/1/30<br>| 878000 | 1571537 |
| &nbsp;&nbsp; Stem, Inc. 0.50%, exercise <br> price $0.5000 12/1/28<br>| 73000 | 20805 |
| Wolfspeed, Inc. | Wolfspeed, Inc. | Wolfspeed, Inc. |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, exercise price <br> $2.5000 6/15/31<br>| 12000 | 10959 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, exercise price <br> $2.5000 6/15/31<br>| 7000 | 6393 |
|  |  | **2953944** |
| **Total Convertible Bonds** <br>**(Cost $6,296,955)** | **Total Convertible Bonds** <br>**(Cost $6,296,955)** | **7507423** |
| **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> 7.76% (30 day USD SOFR <br> Average + 3.40%) 1/25/42<br>| 138145 | 141694 |
| **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $120,811)** | **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $120,811)** | **141694** |
| **ΔAGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.02%** | **ΔAGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.02%** | **ΔAGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.02%** |
| **United States–0.02%** | **United States–0.02%** | **United States–0.02%** |
| &nbsp;&nbsp; \*♦•Federal Home Loan Mortgage <br> Corp. Multifamily <br> Structured Pass-Through <br> Certificates <br>|  |  |
| &nbsp;&nbsp;&nbsp; Class X1 0.92% 5/25/29 | 5960493 | 121613 |
| &nbsp;&nbsp;&nbsp; Class X1 1.12% 10/25/30 | 1690800 | 69717 |
| &nbsp;&nbsp;&nbsp; Class XFX 1.46% 12/25/29 | 927074 | 36789 |
| &nbsp;&nbsp;&nbsp; Class X1 1.52% 7/25/30 | 272995 | 14799 |
| &nbsp;&nbsp;&nbsp; Class X1 1.69% 4/25/30 | 535280 | 30991 |
| &nbsp;&nbsp;&nbsp; Class X1 1.76% 4/25/30 | 260972 | 15601 |
| &nbsp;&nbsp; •Federal National Mortgage <br> Association-ACES 3.87% <br> 9/25/30<br>| 58992 | 57930 |
| **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $352,155)** | **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $352,155)** | **347440** |

---

*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>|
| **ΔAGENCY MORTGAGE-BACKED SECURITY–0.62%** | **ΔAGENCY MORTGAGE-BACKED SECURITY–0.62%** | **ΔAGENCY MORTGAGE-BACKED SECURITY–0.62%** | **ΔAGENCY MORTGAGE-BACKED SECURITY–0.62%** |
| **United States–0.62%** | **United States–0.62%** | **United States–0.62%** | **United States–0.62%** |
| &nbsp;&nbsp; Uniform Mortgage-Backed <br> Security, TBA 3.50% 10/1/55<br>|  | 14543000 | $13285339 |
| **Total Agency Mortgage-Backed Security** <br>**(Cost $13,356,837)** | **Total Agency Mortgage-Backed Security** <br>**(Cost $13,356,837)** | **Total Agency Mortgage-Backed Security** <br>**(Cost $13,356,837)** | **13285339** |
| **ΔCORPORATE BONDS–9.24%** | **ΔCORPORATE BONDS–9.24%** | **ΔCORPORATE BONDS–9.24%** | **ΔCORPORATE BONDS–9.24%** |
| **Argentina–0.00%** | **Argentina–0.00%** | **Argentina–0.00%** | **Argentina–0.00%** |
| &nbsp;&nbsp; Telecom Argentina SA 9.25% <br> 5/28/33<br>|  | 17886 | 17571 |
| &nbsp;&nbsp; Vista Energy Argentina SAU <br> 8.50% 6/10/33<br>|  | 33000 | 33510 |
|  |  |  | **51081** |
| **Australia–0.08%** | **Australia–0.08%** | **Australia–0.08%** | **Australia–0.08%** |
| &nbsp;&nbsp; AGL Energy Ltd. 5.77% <br> 9/30/35<br>| AUD | 200000 | 132263 |
| Mineral Resources Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.50% 5/1/30 |  | 262000 | 272519 |
| &nbsp;&nbsp;&nbsp; 9.25% 10/1/28 |  | 93000 | 97446 |
| &nbsp;&nbsp; μPacific National Finance Pty. <br> Ltd. 7.75% 12/11/54<br>| AUD | 190000 | 129189 |
| &nbsp;&nbsp; Port of Newcastle <br> Investments Financing Pty. <br> Ltd. 6.10% 7/18/33<br>| AUD | 180000 | 122358 |
| &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 | 704256 |
| &nbsp;&nbsp; Scentre Group Trust 1 5.35% <br> 9/18/35<br>| AUD | 430000 | 280858 |
|  |  |  | **1738889** |
| **Austria–0.01%** | **Austria–0.01%** | **Austria–0.01%** | **Austria–0.01%** |
| &nbsp;&nbsp; Sappi Papier Holding GmbH <br> 4.50% 3/15/32<br>| EUR | 166000 | 192253 |
|  |  |  | **192253** |
| **Brazil–0.00%** | **Brazil–0.00%** | **Brazil–0.00%** | **Brazil–0.00%** |
| @Samarco Mineracao SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50% 6/30/31 |  | 11477 | 11536 |
| &nbsp;&nbsp;&nbsp; 9.50% 6/30/31 |  | 8794 | 8840 |
| &nbsp;&nbsp; Suzano Austria GmbH 3.13% <br> 1/15/32<br>|  | 45000 | 40380 |
| &nbsp;&nbsp; Vale Overseas Ltd. 6.40% <br> 6/28/54<br>|  | 12000 | 12335 |
|  |  |  | **73091** |
| **Canada–0.13%** | **Canada–0.13%** | **Canada–0.13%** | **Canada–0.13%** |
| &nbsp;&nbsp; 1011778 BC ULC/New Red <br> Finance, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 10/15/30 |  | 388000 | 365660 |
| &nbsp;&nbsp;&nbsp; 4.38% 1/15/28 |  | 87000 | 85485 |
| &nbsp;&nbsp; ♦Air Canada Pass-Through <br> Trust 10.50% 7/15/26<br>|  | 664000 | 692528 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp; Bausch & Lomb Corp. 8.38% <br> 10/1/28<br>|  | 417000 | $434592 |
| &nbsp;&nbsp; •Bausch & Lomb Netherlands <br> BV & Bausch & Lomb, Inc. <br> 5.87% (3 mo. EURIBOR + <br> 3.88%) 1/15/31<br>| EUR | 128000 | 152263 |
| Bombardier, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 6/1/32 |  | 180000 | 188133 |
| &nbsp;&nbsp;&nbsp; 7.25% 7/1/31 |  | 125000 | 132504 |
| &nbsp;&nbsp; Brookfield Residential <br> Properties, Inc./Brookfield <br> Residential U.S. LLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 2/15/30 |  | 177000 | 165998 |
| &nbsp;&nbsp;&nbsp; 6.25% 9/15/27 |  | 100000 | 99758 |
| &nbsp;&nbsp; Garda World Security Corp. <br> 4.63% 2/15/27<br>|  | 175000 | 173672 |
| &nbsp;&nbsp; Husky Injection Molding <br> Systems Ltd./Titan <br> Co-Borrower LLC 9.00% <br> 2/15/29<br>|  | 200000 | 209038 |
|  |  |  | **2699631** |
| **Chile–0.00%** | **Chile–0.00%** | **Chile–0.00%** | **Chile–0.00%** |
| &nbsp;&nbsp; WOM Mobile SA 11.00% <br> 4/1/31<br>|  | 8411 | 8127 |
|  |  |  | **8127** |
| **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 | 3642 |
| &nbsp;&nbsp;&nbsp; 11.75% 4/17/22 |  | 204000 | 2040 |
|  |  |  | **5682** |
| **Colombia–0.00%** | **Colombia–0.00%** | **Colombia–0.00%** | **Colombia–0.00%** |
| Ecopetrol SA 8.88% 1/13/33 |  | 77000 | 83467 |
|  |  |  | **83467** |
| **Costa Rica–0.01%** | **Costa Rica–0.01%** | **Costa Rica–0.01%** | **Costa Rica–0.01%** |
| &nbsp;&nbsp; Liberty Costa Rica Senior <br> Secured Finance 10.88% <br> 1/15/31<br>|  | 200000 | 213454 |
|  |  |  | **213454** |
| **Czech Republic–0.02%** | **Czech Republic–0.02%** | **Czech Republic–0.02%** | **Czech Republic–0.02%** |
| &nbsp;&nbsp; Czechoslovak Group AS 5.25% <br> 1/10/31<br>| EUR | 300000 | 365902 |
|  |  |  | **365902** |
| **Denmark–0.01%** | **Denmark–0.01%** | **Denmark–0.01%** | **Denmark–0.01%** |
| &nbsp;&nbsp; •SGL Group ApS 6.28% (3 mo. <br> EURIBOR + 4.25%) 2/24/31<br>| EUR | 160000 | 182913 |
|  |  |  | **182913** |

---

*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)** |
| **Finland–0.01%** | **Finland–0.01%** | **Finland–0.01%** | **Finland–0.01%** |
| &nbsp;&nbsp; Mehilainen Yhtiot OYJ 5.13% <br> 6/30/32<br>| EUR | 207000 | $248183 |
|  |  |  | **248183** |
| **France–0.47%** | **France–0.47%** | **France–0.47%** | **France–0.47%** |
| Afflelou SAS 6.00% 7/25/29 | EUR | 324000 | 396789 |
| &nbsp;&nbsp; μAir France-KLM 5.75% <br> 5/21/30<br>| EUR | 200000 | 239606 |
| &nbsp;&nbsp; Altice France SA 4.25% <br> 10/15/29<br>| EUR | 161000 | 163930 |
| φAtos SE  |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.00% 12/18/32 | EUR | 300771 | 182308 |
| &nbsp;&nbsp;&nbsp; 5.00% 12/18/30 | EUR | 389161 | 430882 |
| &nbsp;&nbsp;&nbsp; 9.00% 12/18/29 | EUR | 427866 | 577896 |
| &nbsp;&nbsp; •Bertrand Franchise Finance <br> SAS 5.77% (3 mo. EURIBOR <br> + 3.75%) 7/18/30<br>| EUR | 359000 | 402995 |
| μElectricite de France SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38% 1/6/31 | EUR | 200000 | 233049 |
| &nbsp;&nbsp;&nbsp; 5.13% 9/17/29 | EUR | 200000 | 242311 |
| &nbsp;&nbsp;&nbsp; 7.38% 6/17/35 | GBP | 200000 | 274331 |
| ELO SACA 2.88% 1/29/26 | EUR | 100000 | 116894 |
| Forvia SE  |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.75% 2/15/27 | EUR | 101000 | 118280 |
| &nbsp;&nbsp;&nbsp; 6.75% 9/15/33 |  | 200000 | 202912 |
| Goldstory SAS  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • 6.02% (3 mo. EURIBOR + <br> 4.00%) 2/1/30<br>| EUR | 346000 | 411230 |
| &nbsp;&nbsp;&nbsp; 6.75% 2/1/30 | EUR | 500000 | 609539 |
| iliad SA 4.25% 1/9/32 | EUR | 300000 | 354127 |
| Loxam SAS 6.38% 5/31/29 | EUR | 637200 | 774864 |
| Maya SAS/Paris France  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63% 10/15/28 | EUR | 1000000 | 1190764 |
| &nbsp;&nbsp;&nbsp; 7.00% 10/15/28 |  | 400000 | 406412 |
| &nbsp;&nbsp;&nbsp; 8.50% 4/15/31 |  | 230000 | 246673 |
| New Immo Holding SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 12/8/28 | EUR | 400000 | 475212 |
| &nbsp;&nbsp;&nbsp; 5.88% 4/17/28 | EUR | 100000 | 121225 |
| μRCI Banque SA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75% 3/24/37 | EUR | 200000 | 238908 |
| &nbsp;&nbsp;&nbsp; 5.50% 10/9/34 | EUR | 400000 | 493986 |
| &nbsp;&nbsp;&nbsp; 6.13% 9/24/30 | EUR | 200000 | 234693 |
| &nbsp;&nbsp; μSociete Generale SA 8.13% <br> 11/21/29<br>|  | 301000 | 315301 |
| &nbsp;&nbsp; μUnibail-Rodamco-Westfield <br> SE 4.75% 6/11/31<br>| EUR | 300000 | 357765 |
| &nbsp;&nbsp; μVeolia Environnement SA <br> 4.32% 10/24/32<br>| EUR | 100000 | 117638 |
| Worldline SA 5.50% 6/10/30 | EUR | 100000 | 90994 |
|  |  |  | **10021514** |
| **Germany–0.49%** | **Germany–0.49%** | **Germany–0.49%** | **Germany–0.49%** |
| &nbsp;&nbsp; Adler Pelzer Holding GmbH <br> 9.50% 4/1/27<br>| EUR | 202000 | 225594 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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)** |
| &nbsp;&nbsp; Alstria Office AG 5.50% <br> 3/20/31<br>| EUR | 200000 | $244160 |
| &nbsp;&nbsp; •APCOA Group GmbH 6.15% (3 <br> mo. EURIBOR + 4.13%) <br> 4/15/31<br>| EUR | 157000 | 185515 |
| μBayer AG 5.38% 3/25/82 | EUR | 400000 | 482556 |
| &nbsp;&nbsp; BRANICKS Group AG 2.25% <br> 9/22/26<br>| EUR | 100000 | 92739 |
| μCommerzbank AG  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 10/9/27 | EUR | 200000 | 232462 |
| &nbsp;&nbsp;&nbsp; 6.50% 10/9/29 | EUR | 200000 | 251427 |
| &nbsp;&nbsp;&nbsp; 7.88% 10/9/31 | EUR | 200000 | 265073 |
| &nbsp;&nbsp; φDEMIRE Deutsche <br> Mittelstand Real Estate AG <br> 5.00% 12/31/27<br>| EUR | 528455 | 583590 |
| μDeutsche Bank AG  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 11/30/26 | EUR | 200000 | 233049 |
| &nbsp;&nbsp;&nbsp; 4.63% 10/30/27 | EUR | 1000000 | 1156675 |
| &nbsp;&nbsp;&nbsp; 7.13% 10/30/30 | EUR | 200000 | 247725 |
| &nbsp;&nbsp; μDeutsche Lufthansa AG 5.25% <br> 1/15/55<br>| EUR | 500000 | 605733 |
| &nbsp;&nbsp; Dynamo Newco II GmbH <br> 6.25% 10/15/31<br>| EUR | 130000 | 158253 |
| &nbsp;&nbsp; Fressnapf Holding SE 5.25% <br> 10/31/31<br>| EUR | 152000 | 180856 |
| @IHO Verwaltungs GmbH  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 11/15/31 | EUR | 275000 | 349485 |
| &nbsp;&nbsp;&nbsp; 8.75% 5/15/28 | EUR | 477216 | 586806 |
| Mahle GmbH 6.50% 5/2/31 | EUR | 574000 | 697596 |
| PCF GmbH  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75% 4/15/29 | EUR | 100000 | 90636 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 6.78% (3 mo. EURIBOR + <br> 4.75%) 4/15/29<br>| EUR | 145440 | 131212 |
| &nbsp;&nbsp; •PrestigeBidCo GmbH 5.78% <br> (3 mo. EURIBOR + 3.75%) <br> 7/1/29<br>| EUR | 262000 | 309347 |
| Progroup AG  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13% 4/15/29 | EUR | 168000 | 200759 |
| &nbsp;&nbsp;&nbsp; 5.38% 4/15/31 | EUR | 116000 | 137514 |
| Schaeffler AG  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 4/1/28 | EUR | 100000 | 119329 |
| &nbsp;&nbsp;&nbsp; 5.38% 4/1/31 | EUR | 100000 | 122936 |
| &nbsp;&nbsp; Techem <br> Verwaltungsgesellschaft 675 <br> GmbH 4.63% 7/15/32<br>| EUR | 100000 | 117658 |
| &nbsp;&nbsp; @Tele Columbus AG 10.00% <br> 1/1/29<br>| EUR | 465451 | 368240 |
| &nbsp;&nbsp; TK Elevator Midco GmbH <br> 4.38% 7/15/27<br>| EUR | 1218000 | 1431598 |
| TUI Cruises GmbH  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 5/15/30 | EUR | 113000 | 136209 |
| &nbsp;&nbsp;&nbsp; 6.25% 4/15/29 | EUR | 389000 | 477513 |
|  |  |  | **10422245** |

---

*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)** |
| **Greece–0.03%** | **Greece–0.03%** | **Greece–0.03%** | **Greece–0.03%** |
| μEurobank SA 4.00% 2/7/36 | EUR | 272000 | $320946 |
| &nbsp;&nbsp; μNational Bank of Greece SA <br> 5.88% 6/28/35<br>| EUR | 173000 | 218502 |
|  |  |  | **539448** |
| **Hong Kong–0.03%** | **Hong Kong–0.03%** | **Hong Kong–0.03%** | **Hong Kong–0.03%** |
| AIA Group Ltd. 5.40% 9/30/54 |  | 200000 | 196586 |
| &nbsp;&nbsp; HKT Capital No. 6 Ltd. 3.00% <br> 1/18/32<br>|  | 201000 | 182406 |
| &nbsp;&nbsp; Studio City Finance Ltd. <br> 5.00% 1/15/29<br>|  | 200000 | 192714 |
|  |  |  | **571706** |
| **India–0.03%** | **India–0.03%** | **India–0.03%** | **India–0.03%** |
| μAxis Bank Ltd. 4.10% 9/8/26 |  | 200000 | 197011 |
| &nbsp;&nbsp; Muthoot Finance Ltd. 6.38% <br> 3/2/30<br>|  | 415000 | 421693 |
|  |  |  | **618704** |
| **Indonesia–0.03%** | **Indonesia–0.03%** | **Indonesia–0.03%** | **Indonesia–0.03%** |
| &nbsp;&nbsp; μBank Negara Indonesia <br> Persero Tbk. PT 4.30% <br> 3/24/27<br>|  | 200000 | 193683 |
| Freeport Indonesia PT  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.76% 4/14/27 |  | 246000 | 246512 |
| &nbsp;&nbsp;&nbsp; 6.20% 4/14/52 |  | 200000 | 204256 |
|  |  |  | **644451** |
| **Ireland–0.15%** | **Ireland–0.15%** | **Ireland–0.15%** | **Ireland–0.15%** |
| &nbsp;&nbsp; Adient Global Holdings Ltd. <br> 7.50% 2/15/33<br>|  | 256000 | 265079 |
| μAIB Group PLC 6.00% 7/14/31 | EUR | 325000 | 389705 |
| &nbsp;&nbsp; Ardagh Packaging Finance <br> PLC/Ardagh Holdings USA, <br> Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.13% 8/15/26 | EUR | 249000 | 286429 |
| &nbsp;&nbsp;&nbsp; 2.13% 8/15/26 | EUR | 611000 | 697569 |
| &nbsp;&nbsp; eircom Finance DAC 5.00% <br> 4/30/31<br>| EUR | 312000 | 375195 |
| Flutter Treasury DAC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00% 6/4/31 | EUR | 277000 | 325895 |
| &nbsp;&nbsp;&nbsp; 6.13% 6/4/31 | GBP | 131000 | 177557 |
| &nbsp;&nbsp; Perrigo Finance Unlimited <br> Co. 5.38% 9/30/32<br>| EUR | 114000 | 138353 |
| &nbsp;&nbsp; Virgin Media O2 Vendor <br> Financing Notes V DAC <br> 7.88% 3/15/32<br>| GBP | 164000 | 227950 |
| &nbsp;&nbsp; Virgin Media Vendor <br> Financing Notes IV DAC <br> 5.00% 7/15/28<br>|  | 407000 | 398677 |
|  |  |  | **3282409** |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Israel–0.03%** | **Israel–0.03%** | **Israel–0.03%** | **Israel–0.03%** |
| &nbsp;&nbsp; Teva Pharmaceutical Finance <br> Netherlands II BV 7.88% <br> 9/15/31<br>| EUR | 506000 | $712087 |
|  |  |  | **712087** |
| **Italy–0.40%** | **Italy–0.40%** | **Italy–0.40%** | **Italy–0.40%** |
| μA2A SpA 5.00% 6/11/29 | EUR | 125000 | 152837 |
| &nbsp;&nbsp; Agrifarma SpA 4.50% <br> 10/31/28<br>| EUR | 1022000 | 1205878 |
| &nbsp;&nbsp; Almaviva-The Italian <br> Innovation Co. SpA 5.00% <br> 10/30/30<br>| EUR | 431000 | 514029 |
| &nbsp;&nbsp; μBPER Banca SpA 6.50% <br> 3/20/30<br>| EUR | 200000 | 245694 |
| Bubbles Bidco SpA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • 6.25% (3 mo. EURIBOR + <br> 4.25%) 9/30/31<br>| EUR | 251000 | 296952 |
| &nbsp;&nbsp;&nbsp; 6.50% 9/30/31 | EUR | 156000 | 187590 |
| &nbsp;&nbsp; •Cedacri SpA 6.66% (3 mo. <br> EURIBOR + 4.63%) 5/15/28<br>| EUR | 110000 | 129885 |
| Dolcetto Holdco SpA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63% 7/14/32 | EUR | 217000 | 261202 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 5.64% (3 mo. EURIBOR + <br> 3.63%) 7/14/32<br>| EUR | 100000 | 118340 |
| &nbsp;&nbsp; •Duomo Bidco SpA 6.15% (3 <br> mo. EURIBOR + 4.13%) <br> 7/15/31<br>| EUR | 332000 | 392117 |
| &nbsp;&nbsp; Engineering - Ingegneria <br> Informatica - SpA 8.63% <br> 2/15/30<br>| EUR | 153000 | 193508 |
| μEni SpA 4.88% 1/21/34 | EUR | 225000 | 268500 |
| Fedrigoni SpA 6.13% 6/15/31 | EUR | 347000 | 404957 |
| &nbsp;&nbsp; @Fiber Midco SpA 10.75% <br> 6/15/29<br>| EUR | 217000 | 235517 |
| Fibercop SpA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75% 6/30/30 | EUR | 100000 | 119253 |
| &nbsp;&nbsp;&nbsp; 5.13% 6/30/32 | EUR | 100000 | 119332 |
| &nbsp;&nbsp; FIS Fabbrica Italiana <br> Sintetici SpA 5.63% 8/1/27<br>| EUR | 288000 | 340684 |
| &nbsp;&nbsp; •IMA Industria Macchine <br> Automatiche SpA 5.78% (3 <br> mo. EURIBOR + 3.75%) <br> 4/15/29<br>| EUR | 385000 | 456194 |
| &nbsp;&nbsp; •Irca SpA/Gallarate 5.76% (3 <br> mo. EURIBOR + 3.75%) <br> 12/15/29<br>| EUR | 213000 | 251874 |
| &nbsp;&nbsp; Itelyum Regeneration SpA <br> 5.75% 4/15/30<br>| EUR | 100000 | 119447 |
| Lottomatica Group SpA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 1/31/31 | EUR | 189000 | 228639 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 5.30% (3 mo. EURIBOR + <br> 3.25%) 6/1/31<br>| EUR | 155000 | 183061 |
| &nbsp;&nbsp;&nbsp; 5.38% 6/1/30 | EUR | 102000 | 124093 |
| Marcolin SpA 6.13% 11/15/26 | EUR | 593000 | 696662 |
| μPrysmian SpA 5.25% 5/21/30 | EUR | 350000 | 428645 |

---

*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)** |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |
| TeamSystem SpA  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 7/1/31 | EUR | 110000 | $130954 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 5.19% (3 mo. EURIBOR + <br> 3.25%) 7/1/32<br>| EUR | 187000 | 219790 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 5.53% (3 mo. EURIBOR + <br> 3.50%) 7/31/31<br>| EUR | 241000 | 283767 |
| &nbsp;&nbsp; Unipol Assicurazioni SpA <br> 4.90% 5/23/34<br>| EUR | 100000 | 123629 |
|  |  |  | **8433030** |
| **Japan–0.12%** | **Japan–0.12%** | **Japan–0.12%** | **Japan–0.12%** |
| &nbsp;&nbsp; Nissan Motor Co. Ltd. 5.25% <br> 7/17/29<br>| EUR | 301000 | 360149 |
| μRakuten Group, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 4/22/27 | EUR | 200000 | 229776 |
| &nbsp;&nbsp;&nbsp; 8.13% 12/15/29 |  | 400000 | 415798 |
| SoftBank Group Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.38% 7/6/29 | EUR | 100000 | 114142 |
| &nbsp;&nbsp;&nbsp; 5.25% 10/10/29 | EUR | 123000 | 148901 |
| &nbsp;&nbsp;&nbsp; 5.38% 1/8/29 | EUR | 388000 | 471886 |
| &nbsp;&nbsp;&nbsp; 5.75% 7/8/32 | EUR | 481000 | 590072 |
| &nbsp;&nbsp;&nbsp; 5.88% 7/10/31 | EUR | 150000 | 185522 |
| &nbsp;&nbsp;&nbsp; 6.38% 7/10/33 | EUR | 100000 | 124834 |
|  |  |  | **2641080** |
| **Jersey–0.07%** | **Jersey–0.07%** | **Jersey–0.07%** | **Jersey–0.07%** |
| &nbsp;&nbsp; AA Bond Co. Ltd. 6.50% <br> 1/31/26<br>| GBP | 308494 | 414349 |
| &nbsp;&nbsp; Aston Martin Capital <br> Holdings Ltd. 10.00% <br> 3/31/29<br>|  | 331000 | 324067 |
| Deepocean Ltd. 6.00% 4/8/31 | EUR | 100000 | 119025 |
| &nbsp;&nbsp; Toucan FinCo Ltd./Toucan <br> FinCo Can, Inc./Toucan <br> FinCo U.S. LLC 9.50% <br> 5/15/30<br>|  | 724000 | 709227 |
|  |  |  | **1566668** |
| **Kuwait–0.01%** | **Kuwait–0.01%** | **Kuwait–0.01%** | **Kuwait–0.01%** |
| &nbsp;&nbsp; EQUATE Petrochemical Co. <br> KSC 4.25% 11/3/26<br>|  | 200000 | 199290 |
|  |  |  | **199290** |
| **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 | 922722 | 1153104 |
| &nbsp;&nbsp; Albion Financing 1 <br> SARL/Aggreko Holdings, <br> Inc. 5.38% 5/21/30<br>| EUR | 237000 | 288648 |
| &nbsp;&nbsp; Alexandrite Lake Lux <br> Holdings SARL 6.75% <br> 7/30/30<br>| EUR | 400000 | 480430 |
| &nbsp;&nbsp; •Arena Luxembourg Finance <br> SARL 4.52% (3 mo. <br> EURIBOR + 2.50%) 5/1/30<br>| EUR | 217000 | 256347 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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)** |
| μAroundtown Finance SARL  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.13% 1/16/30 | EUR | 304000 | $376368 |
| &nbsp;&nbsp;&nbsp; 8.63% 5/7/29 | GBP | 366000 | 506895 |
| &nbsp;&nbsp; Becton Dickinson Euro <br> Finance SARL 3.55% <br> 9/13/29<br>| EUR | 664000 | 798292 |
| &nbsp;&nbsp; Cirsa Finance International <br> SARL 7.88% 7/31/28<br>| EUR | 479000 | 585514 |
| &nbsp;&nbsp; Connect Finco SARL/Connect <br> U.S. Finco LLC 9.00% <br> 9/15/29<br>|  | 658000 | 691824 |
| &nbsp;&nbsp; ContourGlobal Power <br> Holdings SA 5.00% 2/28/30<br>| EUR | 183000 | 219929 |
| &nbsp;&nbsp; Currenta Group Holdings <br> SARL <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 5/15/30 | EUR | 203000 | 244243 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 6.04% (3 mo. EURIBOR + <br> 4.00%) 5/15/32<br>| EUR | 208000 | 246141 |
| &nbsp;&nbsp; Dana Financing Luxembourg <br> SARL 8.50% 7/15/31<br>| EUR | 336000 | 425185 |
| &nbsp;&nbsp; EIG Pearl Holdings SARL <br> 3.55% 8/31/36<br>|  | 202591 | 186865 |
| &nbsp;&nbsp; •Encore Issuances SA 12.05% <br> (3 mo. EURIBOR + 3.15%) <br> 11/6/25<br>| EUR | 52784 | 56840 |
| &nbsp;&nbsp; Froneri Lux FinCo SARL <br> 4.75% 8/1/32<br>| EUR | 215000 | 254644 |
| &nbsp;&nbsp; Garfunkelux Holdco 3 SA <br> 9.00% 9/1/28<br>| EUR | 243000 | 290032 |
| &nbsp;&nbsp; gategroup Finance <br> Luxembourg SA 3.00% <br> 2/28/27<br>| CHF | 350000 | 434931 |
| &nbsp;&nbsp; Herens Midco SARL 5.25% <br> 5/15/29<br>| EUR | 608000 | 410298 |
| ION Platform Finance SAR  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50% 9/30/30 | EUR | 175000 | 205459 |
| &nbsp;&nbsp;&nbsp; 6.88% 9/30/32 | EUR | 135000 | 158497 |
| &nbsp;&nbsp; ION Trading Technologies <br> SARL 5.75% 5/15/28<br>|  | 600000 | 588797 |
| &nbsp;&nbsp; Kleopatra Finco SARL 4.25% <br> 3/1/26<br>| EUR | 448000 | 296078 |
| &nbsp;&nbsp; •Lion/Polaris Lux 4 SA 5.56% <br> (3 mo. EURIBOR + 3.63%) <br> 7/1/29<br>| EUR | 335000 | 397685 |
| @Luna 1.5 SARL 10.50% 7/1/32 | EUR | 160000 | 194662 |
| Luna 2 5SARL 5.50% 7/1/32 | EUR | 100000 | 119445 |
| &nbsp;&nbsp; Lune Holdings SARL 5.63% <br> 11/15/28<br>| EUR | 243000 | 88123 |
| &nbsp;&nbsp; Matterhorn Telecom SA 3.13% <br> 9/15/26<br>| EUR | 638613 | 749089 |
| &nbsp;&nbsp; Maxam Prill SARL 6.00% <br> 7/15/30<br>| EUR | 429000 | 511332 |
| &nbsp;&nbsp; Motion Finco SARL 7.38% <br> 6/15/30<br>| EUR | 221000 | 233735 |
| &nbsp;&nbsp; Puma International <br> Financing SA 7.75% 4/25/29<br>|  | 200000 | 206927 |

---

*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)** |
| **Luxembourg (continued)** | **Luxembourg (continued)** | **Luxembourg (continued)** | **Luxembourg (continued)** |
| Rossini SARL  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • 5.88% (3 mo. EURIBOR + <br> 3.88%) 12/31/29<br>| EUR | 97157 | $115545 |
| &nbsp;&nbsp;&nbsp; 6.75% 12/31/29 | EUR | 162000 | 200655 |
| SES SA 4.88% 6/24/33 | EUR | 125000 | 152797 |
| &nbsp;&nbsp; Stena International SA 7.25% <br> 1/15/31<br>|  | 815000 | 830908 |
| Summer BC Holdco B SARL  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88% 2/15/30 | EUR | 308000 | 353187 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 6.29% (3 mo. EURIBOR + <br> 4.25%) 2/15/30<br>| EUR | 140000 | 161412 |
| &nbsp;&nbsp; Telecom Italia Capital SA <br> 7.72% 6/4/38<br>|  | 103000 | 114103 |
| &nbsp;&nbsp; Telenet Finance Luxembourg <br> Notes SARL 5.50% 3/1/28<br>|  | 600000 | 596487 |
| &nbsp;&nbsp; @Vivion Investments SARL <br> 6.50% 8/31/28<br>| EUR | 520724 | 609889 |
|  |  |  | **14791342** |
| **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 | 199797 |
|  |  |  | **199797** |
| **Malta–0.01%** | **Malta–0.01%** | **Malta–0.01%** | **Malta–0.01%** |
| &nbsp;&nbsp; VistaJet Malta Finance <br> PLC/Vista Management <br> Holding, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38% 2/1/30 |  | 106000 | 103316 |
| &nbsp;&nbsp;&nbsp; 9.50% 6/1/28 |  | 100000 | 104102 |
|  |  |  | **207418** |
| **Mauritius–0.16%** | **Mauritius–0.16%** | **Mauritius–0.16%** | **Mauritius–0.16%** |
| &nbsp;&nbsp; Clean Renewable Power <br> Mauritius Pte. Ltd. 4.25% <br> 3/25/27<br>|  | 154000 | 150852 |
| &nbsp;&nbsp; Diamond II Ltd. 7.95% <br> 7/28/26<br>|  | 200000 | 201376 |
| &nbsp;&nbsp; =•Flourishing Trade & <br> Investment Ltd. 11.04% <br> 4/2/28<br>|  | 2653035 | 2706096 |
| &nbsp;&nbsp; Greenko Wind Projects <br> Mauritius Ltd. 7.25% <br> 9/27/28<br>|  | 200000 | 203650 |
| &nbsp;&nbsp; India Cleantech Energy 4.70% <br> 8/10/26<br>|  | 189750 | 187899 |
|  |  |  | **3449873** |
| **Mexico–0.14%** | **Mexico–0.14%** | **Mexico–0.14%** | **Mexico–0.14%** |
| Petroleos Mexicanos  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.95% 1/28/31 |  | 62000 | 60054 |
| &nbsp;&nbsp;&nbsp; 7.50% 3/31/26 |  | 2810000 | 2793140 |
| &nbsp;&nbsp;&nbsp; 8.75% 6/2/29 |  | 55093 | 59345 |
|  |  |  | **2912539** |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Netherlands–0.40%** | **Netherlands–0.40%** | **Netherlands–0.40%** | **Netherlands–0.40%** |
| Boels Topholding BV  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 5/15/30 | EUR | 100000 | $121765 |
| &nbsp;&nbsp;&nbsp; 6.25% 2/15/29 | EUR | 708000 | 858396 |
| Citycon Treasury BV  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 3/11/30 | EUR | 100000 | 117451 |
| &nbsp;&nbsp;&nbsp; 5.38% 7/8/31 | EUR | 100000 | 118058 |
| &nbsp;&nbsp; Darling Global Finance BV <br> 4.50% 7/15/32<br>| EUR | 277000 | 328343 |
| &nbsp;&nbsp; Global Switch Finance BV <br> 1.38% 10/7/30<br>| EUR | 146000 | 161903 |
| &nbsp;&nbsp; Heimstaden Bostad Treasury <br> BV 1.38% 3/3/27<br>| EUR | 167000 | 192292 |
| μING Groep NV  |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 5/16/27 |  | 400000 | 383482 |
| &nbsp;&nbsp;&nbsp; 7.25% 11/16/34 |  | 325000 | 344094 |
| IPD 3 BV 5.50% 6/15/31 | EUR | 348000 | 414913 |
| &nbsp;&nbsp; Minejesa Capital BV 5.63% <br> 8/10/37<br>|  | 200000 | 198500 |
| μNN Group NV 5.75% 9/11/34 | EUR | 200000 | 237914 |
| &nbsp;&nbsp; Petrobras Global Finance BV <br> 6.75% 1/27/41<br>|  | 55000 | 55517 |
| &nbsp;&nbsp; Q-Park Holding I BV 5.13% <br> 2/15/30<br>| EUR | 508000 | 616037 |
| &nbsp;&nbsp; Sunrise FinCo I BV 4.88% <br> 7/15/31<br>|  | 610000 | 581116 |
| &nbsp;&nbsp; Teva Pharmaceutical Finance <br> Netherlands II BV <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 1.88% 3/31/27 | EUR | 235000 | 271524 |
| &nbsp;&nbsp;&nbsp; 3.75% 5/9/27 | EUR | 465000 | 550190 |
| &nbsp;&nbsp; Trivium Packaging Finance <br> BV 6.63% 7/15/30<br>| EUR | 129000 | 159209 |
| &nbsp;&nbsp; •United Group BV 6.29% (3 mo. <br> EURIBOR + 4.25%) 2/15/31<br>| EUR | 478000 | 562654 |
| &nbsp;&nbsp; μVolkswagen International <br> Finance NV 5.99% 11/15/33<br>| EUR | 100000 | 121840 |
| VZ Secured Financing BV  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 1/15/32 |  | 385000 | 348316 |
| &nbsp;&nbsp;&nbsp; 5.25% 1/15/33 | EUR | 343000 | 402681 |
| &nbsp;&nbsp; VZ Vendor Financing II BV <br> 2.88% 1/15/29<br>| EUR | 709000 | 784694 |
| &nbsp;&nbsp; μWintershall Dea Finance 2 BV <br> 6.12% 5/8/30<br>| EUR | 250000 | 306721 |
| &nbsp;&nbsp; ZF Europe Finance BV 7.00% <br> 6/12/30<br>| EUR | 200000 | 243739 |
|  |  |  | **8481349** |
| **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>|  | 55000 | 58877 |
| &nbsp;&nbsp; Volcan Cia Minera SAA 8.75% <br> 1/24/30<br>|  | 51000 | 53030 |
|  |  |  | **111907** |

---

*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)** |
| **Portugal–0.02%** | **Portugal–0.02%** | **Portugal–0.02%** | **Portugal–0.02%** |
| μEDP SA 4.63% 9/16/54 | EUR | 300000 | $362110 |
|  |  |  | **362110** |
| **Singapore–0.10%** | **Singapore–0.10%** | **Singapore–0.10%** | **Singapore–0.10%** |
| &nbsp;&nbsp; Continuum Energy Aura Pte. <br> Ltd. 9.50% 2/24/27<br>|  | 200000 | 206140 |
| &nbsp;&nbsp; μLendlease Asia Treasury Pte. <br> Ltd. 3.90% 9/30/30<br>| SGD | 250000 | 194072 |
| &nbsp;&nbsp; Seagate Data Storage <br> Technology Pte. Ltd. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25% 12/15/29 |  | 681000 | 720908 |
| &nbsp;&nbsp;&nbsp; 8.50% 7/15/31 |  | 362000 | 383234 |
| &nbsp;&nbsp;&nbsp; 9.63% 12/1/32 |  | 560000 | 634298 |
|  |  |  | **2138652** |
| **Spain–0.07%** | **Spain–0.07%** | **Spain–0.07%** | **Spain–0.07%** |
| &nbsp;&nbsp; μBanco Bilbao Vizcaya <br> Argentaria SA <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88% 12/13/30 | EUR | 200000 | 253495 |
| &nbsp;&nbsp;&nbsp; 8.38% 6/21/28 | EUR | 200000 | 260405 |
| μBankinter SA 7.38% 8/15/28 | EUR | 200000 | 254954 |
| μCaixaBank SA 5.88% 10/9/27 | EUR | 200000 | 243251 |
| Grifols SA 7.13% 5/1/30 | EUR | 258000 | 319073 |
| &nbsp;&nbsp; Kaixo Bondco Telecom SA <br> 5.13% 9/30/29<br>| EUR | 207000 | 245990 |
|  |  |  | **1577168** |
| **Sweden–0.12%** | **Sweden–0.12%** | **Sweden–0.12%** | **Sweden–0.12%** |
| &nbsp;&nbsp; Intrum Investments & <br> Financing AB <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75% 9/11/27 | EUR | 93244 | 100989 |
| &nbsp;&nbsp;&nbsp; 7.75% 9/11/28 | EUR | 164476 | 170461 |
| &nbsp;&nbsp;&nbsp; 8.00% 9/11/27 | EUR | 191863 | 229073 |
| &nbsp;&nbsp;&nbsp; 8.50% 9/11/29 | EUR | 116555 | 119818 |
| &nbsp;&nbsp;&nbsp; 8.50% 9/11/30 | EUR | 91944 | 93979 |
| &nbsp;&nbsp; Preem Holdings AB 12.00% <br> 6/30/27<br>| EUR | 152800 | 185492 |
| Verisure Holding AB  |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.25% 2/15/27 | EUR | 324000 | 379972 |
| &nbsp;&nbsp;&nbsp; 9.25% 10/15/27 | EUR | 367200 | 442191 |
| &nbsp;&nbsp; Verisure Midholding AB 5.25% <br> 2/15/29<br>| EUR | 605000 | 714456 |
|  |  |  | **2436431** |
| **Switzerland–0.04%** | **Switzerland–0.04%** | **Switzerland–0.04%** | **Switzerland–0.04%** |
| μUBS Group AG  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.60% 8/5/30 |  | 200000 | 201070 |
| &nbsp;&nbsp;&nbsp; 6.85% 9/10/29 |  | 525000 | 541371 |
|  |  |  | **742441** |
| **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 | 198439 |
|  |  |  | **198439** |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **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 | $253154 |
| Muangthai Capital PCL  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88% 9/30/28 |  | 200000 | 202496 |
| &nbsp;&nbsp;&nbsp; 7.55% 7/21/30 |  | 250000 | 259056 |
|  |  |  | **714706** |
| **United Arab Emirates–0.01%** | **United Arab Emirates–0.01%** | **United Arab Emirates–0.01%** | **United Arab Emirates–0.01%** |
| &nbsp;&nbsp; μDP World Salaam 6.00% <br> 10/1/25<br>|  | 200000 | 199819 |
|  |  |  | **199819** |
| **United Kingdom–1.07%** | **United Kingdom–1.07%** | **United Kingdom–1.07%** | **United Kingdom–1.07%** |
| &nbsp;&nbsp; Allwyn Entertainment <br> Financing U.K. PLC 7.25% <br> 4/30/30<br>| EUR | 430200 | 530949 |
| &nbsp;&nbsp; Amber Finco PLC 6.63% <br> 7/15/29<br>| EUR | 577000 | 712013 |
| Ardonagh Finco Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88% 2/15/31 | EUR | 1051000 | 1275412 |
| &nbsp;&nbsp;&nbsp; 7.75% 2/15/31 |  | 200000 | 209278 |
| &nbsp;&nbsp; Aston Martin Capital <br> Holdings Ltd. 10.38% <br> 3/31/29<br>| GBP | 361000 | 472079 |
| &nbsp;&nbsp; Avianca Midco 2 PLC 9.00% <br> 12/1/28<br>|  | 33000 | 32959 |
| &nbsp;&nbsp; BCP V Modular Services <br> Finance II PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13% 11/30/28 | GBP | 1008000 | 1265620 |
| &nbsp;&nbsp;&nbsp; 6.13% 11/30/28 | GBP | 153000 | 192103 |
| &nbsp;&nbsp; BCP V Modular Services <br> Finance PLC 6.75% 11/30/29<br>| EUR | 678000 | 596777 |
| &nbsp;&nbsp; Bellis Acquisition Co. PLC <br> 8.00% 7/1/31<br>| EUR | 483000 | 575502 |
| &nbsp;&nbsp; @Bracken MidCo1 PLC 6.75% <br> 11/1/27<br>| GBP | 131000 | 175492 |
| &nbsp;&nbsp; μBritish Telecommunications <br> PLC 4.88% 11/23/81<br>|  | 331000 | 317489 |
| &nbsp;&nbsp; California Buyer <br> Ltd./Atlantica Sustainable <br> Infrastructure PLC 5.63% <br> 2/15/32<br>| EUR | 216000 | 263916 |
| &nbsp;&nbsp; CD&R Firefly Bidco PLC <br> 8.63% 4/30/29<br>| GBP | 100000 | 141300 |
| μCentrica PLC 6.50% 5/21/55 | GBP | 356000 | 490155 |
| Deuce Finco PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 6/15/27 | GBP | 656000 | 880608 |
| &nbsp;&nbsp;&nbsp; 5.50% 6/15/27 | GBP | 610000 | 818858 |
| &nbsp;&nbsp; Edge Finco PLC 8.13% <br> 8/15/31<br>| GBP | 641000 | 919194 |
| &nbsp;&nbsp; EG Global Finance PLC <br> 12.00% 11/30/28<br>|  | 487000 | 534899 |
| &nbsp;&nbsp; Gatwick Airport Finance PLC <br> 4.38% 4/7/26<br>| GBP | 214000 | 286425 |

---

*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)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp; Global Auto Holdings <br> Ltd./AAG FH U.K. Ltd. <br> 11.50% 8/15/29<br>|  | 200000 | $211000 |
| &nbsp;&nbsp; Heathrow Finance PLC 6.63% <br> 3/1/31<br>| GBP | 625000 | 844584 |
| &nbsp;&nbsp; Howden U.K. Refinance <br> PLC/Howden U.K. Refinance <br> 2 PLC/Howden <br> U.S. Refinance LLC 7.25% <br> 2/15/31<br>|  | 200000 | 205914 |
| &nbsp;&nbsp; μHSBC Holdings PLC 6.95% <br> 8/27/31<br>|  | 68000 | 71100 |
| &nbsp;&nbsp; INEOS Finance PLC 7.25% <br> 3/31/31<br>| EUR | 269000 | 315372 |
| &nbsp;&nbsp; INEOS Quattro Finance 2 <br> PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75% 4/15/30 | EUR | 188000 | 206856 |
| &nbsp;&nbsp;&nbsp; 8.50% 3/15/29 | EUR | 251000 | 294602 |
| &nbsp;&nbsp; Ithaca Energy North Sea PLC <br> 8.13% 10/15/29<br>|  | 200000 | 208953 |
| &nbsp;&nbsp; μLloyds Banking Group PLC <br> 7.50% 6/27/30<br>| GBP | 200000 | 275528 |
| &nbsp;&nbsp; Mobico Group PLC 4.88% <br> 9/26/31<br>| EUR | 250000 | 231052 |
| &nbsp;&nbsp; National Grid PLC 0.16% <br> 1/20/28<br>| EUR | 564000 | 627091 |
| μNationwide Building Society  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 6/20/27 | GBP | 200000 | 267635 |
| &nbsp;&nbsp;&nbsp; 7.50% 12/20/30 | GBP | 409000 | 563915 |
| &nbsp;&nbsp; μNatWest Group PLC 7.50% <br> 2/28/32<br>| GBP | 200000 | 273686 |
| &nbsp;&nbsp; Ocado Group PLC 11.00% <br> 6/15/30<br>| GBP | 180000 | 243219 |
| &nbsp;&nbsp; OEG Finance PLC 7.25% <br> 9/27/29<br>| EUR | 479000 | 587777 |
| &nbsp;&nbsp; Pinewood Finco PLC 6.00% <br> 3/27/30<br>| GBP | 630000 | 852172 |
| &nbsp;&nbsp; Pinnacle Bidco PLC 10.00% <br> 10/11/28<br>| GBP | 194000 | 275267 |
| &nbsp;&nbsp; Stonegate Pub Co. Financing <br> PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • 8.66% (3 mo. EURIBOR + <br> 6.63%) 7/31/29<br>| EUR | 139000 | 160821 |
| &nbsp;&nbsp;&nbsp; 10.75% 7/31/29 | GBP | 241000 | 325007 |
| &nbsp;&nbsp; Thames Water Super Senior <br> Issuer PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.75% 10/10/27 | GBP | 4422 | 6629 |
| &nbsp;&nbsp;&nbsp; 9.75% 10/10/27 | GBP | 15619 | 23422 |
| &nbsp;&nbsp; Thames Water Utilities <br> Finance PLC 4.00% 6/19/27<br>| GBP | 400000 | 382621 |
| &nbsp;&nbsp; ^Thames Water Utilities Ltd. <br> 0.00% 3/22/27<br>| GBP | 3000 | 3450 |
| &nbsp;&nbsp; Unique Pub Finance Co. PLC <br> 6.46% 3/30/32<br>| GBP | 365267 | 512735 |
| &nbsp;&nbsp; Vedanta Resources Finance II <br> PLC 10.88% 9/17/29<br>|  | 200000 | 209341 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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; Virgin Media Secured <br> Finance PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13% 8/15/30 | GBP | 571000 | $700977 |
| &nbsp;&nbsp;&nbsp; 4.25% 1/15/30 | GBP | 340000 | 424085 |
| &nbsp;&nbsp; Virgin Media Vendor <br> Financing Notes III DAC <br> 4.88% 7/15/28<br>| GBP | 941000 | 1232651 |
| &nbsp;&nbsp; Vmed O2 U.K. Financing I <br> PLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 7/15/31 | GBP | 238000 | 292846 |
| &nbsp;&nbsp;&nbsp; 5.63% 4/15/32 | EUR | 197000 | 237095 |
| μVodafone Group PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13% 6/4/81 |  | 67000 | 62678 |
| &nbsp;&nbsp;&nbsp; 8.00% 8/30/86 | GBP | 147000 | 215427 |
| &nbsp;&nbsp; Zegona Finance PLC 6.75% <br> 7/15/29<br>| EUR | 653300 | 812010 |
|  |  |  | **22848546** |
| **United States–4.20%** | **United States–4.20%** | **United States–4.20%** | **United States–4.20%** |
| Acadia Healthcare Co., Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 4/15/29 |  | 14000 | 13706 |
| &nbsp;&nbsp;&nbsp; 5.50% 7/1/28 |  | 87000 | 86265 |
| &nbsp;&nbsp;&nbsp; 7.38% 3/15/33 |  | 100000 | 103819 |
| &nbsp;&nbsp; Acrisure LLC/Acrisure <br> Finance, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 2/15/29 |  | 152000 | 146441 |
| &nbsp;&nbsp;&nbsp; 6.75% 7/1/32 |  | 100000 | 102968 |
| &nbsp;&nbsp; Aethon United BR LP/Aethon <br> United Finance Corp. 7.50% <br> 10/1/29<br>|  | 250000 | 260724 |
| &nbsp;&nbsp; Alexander Funding Trust II <br> 7.47% 7/31/28<br>|  | 145000 | 155044 |
| &nbsp;&nbsp; Allegiant Travel Co. 7.25% <br> 8/15/27<br>|  | 252000 | 255133 |
| &nbsp;&nbsp; Alliant Holdings <br> Intermediate LLC/Alliant <br> Holdings Co-Issuer <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50% 10/1/31 |  | 172000 | 175858 |
| &nbsp;&nbsp;&nbsp; 6.75% 4/15/28 |  | 152000 | 154694 |
| &nbsp;&nbsp;&nbsp; 7.00% 1/15/31 |  | 100000 | 103323 |
| &nbsp;&nbsp; Allied Universal Holdco LLC <br> 7.88% 2/15/31<br>|  | 303000 | 317694 |
| &nbsp;&nbsp; Allied Universal <br> Holdco LLC/Allied Universal <br> Finance Corp. 6.00% 6/1/29<br>|  | 300000 | 294916 |
| &nbsp;&nbsp; Allied Universal <br> Holdco LLC/Allied Universal <br> Finance Corp./Atlas Luxco 4 <br> SARL 4.88% 6/1/28<br>| GBP | 1224000 | 1609299 |
| &nbsp;&nbsp; Alpha Generation LLC 6.75% <br> 10/15/32<br>|  | 208000 | 214716 |
| AMC Networks, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 2/15/29 |  | 595000 | 517650 |
| &nbsp;&nbsp;&nbsp; 10.25% 1/15/29 |  | 579000 | 610121 |
| &nbsp;&nbsp;&nbsp; 10.50% 7/15/32 |  | 200000 | 211487 |

---

*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 States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Amentum Holdings, Inc. <br> 7.25% 8/1/32<br>|  | 227000 | $235709 |
| &nbsp;&nbsp; American Axle & <br> Manufacturing, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 10/1/29 |  | 385000 | 365858 |
| &nbsp;&nbsp;&nbsp; 6.88% 7/1/28 |  | 41000 | 40990 |
| &nbsp;&nbsp; American Tower Corp. 0.45% <br> 1/15/27<br>| EUR | 983000 | 1124872 |
| &nbsp;&nbsp; AmeriGas <br> Partners LP/AmeriGas <br> Finance Corp. 9.38% 6/1/28<br>|  | 200000 | 205470 |
| &nbsp;&nbsp; Amkor Technology, Inc. 6.63% <br> 9/15/27<br>|  | 142000 | 142041 |
| AmWINS Group, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 6/30/29 |  | 74000 | 71920 |
| &nbsp;&nbsp;&nbsp; 6.38% 2/15/29 |  | 186000 | 189782 |
| &nbsp;&nbsp; Aramark Services, Inc. 5.00% <br> 2/1/28<br>|  | 153000 | 152279 |
| &nbsp;&nbsp; Arches Buyer, Inc. 4.25% <br> 6/1/28<br>|  | 77000 | 75455 |
| Arcosa, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38% 4/15/29 |  | 187000 | 181836 |
| &nbsp;&nbsp;&nbsp; 6.88% 8/15/32 |  | 110000 | 114894 |
| &nbsp;&nbsp; Ardagh Metal Packaging <br> Finance USA LLC/Ardagh <br> Metal Packaging Finance <br> PLC 3.25% 9/1/28<br>|  | 200000 | 190004 |
| &nbsp;&nbsp; Ardagh Packaging Finance <br> PLC/Ardagh Holdings USA, <br> Inc. 4.13% 8/15/26<br>|  | 2125000 | 2040000 |
| &nbsp;&nbsp; Aretec Group, Inc. 10.00% <br> 8/15/30<br>|  | 300000 | 326851 |
| &nbsp;&nbsp; Arsenal AIC Parent LLC <br> 11.50% 10/1/31<br>|  | 214000 | 237674 |
| &nbsp;&nbsp; Ashton Woods <br> USA LLC/Ashton Woods <br> Finance Co. 6.88% 8/1/33<br>|  | 148000 | 149269 |
| AT&T, Inc. 2.90% 12/4/26 | GBP | 52000 | 68669 |
| ATI, Inc. 7.25% 8/15/30 |  | 334000 | 350595 |
| &nbsp;&nbsp; Aviation Capital Group LLC <br> 1.95% 9/20/26<br>|  | 18000 | 17589 |
| &nbsp;&nbsp; Avis Budget Car <br> Rental LLC/Avis Budget <br> Finance, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38% 3/1/29 |  | 106000 | 103367 |
| &nbsp;&nbsp;&nbsp; 8.38% 6/15/32 |  | 300000 | 313785 |
| Ball Corp. 4.25% 7/1/32 | EUR | 231000 | 277394 |
| μBank of America Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.95% 10/27/26 | EUR | 399000 | 468683 |
| &nbsp;&nbsp;&nbsp; 6.25% 7/26/30 |  | 53000 | 53677 |
| &nbsp;&nbsp; μBank of New York Mellon <br> Corp. 6.30% 3/20/30<br>|  | 49000 | 50413 |
| &nbsp;&nbsp; BCPE Flavor Debt Merger <br> Sub LLC & BCPE Flavor <br> Issuer, Inc. 9.50% 7/1/32<br>|  | 183000 | 191532 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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; Beach Acquisition Bidco LLC <br> 5.25% 7/15/32<br>| EUR | 177000 | $213019 |
| &nbsp;&nbsp; Blue Racer <br> Midstream LLC/Blue Racer <br> Finance Corp. 7.25% 7/15/32<br>|  | 357000 | 375444 |
| &nbsp;&nbsp; Boyd Gaming Corp. 4.75% <br> 6/15/31<br>|  | 270000 | 260282 |
| &nbsp;&nbsp; Bracelet Holdings, Inc. 9.25% <br> 7/2/28<br>|  | 1170000 | 1125903 |
| &nbsp;&nbsp; Caesars Entertainment, Inc. <br> 6.00% 10/15/32<br>|  | 157000 | 154639 |
| California Resources Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 1/15/34 |  | 296000 | 293962 |
| &nbsp;&nbsp;&nbsp; 8.25% 6/15/29 |  | 266000 | 277397 |
| Calpine Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63% 2/1/29 |  | 79000 | 78224 |
| &nbsp;&nbsp;&nbsp; 5.00% 2/1/31 |  | 300000 | 299123 |
| &nbsp;&nbsp; Camelot Return Merger Sub, <br> Inc. 8.75% 8/1/28<br>|  | 151000 | 146093 |
| &nbsp;&nbsp; CCO Holdings LLC/CCO <br> Holdings Capital Corp. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 8/15/30 |  | 300000 | 283324 |
| &nbsp;&nbsp;&nbsp; 4.75% 2/1/32 |  | 135000 | 124843 |
| &nbsp;&nbsp; Centene Corp. 4.25% <br> 12/15/27<br>|  | 800000 | 785614 |
| &nbsp;&nbsp; Central Parent LLC/CDK <br> Global II LLC/CDK <br> Financing Co., Inc. 8.00% <br> 6/15/29<br>|  | 132000 | 116326 |
| &nbsp;&nbsp; Central Parent, Inc./CDK <br> Global, Inc. 7.25% 6/15/29<br>|  | 205000 | 176516 |
| Chemours Co.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63% 11/15/29 |  | 198000 | 178885 |
| &nbsp;&nbsp;&nbsp; 5.75% 11/15/28 |  | 31000 | 30237 |
| &nbsp;&nbsp; CHS/Community Health <br> Systems, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75% 2/15/31 |  | 281000 | 242994 |
| &nbsp;&nbsp;&nbsp; 5.25% 5/15/30 |  | 78000 | 70562 |
| &nbsp;&nbsp;&nbsp; 6.00% 1/15/29 |  | 175000 | 169862 |
| &nbsp;&nbsp;&nbsp; 10.88% 1/15/32 |  | 155000 | 164160 |
| Churchill Downs, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 4/1/27 |  | 45000 | 44937 |
| &nbsp;&nbsp;&nbsp; 5.75% 4/1/30 |  | 297000 | 296732 |
| Cinemark USA, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25% 7/15/28 |  | 100000 | 99448 |
| &nbsp;&nbsp;&nbsp; 7.00% 8/1/32 |  | 126000 | 130958 |
| μCitigroup, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88% 8/15/30 |  | 54000 | 55650 |
| &nbsp;&nbsp;&nbsp; 6.95% 2/15/30 |  | 54000 | 55458 |
| Civitas Resources, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 10/15/26 |  | 328000 | 326423 |
| &nbsp;&nbsp;&nbsp; 8.38% 7/1/28 |  | 296000 | 306819 |
| &nbsp;&nbsp;&nbsp; 8.63% 11/1/30 |  | 263000 | 272380 |

---

*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; Clarios Global LP/Clarios <br> U.S. Finance Co. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75% 6/15/31 | EUR | 296000 | $354067 |
| &nbsp;&nbsp;&nbsp; 6.75% 2/15/30 |  | 390000 | 402874 |
| &nbsp;&nbsp; Clear Channel Outdoor <br> Holdings, Inc. 7.13% 2/15/31<br>|  | 124000 | 128173 |
| Cloud Software Group, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50% 3/31/29 |  | 890000 | 898028 |
| &nbsp;&nbsp;&nbsp; 8.25% 6/30/32 |  | 342000 | 362778 |
| &nbsp;&nbsp;&nbsp; 9.00% 9/30/29 |  | 188000 | 194995 |
| &nbsp;&nbsp; Clydesdale Acquisition <br> Holdings, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75% 4/15/32 |  | 337000 | 345715 |
| &nbsp;&nbsp;&nbsp; 8.75% 4/15/30 |  | 348000 | 357481 |
| &nbsp;&nbsp; Cogent Communications <br> Group LLC/Cogent Finance, <br> Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 6/15/27 |  | 231000 | 230386 |
| &nbsp;&nbsp;&nbsp; 7.00% 6/15/27 |  | 169000 | 168550 |
| Comcast Corp. 0.25% 9/14/29 | EUR | 234000 | 248514 |
| &nbsp;&nbsp; CommScope LLC 9.50% <br> 12/15/31<br>|  | 130000 | 134563 |
| &nbsp;&nbsp; Compass Minerals <br> International, Inc. 8.00% <br> 7/1/30<br>|  | 115000 | 120195 |
| Comstock Resources, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88% 1/15/30 |  | 27000 | 26003 |
| &nbsp;&nbsp;&nbsp; 6.75% 3/1/29 |  | 252000 | 251588 |
| &nbsp;&nbsp;&nbsp; 6.75% 3/1/29 |  | 100000 | 99400 |
| CoreWeave, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.00% 2/1/31 |  | 109000 | 111712 |
| &nbsp;&nbsp;&nbsp; 9.25% 6/1/30 |  | 212000 | 218952 |
| &nbsp;&nbsp; Cornerstone Building Brands, <br> Inc. 9.50% 8/15/29<br>|  | 123000 | 119512 |
| &nbsp;&nbsp; Crescent Energy Finance LLC <br> 7.38% 1/15/33<br>|  | 263000 | 256074 |
| CSC Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 4/15/27 |  | 400000 | 379651 |
| &nbsp;&nbsp;&nbsp; 11.25% 5/15/28 |  | 200000 | 185152 |
| &nbsp;&nbsp;&nbsp; 11.75% 1/31/29 |  | 363000 | 305263 |
| CVR Energy, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 2/15/28 |  | 56000 | 55139 |
| &nbsp;&nbsp;&nbsp; 8.50% 1/15/29 |  | 105000 | 107316 |
| &nbsp;&nbsp; Delek Logistics <br> Partners LP/Delek Logistics <br> Finance Corp. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.38% 6/30/33 |  | 178000 | 181008 |
| &nbsp;&nbsp;&nbsp; 8.63% 3/15/29 |  | 144000 | 150163 |
| Directv Financing LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.88% 2/1/30 |  | 100000 | 99171 |
| &nbsp;&nbsp;&nbsp; 8.88% 2/1/30 |  | 76000 | 75067 |
| &nbsp;&nbsp; Directv <br> Financing LLC/Directv <br> Financing Co-Obligor, Inc. <br> 10.00% 2/15/31<br>|  | 386000 | 385433 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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; Endo Finance Holdings, Inc. <br> 8.50% 4/15/31<br>|  | 262000 | $281092 |
| &nbsp;&nbsp; Energizer Holdings, Inc. <br> 4.38% 3/31/29<br>|  | 158000 | 151532 |
| EQT Corp. 7.50% 6/1/30 |  | 95000 | 104797 |
| &nbsp;&nbsp; EquipmentShare.com, Inc. <br> 8.00% 3/15/33<br>|  | 258000 | 275735 |
| &nbsp;&nbsp; Fertitta <br> Entertainment LLC/Fertitta <br> Entertainment Finance Co., <br> Inc. 4.63% 1/15/29<br>|  | 129000 | 122774 |
| &nbsp;&nbsp; μFirst Citizens BancShares, <br> Inc. 6.25% 3/12/40<br>|  | 1735000 | 1757680 |
| &nbsp;&nbsp; Five Point Operating Co. LP <br> 8.00% 10/1/30<br>|  | 60000 | 60886 |
| &nbsp;&nbsp; Focus Financial Partners LLC <br> 6.75% 9/15/31<br>|  | 155000 | 158738 |
| Ford Motor Credit Co. LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.27% 1/9/27 |  | 259000 | 256882 |
| &nbsp;&nbsp;&nbsp; 4.54% 8/1/26 |  | 200000 | 199829 |
| &nbsp;&nbsp;&nbsp; 5.13% 11/5/26 |  | 278000 | 278921 |
| &nbsp;&nbsp;&nbsp; 6.95% 3/6/26 |  | 200000 | 201592 |
| &nbsp;&nbsp;&nbsp; 6.95% 6/10/26 |  | 363000 | 367719 |
| Freedom Mortgage Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 12.00% 10/1/28 |  | 99000 | 104940 |
| &nbsp;&nbsp;&nbsp; 12.25% 10/1/30 |  | 100000 | 111554 |
| &nbsp;&nbsp; Freedom Mortgage <br> Holdings LLC 8.38% 4/1/32<br>|  | 182000 | 190763 |
| &nbsp;&nbsp; Frontier Communications <br> Holdings LLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 5/1/28 |  | 286000 | 285357 |
| &nbsp;&nbsp;&nbsp; 5.88% 10/15/27 |  | 587000 | 586645 |
| &nbsp;&nbsp;&nbsp; 6.00% 1/15/30 |  | 40000 | 40471 |
| &nbsp;&nbsp;&nbsp; 6.75% 5/1/29 |  | 430000 | 434289 |
| &nbsp;&nbsp;&nbsp; 8.63% 3/15/31 |  | 785000 | 827595 |
| &nbsp;&nbsp;&nbsp; 8.75% 5/15/30 |  | 976000 | 1019574 |
| &nbsp;&nbsp; Frontier Florida LLC 6.86% <br> 2/1/28<br>|  | 874000 | 911844 |
| &nbsp;&nbsp; Frontier North, Inc. 6.73% <br> 2/15/28<br>|  | 354000 | 363293 |
| &nbsp;&nbsp; Full House Resorts, Inc. 8.25% <br> 2/15/28<br>|  | 27000 | 25057 |
| &nbsp;&nbsp; General Motors Financial Co., <br> Inc. 4.30% 2/15/29<br>| EUR | 280000 | 341803 |
| &nbsp;&nbsp; Genesis Energy LP/Genesis <br> Energy Finance Corp. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75% 2/1/28 |  | 115000 | 115810 |
| &nbsp;&nbsp;&nbsp; 8.00% 5/15/33 |  | 333000 | 348301 |
| &nbsp;&nbsp; Global Partners LP/GLP <br> Finance Corp. 7.13% 7/1/33<br>|  | 117000 | 119923 |
| &nbsp;&nbsp; Global Payments, Inc. 4.88% <br> 3/17/31<br>| EUR | 193000 | 238060 |
| Goldman Sachs Group, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.25% 1/26/28 | EUR | 455000 | 507550 |
| &nbsp;&nbsp;&nbsp; 0.88% 5/9/29 | EUR | 437000 | 479982 |

---

*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)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Goodyear Tire & Rubber Co.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 7/15/29 |  | 200000 | $193135 |
| &nbsp;&nbsp;&nbsp; 5.63% 4/30/33 |  | 142000 | 132119 |
| GoTo Group, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 5/1/28 |  | 132700 | 107487 |
| &nbsp;&nbsp;&nbsp; 5.50% 5/1/28 |  | 202700 | 65624 |
| Gray Media, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25% 8/15/33 |  | 200000 | 198191 |
| &nbsp;&nbsp;&nbsp; 10.50% 7/15/29 |  | 37000 | 40006 |
| &nbsp;&nbsp; •GS Finance Corp. 8.75% <br> 2/14/30<br>|  | 3100000 | 3130938 |
| &nbsp;&nbsp; Helios Software Holdings, <br> Inc./ION Corporate <br> Solutions Finance SARL <br> 7.88% 5/1/29<br>| EUR | 622000 | 764130 |
| &nbsp;&nbsp; Hilton Grand Vacations <br> Borrower LLC/Hilton Grand <br> Vacations Borrower, Inc. <br> 4.88% 7/1/31<br>|  | 200000 | 186648 |
| &nbsp;&nbsp; Howard Midstream Energy <br> Partners LLC 7.38% 7/15/32<br>|  | 97000 | 100688 |
| &nbsp;&nbsp; HUB International Ltd. 7.25% <br> 6/15/30<br>|  | 289000 | 301400 |
| &nbsp;&nbsp; •Hyundai Capital America <br> 5.50% (1 day USD SOFR + <br> 1.35%) 3/27/30<br>|  | 200000 | 201740 |
| &nbsp;&nbsp; Iron Mountain, Inc. 4.75% <br> 1/15/34<br>| EUR | 361000 | 424767 |
| &nbsp;&nbsp; ITT Holdings LLC 6.50% <br> 8/1/29<br>|  | 200000 | 196627 |
| &nbsp;&nbsp; Jefferies Finance LLC/JFIN <br> Co-Issuer Corp. 5.00% <br> 8/15/28<br>|  | 400000 | 386474 |
| &nbsp;&nbsp; JetBlue Airways <br> Corp./JetBlue Loyalty LP <br> 9.88% 9/20/31<br>|  | 257000 | 260668 |
| &nbsp;&nbsp; ♦JetBlue Pass-Through Trust <br> 2.75% 11/15/33<br>|  | 119032 | 105431 |
| μJPMorgan Chase & Co.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.09% 3/11/27 | EUR | 415000 | 484689 |
| &nbsp;&nbsp;&nbsp; 3.67% 6/6/28 | EUR | 352000 | 421436 |
| &nbsp;&nbsp;&nbsp; 6.50% 4/1/30 |  | 49000 | 50722 |
| &nbsp;&nbsp; KeHE Distributors LLC/KeHE <br> Finance Corp./NextWave <br> Distribution, Inc. 9.00% <br> 2/15/29<br>|  | 298000 | 313542 |
| Kronos International, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50% 3/15/29 | EUR | 100000 | 123724 |
| &nbsp;&nbsp;&nbsp; 9.50% 3/15/29 | EUR | 100000 | 123724 |
| &nbsp;&nbsp; LCM Investments Holdings <br> II LLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 5/1/29 |  | 193000 | 189092 |
| &nbsp;&nbsp;&nbsp; 8.25% 8/1/31 |  | 112000 | 118452 |
| Level 3 Financing, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88% 6/30/33 |  | 173000 | 176318 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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; Level 3 Financing, <br> Inc. (continued) <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 3/31/34 |  | 132000 | $134285 |
| &nbsp;&nbsp; LGI Homes, Inc. 7.00% <br> 11/15/32<br>|  | 420000 | 410098 |
| &nbsp;&nbsp; LifePoint Health, Inc. 8.38% <br> 2/15/32<br>|  | 101000 | 107637 |
| &nbsp;&nbsp; Light & Wonder <br> International, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25% 11/15/29 |  | 236000 | 242224 |
| &nbsp;&nbsp;&nbsp; 7.50% 9/1/31 |  | 51000 | 53038 |
| &nbsp;&nbsp; Live Nation Entertainment, <br> Inc. 4.75% 10/15/27<br>|  | 380000 | 377486 |
| &nbsp;&nbsp; Magnera Corp. 7.25% <br> 11/15/31<br>|  | 207000 | 194783 |
| &nbsp;&nbsp; Mauser Packaging Solutions <br> Holding Co. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88% 4/15/27 |  | 584000 | 589725 |
| &nbsp;&nbsp;&nbsp; 9.25% 4/15/27 |  | 523000 | 524197 |
| &nbsp;&nbsp; McGraw-Hill Education, Inc. <br> 7.38% 9/1/31<br>|  | 180000 | 187011 |
| &nbsp;&nbsp; Medline Borrower LP 5.25% <br> 10/1/29<br>|  | 500000 | 495677 |
| &nbsp;&nbsp; MGM Resorts International <br> 6.50% 4/15/32<br>|  | 40000 | 40752 |
| &nbsp;&nbsp; Mohegan Tribal Gaming <br> Authority/MS Digital <br> Entertainment <br> Holdings LLC 11.88% <br> 4/15/31<br>|  | 154000 | 161422 |
| μMorgan Stanley  |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.34% 10/23/26 | EUR | 506000 | 593769 |
| &nbsp;&nbsp;&nbsp; 4.66% 3/2/29 | EUR | 365000 | 447471 |
| &nbsp;&nbsp; MPT Operating <br> Partnership LP/MPT <br> Finance Corp. 7.00% 2/15/32<br>| EUR | 220000 | 269895 |
| Nasdaq, Inc. 4.50% 2/15/32 | EUR | 281000 | 353158 |
| &nbsp;&nbsp; Nationstar Mortgage <br> Holdings, Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13% 12/15/30 |  | 25000 | 25220 |
| &nbsp;&nbsp;&nbsp; 5.50% 8/15/28 |  | 276000 | 276000 |
| &nbsp;&nbsp;&nbsp; 6.00% 1/15/27 |  | 42000 | 42000 |
| &nbsp;&nbsp;&nbsp; 7.13% 2/1/32 |  | 157000 | 163877 |
| NCL Corp. Ltd. 6.75% 2/1/32 |  | 236000 | 242710 |
| &nbsp;&nbsp; NCR Atleos Corp. 9.50% <br> 4/1/29<br>|  | 731000 | 791324 |
| NCR Voyix Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 10/1/28 |  | 36000 | 35462 |
| &nbsp;&nbsp;&nbsp; 5.13% 4/15/29 |  | 280000 | 275498 |
| &nbsp;&nbsp; Newell Brands, Inc. 6.63% <br> 5/15/32<br>|  | 255000 | 251662 |
| &nbsp;&nbsp; Nexstar Media, Inc. 5.63% <br> 7/15/27<br>|  | 280000 | 279594 |
| &nbsp;&nbsp; Nissan Motor Acceptance Co. <br> LLC 5.63% 9/29/28<br>|  | 171000 | 171110 |

---

*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)** |
| Northern Oil & Gas, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88% 10/15/33 |  | 167000 | $166339 |
| &nbsp;&nbsp;&nbsp; 8.13% 3/1/28 |  | 51000 | 51720 |
| Novelis Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88% 8/15/31 |  | 333000 | 303592 |
| &nbsp;&nbsp;&nbsp; 6.88% 1/30/30 |  | 106000 | 109919 |
| &nbsp;&nbsp; Occidental Petroleum Corp. <br> 5.20% 8/1/29<br>|  | 190000 | 192793 |
| &nbsp;&nbsp; Olympus Water U.S. Holding <br> Corp. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13% 2/15/33 | EUR | 313000 | 368353 |
| &nbsp;&nbsp;&nbsp; 7.25% 6/15/31 |  | 400000 | 405510 |
| &nbsp;&nbsp;&nbsp; 7.25% 2/15/33 |  | 262000 | 262273 |
| &nbsp;&nbsp;&nbsp; 9.75% 11/15/28 |  | 232000 | 243484 |
| &nbsp;&nbsp; OneMain Finance Corp. 7.13% <br> 11/15/31<br>|  | 50000 | 51849 |
| &nbsp;&nbsp; Organon & Co./Organon <br> Foreign Debt Co-Issuer BV <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13% 4/30/31 |  | 352000 | 308369 |
| &nbsp;&nbsp;&nbsp; 7.88% 5/15/34 |  | 200000 | 185280 |
| &nbsp;&nbsp; OT Midco, Inc. 10.00% <br> 2/15/30<br>|  | 509000 | 343883 |
| &nbsp;&nbsp; Outfront Media <br> Capital LLC/Outfront Media <br> Capital Corp. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63% 3/15/30 |  | 60000 | 57665 |
| &nbsp;&nbsp;&nbsp; 5.00% 8/15/27 |  | 127000 | 126362 |
| &nbsp;&nbsp; Owens-Brockway Glass <br> Container, Inc. 6.63% <br> 5/13/27<br>|  | 15000 | 14972 |
| &nbsp;&nbsp; Panther Escrow Issuer LLC <br> 7.13% 6/1/31<br>|  | 170000 | 176820 |
| &nbsp;&nbsp; Park Intermediate <br> Holdings LLC/PK Domestic <br> Property LLC/PK Finance <br> Co-Issuer <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 5/15/29 |  | 67000 | 65325 |
| &nbsp;&nbsp;&nbsp; 5.88% 10/1/28 |  | 402000 | 401243 |
| &nbsp;&nbsp; Performance Food Group, <br> Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25% 8/1/29 |  | 200000 | 194277 |
| &nbsp;&nbsp;&nbsp; 6.13% 9/15/32 |  | 123000 | 125990 |
| &nbsp;&nbsp; Permian Resources <br> Operating LLC 8.00% <br> 4/15/27<br>|  | 215000 | 218339 |
| &nbsp;&nbsp; PetSmart LLC/PetSmart <br> Finance Corp. 10.00% <br> 9/15/33<br>|  | 300000 | 302747 |
| Pike Corp. 5.50% 9/1/28 |  | 100000 | 99671 |
| &nbsp;&nbsp; Pitney Bowes, Inc. 6.88% <br> 3/15/27<br>|  | 639000 | 638494 |
| Post Holdings, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63% 4/15/30 |  | 100000 | 96401 |
| &nbsp;&nbsp;&nbsp; 5.50% 12/15/29 |  | 100000 | 99601 |
| &nbsp;&nbsp;&nbsp; 6.25% 10/15/34 |  | 135000 | 136124 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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; Post Holdings, <br> Inc. (continued) <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38% 3/1/33 |  | 100000 | $100931 |
| &nbsp;&nbsp; Prestige Brands, Inc. 3.75% <br> 4/1/31<br>|  | 201000 | 185143 |
| &nbsp;&nbsp; Quikrete Holdings, Inc. 6.75% <br> 3/1/33<br>|  | 337000 | 350377 |
| &nbsp;&nbsp; Reworld Holding Corp. 4.88% <br> 12/1/29<br>|  | 45000 | 42321 |
| &nbsp;&nbsp; RingCentral, Inc. 8.50% <br> 8/15/30<br>|  | 970000 | 1032112 |
| RR Donnelley & Sons Co.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50% 8/1/29 |  | 63000 | 64567 |
| &nbsp;&nbsp;&nbsp; 10.88% 8/1/29 |  | 193000 | 192482 |
| Sabre GLBL, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10.75% 11/15/29 |  | 938000 | 906482 |
| &nbsp;&nbsp;&nbsp; 11.13% 7/15/30 |  | 330000 | 319589 |
| &nbsp;&nbsp; SCIH Salt Holdings, Inc. <br> 4.88% 5/1/28<br>|  | 198000 | 193487 |
| &nbsp;&nbsp; Scotts Miracle-Gro Co. 4.38% <br> 2/1/32<br>|  | 175000 | 161580 |
| &nbsp;&nbsp; Select Medical Corp. 6.25% <br> 12/1/32<br>|  | 163000 | 163068 |
| Service Properties Trust  |  |  |  |
| ^ 0.00% 9/30/28 |  | 489000 | 431068 |
| &nbsp;&nbsp;&nbsp; 8.38% 6/15/29 |  | 1438000 | 1460102 |
| &nbsp;&nbsp;&nbsp; 8.63% 11/15/31 |  | 225000 | 239556 |
| &nbsp;&nbsp;&nbsp; 8.88% 6/15/32 |  | 1170000 | 1176574 |
| &nbsp;&nbsp; Shift4 Payments LLC/Shift4 <br> Payments Finance Sub, Inc. <br> 5.50% 5/15/33<br>| EUR | 277000 | 338628 |
| &nbsp;&nbsp; Six Flags Entertainment <br> Corp. 5.50% 4/15/27<br>|  | 250000 | 249601 |
| &nbsp;&nbsp; Six Flags Entertainment <br> Corp./Canada's Wonderland <br> Co./Magnum Management <br> Corp. 5.25% 7/15/29<br>|  | 110000 | 106378 |
| SM Energy Co. 6.75% 8/1/29 |  | 75000 | 75359 |
| Snap, Inc. 6.88% 3/1/33 |  | 71000 | 72569 |
| &nbsp;&nbsp; =Sonder Holdings, Inc. 7.00% <br> 12/10/27<br>|  | 1385491 | 1039118 |
| Spirit AeroSystems, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.38% 11/30/29 |  | 623000 | 656155 |
| &nbsp;&nbsp;&nbsp; 9.75% 11/15/30 |  | 1709000 | 1879548 |
| &nbsp;&nbsp; ♦Spirit Airlines Pass-Through <br> Trust <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.38% 8/15/31 |  | 193299 | 179993 |
| &nbsp;&nbsp;&nbsp; 3.65% 8/15/31 |  | 506056 | 461251 |
| &nbsp;&nbsp;&nbsp; 4.10% 10/1/29 |  | 17178 | 16298 |
| SS&C Technologies, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 9/30/27 |  | 83000 | 82857 |
| &nbsp;&nbsp;&nbsp; 6.50% 6/1/32 |  | 310000 | 320490 |
| &nbsp;&nbsp; Stagwell Global LLC 5.63% <br> 8/15/29<br>|  | 186000 | 180684 |

---

*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; Star Parent, Inc. 9.00% <br> 10/1/30<br>|  | 179000 | $189238 |
| &nbsp;&nbsp; Starz Capital Holdings 1, Inc. <br> 6.00% 4/15/30<br>|  | 1881000 | 1783828 |
| &nbsp;&nbsp; Starz Capital Holdings LLC <br> 5.50% 4/15/29<br>|  | 126000 | 103320 |
| &nbsp;&nbsp; Station Casinos LLC 4.63% <br> 12/1/31<br>|  | 103000 | 97161 |
| &nbsp;&nbsp; STL Holding Co. LLC 8.75% <br> 2/15/29<br>|  | 156000 | 163475 |
| &nbsp;&nbsp; Suburban Propane <br> Partners LP/Suburban <br> Energy Finance Corp. 5.00% <br> 6/1/31<br>|  | 100000 | 95149 |
| μSunoco LP 7.88% 9/18/30 |  | 298000 | 302682 |
| &nbsp;&nbsp; Talen Energy Supply LLC <br> 8.63% 6/1/30<br>|  | 350000 | 371539 |
| &nbsp;&nbsp; Tallgrass Energy <br> Partners LP/Tallgrass <br> Energy Finance Corp. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50% 1/15/28 |  | 158000 | 157196 |
| &nbsp;&nbsp;&nbsp; 6.00% 9/1/31 |  | 272000 | 266131 |
| Tenneco, Inc. 8.00% 11/17/28 |  | 839000 | 840532 |
| &nbsp;&nbsp; μTexas Capital Bancshares, <br> Inc. 4.00% 5/6/31<br>|  | 879000 | 866281 |
| &nbsp;&nbsp; Thermo Fisher Scientific, Inc. <br> 1.38% 9/12/28<br>| EUR | 418000 | 475145 |
| &nbsp;&nbsp; TK Elevator U.S. Newco, Inc. <br> 5.25% 7/15/27<br>|  | 500000 | 498232 |
| TransDigm, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63% 1/15/29 |  | 454000 | 444908 |
| &nbsp;&nbsp;&nbsp; 4.88% 5/1/29 |  | 231000 | 227588 |
| &nbsp;&nbsp;&nbsp; 6.38% 5/31/33 |  | 100000 | 101124 |
| &nbsp;&nbsp; Transocean International Ltd. <br> 8.25% 5/15/29<br>|  | 364000 | 358855 |
| &nbsp;&nbsp; Transocean Titan Financing <br> Ltd. 8.38% 2/1/28<br>|  | 163524 | 167547 |
| Tronox, Inc. 4.63% 3/15/29 |  | 293000 | 191108 |
| UKG, Inc. 6.88% 2/1/31 |  | 120000 | 123820 |
| &nbsp;&nbsp; ♦United Airlines Pass-Through <br> Trust 2.90% 11/1/29<br>|  | 81846 | 77678 |
| &nbsp;&nbsp; United Wholesale <br> Mortgage LLC 5.50% 4/15/29<br>|  | 50000 | 49313 |
| &nbsp;&nbsp; Uniti Group LP/Uniti Group <br> Finance 2019, Inc./CSL <br> Capital LLC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75% 4/15/28 |  | 553000 | 541531 |
| &nbsp;&nbsp;&nbsp; 10.50% 2/15/28 |  | 782000 | 823602 |
| &nbsp;&nbsp; Univision Communications, <br> Inc. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.50% 7/31/31 |  | 270000 | 278813 |
| &nbsp;&nbsp;&nbsp; 9.38% 8/1/32 |  | 21000 | 22379 |
| &nbsp;&nbsp; USA Compression <br> Partners LP/USA <br> Compression Finance Corp. <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25% 10/1/33 |  | 26000 | 26099 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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; USA Compression <br> Partners LP/USA <br> Compression Finance <br> Corp. (continued) <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88% 9/1/27 |  | 146000 | $145967 |
| &nbsp;&nbsp;&nbsp; 7.13% 3/15/29 |  | 126000 | 129947 |
| UWM Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25% 3/15/31 |  | 76000 | 75638 |
| &nbsp;&nbsp;&nbsp; 6.63% 2/1/30 |  | 288000 | 292978 |
| Valaris Ltd. 8.38% 4/30/30 |  | 158000 | 163979 |
| Venture Global LNG, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 1/15/30 |  | 184000 | 190397 |
| μ 9.00% 9/30/29 |  | 345000 | 341922 |
| &nbsp;&nbsp; Verizon Communications, Inc. <br> 4.25% 10/31/30<br>| EUR | 363000 | 449042 |
| &nbsp;&nbsp; Viking Cruises Ltd. 9.13% <br> 7/15/31<br>|  | 200000 | 214664 |
| &nbsp;&nbsp; Vistra Operations Co. LLC <br> 5.63% 2/15/27<br>|  | 1041000 | 1041616 |
| &nbsp;&nbsp; Vital Energy, Inc. 7.88% <br> 4/15/32<br>|  | 171000 | 165996 |
| &nbsp;&nbsp; Voyager Parent LLC 9.25% <br> 7/1/32<br>|  | 120000 | 126899 |
| &nbsp;&nbsp; Wand NewCo 3, Inc. 7.63% <br> 1/30/32<br>|  | 191000 | 201241 |
| &nbsp;&nbsp; Warnermedia Holdings, Inc. <br> 3.76% 3/15/27<br>|  | 1064000 | 1049370 |
| &nbsp;&nbsp; Weekley Homes LLC/Weekley <br> Finance Corp. 4.88% 9/15/28<br>|  | 7000 | 6854 |
| &nbsp;&nbsp; Wells Fargo & Co. 0.63% <br> 3/25/30<br>| EUR | 450000 | 477548 |
| &nbsp;&nbsp; Windstream Services LLC <br> 7.50% 10/15/33<br>|  | 105000 | 104972 |
| Wolfspeed, Inc. 1.00% 6/15/31 |  | 14400 | 40173 |
| &nbsp;&nbsp; WR Grace Holdings LLC <br> 4.88% 6/15/27<br>|  | 122000 | 121243 |
| Xerox Corp.  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10.25% 10/15/30 |  | 505000 | 512997 |
| &nbsp;&nbsp;&nbsp; 13.50% 4/15/31 |  | 425000 | 411446 |
| &nbsp;&nbsp; Xerox Holdings Corp. 8.88% <br> 11/30/29<br>|  | 24000 | 12966 |
| &nbsp;&nbsp; Zayo Group Holdings, Inc. <br> 9.25% 3/9/30<br>|  | 75951 | 72723 |
|  |  |  | **89410063** |
| **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>|  | 169400 | 167545 |
|  |  |  | **167545** |
| **Total Corporate Bonds** <br>**(Cost $200,147,214)** | **Total Corporate Bonds** <br>**(Cost $200,147,214)** | **Total Corporate Bonds** <br>**(Cost $200,147,214)** | **196465450** |

---

*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>|
| **ΔLOAN AGREEMENTS–4.15%** | **ΔLOAN AGREEMENTS–4.15%** | **ΔLOAN AGREEMENTS–4.15%** | **ΔLOAN AGREEMENTS–4.15%** |
| **Belgium–0.07%** | **Belgium–0.07%** | **Belgium–0.07%** | **Belgium–0.07%** |
| &nbsp;&nbsp; •United Petfood Finance BV <br> 4.58% (6 mo. EURIBOR + <br> 2.50%) 2/26/32<br>| EUR | 1280899 | $1503028 |
|  |  |  | **1503028** |
| **Canada–0.01%** | **Canada–0.01%** | **Canada–0.01%** | **Canada–0.01%** |
| &nbsp;&nbsp; •Garda World Security Corp. <br> 7.17% (1 mo. USD Term <br> SOFR + 3.00%) 2/1/29<br>|  | 213378 | 213325 |
|  |  |  | **213325** |
| **Finland–0.09%** | **Finland–0.09%** | **Finland–0.09%** | **Finland–0.09%** |
| &nbsp;&nbsp; •Mehilainen Yhtiot OYJ 5.50% <br> (3 mo. EURIBOR + 3.50%) <br> 8/5/31<br>| EUR | 1682441 | 1983330 |
|  |  |  | **1983330** |
| **France–0.25%** | **France–0.25%** | **France–0.25%** | **France–0.25%** |
| &nbsp;&nbsp; •HomeVI SAS 6.78% (3 mo. <br> EURIBOR + 4.75%) <br> 10/31/29<br>| EUR | 1000000 | 1176539 |
| &nbsp;&nbsp; •Obol France 3 SAS 7.19% (6 <br> mo. EURIBOR + 5.00%) <br> 12/31/28<br>| EUR | 1000000 | 1151063 |
| &nbsp;&nbsp; •Parts Europe SA 4.92% (1 mo. <br> EURIBOR + 3.00%) 2/3/31<br>| EUR | 1584700 | 1866044 |
| &nbsp;&nbsp; •Ramsay Generale de Sante SA <br> 5.25% (3 mo. EURIBOR + <br> 3.25%) 8/13/31<br>| EUR | 900000 | 1058093 |
|  |  |  | **5251739** |
| **Germany–0.26%** | **Germany–0.26%** | **Germany–0.26%** | **Germany–0.26%** |
| &nbsp;&nbsp; •AVIV Group GmbH 6.10% (6 <br> mo. EURIBOR + 4.00%) <br> 4/23/32<br>| EUR | 1146496 | 1354457 |
| &nbsp;&nbsp; •Nidda Healthcare Holding AG <br> 5.53% (3 mo. EURIBOR + <br> 3.50%) 2/21/30<br>| EUR | 1439394 | 1692676 |
| &nbsp;&nbsp; •Schoen Klinik SE 5.00% (3 <br> mo. EURIBOR + 3.00%) <br> 1/12/31<br>| EUR | 666667 | 783922 |
| &nbsp;&nbsp; •Speedster Bidco GmbH 5.62% <br> (6 mo. EURIBOR + 3.50%) <br> 12/10/31<br>| EUR | 720000 | 849543 |
| &nbsp;&nbsp; •TK Elevator Midco GmbH <br> 5.33% (6 mo. EURIBOR + <br> 3.25%) 4/30/30<br>| EUR | 759600 | 894413 |
|  |  |  | **5575011** |
| **Ireland–0.09%** | **Ireland–0.09%** | **Ireland–0.09%** | **Ireland–0.09%** |
| &nbsp;&nbsp; •Applegreen Ireland 7.03% (3 <br> mo. EURIBOR + 5.00%) <br> 1/30/32<br>| EUR | 569620 | 675036 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** |
| **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** |
| &nbsp;&nbsp; •ION Trading Finance Ltd. <br> 5.66% (1 mo. EURIBOR + <br> 3.75%) 4/1/28<br>| EUR | 1000000 | $1169648 |
|  |  |  | **1844684** |
| **Jersey–0.05%** | **Jersey–0.05%** | **Jersey–0.05%** | **Jersey–0.05%** |
| =π•Vita Global FinCo Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.05% (6 mo. EURIBOR + <br> 8.00%) 7/6/27<br>| EUR | 650600 | 633985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.97% (SONIA + 8.00%) <br> 9/23/27<br>| GBP | 402192 | 447601 |
|  |  |  | **1081586** |
| **Luxembourg–0.29%** | **Luxembourg–0.29%** | **Luxembourg–0.29%** | **Luxembourg–0.29%** |
| &nbsp;&nbsp; •Helios Software Holdings, Inc. <br> 5.33% (3 mo. EURIBOR + <br> 3.25%) 3/13/28<br>| EUR | 1000000 | 1170822 |
| &nbsp;&nbsp; •INEOS Finance PLC 5.41% (1 <br> mo. EURIBOR + 3.50%) <br> 6/23/31<br>| EUR | 1000000 | 1097373 |
| &nbsp;&nbsp; •Matterhorn Telecom Holding <br> SA 4.50% (3 mo. EURIBOR + <br> 2.50%) 1/30/32<br>| EUR | 1000000 | 1176669 |
| &nbsp;&nbsp; •Speed Midco 3 SARL 5.25% (3 <br> mo. EURIBOR + 3.25%) <br> 10/1/32<br>| EUR | 1000000 | 1174051 |
| •Tackle SARL  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.28% (3 mo. EURIBOR + <br> 3.25%) 5/22/28<br>| EUR | 593750 | 697964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.37% (6 mo. EURIBOR + <br> 3.25%) 5/22/28<br>| EUR | 656250 | 772543 |
|  |  |  | **6089422** |
| **Netherlands–0.61%** | **Netherlands–0.61%** | **Netherlands–0.61%** | **Netherlands–0.61%** |
| &nbsp;&nbsp; =π•Cypher Bidco 6.20% (3 mo. <br> EURIBOR + 4.25%) <br> 12/30/27<br>| EUR | 1485170 | 1700073 |
| &nbsp;&nbsp; •Median BV 6.93% (3 mo. <br> EURIBOR + 4.93%) <br> 10/14/27<br>| EUR | 981818 | 1153062 |
| &nbsp;&nbsp; •Peer Holding III BV 4.75% (3 <br> mo. EURIBOR + 2.75%) <br> 7/1/31<br>| EUR | 1400000 | 1646169 |
| &nbsp;&nbsp; •Pegasus Bidco BV 4.95% (3 <br> mo. EURIBOR + 3.00%) <br> 7/12/29<br>| EUR | 1333333 | 1571271 |
| &nbsp;&nbsp; •Stage Entertainment BV <br> 6.03% (3 mo. EURIBOR + <br> 4.00%) 6/2/29<br>| EUR | 1000000 | 1182492 |
| &nbsp;&nbsp; •Unit4 NV 5.50% (3 mo. <br> EURIBOR + 3.50%) 6/29/28<br>| EUR | 682733 | 803423 |
| &nbsp;&nbsp; •Ziggo BV 4.88% (1 mo. <br> EURIBOR + 3.00%) 1/31/29<br>| EUR | 4186717 | 4842178 |
|  |  |  | **12898668** |

---

*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)** |
| **New Zealand–0.05%** | **New Zealand–0.05%** | **New Zealand–0.05%** | **New Zealand–0.05%** |
| &nbsp;&nbsp; •FNZ Group Services Ltd. <br> 9.97% (SONIA + 6.00%) <br> 11/5/31<br>| GBP | 1000000 | $1075920 |
|  |  |  | **1075920** |
| **Norway–0.02%** | **Norway–0.02%** | **Norway–0.02%** | **Norway–0.02%** |
| &nbsp;&nbsp; •Sector Alarm Holding AS <br> 5.53% (3 mo. EURIBOR + <br> 3.50%) 6/14/29<br>| EUR | 406916 | 479804 |
|  |  |  | **479804** |
| **Spain–0.23%** | **Spain–0.23%** | **Spain–0.23%** | **Spain–0.23%** |
| &nbsp;&nbsp; •Aernnova Aerospace SAU <br> 5.98% (3 mo. EURIBOR + <br> 4.00%) 2/27/30<br>| EUR | 1302917 | 1519656 |
| &nbsp;&nbsp; •Areas Worldwide SA 6.04% (6 <br> mo. EURIBOR + 4.00%) <br> 12/31/29<br>| EUR | 1219531 | 1439695 |
| &nbsp;&nbsp; •Europa University Education <br> Group SL 5.29% (6 mo. <br> EURIBOR + 3.25%) <br> 10/30/31<br>| EUR | 741599 | 874906 |
| &nbsp;&nbsp; •HBX Group International PLC <br> 4.87% (6 mo. EURIBOR + <br> 2.75%) 2/13/32<br>| EUR | 1010869 | 1188295 |
|  |  |  | **5022552** |
| **Sweden–0.05%** | **Sweden–0.05%** | **Sweden–0.05%** | **Sweden–0.05%** |
| &nbsp;&nbsp; •Quimper AB 5.69% (3 mo. <br> EURIBOR + 3.75%) 3/29/30<br>| EUR | 1008696 | 1191828 |
|  |  |  | **1191828** |
| **United Kingdom–0.60%** | **United Kingdom–0.60%** | **United Kingdom–0.60%** | **United Kingdom–0.60%** |
| &nbsp;&nbsp; •Bellis Acquisition Co. PLC <br> 6.31% (6 mo. EURIBOR + <br> 4.00%) 5/14/31<br>| EUR | 1237872 | 1402226 |
| &nbsp;&nbsp; •Boots Group Bidco Ltd. 8.72% <br> (SONIA + 4.75%) 8/30/32<br>| GBP | 1449275 | 1962539 |
| &nbsp;&nbsp; •CD&R Firefly Bidco Ltd. <br> 8.97% (SONIA + 4.75%) <br> 4/29/29<br>| GBP | 478700 | 644138 |
| &nbsp;&nbsp; •Froneri Lux Finco SARL <br> 4.58% (6 mo. EURIBOR + <br> 2.50%) 9/30/31<br>| EUR | 1000000 | 1173076 |
| &nbsp;&nbsp; •GVC Holdings Gibraltar Ltd. <br> 5.29% (6 mo. EURIBOR + <br> 3.25%) 6/30/28<br>| EUR | 723530 | 854770 |
| &nbsp;&nbsp; •INEOS Quattro Holdings U.K. <br> Ltd. 6.41% (1 mo. EURIBOR <br> + 4.50%) 4/2/29<br>| EUR | 902737 | 973014 |
| &nbsp;&nbsp; •Inspired Finco Holdings Ltd. <br> 5.16% (1 mo. EURIBOR + <br> 3.25%) 2/28/31<br>| EUR | 719212 | 847034 |
| &nbsp;&nbsp; •Market Bidco Ltd. 6.53% (3 <br> mo. EURIBOR + 4.50%) <br> 11/4/30<br>| EUR | 319950 | 376265 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** | **ΔLOAN AGREEMENTS (continued)** |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| &nbsp;&nbsp; •MasOrange Finco PLC 4.56% <br> (6 mo. EURIBOR + 2.50%) <br> 3/25/31<br>| EUR | 1326229 | $1555394 |
| =π•Mercia  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.36% (SONIA + 2.40%) <br> 4/9/26<br>| GBP | 1380399 | 1856498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.37% (SONIA + 2.40%) <br> 4/9/26<br>| GBP | 80087 | 107709 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.37% (SONIA + 2.40%) <br> 4/9/26<br>| GBP | 349232 | 469681 |
| &nbsp;&nbsp; •Zegona Communications PLC <br> 4.83% (6 mo. EURIBOR + <br> 2.75%) 7/17/29<br>| EUR | 425532 | 501315 |
|  |  |  | **12723659** |
| **United States–1.48%** | **United States–1.48%** | **United States–1.48%** | **United States–1.48%** |
| &nbsp;&nbsp; •Allied Universal Holdco LLC <br> 7.51% (1 mo. USD Term <br> SOFR + 3.25%) 8/20/32<br>|  | 494859 | 496432 |
| &nbsp;&nbsp; •Altar Bidco, Inc. 9.58% (12 <br> mo. SOFR CME + 5.60%) <br> 2/1/30<br>|  | 1680278 | 1590669 |
| &nbsp;&nbsp; •Amentum Government <br> Services Holdings LLC 6.41% <br> (1 mo. USD Term SOFR + <br> 2.25%) 9/29/31<br>|  | 547200 | 546549 |
| &nbsp;&nbsp; •Arsenal AIC Parent LLC <br> 6.91% (1 mo. USD Term <br> SOFR + 2.75%) 8/19/30<br>|  | 57218 | 57129 |
| &nbsp;&nbsp; @•Avaya, Inc. 11.66% (1 mo. USD <br> Term SOFR + 7.50%) 8/1/28<br>|  | 4438 | 3882 |
| &nbsp;&nbsp; •Bally's Corp. 7.84% (3 mo. <br> USD Term SOFR + 3.25%) <br> 10/2/28<br>|  | 495564 | 480286 |
| &nbsp;&nbsp; •Bausch & Lomb Corp. 8.41% <br> (1 mo. USD Term SOFR + <br> 4.25%) 1/15/31<br>|  | 508177 | 507755 |
| &nbsp;&nbsp; •Boost Newco Borrower LLC <br> 6.00% (3 mo. USD Term <br> SOFR + 2.00%) 1/31/31<br>|  | 654726 | 655001 |
| &nbsp;&nbsp; •Caesars Entertainment, Inc. <br> 6.41% (1 mo. USD Term <br> SOFR + 2.25%) 2/6/31<br>|  | 1014130 | 1010753 |
| &nbsp;&nbsp; •Charter Communications <br> Operating LLC 6.54% (3 mo. <br> USD Term SOFR + 2.25%) <br> 12/15/31<br>|  | 107899 | 107845 |
| &nbsp;&nbsp; •Clarios Global LP 5.16% (1 <br> mo. EURIBOR + 3.25%) <br> 1/28/32<br>| EUR | 1000000 | 1178723 |
| &nbsp;&nbsp; •Cloud Software Group, Inc. <br> 7.25% (3 mo. USD Term <br> SOFR + 3.25%) 8/13/32<br>|  | 380885 | 381970 |

---

*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 (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; •Clydesdale Acquisition <br> Holdings, Inc. 7.34% (1 mo. <br> USD Term SOFR + 3.18%) <br> 4/13/29<br>|  | 648177 | $647081 |
| &nbsp;&nbsp; •ConnectWise LLC 7.76% (3 <br> mo. USD Term SOFR + <br> 3.50%) 9/29/28<br>|  | 426462 | 426918 |
| &nbsp;&nbsp; •CSC Holdings LLC 8.75% (3 <br> mo. Prime Rate + 1.50%) <br> 4/15/27<br>|  | 207140 | 200213 |
| &nbsp;&nbsp; •CVR Energy, Inc. 8.00% (3 mo. <br> USD Term SOFR + 4.00%) <br> 12/30/27<br>|  | 529527 | 529527 |
| &nbsp;&nbsp; •Digital Room Holdings, Inc. <br> 9.51% (1 mo. USD Term <br> SOFR + 5.25%) 12/21/28<br>|  | 350007 | 343007 |
| •DirecTV Financing LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.57% (3 mo. USD Term <br> SOFR + 5.00%) 8/2/27<br>|  | 24822 | 24825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.81% (3 mo. USD Term <br> SOFR + 5.50%) 2/17/31<br>|  | 764400 | 746246 |
| &nbsp;&nbsp; •ECL Entertainment LLC <br> 7.16% (1 mo. USD Term <br> SOFR + 3.00%) 8/30/30<br>|  | 1246019 | 1243838 |
| &nbsp;&nbsp; •Emerald Technologies <br> U.S. Acquisitionco, Inc. <br> 10.60% (3 mo. USD Term <br> SOFR + 6.25%) 12/29/27<br>|  | 403025 | 278087 |
| &nbsp;&nbsp; •Fertitta Entertainment LLC <br> 7.41% (1 mo. USD Term <br> SOFR + 3.25%) 1/27/29<br>|  | 730994 | 729708 |
| &nbsp;&nbsp; =π•Galaxy Universal LLC 10.75% <br> (6 mo. USD Term SOFR + <br> 6.25%) 11/12/26<br>|  | 1316508 | 1309925 |
| •GoTo Group, Inc.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.22% (3 mo. USD Term <br> SOFR + 4.75%) 4/28/28<br>|  | 79166 | 25769 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.22% (3 mo. USD Term <br> SOFR + 4.75%) 4/28/28<br>|  | 91141 | 76862 |
| &nbsp;&nbsp; •Highspring Holdings LLC <br> 9.15% (3 mo. USD Term <br> SOFR + 5.00%) 1/21/29<br>|  | 419757 | 359941 |
| &nbsp;&nbsp; •Hydrofarm Holdings LLC <br> 10.07% (3 mo. USD Term <br> SOFR + 5.50%) 10/25/28<br>|  | 248383 | 203674 |
| &nbsp;&nbsp; •Indy U.S. Bidco LLC 4.91% (1 <br> mo. EURIBOR + 3.00%) <br> 10/31/30<br>| EUR | 883922 | 1038122 |
| &nbsp;&nbsp; •Instructure Holdings, Inc. <br> 6.75% (6 mo. USD Term <br> SOFR + 2.75%) 11/13/31<br>|  | 1406475 | 1404056 |
| &nbsp;&nbsp; •ION Platform Finance SARL <br> 6.02% (3 mo. EURIBOR + <br> 4.00%) 10/7/32<br>|  | 2823530 | 3281818 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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)** |
| &nbsp;&nbsp; •ITG Communications LLC <br> 8.95% (3 mo. SOFR CME + <br> 4.75%) 7/9/31<br>|  | 1024000 | $1010565 |
| &nbsp;&nbsp; •J&J Ventures Gaming LLC <br> 7.66% (1 mo. USD Term <br> SOFR + 3.50%) 4/26/30<br>|  | 398160 | 393681 |
| &nbsp;&nbsp; •Jack Ohio Finance LLC 8.16% <br> (1 mo. USD Term SOFR + <br> 4.00%) 2/2/32<br>|  | 163180 | 161711 |
| •Maverick Gaming LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 15.75% (3 mo. Prime Rate <br> + 8.50%) 6/5/28<br>|  | 190357 | 171321 |
| &nbsp;&nbsp;&nbsp;&nbsp; 15.75% (3 mo. Prime Rate <br> + 8.50%) 6/5/28<br>|  | 334300 | 183865 |
| &nbsp;&nbsp; •McAfee LLC 7.22% (1 mo. <br> USD Term SOFR + 3.00%) <br> 3/1/29<br>|  | 878147 | 837260 |
| &nbsp;&nbsp; Peninsula Pacific <br> Entertainment LLC <br>|  |  |  |
| ✠ 0.00% 10/1/32 |  | 173577 | 173143 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 8.74% (3 mo. USD Term <br> SOFR + 4.75%) 10/1/32<br>|  | 740596 | 738745 |
| &nbsp;&nbsp; •Pitney Bowes, Inc. 7.91% (1 <br> mo. USD Term SOFR + <br> 3.75%) 3/19/32<br>|  | 611800 | 611036 |
| &nbsp;&nbsp; •Polaris Newco LLC 6.03% (3 <br> mo. EURIBOR + 4.00%) <br> 6/2/28<br>| EUR | 992248 | 1083135 |
| •Redstone Holdco 2 LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.32% (3 mo. USD Term <br> SOFR + 4.75%) 4/27/28<br>|  | 1148446 | 582836 |
| &nbsp;&nbsp;&nbsp;&nbsp; 12.32% (3 mo. USD Term <br> SOFR + 7.75%) 4/27/29<br>|  | 742791 | 149301 |
| RunItOneTime LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; =@• 5.00% (3 mo. USD Term <br> SOFR + 1.00%) 4/16/26<br>|  | 68938 | 66286 |
| &nbsp;&nbsp;&nbsp;&nbsp; =• 16.67% (1 mo. USD Term <br> SOFR + 12.50%) 4/16/26<br>|  | 21854 | 21013 |
| &nbsp;&nbsp;&nbsp;&nbsp; =• 16.82% (1 mo. USD Term <br> SOFR + 12.50%) 7/7/26<br>|  | 26488 | 25469 |
| &nbsp;&nbsp; =•Solaris Energy <br> Infrastructure LLC 10.00% <br> (3 mo. USD Term SOFR + <br> 6.00%) 9/11/29<br>|  | 2240637 | 2257442 |
| &nbsp;&nbsp; •Stakeholder Midstream LLC <br> 8.04% (3 mo. USD Term <br> SOFR + 4.00%) 1/1/31<br>|  | 1010467 | 1011731 |
| &nbsp;&nbsp; •Verifone Systems, Inc. 9.82% <br> (3 mo. USD Term SOFR + <br> 5.25%) 8/18/28<br>|  | 1092197 | 1054724 |
| &nbsp;&nbsp; @•Veritas U.S., Inc. 5.50% (3 mo. <br> USD Term SOFR + 1.50%) <br> 12/9/29<br>|  | 233387 | 235527 |

---

*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)** |
| &nbsp;&nbsp; •West Deptford Energy <br> Holdings LLC 8.16% (1 mo. <br> USD Term SOFR + 4.00%) <br> 7/24/32<br>| 407977 | $404204 |
| X Corp.  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50% 10/26/29 | 200000 | 200472 |
| &nbsp;&nbsp;&nbsp;&nbsp; • 10.96% (3 mo. USD Term <br> SOFR + 6.50%) 10/26/29<br>| 93764 | 91902 |
| &nbsp;&nbsp; •Xerox Holdings Corp. 8.00% (3 <br> mo. USD Term SOFR + <br> 4.00%) 11/19/29<br>| 95000 | 87994 |
|  |  | **31439974** |
| **Total Loan Agreements** <br>**(Cost $85,586,065)** | **Total Loan Agreements** <br>**(Cost $85,586,065)** | **88374530** |
| **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 | 414293 |
| &nbsp;&nbsp; Port of Beaumont Navigation <br> District 10.00% 7/1/26<br>| 585000 | 587668 |
| **Total Municipal Bonds** <br>**(Cost $980,000)** | **Total Municipal Bonds** <br>**(Cost $980,000)** | **1001961** |
| **ΔNON-AGENCY ASSET-BACKED SECURITIES–3.38%** | **ΔNON-AGENCY ASSET-BACKED SECURITIES–3.38%** | **ΔNON-AGENCY ASSET-BACKED SECURITIES–3.38%** |
| **Cayman Islands–1.48%** | **Cayman Islands–1.48%** | **Cayman Islands–1.48%** |
| &nbsp;&nbsp; •720 East CLO VII Ltd. 5.34% <br> (3 mo. USD Term SOFR + <br> 1.06%) 4/20/37<br>| 320000 | 319545 |
| &nbsp;&nbsp; •AGL CLO 32 Ltd. 5.71% (3 mo. <br> USD Term SOFR + 1.38%) <br> 7/21/37<br>| 250000 | 250967 |
| &nbsp;&nbsp; •AGL Core CLO 31 Ltd. 5.73% <br> (3 mo. USD Term SOFR + <br> 1.40%) 7/20/37<br>| 750000 | 753242 |
| &nbsp;&nbsp; •Ballyrock CLO 14 Ltd. 5.71% <br> (3 mo. USD Term SOFR + <br> 1.38%) 7/20/37<br>| 2500000 | 2506133 |
| &nbsp;&nbsp; •Birch Grove CLO 12 Ltd. <br> 5.51% (3 mo. USD Term <br> SOFR + 1.17%) 4/22/38<br>| 2400000 | 2402311 |
| •CIFC Funding Ltd.  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A 5.41% (3 mo. USD <br> Term SOFR + 1.13%) <br> 4/15/38<br>| 250000 | 249726 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A1R 5.50% (3 mo. <br> USD Term SOFR + 1.18%) <br> 3/31/38<br>| 950000 | 949541 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A1R 5.58% (3 mo. <br> USD Term SOFR + 1.26%) <br> 1/15/38<br>| 700000 | 701637 |

---

---

| | | |
|:---|:---|:---|
|  | **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 5.65% (3 mo. <br> USD Term SOFR + 1.30%) <br> 7/15/38<br>| 2000000 | $2007890 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class BR2 6.20% (3 mo. <br> USD Term SOFR + 1.85%) <br> 7/15/38<br>| 700000 | 702542 |
| &nbsp;&nbsp; •Dryden 75 CLO Ltd. 5.62% (3 <br> mo. USD Term SOFR + <br> 1.30%) 4/15/34<br>| 2000000 | 2000830 |
| &nbsp;&nbsp; •Flatiron CLO 28 Ltd. 5.33% (3 <br> mo. USD Term SOFR + <br> 1.08%) 7/15/36<br>| 250000 | 250084 |
| &nbsp;&nbsp; •Greystone CRE Notes Ltd. <br> 5.28% (1 mo. USD Term <br> SOFR + 1.13%) 7/15/39<br>| 28548 | 28532 |
| &nbsp;&nbsp; •MF1 Ltd. 5.35% (1 mo. USD <br> Term SOFR + 1.21%) <br> 7/16/36<br>| 11411 | 11407 |
| &nbsp;&nbsp; •MidOcean Credit CLO <br> XVIII LLC 5.49% (3 mo. USD <br> Term SOFR + 1.17%) <br> 10/18/35<br>| 1000000 | 1000508 |
| &nbsp;&nbsp; •Neuberger Berman CLO XXI <br> Ltd. 5.65% (3 mo. USD Term <br> SOFR + 1.32%) 1/20/39<br>| 3400000 | 3406076 |
| &nbsp;&nbsp; •OCP CLO Ltd. 5.67% (3 mo. <br> USD Term SOFR + 1.34%) <br> 11/26/37<br>| 300000 | 300984 |
| &nbsp;&nbsp; •Octagon Investment Partners <br> XVI Ltd. 6.18% (3 mo. USD <br> Term SOFR + 1.86%) <br> 7/17/30<br>| 1000000 | 1000948 |
| &nbsp;&nbsp; •OHA Credit Funding 15-R Ltd. <br> 5.60% (3 mo. USD Term <br> SOFR + 1.29%) 7/20/38<br>| 700000 | 702318 |
| &nbsp;&nbsp; •Regatta 31 Funding Ltd. <br> 5.40% (3 mo. USD Term <br> SOFR + 1.17%) 3/25/38<br>| 1000000 | 1000400 |
| &nbsp;&nbsp; •Regatta XVIII Funding Ltd. <br> 5.48% (3 mo. USD Term <br> SOFR + 1.16%) 4/15/38<br>| 250000 | 250194 |
| &nbsp;&nbsp; •RR 28 Ltd. 5.87% (3 mo. USD <br> Term SOFR + 1.55%) <br> 4/15/37<br>| 388191 | 389127 |
| &nbsp;&nbsp; •Silver Point CLO 7 Ltd. 5.68% <br> (3 mo. USD Term SOFR + <br> 1.36%) 1/15/38<br>| 250000 | 250816 |
| •Sixth Street CLO XX Ltd.  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A1R 5.58% (3 mo. <br> USD Term SOFR + 1.32%) <br> 7/17/38<br>| 2000000 | 2006544 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A2R 5.83% (3 mo. <br> USD Term SOFR + 1.57%) <br> 7/17/38<br>| 2000000 | 2002638 |

---

*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)** |
| **Cayman Islands (continued)** | **Cayman Islands (continued)** | **Cayman Islands (continued)** | **Cayman Islands (continued)** |
| &nbsp;&nbsp; •TCW CLO Ltd. 5.72% (3 mo. <br> USD Term SOFR + 1.38%) <br> 3/31/38<br>|  | 1000000 | $1003505 |
| &nbsp;&nbsp; •Texas Debt Capital CLO Ltd. <br> 7.07% (3 mo. USD Term <br> SOFR + 2.75%) 7/20/38<br>|  | 700000 | 704853 |
| &nbsp;&nbsp; •Trestles CLO III Ltd. 5.72% (3 <br> mo. USD Term SOFR + <br> 1.39%) 10/20/37<br>|  | 750000 | 751796 |
| •Voya CLO Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A2AR 6.23% (3 mo. <br> USD Term SOFR + 1.91%) <br> 6/7/30<br>|  | 700000 | 702199 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class C1 6.43% (3 mo. USD <br> Term SOFR + 2.11%) <br> 7/15/31<br>|  | 300000 | 300289 |
| &nbsp;&nbsp; •Whitebox CLO I Ltd. 6.07% (3 <br> mo. USD Term SOFR + <br> 1.75%) 7/24/36<br>|  | 250000 | 250183 |
| •Whitebox CLO V Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A1 5.61% (3 mo. USD <br> Term SOFR + 1.36%) <br> 7/20/38<br>|  | 2000000 | 2010590 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class B 5.95% (3 mo. USD <br> Term SOFR + 1.70%) <br> 7/20/38<br>|  | 300000 | 301274 |
|  |  |  | **31469629** |
| **Ireland–0.54%** | **Ireland–0.54%** | **Ireland–0.54%** | **Ireland–0.54%** |
| &nbsp;&nbsp; •AB Carval Euro CLO II-C DAC <br> 5.79% (3 mo. EURIBOR + <br> 3.75%) 2/15/37<br>| EUR | 290000 | 342018 |
| &nbsp;&nbsp; •Arbour CLO VI DAC 5.24% (3 <br> mo. EURIBOR + 3.20%) <br> 11/15/37<br>| EUR | 330000 | 387435 |
| &nbsp;&nbsp; •Arcano Euro CLO I DAC <br> 5.59% (3 mo. EURIBOR + <br> 3.40%) 4/25/39<br>| EUR | 390000 | 460548 |
| &nbsp;&nbsp; •Arcano Euro CLO II DAC <br> 5.27% (3 mo. EURIBOR + <br> 3.30%) 7/25/39<br>| EUR | 170000 | 199804 |
| &nbsp;&nbsp; •Arini European CLO IV DAC <br> 5.53% (3 mo. EURIBOR + <br> 3.50%) 1/15/38<br>| EUR | 470000 | 553561 |
| &nbsp;&nbsp; •Arini European CLO V DAC <br> 5.17% (3 mo. EURIBOR + <br> 2.80%) 1/15/39<br>| EUR | 250000 | 293439 |
| &nbsp;&nbsp; •Aurium CLO VII DAC 5.28% (3 <br> mo. EURIBOR + 3.15%) <br> 10/15/38<br>| EUR | 120000 | 141722 |
| &nbsp;&nbsp; •Aurium CLO XIII DAC 5.17% <br> (3 mo. EURIBOR + 2.80%) <br> 4/15/38<br>| EUR | 170000 | 199821 |
| &nbsp;&nbsp; •Avoca CLO XVIII DAC 5.08% <br> (3 mo. EURIBOR + 3.05%) <br> 1/15/38<br>| EUR | 180000 | 213212 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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; •Avoca Static CLO I DAC 4.93% <br> (3 mo. EURIBOR + 2.90%) <br> 1/15/35<br>| EUR | 160000 | $188159 |
| &nbsp;&nbsp; •Capital Four CLO VIII DAC <br> 5.19% (3 mo. EURIBOR + <br> 3.25%) 10/25/37<br>| EUR | 390000 | 458938 |
| &nbsp;&nbsp; •Contego CLO V DAC 5.13% (3 <br> mo. EURIBOR + 3.10%) <br> 10/15/37<br>| EUR | 250000 | 293748 |
| &nbsp;&nbsp; •Contego CLO VII DAC 5.42% <br> (3 mo. EURIBOR + 3.45%) <br> 1/23/38<br>| EUR | 320000 | 376985 |
| &nbsp;&nbsp; •Contego CLO XI DAC 5.23% (3 <br> mo. EURIBOR + 3.20%) <br> 11/20/38<br>| EUR | 240000 | 282103 |
| &nbsp;&nbsp; •CVC Cordatus Opportunity <br> Loan Fund-R DAC 4.84% (3 <br> mo. EURIBOR + 2.80%) <br> 8/15/33<br>| EUR | 780000 | 911660 |
| &nbsp;&nbsp; •Fidelity Grand Harbour CLO <br> DAC 4.74% (3 mo. EURIBOR <br> + 2.70%) 2/15/38<br>| EUR | 330000 | 387987 |
| &nbsp;&nbsp; ☐•Hambridge Euro CLO 1 DAC <br> 0.00% (3.30% minus 3 mo. <br> EURIBOR) 10/20/38<br>| EUR | 230000 | 270032 |
| &nbsp;&nbsp; •Harvest CLO XXXII DAC <br> 5.54% (3 mo. EURIBOR + <br> 3.60%) 7/25/37<br>| EUR | 251000 | 296133 |
| &nbsp;&nbsp; •Henley CLO XI DAC 4.96% (3 <br> mo. EURIBOR + 2.60%) <br> 4/25/39<br>| EUR | 370000 | 433595 |
| &nbsp;&nbsp; •Henley CLO XII DAC 5.13% (3 <br> mo. EURIBOR + 3.10%) <br> 1/15/38<br>| EUR | 240000 | 282915 |
| &nbsp;&nbsp; •Jubilee CLO DAC 5.23% (3 <br> mo. EURIBOR + 3.20%) <br> 1/15/39<br>| EUR | 410000 | 481812 |
| &nbsp;&nbsp; •Palmer Square European <br> Loan Funding DAC <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class D 5.09% (3 mo. <br> EURIBOR + 3.05%) <br> 5/15/34<br>| EUR | 240000 | 280339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class D 5.19% (3 mo. <br> EURIBOR + 3.15%) <br> 5/15/34<br>| EUR | 290000 | 340176 |
| &nbsp;&nbsp; •Penta CLO 17 DAC 5.29% (3 <br> mo. EURIBOR + 3.25%) <br> 8/15/38<br>| EUR | 274000 | 324007 |
| &nbsp;&nbsp; •Providus CLO II DAC 5.23% (3 <br> mo. EURIBOR + 3.20%) <br> 10/15/38<br>| EUR | 260000 | 305974 |
| &nbsp;&nbsp; •Rockford Tower Europe CLO <br> DAC 5.21% (3 mo. EURIBOR <br> + 3.00%) 10/25/37<br>| EUR | 320000 | 376073 |

---

*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; •Signal Harmonic CLO I DAC <br> 5.42% (3 mo. EURIBOR + <br> 3.15%) 7/15/38<br>| EUR | 110000 | $130029 |
| &nbsp;&nbsp; •Sona Fios CLO III DAC 5.27% <br> (3 mo. EURIBOR + 3.25%) <br> 4/20/37<br>| EUR | 510000 | 602665 |
| &nbsp;&nbsp; •Sona Fios CLO V DAC 5.33% <br> (3 mo. EURIBOR + 3.30%) <br> 8/25/38<br>| EUR | 190000 | 223491 |
| &nbsp;&nbsp; •Texas Debt Capital Euro CLO <br> DAC 5.20% (3 mo. EURIBOR <br> + 3.00%) 4/16/39<br>| EUR | 390000 | 458399 |
| &nbsp;&nbsp; •Tikehau CLO XII DAC 5.27% <br> (3 mo. EURIBOR + 3.25%) <br> 10/20/38<br>| EUR | 420000 | 495791 |
| &nbsp;&nbsp; •Victory Street CLO I DAC <br> 5.48% (3 mo. EURIBOR + <br> 3.45%) 1/15/38<br>| EUR | 360000 | 423715 |
|  |  |  | **11416286** |
| **United States–1.36%** | **United States–1.36%** | **United States–1.36%** | **United States–1.36%** |
| &nbsp;&nbsp; Concord Music Royalties LLC <br> 5.64% 10/20/74<br>|  | 315000 | 317372 |
| •FNA 8 LLC 5.62% 3/15/45 |  | 835070 | 841088 |
| &nbsp;&nbsp; GoodLeap Home <br> Improvement Solutions <br> Trust 5.35% 10/20/46<br>|  | 1219095 | 1235024 |
| &nbsp;&nbsp; GoodLeap Sustainable Home <br> Solutions Trust 2.10% <br> 5/20/48<br>|  | 304933 | 243236 |
| &nbsp;&nbsp; GreenSky Home Improvement <br> Trust <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class A4 5.67% 6/25/59 |  | 698967 | 714717 |
| &nbsp;&nbsp;&nbsp; Class B 5.87% 6/25/59 |  | 112051 | 114319 |
| &nbsp;&nbsp; •Huntington Bank Auto <br> Credit-Linked Notes <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class B2 5.59% (30 day USD <br> SOFR Average + 1.20%) <br> 9/20/33<br>|  | 261685 | 261780 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class B2 5.79% (30 day USD <br> SOFR Average + 1.40%) <br> 5/20/32<br>|  | 409805 | 410673 |
| &nbsp;&nbsp; Lyra Music Assets <br> Delaware LP 5.76% 12/22/64<br>|  | 968610 | 982421 |
| &nbsp;&nbsp; Mariner Finance Issuance <br> Trust <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class A 5.13% 9/22/36 |  | 632000 | 640774 |
| &nbsp;&nbsp;&nbsp; Class D 6.77% 9/22/36 |  | 105000 | 107759 |
| &nbsp;&nbsp; •MF1 LLC 5.59% (1 mo. USD <br> Term SOFR + 1.45%) <br> 2/18/43<br>|  | 770000 | 772887 |
| &nbsp;&nbsp; Navient Private Education <br> Refi Loan Trust <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class B 2.61% 4/15/60 |  | 157325 | 141550 |
| &nbsp;&nbsp;&nbsp; Class C 3.48% 4/15/60 |  | 412901 | 386842 |

---

---

| | | |
|:---|:---|:---|
|  | **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; Navient Private Education <br> Refi Loan Trust (continued) <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A 5.51% (U.S. (Fed) <br> Prime Rate + 1.99%) <br> 4/15/60<br>| 521490 | $517867 |
| &nbsp;&nbsp;&nbsp; Class A 5.66% 10/15/72 | 1337229 | 1373189 |
| &nbsp;&nbsp; Navient Refinance Loan Trust <br> 4.72% 9/15/55<br>| 867000 | 865068 |
| Nelnet Student Loan Trust  |  |  |
| &nbsp;&nbsp;&nbsp; Class B1 2.85% 4/20/62 | 762000 | 688083 |
| &nbsp;&nbsp;&nbsp; Class C 3.57% 4/20/62 | 690108 | 610494 |
| &nbsp;&nbsp;&nbsp; Class D 4.93% 4/20/62 | 655600 | 596341 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A1B 5.47% (30 day <br> USD SOFR Average + <br> 1.10%) 3/15/57<br>| 1394163 | 1388658 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A1B 5.74% (30 day <br> USD SOFR Average + <br> 1.35%) 6/22/65<br>| 922000 | 921993 |
| &nbsp;&nbsp;&nbsp; Class D 5.82% 6/22/65 | 524000 | 523395 |
| &nbsp;&nbsp; Pagaya AI Debt Selection <br> Trust 3.00% 1/25/29<br>| 16853 | 16786 |
| &nbsp;&nbsp; Progress Residential Trust <br> 3.44% 5/17/26<br>| 300515 | 297703 |
| &nbsp;&nbsp; QTS Issuer ABS II LLC 5.04% <br> 10/5/55<br>| 914000 | 910912 |
| &nbsp;&nbsp; =Regional Management <br> Issuance Trust 3.88% <br> 10/17/33<br>| 1711000 | 1657617 |
| &nbsp;&nbsp; Republic Finance Issuance <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp; Class A 4.59% 11/20/34 | 1091000 | 1090757 |
| &nbsp;&nbsp;&nbsp; Class A 5.91% 8/20/32 | 977000 | 988951 |
| &nbsp;&nbsp; Retained Vantage Data <br> Centers Issuer LLC 5.09% <br> 8/15/50<br>| 777000 | 779270 |
| &nbsp;&nbsp; •SLM Private Education Loan <br> Trust 9.01% (1 mo. USD <br> Term SOFR + 4.86%) <br> 10/15/41<br>| 335678 | 351994 |
| &nbsp;&nbsp; SMB Private Education Loan <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp; Class B 2.30% 1/15/53 | 130058 | 126977 |
| &nbsp;&nbsp;&nbsp; Class B 2.31% 1/15/53 | 162600 | 159097 |
| &nbsp;&nbsp;&nbsp; Class C 2.99% 1/15/53 | 1228851 | 1082340 |
| &nbsp;&nbsp;&nbsp; Class C 3.00% 1/15/53 | 56928 | 49741 |
| &nbsp;&nbsp;&nbsp; Class D2 3.86% 1/15/53 | 157236 | 143287 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A1B 5.47% (30 day <br> USD SOFR Average + <br> 1.10%) 7/15/53<br>| 848768 | 845977 |
| SoFi Personal Loan Trust  |  |  |
| &nbsp;&nbsp;&nbsp; Class R1 1.00% 11/12/30 | 19306 | 664588 |
| &nbsp;&nbsp;&nbsp; Class A 1.75% 2/12/31 | 15000 | 237391 |
| &nbsp;&nbsp;&nbsp; Class A 6.00% 11/12/30 | 603816 | 611961 |
| &nbsp;&nbsp;&nbsp; Class A 6.06% 2/12/31 | 432803 | 435512 |
| &nbsp;&nbsp; Subway Funding LLC 6.27% <br> 7/30/54<br>| 622297 | 638304 |

---

*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; Taco Bell Funding LLC 4.82% <br> 8/25/55<br>| 995000 | $997079 |
| &nbsp;&nbsp; Truist Bank Auto <br> Credit-Linked Notes 4.73% <br> 9/26/33<br>| 810000 | 810598 |
| &nbsp;&nbsp; ♦Upgrade Master Pass-Through <br> Trust 4.61% 10/15/32<br>| 320000 | 320286 |
| &nbsp;&nbsp; UPX HIL Issuer Trust 5.16% <br> 1/25/47<br>| 1061657 | 1066181 |
|  |  | **28938839** |
| **Total Non-Agency Asset-Backed Securities** <br>**(Cost $71,864,217)** | **Total Non-Agency Asset-Backed Securities** <br>**(Cost $71,864,217)** | **71824754** |
| **ΔNON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.35%** | **ΔNON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.35%** | **ΔNON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.35%** |
| **United States–0.35%** | **United States–0.35%** | **United States–0.35%** |
| •Ajax Mortgage Loan Trust  |  |  |
| &nbsp;&nbsp;&nbsp; Class A1 1.74% 12/25/60 | 1139151 | 1010365 |
| &nbsp;&nbsp;&nbsp; Class A2 2.69% 12/25/60 | 208229 | 160384 |
| &nbsp;&nbsp;&nbsp; Class B1 3.73% 12/25/60 | 137618 | 93229 |
| &nbsp;&nbsp; •CSMC Trust 7.59% (1 mo. USD <br> Term SOFR + 3.44%) <br> 2/15/27<br>| 802080 | 789223 |
| •JP Morgan Mortgage Trust  |  |  |
| &nbsp;&nbsp;&nbsp; Class A2A 2.50% 12/25/51 | 913203 | 756960 |
| &nbsp;&nbsp;&nbsp; Class A3A 2.50% 2/25/52 | 1345981 | 1210332 |
| &nbsp;&nbsp;&nbsp; Class A4A 2.50% 2/25/52 | 672085 | 461586 |
| =π^MCM Trust 0.00% 8/25/28 | 664189 | 470570 |
| &nbsp;&nbsp; =MCM Trust CMO 3.00% <br> 8/25/28<br>| 737548 | 709127 |
| &nbsp;&nbsp; MCR Mortgage Trust 8.73% <br> 6/12/39<br>| 244000 | 247985 |
| TVC DSCR  |  |  |
| =π^ 0.00% 2/1/51 | 472941 | 405219 |
| = 2.38% 2/1/51 | 892306 | 822598 |
| &nbsp;&nbsp; •Wells Fargo Commercial <br> Mortgage Trust 5.48% <br> 7/15/35<br>| 316000 | 319684 |
| **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $7,948,778)** | **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $7,948,778)** | **7457262** |
| **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.73%** | **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.73%** | **ΔNON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.73%** |
| **Cayman Islands–0.06%** | **Cayman Islands–0.06%** | **Cayman Islands–0.06%** |
| &nbsp;&nbsp; •AREIT Ltd. 5.53% (1 mo. USD <br> Term SOFR + 1.39%) <br> 12/17/29<br>| 790000 | 791478 |
| &nbsp;&nbsp; •MF1 Trust 7.52% (1 mo. USD <br> Term SOFR + 3.37%) <br> 12/15/34<br>| 371266 | 370540 |
|  |  | **1162018** |

---

---

| | | |
|:---|:---|:---|
|  | **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–1.67%** | **United States–1.67%** | **United States–1.67%** |
| &nbsp;&nbsp; •1211 Avenue of the Americas <br> Trust 4.28% 8/10/35<br>| 508000 | $461228 |
| •1301 Trust 5.23% 8/11/42 | 400000 | 405401 |
| &nbsp;&nbsp; Arbor Multifamily Mortgage <br> Securities Trust 1.75% <br> 5/15/53<br>| 224482 | 181492 |
| &nbsp;&nbsp; •Atrium Hotel Portfolio Trust <br> 5.80% (1 mo. USD Term <br> SOFR + 1.65%) 8/15/42<br>| 200000 | 200000 |
| •BAHA Trust 7.77% 12/10/41 | 610000 | 634444 |
| &nbsp;&nbsp; •BAMLL Trust 9.40% (1 mo. <br> USD Term SOFR + 5.25%) <br> 2/15/42<br>| 968000 | 971630 |
| &nbsp;&nbsp; •BAY Mortgage Trust 5.95% (1 <br> mo. USD Term SOFR + <br> 1.80%) 5/15/35<br>| 190000 | 190694 |
| &nbsp;&nbsp; •Bayview Commercial Asset <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class M1 4.78% (1 mo. USD <br> Term SOFR + 0.62%) <br> 10/25/36<br>| 7444 | 7185 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class M6 5.49% (1 mo. USD <br> Term SOFR + 1.16%) <br> 11/25/35<br>| 8203 | 8775 |
| &nbsp;&nbsp; •BBCMS Mortgage Trust 5.47% <br> (1 mo. USD Term SOFR + <br> 1.32%) 3/15/37<br>| 188000 | 172043 |
| &nbsp;&nbsp; \*•Benchmark Mortgage Trust <br> 1.36% 2/15/54<br>| 6107859 | 299136 |
| &nbsp;&nbsp; •BFLD Commercial Mortgage <br> Trust 7.91% 10/10/42<br>| 888000 | 883154 |
| &nbsp;&nbsp; •BHMS Commercial Mortgage <br> Trust 6.00% (1 mo. USD <br> Term SOFR + 1.85%) <br> 8/15/42<br>| 450000 | 451126 |
| &nbsp;&nbsp; •BMP Trust 7.54% (1 mo. USD <br> Term SOFR + 3.39%) <br> 6/15/41<br>| 282000 | 282000 |
| &nbsp;&nbsp; BWAY Mortgage Trust 3.63% <br> 3/10/33<br>| 487544 | 444320 |
| &nbsp;&nbsp; BX Commercial Mortgage <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp; Class A 2.84% 3/9/44 | 100708 | 92993 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A 4.95% (1 mo. USD <br> Term SOFR + 0.80%) <br> 10/15/38<br>| 86905 | 86850 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A 5.17% (1 mo. USD <br> Term SOFR + 1.02%) <br> 2/15/33<br>| 1388665 | 1388129 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A 5.54% (1 mo. USD <br> Term SOFR + 1.39%) <br> 3/15/41<br>| 499498 | 499808 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A 5.69% (1 mo. USD <br> Term SOFR + 1.54%) <br> 5/15/34<br>| 355322 | 355433 |

---

*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; BX Commercial Mortgage <br> Trust (continued) <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class B 5.79% (1 mo. USD <br> Term SOFR + 1.64%) <br> 12/15/39<br>| 1094142 | $1097210 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class A 5.79% (1 mo. USD <br> Term SOFR + 1.64%) <br> 5/15/41<br>| 248656 | 248967 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class B 6.41% (1 mo. USD <br> Term SOFR + 2.26%) <br> 2/15/33<br>| 814304 | 813168 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class F 6.51% (1 mo. USD <br> Term SOFR + 2.36%) <br> 10/15/38<br>| 1134729 | 1133311 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class G 7.07% (1 mo. USD <br> Term SOFR + 2.91%) <br> 6/15/38<br>| 866684 | 866955 |
| &nbsp;&nbsp;&nbsp;&nbsp; • Class C 8.51% (1 mo. USD <br> Term SOFR + 4.36%) <br> 2/15/33<br>| 537575 | 536816 |
| •BX Trust  |  |  |
| &nbsp;&nbsp;&nbsp; Class D 4.08% 12/9/41 | 317000 | 299484 |
| &nbsp;&nbsp;&nbsp; Class E 4.08% 12/9/41 | 1319000 | 1206992 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A 5.59% (1 mo. USD <br> Term SOFR + 1.44%) <br> 4/15/41<br>| 586688 | 587421 |
| &nbsp;&nbsp;&nbsp; Class A 6.08% 6/13/47 | 145000 | 149471 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class E 7.04% (1 mo. USD <br> Term SOFR + 2.89%) <br> 6/15/41<br>| 308000 | 308385 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class E 7.09% (1 mo. USD <br> Term SOFR + 2.94%) <br> 3/15/30<br>| 569778 | 568353 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class F 8.09% (1 mo. USD <br> Term SOFR + 3.94%) <br> 6/15/41<br>| 771000 | 774328 |
| &nbsp;&nbsp; •CD Mortgage Trust 3.91% <br> 11/13/50<br>| 33602 | 32061 |
| &nbsp;&nbsp; CFSP Mortgage Trust 6.50% <br> 4/15/37<br>| 633369 | 614281 |
| &nbsp;&nbsp; •COMM Mortgage Trust 8.64% <br> (1 mo. USD Term SOFR + <br> 4.49%) 6/15/41<br>| 370000 | 368017 |
| &nbsp;&nbsp; •CONE Trust 8.04% (1 mo. USD <br> Term SOFR + 3.89%) <br> 8/15/41<br>| 360000 | 360462 |
| &nbsp;&nbsp; •CSAIL Commercial Mortgage <br> Trust 4.74% 11/15/48<br>| 68170 | 67061 |
| &nbsp;&nbsp; •DBSG Mortgage Trust 6.03% <br> (1 mo. USD Term SOFR + <br> 1.88%) 8/15/34<br>| 160000 | 160500 |
| &nbsp;&nbsp; •DGWD Trust 5.75% (1 mo. <br> USD Term SOFR + 1.60%) <br> 8/15/35<br>| 648000 | 649214 |
| •ELM Trust 8.05% 6/10/39 | 686000 | 696232 |

---

---

| | | |
|:---|:---|:---|
|  | **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; •ELP Commercial Mortgage <br> Trust 6.93% (1 mo. USD <br> Term SOFR + 2.78%) <br> 11/15/38<br>| 644273 | $643467 |
| •Extended Stay America Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class D 6.51% (1 mo. USD <br> Term SOFR + 2.36%) <br> 7/15/38<br>| 1174683 | 1174684 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class E 7.11% (1 mo. USD <br> Term SOFR + 2.96%) <br> 7/15/38<br>| 733650 | 733650 |
| &nbsp;&nbsp; •FS Rialto Issuer LLC 5.52% (1 <br> mo. USD Term SOFR + <br> 1.39%) 8/19/42<br>| 630000 | 630755 |
| &nbsp;&nbsp; •GS Mortgage Securities Corp. <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A 5.22% (1 mo. USD <br> Term SOFR + 1.06%) <br> 10/15/36<br>| 163892 | 163175 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A 5.57% (1 mo. USD <br> Term SOFR + 1.41%) <br> 5/15/26<br>| 209172 | 197928 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A 6.79% (1 mo. USD <br> Term SOFR + 2.65%) <br> 11/25/41<br>| 1127000 | 1130000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class E 7.20% (1 mo. USD <br> Term SOFR + 3.05%) <br> 11/15/36<br>| 847875 | 842845 |
| &nbsp;&nbsp; GS Mortgage Securities Trust <br> 2.73% 5/12/53<br>| 515232 | 466906 |
| &nbsp;&nbsp; •HILT Commercial Mortgage <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A 5.69% (1 mo. USD <br> Term SOFR + 1.54%) <br> 5/15/37<br>| 616000 | 616963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class D 7.34% (1 mo. USD <br> Term SOFR + 3.19%) <br> 5/15/37<br>| 726000 | 725546 |
| &nbsp;&nbsp; •JP Morgan Chase Commercial <br> Mortgage Securities Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp; Class C 3.56% 1/5/39 | 310000 | 257098 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class E 6.97% (1 mo. USD <br> Term SOFR + 2.81%) <br> 4/15/38<br>| 778000 | 778972 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class F 7.47% (1 mo. USD <br> Term SOFR + 3.31%) <br> 4/15/38<br>| 364000 | 364682 |
| &nbsp;&nbsp; •JW Commercial Mortgage <br> Trust 7.34% (1 mo. USD <br> Term SOFR + 3.19%) <br> 6/15/39<br>| 260000 | 261203 |
| &nbsp;&nbsp; •KSL Commercial Mortgage <br> Trust 5.69% (1 mo. USD <br> Term SOFR + 1.54%) <br> 12/15/39<br>| 446410 | 446270 |

---

*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)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; •LBA Trust 8.59% (1 mo. USD <br> Term SOFR + 4.44%) <br> 6/15/39<br>| 112000 | $110314 |
| &nbsp;&nbsp; •LoanCore Issuer LLC 5.53% <br> (1 mo. USD Term SOFR + <br> 1.39%) 8/17/42<br>| 640000 | 641571 |
| &nbsp;&nbsp; •MHC Commercial Mortgage <br> Trust <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class E 6.37% (1 mo. USD <br> Term SOFR + 2.22%) <br> 4/15/38<br>| 843437 | 844228 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class F 6.87% (1 mo. USD <br> Term SOFR + 2.72%) <br> 4/15/38<br>| 99425 | 99487 |
| &nbsp;&nbsp; •MHP Trust 7.02% (1 mo. USD <br> Term SOFR + 2.86%) <br> 7/15/38<br>| 387313 | 387313 |
| &nbsp;&nbsp; •Morgan Stanley Capital I <br> Trust 4.42% 7/11/40<br>| 234000 | 220332 |
| &nbsp;&nbsp; •NYC Commercial Mortgage <br> Trust 5.36% (1 mo. USD <br> Term SOFR + 1.21%) <br> 2/15/42<br>| 325000 | 323071 |
| &nbsp;&nbsp; •ONNI Commerical Mortgage <br> Trust 5.75% 7/15/39<br>| 320000 | 327061 |
| &nbsp;&nbsp; •PENN Commercial Mortgage <br> Trust 5.52% 8/10/42<br>| 343000 | 347493 |
| &nbsp;&nbsp; •PKHL Commercial Mortgage <br> Trust 7.62% (1 mo. USD <br> Term SOFR + 3.46%) <br> 7/15/38<br>| 108752 | 51257 |
| •PRM5 Trust 5.81% 3/10/33 | 700000 | 697081 |
| &nbsp;&nbsp; •SCG Commercial Mortgage <br> Trust 7.10% (1 mo. USD <br> Term SOFR + 2.95%) <br> 3/15/35<br>| 410000 | 409744 |
| •SREIT Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A 5.00% (1 mo. USD <br> Term SOFR + 0.85%) <br> 11/15/38<br>| 148480 | 148341 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class F 6.88% (1 mo. USD <br> Term SOFR + 2.73%) <br> 11/15/36<br>| 220754 | 220754 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class F 6.89% (1 mo. USD <br> Term SOFR + 2.74%) <br> 11/15/38<br>| 811677 | 810916 |
| &nbsp;&nbsp; UBS Commercial Mortgage <br> Trust 2.92% 10/15/52<br>| 137681 | 129396 |
| •VNDO Trust 4.03% 1/10/35 | 267100 | 261701 |
| &nbsp;&nbsp; Wells Fargo Commercial <br> Mortgage Trust <br>|  |  |
| \*• Class XA 1.62% 4/15/54 | 2768245 | 157543 |
| \*• Class XA 1.92% 7/15/53 | 3306767 | 224221 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **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; Wells Fargo Commercial <br> Mortgage Trust (continued) <br>|  |  |  |
| • Class A 3.87% 6/15/36 |  | 169000 | $155620 |
|  |  |  | **35556118** |
| **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $36,399,873)** | **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $36,399,873)** | **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $36,399,873)** | **36718136** |
| **ΔSOVEREIGN BONDS–3.23%** | **ΔSOVEREIGN BONDS–3.23%** | **ΔSOVEREIGN BONDS–3.23%** | **ΔSOVEREIGN BONDS–3.23%** |
| **Bahrain–0.01%** | **Bahrain–0.01%** | **Bahrain–0.01%** | **Bahrain–0.01%** |
| &nbsp;&nbsp; Bahrain Government <br> International Bonds 5.45% <br> 9/16/32<br>|  | 200000 | 196414 |
|  |  |  | **196414** |
| **Barbados–0.00%** | **Barbados–0.00%** | **Barbados–0.00%** | **Barbados–0.00%** |
| &nbsp;&nbsp; Barbados Government <br> International Bonds 8.00% <br> 6/26/35<br>|  | 45000 | 46792 |
|  |  |  | **46792** |
| **Brazil–0.11%** | **Brazil–0.11%** | **Brazil–0.11%** | **Brazil–0.11%** |
| &nbsp;&nbsp; ^Brazil Letras do Tesouro <br> Nacional 0.00% 1/1/26<br>| BRL | 2699000 | 489635 |
| &nbsp;&nbsp; Brazil Notas do Tesouro <br> Nacional 10.00% 1/1/27<br>| BRL | 10608000 | 1957754 |
|  |  |  | **2447389** |
| **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 | 3741569 |
|  |  |  | **3741569** |
| **Chile–0.03%** | **Chile–0.03%** | **Chile–0.03%** | **Chile–0.03%** |
| &nbsp;&nbsp; Chile Government <br> International Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.75% 1/14/32 | EUR | 373000 | 447325 |
| &nbsp;&nbsp;&nbsp; 4.34% 3/7/42 |  | 252000 | 222541 |
|  |  |  | **669866** |
| **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 | 421932 |
|  |  |  | **421932** |
| **Colombia–0.12%** | **Colombia–0.12%** | **Colombia–0.12%** | **Colombia–0.12%** |
| &nbsp;&nbsp; Colombia Government <br> International Bonds 8.00% <br> 4/20/33<br>|  | 234000 | 254709 |
| Colombia TES  |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75% 11/3/27 | COP | 5769400000 | 1375090 |
| &nbsp;&nbsp;&nbsp; 7.75% 9/18/30 | COP | 4172200000 | 940856 |
|  |  |  | **2570655** |

---

*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)** |
| **Czech Republic–0.09%** | **Czech Republic–0.09%** | **Czech Republic–0.09%** | **Czech Republic–0.09%** |
| &nbsp;&nbsp; Czech Republic Government <br> Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50% 11/11/32 | CZK | 13000000 | $633293 |
| &nbsp;&nbsp;&nbsp; 5.00% 9/30/30 | CZK | 24260000 | 1218172 |
|  |  |  | **1851465** |
| **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 | 257306 |
| &nbsp;&nbsp;&nbsp; 10.75% 6/1/36 | DOP | 17350000 | 300717 |
|  |  |  | **558023** |
| **Ecuador–0.00%** | **Ecuador–0.00%** | **Ecuador–0.00%** | **Ecuador–0.00%** |
| &nbsp;&nbsp; Ecuador Government <br> International Bonds 6.90% <br> 7/31/30<br>|  | 7938 | 7164 |
|  |  |  | **7164** |
| **Egypt–0.04%** | **Egypt–0.04%** | **Egypt–0.04%** | **Egypt–0.04%** |
| Egypt Government Bonds  |  |  |  |
| &nbsp;&nbsp;&nbsp; 21.38% 2/4/28 | EGP | 5931000 | 118693 |
| &nbsp;&nbsp;&nbsp; 23.44% 7/1/28 | EGP | 5470000 | 114110 |
| &nbsp;&nbsp;&nbsp; 24.14% 12/3/27 | EGP | 579000 | 12102 |
| &nbsp;&nbsp;&nbsp; 24.46% 10/1/27 | EGP | 4833000 | 101537 |
| &nbsp;&nbsp; Egypt Government <br> International Bonds 8.50% <br> 1/31/47<br>|  | 220000 | 193809 |
| ^Egypt Treasury Bills  |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.00% 11/18/25 | EGP | 4375000 | 88240 |
| &nbsp;&nbsp;&nbsp; 0.00% 11/25/25 | EGP | 1925000 | 38631 |
| &nbsp;&nbsp;&nbsp; 0.00% 12/16/25 | EGP | 14400000 | 284719 |
|  |  |  | **951841** |
| **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 | 1007489 |
|  |  |  | **1007489** |
| **Hungary–0.03%** | **Hungary–0.03%** | **Hungary–0.03%** | **Hungary–0.03%** |
| &nbsp;&nbsp; Hungary Government Bonds <br> 7.00% 10/24/35<br>| HUF | 141350000 | 429343 |
| &nbsp;&nbsp; Hungary Government <br> International Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25% 6/16/29 |  | 244000 | 249530 |
| &nbsp;&nbsp;&nbsp; 5.38% 9/12/33 | EUR | 23000 | 29322 |
|  |  |  | **708195** |
| **Indonesia–0.13%** | **Indonesia–0.13%** | **Indonesia–0.13%** | **Indonesia–0.13%** |
| &nbsp;&nbsp; Indonesia Government <br> International Bonds 4.65% <br> 9/20/32<br>|  | 200000 | 200536 |
| Indonesia Treasury Bonds  |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75% 7/15/35 | IDR | 12613000000 | 776489 |
| &nbsp;&nbsp;&nbsp; 7.00% 5/15/27 | IDR | 13392000000 | 827564 |
| &nbsp;&nbsp;&nbsp; 7.13% 6/15/38 | IDR | 9577000000 | 593567 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Indonesia (continued)** | **Indonesia (continued)** | **Indonesia (continued)** | **Indonesia (continued)** |
| &nbsp;&nbsp; Indonesia Treasury <br> Bonds (continued) <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25% 5/15/36 | IDR | 6361000000 | $434838 |
|  |  |  | **2832994** |
| **Ireland–0.59%** | **Ireland–0.59%** | **Ireland–0.59%** | **Ireland–0.59%** |
| &nbsp;&nbsp; Ireland Government Bonds <br> 2.60% 10/18/34<br>| EUR | 10963137 | 12516288 |
|  |  |  | **12516288** |
| **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 | 3412367 |
|  |  |  | **3412367** |
| **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 | 163646 |
|  |  |  | **163646** |
| **Malaysia–0.08%** | **Malaysia–0.08%** | **Malaysia–0.08%** | **Malaysia–0.08%** |
| Malaysia Government Bonds  |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.83% 7/5/34 | MYR | 1173000 | 286007 |
| &nbsp;&nbsp;&nbsp; 4.46% 3/31/53 | MYR | 540000 | 137989 |
| &nbsp;&nbsp;&nbsp; 4.64% 11/7/33 | MYR | 5041000 | 1292020 |
|  |  |  | **1716016** |
| **Mexico–0.26%** | **Mexico–0.26%** | **Mexico–0.26%** | **Mexico–0.26%** |
| Mexico Bonos  |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 9/3/26 | MXN | 30965100 | 1681721 |
| &nbsp;&nbsp;&nbsp; 7.50% 5/26/33 | MXN | 38195400 | 1968992 |
| &nbsp;&nbsp;&nbsp; 7.75% 11/13/42 | MXN | 4088000 | 194159 |
| &nbsp;&nbsp;&nbsp; 8.00% 2/21/36 | MXN | 7800000 | 402400 |
| &nbsp;&nbsp;&nbsp; 8.50% 3/1/29 | MXN | 11412100 | 630780 |
| &nbsp;&nbsp; Mexico Government <br> International Bonds 7.38% <br> 5/13/55<br>|  | 515000 | 565218 |
|  |  |  | **5443270** |
| **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 | 207094 |
|  |  |  | **207094** |
| **Nigeria–0.01%** | **Nigeria–0.01%** | **Nigeria–0.01%** | **Nigeria–0.01%** |
| &nbsp;&nbsp; Nigeria Government <br> International Bonds 7.63% <br> 11/28/47<br>|  | 223000 | 191319 |
|  |  |  | **191319** |

---

*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)** |
| **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 | $219461 |
|  |  |  | **219461** |
| **Peru–0.03%** | **Peru–0.03%** | **Peru–0.03%** | **Peru–0.03%** |
| &nbsp;&nbsp; Peru Government <br> International Bonds 6.85% <br> 8/12/35<br>| PEN | 1821000 | 553517 |
| &nbsp;&nbsp; Peruvian Government <br> International Bonds 1.86% <br> 12/1/32<br>|  | 23000 | 18944 |
|  |  |  | **572461** |
| **Philippines–0.06%** | **Philippines–0.06%** | **Philippines–0.06%** | **Philippines–0.06%** |
| &nbsp;&nbsp; Philippines Government <br> Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25% 2/28/29 | PHP | 24620000 | 429255 |
| &nbsp;&nbsp;&nbsp; 6.38% 4/28/35 | PHP | 40750000 | 718532 |
| &nbsp;&nbsp; Philippines Government <br> International Bonds 6.38% <br> 1/15/32<br>|  | 133000 | 147557 |
|  |  |  | **1295344** |
| **Poland–0.21%** | **Poland–0.21%** | **Poland–0.21%** | **Poland–0.21%** |
| &nbsp;&nbsp; Republic of Poland <br> Government Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.00% 8/25/36 | PLN | 710060 | 174920 |
| &nbsp;&nbsp;&nbsp; 4.75% 7/25/29 | PLN | 3972000 | 1096857 |
| &nbsp;&nbsp;&nbsp; 5.00% 10/25/34 | PLN | 2177000 | 583202 |
| &nbsp;&nbsp;&nbsp; 5.00% 10/25/35 | PLN | 2162000 | 574004 |
| &nbsp;&nbsp;&nbsp; 5.75% 4/25/29 | PLN | 6758000 | 1930823 |
| &nbsp;&nbsp; Republic of Poland <br> Government International <br> Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88% 10/4/33 |  | 22000 | 22289 |
| &nbsp;&nbsp;&nbsp; 5.50% 4/4/53 |  | 33000 | 31956 |
|  |  |  | **4414051** |
| **Romania–0.01%** | **Romania–0.01%** | **Romania–0.01%** | **Romania–0.01%** |
| &nbsp;&nbsp; Romania Government <br> International Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.12% 7/16/31 | EUR | 31000 | 31095 |
| &nbsp;&nbsp;&nbsp; 5.25% 11/25/27 |  | 28000 | 28292 |
| &nbsp;&nbsp;&nbsp; 5.88% 7/11/32 | EUR | 30000 | 36067 |
| &nbsp;&nbsp;&nbsp; 6.25% 9/10/34 | EUR | 76000 | 92062 |
| &nbsp;&nbsp;&nbsp; 6.75% 7/11/39 | EUR | 26000 | 31258 |
|  |  |  | **218774** |
| **Saudi Arabia–0.01%** | **Saudi Arabia–0.01%** | **Saudi Arabia–0.01%** | **Saudi Arabia–0.01%** |
| &nbsp;&nbsp; Saudi Government <br> International Bonds 4.50% <br> 4/17/30<br>|  | 283000 | 286142 |
|  |  |  | **286142** |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **South Africa–0.24%** | **South Africa–0.24%** | **South Africa–0.24%** | **South Africa–0.24%** |
| &nbsp;&nbsp; Republic of South Africa <br> Government Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00% 2/28/31 | ZAR | 29072067 | $1595190 |
| &nbsp;&nbsp;&nbsp; 8.00% 1/31/30 | ZAR | 36862398 | 2141850 |
| &nbsp;&nbsp;&nbsp; 8.50% 1/31/37 | ZAR | 16834000 | 896776 |
| &nbsp;&nbsp; Republic of South Africa <br> Government International <br> Bonds <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00% 10/12/46 |  | 300000 | 224512 |
| &nbsp;&nbsp;&nbsp; 5.75% 9/30/49 |  | 251000 | 200722 |
|  |  |  | **5059050** |
| **Spain–0.22%** | **Spain–0.22%** | **Spain–0.22%** | **Spain–0.22%** |
| Spain Government Bonds  |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.70% 1/31/30 | EUR | 3309000 | 3915889 |
| &nbsp;&nbsp;&nbsp; 3.15% 4/30/35 | EUR | 748000 | 874791 |
|  |  |  | **4790680** |
| **Thailand–0.08%** | **Thailand–0.08%** | **Thailand–0.08%** | **Thailand–0.08%** |
| Thailand Government Bonds  |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50% 11/17/29 | THB | 55249000 | 1794082 |
| &nbsp;&nbsp;&nbsp; 4.00% 6/17/55 | THB | 461000 | 20020 |
|  |  |  | **1814102** |
| **Turkey–0.01%** | **Turkey–0.01%** | **Turkey–0.01%** | **Turkey–0.01%** |
| Turkiye Government Bonds  |  |  |  |
| &nbsp;&nbsp;&nbsp; 30.00% 9/12/29 | TRY | 2820000 | 62573 |
| &nbsp;&nbsp;&nbsp; 31.08% 11/8/28 | TRY | 4970000 | 112265 |
|  |  |  | **174838** |
| **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 | 2757 |
| ‡φ^ 0.00% 2/1/34 |  | 19626 | 8139 |
| ‡φ^ 0.00% 2/1/35 |  | 16585 | 8043 |
| ‡φ^ 0.00% 2/1/36 |  | 13821 | 6705 |
| ‡φ 4.50% 2/1/29 |  | 57688 | 39658 |
| ‡φ 4.50% 2/1/34 |  | 38458 | 21650 |
|  |  |  | **86952** |
| **United Kingdom–0.38%** | **United Kingdom–0.38%** | **United Kingdom–0.38%** | **United Kingdom–0.38%** |
| U.K. Gilts 4.38% 3/7/30 | GBP | 5912000 | 8025678 |
|  |  |  | **8025678** |
| **Uruguay–0.01%** | **Uruguay–0.01%** | **Uruguay–0.01%** | **Uruguay–0.01%** |
| &nbsp;&nbsp; Oriental Republic of Uruguay <br> 5.25% 9/10/60<br>|  | 71000 | 66491 |
| &nbsp;&nbsp; Uruguay Government <br> International Bonds 9.75% <br> 7/20/33<br>| UYU | 4102188 | 112678 |
|  |  |  | **179169** |
| **Total Sovereign Bonds** <br>**(Cost $65,559,942)** | **Total Sovereign Bonds** <br>**(Cost $65,559,942)** | **Total Sovereign Bonds** <br>**(Cost $65,559,942)** | **68798490** |

---

*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>|
| **U.S. TREASURY OBLIGATIONS–0.75%** | **U.S. TREASURY OBLIGATIONS–0.75%** | **U.S. TREASURY OBLIGATIONS–0.75%** |
| U.S. Treasury Notes  | U.S. Treasury Notes  | U.S. Treasury Notes  |
| &nbsp;&nbsp;&nbsp; 4.00% 12/15/25 | 14898000 | $14898437 |
| &nbsp;&nbsp;&nbsp; 4.13% 2/28/27 | 973500 | 979318 |
| **Total U.S. Treasury Obligations** <br>**(Cost $15,871,316)** | **Total U.S. Treasury Obligations** <br>**(Cost $15,871,316)** | **15877755** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>|  |
| **EXCHANGE-TRADED FUNDS–2.39%** | **EXCHANGE-TRADED FUNDS–2.39%** | **EXCHANGE-TRADED FUNDS–2.39%** |
| &nbsp;&nbsp;&nbsp; iShares Broad USD High <br> Yield Corporate Bond ETF <br>| 56993 | 2153196 |
| &nbsp;&nbsp;&nbsp; iShares China Large-Cap <br> ETF <br>| 115486 | 4751094 |
| &nbsp;&nbsp; iShares MSCI Brazil ETF  | 26620 | 825220 |
| &nbsp;&nbsp; iShares MSCI China ETF  | 16664 | 1097324 |
| &nbsp;&nbsp;&nbsp; KraneShares CSI China <br> Internet ETF <br>| 57160 | 2401292 |
| &nbsp;&nbsp;&nbsp; SPDR<sup>®</sup> Blackstone Senior <br> Loan ETF <br>| 24781 | 1030394 |
| &nbsp;&nbsp; SPDR<sup>®</sup> Gold Shares  | 93388 | 33196632 |
| &nbsp;&nbsp;&nbsp; SPDR<sup>®</sup> S&P Regional <br> Banking ETF <br>| 39766 | 2517188 |
| &nbsp;&nbsp;&nbsp; VanEck J. P. Morgan EM <br> Local Currency Bond ETF <br>| 60974 | 1555447 |
| &nbsp;&nbsp; VanEck Semiconductor ETF  | 3929 | 1282268 |
| **Total Exchange-Traded Funds** <br>**(Cost $41,748,730)** | **Total Exchange-Traded Funds** <br>**(Cost $41,748,730)** | **50810055** |
| **MONEY MARKET FUND–2.55%** | **MONEY MARKET FUND–2.55%** | **MONEY MARKET FUND–2.55%** |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund Premier Class <br> (seven-day effective yield <br> 4.09%)<br>| 54297548 | 54297548 |
| **Total Money Market Fund** <br>**(Cost $54,297,548)** | **Total Money Market Fund** <br>**(Cost $54,297,548)** | **54297548** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>|  |
| **SHORT-TERM INVESTMENTS–6.76%** | **SHORT-TERM INVESTMENTS–6.76%** | **SHORT-TERM INVESTMENTS–6.76%** |
| **U.S. TREASURY OBLIGATIONS–6.76%** | **U.S. TREASURY OBLIGATIONS–6.76%** | **U.S. TREASURY OBLIGATIONS–6.76%** |
| ≠U.S. Treasury Bills | ≠U.S. Treasury Bills | ≠U.S. Treasury Bills |
| &nbsp;&nbsp; 3.92% 1/6/26 | 8000000 | 7917388 |
| &nbsp;&nbsp; 3.92% 1/13/26 | 8700000 | 8603907 |
| &nbsp;&nbsp; 3.98% 12/11/25 | 7000000 | 6946849 |
| &nbsp;&nbsp; 3.98% 12/18/25 | 6000000 | 5949732 |
| &nbsp;&nbsp; 4.05% 11/18/25 | 11000000 | 10941847 |
| &nbsp;&nbsp; 4.08% 11/12/25 | 8000000 | 7962713 |
| &nbsp;&nbsp; 4.09% 4/16/26 | 2000000 | 1960162 |
| &nbsp;&nbsp; 4.12% 12/4/25 | 7000000 | 6951493 |
| &nbsp;&nbsp; 4.14% 11/4/25 | 4200000 | 4183891 |
| &nbsp;&nbsp; 4.18% 11/4/25 | 69000 | 68733 |
| &nbsp;&nbsp; 4.18% 11/28/25 | 8500000 | 8444154 |
| &nbsp;&nbsp; 4.19% 11/6/25 | 5131000 | 5109973 |
| &nbsp;&nbsp; 4.21% 10/30/25 | 5000000 | 4983385 |
| &nbsp;&nbsp; 4.22% 10/28/25 | 7000000 | 6978331 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **SHORT-TERM INVESTMENTS (continued)** | **SHORT-TERM INVESTMENTS (continued)** | **SHORT-TERM INVESTMENTS (continued)** |
| **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** |
| ≠U.S. Treasury Bills (continued) | ≠U.S. Treasury Bills (continued) | ≠U.S. Treasury Bills (continued) |
| &nbsp;&nbsp; 4.23% 11/13/25 | 6300000 | $6268922 |
| &nbsp;&nbsp; 4.23% 11/20/25 | 7000000 | 6959886 |
| &nbsp;&nbsp; 4.24% 11/6/25 | 5000000 | 4979315 |
| &nbsp;&nbsp; 4.25% 10/14/25 | 6100000 | 6090820 |
| &nbsp;&nbsp; 4.27% 10/9/25 | 8000000 | 7992604 |
| &nbsp;&nbsp; 4.29% 10/21/25 | 8000000 | 7981453 |
| &nbsp;&nbsp; 4.30% 10/2/25 | 10500000 | 10498771 |
| &nbsp;&nbsp; 4.33% 10/7/25 | 6000000 | 5995784 |
|  |  | **143770113** |
| **Total Short-Term Investments** <br>**(Cost $143,765,427)** | **Total Short-Term Investments** <br>**(Cost $143,765,427)** | **143770113** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Notional** <br>**Amount**<br>|  |
| **OPTIONS PURCHASED–0.43%** | **OPTIONS PURCHASED–0.43%** | **OPTIONS PURCHASED–0.43%** |
| **Over-The-Counter–0.02%** | **Over-The-Counter–0.02%** | **Over-The-Counter–0.02%** |
| **Call Swaptions–0.01%** | **Call Swaptions–0.01%** | **Call Swaptions–0.01%** |
| &nbsp;&nbsp; 30 Year Interest Rate Swap, <br> expiration date 11/26/25, <br> notional amount $13,725,000 <br> GS<br>| 13725000 | $77654 |
| &nbsp;&nbsp; 30 Year Interest Rate Swap, <br> expiration date 10/30/25, <br> notional amount $9,119,000 <br> JPM<br>| 9119000 | 62539 |
| &nbsp;&nbsp; 30 Year Interest Rate Swap, <br> expiration date 1/14/26, <br> notional amount $4,061,000 <br> MSC<br>| 4061000 | 77231 |
|  |  | **217424** |
| **Put Swaptions–0.00%** | **Put Swaptions–0.00%** | **Put Swaptions–0.00%** |
| &nbsp;&nbsp; CDX.NA.HY.S44, expiration <br> date 10/15/25, notional <br> amount $2,870,000 RBC<br>| 2870000 | 714 |
| &nbsp;&nbsp; CDX.NA.HY.S44, expiration <br> date 10/15/25, notional <br> amount $1,995,000 BOA<br>| 1995000 | 1853 |
|  |  | **2567** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Contracts**<br>|  |
| **Put Options–0.01%** | **Put Options–0.01%** | **Put Options–0.01%** |
| &nbsp;&nbsp; EUR vs USD Strike price <br> EUR1.165, expiration date <br> 10/7/25, notional amount <br> EUR886,565 BNP<br>| 761000 | 745 |
| &nbsp;&nbsp; EUR vs USD Strike price <br> EUR1.175, expiration date <br> 10/1/25, notional amount <br> EUR23,837,812 JPM<br>| 20287500 | 45327 |

---

*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)** |
| **Put Options (continued)** | **Put Options (continued)** | **Put Options (continued)** |
| &nbsp;&nbsp; EUR vs USD Strike price <br> EUR1.175, expiration date <br> 10/10/25, notional amount <br> EUR541,675 JPM<br>| 461000 | $2396 |
| &nbsp;&nbsp; GBP vs JPY Strike price <br> JPY196, expiration date <br> 12/4/25, notional amount <br> JPY345,132,676 CBK<br>| 1760881 | 25880 |
| &nbsp;&nbsp; USD vs JPY Strike price <br> JPY142, expiration date <br> 10/8/25, notional amount <br> JPY2,479,320,000 DB<br>| 17460000 | 856 |
| &nbsp;&nbsp; USD vs SGD Strike price <br> SGD1.27, expiration date <br> 10/16/25, notional amount <br> SGD916,940 MSC<br>| 722000 | 258 |
| &nbsp;&nbsp; USD vs TWD Strike price <br> TWD29.7, expiration date <br> 10/16/25, notional amount <br> TWD14,463,900 SCB<br>| 487000 | 371 |
|  |  | **75833** |
| **Call Options–0.00%** | **Call Options–0.00%** | **Call Options–0.00%** |
| &nbsp;&nbsp; EUR vs USD Strike price <br> EUR1.17, expiration date <br> 10/2/25, notional amount <br> EUR719,550 GS<br>| 615000 | 3098 |
| &nbsp;&nbsp; EUR vs USD Strike price <br> EUR1.17, expiration date <br> 10/29/25, notional amount <br> EUR899,730 BNP<br>| 769000 | 8987 |
| &nbsp;&nbsp; EUR vs USD Strike price <br> EUR1.19, expiration date <br> 10/29/25, notional amount <br> EUR686,630 JPM<br>| 577000 | 2093 |
| &nbsp;&nbsp; EUR vs USD Strike price <br> EUR1.195, expiration date <br> 10/8/25, notional amount <br> EUR18,082,740 BOA<br>| 15132000 | 5347 |
| &nbsp;&nbsp; USD vs CAD Strike price <br> CAD1.395, expiration date <br> 11/28/25, notional amount <br> CAD4,198,950 RBC<br>| 3010000 | 6532 |
| &nbsp;&nbsp; USD vs MXN Strike price <br> MXN19, expiration date <br> 10/16/25, notional amount <br> MXN9,709,000 MSC<br>| 511000 | 336 |
| &nbsp;&nbsp; USD vs MXN Strike price <br> MXN19.2, expiration date <br> 10/29/25, notional amount <br> MXN12,691,200 BRC<br>| 661000 | 699 |
|  |  | **27092** |

---

---

| | | |
|:---|:---|:---|
|  | **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–0.00%** | **Barrier Options–0.00%** | **Barrier Options–0.00%** |
| &nbsp;&nbsp; EUR vs CZK, one touch, <br> barrier price CZK24.00, <br> Strike price CZK24, <br> expiration date 12/22/25, <br> notional amount <br> CZK936,000 BRC<br>| 39000 | $6156 |
| &nbsp;&nbsp; EUR vs USD, up and out, <br> barrier price EUR1.21, <br> Strike price EUR1.185, <br> expiration date 10/16/25, <br> notional amount <br> EUR2,750,108 MSI<br>| 2320766 | 2875 |
| &nbsp;&nbsp; USD vs INR, one touch, <br> barrier price INR86.00, <br> Strike price INR86, <br> expiration date 11/3/25, <br> notional amount <br> INR4,386,000 BRC<br>| 51000 | 130 |
| &nbsp;&nbsp; USD vs INR, down and out, <br> barrier price INR85.05, <br> Strike price INR87, <br> expiration date 11/10/25, <br> notional amount <br> INR53,070,000 BOA<br>| 610000 | 82 |
| &nbsp;&nbsp; USD vs THB, one touch, <br> barrier price THB33.50, <br> Strike price THB33.5, <br> expiration date 12/3/25, <br> notional amount <br> THB1,474,000 BOA<br>| 44000 | 5130 |
|  |  | **14373** |
|  |  | **337289** |

---

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

---

| | | |
|:---|:---|:---|
| **Centrally Cleared–0.41%** | **Centrally Cleared–0.41%** | **Centrally Cleared–0.41%** |
| **Call Options–0.40%** | **Call Options–0.40%** | **Call Options–0.40%** |
| &nbsp;&nbsp; Alphabet, Inc. Strike price <br> $225, expiration date <br> 10/17/25, notional amount <br> $5,040,000<br>| 224 | 438816 |
| &nbsp;&nbsp; Alphabet, Inc. Strike price <br> $240, expiration date <br> 10/17/25, notional amount <br> $4,320,000<br>| 180 | 157500 |
| &nbsp;&nbsp; Alphabet, Inc. Strike price <br> $240, expiration date <br> 11/21/25, notional amount <br> $3,576,000<br>| 149 | 231397 |
| &nbsp;&nbsp; Alphabet, Inc. Strike price <br> $250, expiration date <br> 11/21/25, notional amount <br> $1,550,000<br>| 62 | 67332 |

---

*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)** |
| **Centrally Cleared (continued)** | **Centrally Cleared (continued)** | **Centrally Cleared (continued)** |
| **Call Options (continued)** | **Call Options (continued)** | **Call Options (continued)** |
| &nbsp;&nbsp; Amazon.com, Inc. Strike <br> price $240, expiration date <br> 11/21/25, notional amount <br> $4,032,000<br>| 168 | $79296 |
| &nbsp;&nbsp; Apple, Inc. Strike price $235, <br> expiration date 11/21/25, <br> notional amount $2,749,500<br>| 117 | 273780 |
| &nbsp;&nbsp; Apple, Inc. Strike price $240, <br> expiration date 10/17/25, <br> notional amount $5,568,000<br>| 232 | 375840 |
| &nbsp;&nbsp; Apple, Inc. Strike price $245, <br> expiration date 10/17/25, <br> notional amount $1,862,000<br>| 76 | 90060 |
| &nbsp;&nbsp; Apple, Inc. Strike price $250, <br> expiration date 11/21/25, <br> notional amount $2,775,000<br>| 111 | 145410 |
| &nbsp;&nbsp; ASML Holding NV Strike <br> price $840, expiration date <br> 10/17/25, notional amount <br> $1,932,000<br>| 23 | 312340 |
| &nbsp;&nbsp; Booking Holdings, Inc. Strike <br> price $5,900, expiration date <br> 12/19/25, notional amount <br> $3,540,000<br>| 6 | 67230 |
| &nbsp;&nbsp; Broadcom, Inc. Strike price <br> $350, expiration date <br> 12/19/25, notional amount <br> $3,570,000<br>| 102 | 218790 |
| &nbsp;&nbsp; Broadcom, Inc. Strike price <br> $390, expiration date <br> 10/17/25, notional amount <br> $702,000<br>| 18 | 1242 |
| &nbsp;&nbsp; CBOE Volatility Index Strike <br> price $40, expiration date <br> 10/22/25, notional amount <br> $400,000<br>| 100 | 1700 |
| &nbsp;&nbsp; Citigroup, Inc. Strike price <br> $105, expiration date <br> 11/21/25, notional amount <br> $3,339,000<br>| 318 | 103032 |
| &nbsp;&nbsp; Delta Air Lines, Inc. Strike <br> price $62.5, expiration date <br> 12/19/25, notional amount <br> $4,443,750<br>| 711 | 168507 |
| &nbsp;&nbsp; DR Horton, Inc. Strike price <br> $175, expiration date <br> 11/21/25, notional amount <br> $1,382,500<br>| 79 | 56564 |
| &nbsp;&nbsp; DR Horton, Inc. Strike price <br> $185, expiration date <br> 11/21/25, notional amount <br> $1,424,500<br>| 77 | 31185 |

---

---

| | | |
|:---|:---|:---|
|  | **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; EURO STOXX Banks Index <br> Strike price EUR240, <br> expiration date 11/21/25, <br> notional amount <br> EUR5,304,000<br>| 442 | $128435 |
| &nbsp;&nbsp; Freeport-McMoRan, Inc. <br> Strike price $48, expiration <br> date 10/17/25, notional <br> amount $1,137,600<br>| 237 | 1422 |
| &nbsp;&nbsp; Informatica, Inc. Strike price <br> $35, expiration date <br> 11/21/25, notional amount <br> $119,000<br>| 34 | 170 |
| &nbsp;&nbsp; Intuit, Inc. Strike price $700, <br> expiration date 11/21/25, <br> notional amount $2,660,000<br>| 38 | 90820 |
| &nbsp;&nbsp; iShares China Large-Cap ETF <br> Strike price $42, expiration <br> date 10/17/25, notional <br> amount $17,173,800<br>| 4089 | 208539 |
| &nbsp;&nbsp; McDonald's Corp. Strike price <br> $330, expiration date <br> 11/21/25, notional amount <br> $2,112,000<br>| 64 | 10496 |
| &nbsp;&nbsp; Meta Platforms, Inc. Strike <br> price $820, expiration date <br> 10/17/25, notional amount <br> $1,886,000<br>| 23 | 2553 |
| &nbsp;&nbsp; Meta Platforms, Inc. Strike <br> price $830, expiration date <br> 11/21/25, notional amount <br> $1,909,000<br>| 23 | 27370 |
| &nbsp;&nbsp; Microsoft Corp. Strike price <br> $560, expiration date <br> 10/17/25, notional amount <br> $2,296,000<br>| 41 | 1148 |
| &nbsp;&nbsp; MongoDB, Inc. Strike price <br> $360, expiration date <br> 11/21/25, notional amount <br> $2,556,000<br>| 71 | 38695 |
| &nbsp;&nbsp; NVIDIA Corp. Strike price <br> $185, expiration date <br> 11/21/25, notional amount <br> $999,000<br>| 54 | 72900 |
| &nbsp;&nbsp; NVIDIA Corp. Strike price <br> $185, expiration date <br> 12/19/25, notional amount <br> $4,421,500<br>| 239 | 383117 |
| &nbsp;&nbsp; Paramount Skydance Corp. <br> Strike price $22, expiration <br> date 10/17/25, notional <br> amount $294,800<br>| 134 | 3752 |
| &nbsp;&nbsp; Sabre Corp. Strike price $2.5, <br> expiration date 10/17/25, <br> notional amount $27,750<br>| 111 | 555 |

---

*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; †Sabre Corp. Strike price $4, <br> expiration date 10/17/25, <br> notional amount $34,400<br>| 86 | $430 |
| &nbsp;&nbsp; SPDR Gold Shares Strike <br> price $345, expiration date <br> 12/19/25, notional amount <br> $30,912,000<br>| 896 | 1715840 |
| &nbsp;&nbsp; SPDR Gold Shares Strike <br> price $360, expiration date <br> 11/21/25, notional amount <br> $68,652,000<br>| 1907 | 1640020 |
| &nbsp;&nbsp; SPDR S&P 500 ETF Trust <br> Strike price $667, expiration <br> date 10/10/25, notional <br> amount $18,742,700<br>| 281 | 126450 |
| &nbsp;&nbsp; SPDR S&P 500 ETF Trust <br> Strike price $670, expiration <br> date 10/3/25, notional <br> amount $93,867,000<br>| 1401 | 117684 |
| &nbsp;&nbsp; SPDR S&P 500 ETF Trust <br> Strike price $672, expiration <br> date 10/3/25, notional <br> amount $48,451,200<br>| 721 | 30282 |
| &nbsp;&nbsp; SPDR S&P Regional Banking <br> ETF Strike price $67, <br> expiration date 10/17/25, <br> notional amount $4,241,100<br>| 633 | 16458 |
| &nbsp;&nbsp; Tesla, Inc. Strike price $360, <br> expiration date 10/17/25, <br> notional amount $1,656,000<br>| 46 | 401534 |
| &nbsp;&nbsp; Uber Technologies, Inc. Strike <br> price $100, expiration date <br> 12/19/25, notional amount <br> $2,170,000<br>| 217 | 142135 |
| &nbsp;&nbsp; United Airlines Holdings, Inc. <br> Strike price $105, expiration <br> date 12/19/25, notional <br> amount $2,866,500<br>| 273 | 144690 |
| &nbsp;&nbsp; Valero Energy Corp. Strike <br> price $170, expiration date <br> 12/19/25, notional amount <br> $3,162,000<br>| 186 | 198090 |
| &nbsp;&nbsp; Walt Disney Co. Strike price <br> $120, expiration date <br> 11/21/25, notional amount <br> $1,896,000<br>| 158 | 51350 |
| &nbsp;&nbsp; Warner Bros Discovery, Inc. <br> Strike price $17, expiration <br> date 10/17/25, notional <br> amount $146,200<br>| 86 | 19350 |

---

---

| | | |
|:---|:---|:---|
|  | **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; Warner Bros Discovery, Inc. <br> Strike price $22, expiration <br> date 10/17/25, notional <br> amount $167,200<br>| 76 | $2128 |
| &nbsp;&nbsp; Wells Fargo & Co. Strike price <br> $85, expiration date <br> 10/17/25, notional amount <br> $2,201,500<br>| 259 | 51282 |
|  |  | **8447716** |
| **Put Options–0.01%** | **Put Options–0.01%** | **Put Options–0.01%** |
| &nbsp;&nbsp; Alphabet, Inc. Strike price <br> $245, expiration date <br> 11/21/25, notional amount <br> $1,519,000<br>| 62 | 80910 |
| &nbsp;&nbsp; †American Airlines Group, <br> Inc. Strike price $11, <br> expiration date 10/17/25, <br> notional amount $118,800<br>| 108 | 3888 |
| &nbsp;&nbsp; EURO STOXX Banks Index <br> Strike price EUR180, <br> expiration date 10/17/25, <br> notional amount <br> EUR396,000<br>| 44 | 129 |
| &nbsp;&nbsp; EURO STOXX Banks Index <br> Strike price EUR210, <br> expiration date 10/17/25, <br> notional amount <br> EUR1,144,500<br>| 109 | 2879 |
| &nbsp;&nbsp; iShares iBoxx $ High Yield <br> Corporate Bond ETF Strike <br> price $79, expiration date <br> 10/17/25, notional amount <br> $2,227,800<br>| 282 | 2256 |
| &nbsp;&nbsp; iShares iBoxx $ High Yield <br> Corporate Bond ETF Strike <br> price $80, expiration date <br> 10/17/25, notional amount <br> $1,560,000<br>| 195 | 2730 |
| &nbsp;&nbsp; iShares Russell <br> 2000 ETF Strike price $230, <br> expiration date 10/17/25, <br> notional amount $1,265,000<br>| 55 | 5567 |
| &nbsp;&nbsp; iShares Russell <br> 2000 ETF Strike price $235, <br> expiration date 10/17/25, <br> notional amount $1,198,500<br>| 51 | 9486 |
| &nbsp;&nbsp; Rheinmetall AG Strike price <br> EUR1,600, expiration date <br> 10/17/25, notional amount <br> EUR2,240,000<br>| 14 | 3041 |
| &nbsp;&nbsp; SPDR S&P 500 ETF Trust <br> Strike price $642, expiration <br> date 10/17/25, notional <br> amount $1,412,400<br>| 22 | 3938 |

---

*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)** |
| **Put Options (continued)** | **Put Options (continued)** | **Put Options (continued)** |
| &nbsp;&nbsp; SPDR S&P 500 ETF Trust <br> Strike price $645, expiration <br> date 10/17/25, notional <br> amount $1,419,000<br>| 22 | $5550 |
| &nbsp;&nbsp; SPDR S&P 500 ETF Trust <br> Strike price $655, expiration <br> date 10/10/25, notional <br> amount $28,296,000<br>| 432 | 96865 |
|  |  | **217239** |
|  |  | **8664955** |
| **Total Options Purchased** <br>**(Cost $7,989,988)** | **Total Options Purchased** <br>**(Cost $7,989,988)** | **9002244** |

---

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

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

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–98.92% (Cost $1,661,828,284)** | **$2103450013** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Notional** <br>**Amount**<br>| **Value** <br>**(U.S. $)**<br>|
| **OPTIONS WRITTEN–(0.34)%** | **OPTIONS WRITTEN–(0.34)%** | **OPTIONS WRITTEN–(0.34)%** |
| **Over-The-Counter–(0.04)%** | **Over-The-Counter–(0.04)%** | **Over-The-Counter–(0.04)%** |
| **Call Swaptions–(0.01)%** | **Call Swaptions–(0.01)%** | **Call Swaptions–(0.01)%** |
| 30 Year Interest Rate Swap, expiration date 11/26/25, notional amount $(13725000) GS | (13725000)<br>| $(5441)<br>|
| 30 Year Interest Rate Swap, expiration date 1/14/26, notional amount $(4061000) MSC | (4061000)<br>| (25184)<br>|
| 30 Year Interest Rate Swap, expiration date 1/14/26, notional amount $(2031000) MSC | (2031000)<br>| (4625)<br>|
| 30 Year Interest Rate Swap, expiration date 10/30/25, notional amount $(9119000) JPM | (9119000)<br>| (6210)<br>|
| 5 Year Interest Rate Swap, expiration date 11/14/25, notional amount $(22660000) GS | (22660000)<br>| (30975)<br>|
| 5 Year Interest Rate Swap, expiration date 11/18/25, notional amount $(28765000) JPM | (28765000)<br>| (43884)<br>|
| 5 Year Interest Rate Swap, expiration date 11/20/25, notional amount $(28494000) MSC | (28494000)<br>| (36007)<br>|
| 5 Year Interest Rate Swap, expiration date 11/21/25, notional amount $(28777000) GS | (28777000)<br>| (41129)<br>|
| 5 Year Interest Rate Swap, expiration date 10/27/25, notional amount CZK(12206730) JPM | (12206730)<br>| (130)<br>|
| 5 Year Interest Rate Swap, expiration date 10/27/25, notional amount CZK(8137820) MSC | (8137820)<br>| (87)<br>|
| 2 Year Interest Rate Swap, expiration date 12/9/25, notional amount $(4518069) JPM | (4518069)<br>| (1620)<br>|
| 2 Year Interest Rate Swap, expiration date 12/22/25, notional amount $(132383000) MSC | (132383000)<br>| (88509)<br>|
| 10 Year Interest Rate Swap, expiration date 12/30/25, notional amount $(11284000) JPM | (11284000)<br>| (42383)<br>|
|  |  | **(326184)**<br>|
| **Put Swaptions–(0.02)%** | **Put Swaptions–(0.02)%** | **Put Swaptions–(0.02)%** |
| 5 Year Interest Rate Swap, expiration date 10/15/25, notional amount $(4970000) BRC | (4970000)<br>| (7)<br>|
| CDX.NA.HY.S44, expiration date 10/15/25, notional amount $(2870000) RBC | (2870000)<br>| (80)<br>|
| 5 Year Interest Rate Swap, expiration date 12/12/25, notional amount $(31455000) GS | (31455000)<br>| (97467)<br>|
| 2 Year Interest Rate Swap, expiration date 12/17/25, notional amount $(6850160) JPM | (6850160)<br>| (9756)<br>|
| 2 Year Interest Rate Swap, expiration date 12/26/25, notional amount $(13041000) DB | (13041000)<br>| (11858)<br>|
| CDX.NA.HY.S44, expiration date 10/15/25, notional amount $(1995000) BOA | (1995000)<br>| (274)<br>|
| 10 Year Interest Rate Swap, expiration date 12/30/25, notional amount $(11284000) JPM | (11284000)<br>| (40272)<br>|
| 2 Year Interest Rate Swap, expiration date 9/20/27, notional amount $(90005000) GS | (90005000)<br>| (250214)<br>|
|  |  | **(409928)**<br>|

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Contracts**<br>|  |
| **Call Options–(0.00)%** | **Call Options–(0.00)%** | **Call Options–(0.00)%** |
| EUR vs USD Strike price EUR1.19, expiration date 10/29/25, notional amount EUR(1373260) BNP | (1154000)<br>| (4187)<br>|
| USD vs JPY Strike price JPY151, expiration date 10/08/25, notional amount JPY(2636460000) DB | (17460000)<br>| (8136)<br>|
| USD vs TWD Strike price TWD30.5, expiration date 10/16/25, notional amount TWD(14853500) SCB | (487000)<br>| (2142)<br>|
|  |  | **(14465)**<br>|

---

*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 WRITTEN (continued)** | **OPTIONS WRITTEN (continued)** | **OPTIONS WRITTEN (continued)** |
| **Over-The-Counter (continued)** | **Over-The-Counter (continued)** | **Over-The-Counter (continued)** |
| **Put Options–(0.01)%** | **Put Options–(0.01)%** | **Put Options–(0.01)%** |
| EUR vs USD Strike price EUR1.14, expiration date 10/08/25, notional amount EUR(17250480) BOA | (15132000)<br>| $(569)<br>|
| EUR vs USD Strike price EUR1.165, expiration date 10/01/25, notional amount EUR(23634938) JPM | (20287500)<br>| (1143)<br>|
| GBP vs JPY Strike price JPY192, expiration date 12/04/25, notional amount JPY(507133824) CBK | (2641322)<br>| (19595)<br>|
| USD vs BRL Strike price BRL5.25, expiration date 12/12/25, notional amount BRL(30287250) CBK | (5769000)<br>| (41514)<br>|
| USD vs IDR Strike price IDR16,000, expiration date 12/12/25, notional amount IDR(92304000000) BOA | (5769000)<br>| (7707)<br>|
| USD vs JPY Strike price JPY146.5, expiration date 10/01/25, notional amount JPY(663192754) HSBC | (4526913)<br>| (272)<br>|
| USD vs MXN Strike price MXN18, expiration date 12/15/25, notional amount MXN(103842000) CBK | (5769000)<br>| (32456)<br>|
| USD vs ZAR Strike price ZAR16.8, expiration date 12/12/25, notional amount ZAR(95793600) HSBC | (5702000)<br>| (30882)<br>|
|  |  | **(134138)**<br>|
|  |  | **(884715)**<br>|
| **Centrally Cleared–(0.30)%** | **Centrally Cleared–(0.30)%** | **Centrally Cleared–(0.30)%** |
| **Call Options–(0.23)%** | **Call Options–(0.23)%** | **Call Options–(0.23)%** |
| Alphabet, Inc. Strike price $210, expiration date 12/19/25, notional amount $(1260000) | (60)<br>| (235200)<br>|
| Alphabet, Inc. Strike price $220, expiration date 12/19/25, notional amount $(2794000) | (127)<br>| (395351)<br>|
| Alphabet, Inc. Strike price $250, expiration date 1/16/26, notional amount $(1625000) | (65)<br>| (101270)<br>|
| Alphabet, Inc. Strike price $260, expiration date 10/17/25, notional amount $(676000) | (26)<br>| (4056)<br>|
| Alphabet, Inc. Strike price $280, expiration date 11/21/25, notional amount $(1736000) | (62)<br>| (18600)<br>|
| Amazon.com, Inc. Strike price $260, expiration date 12/19/25, notional amount $(1976000) | (76)<br>| (21204)<br>|
| Amazon.com, Inc. Strike price $270, expiration date 1/16/26, notional amount $(1917000) | (71)<br>| (19312)<br>|
| Apollo Global Management, Inc. Strike price $145, expiration date 10/17/25, notional amount $(101500) | (7)<br>| (357)<br>|
| Apollo Global Management, Inc. Strike price $170, expiration date 1/16/26, notional amount $(272000) | (16)<br>| (1616)<br>|
| Apple, Inc. Strike price $240, expiration date 12/19/25, notional amount $(5496000) | (229)<br>| (515250)<br>|
| Apple, Inc. Strike price $250, expiration date 12/19/25, notional amount $(1600000) | (64)<br>| (98688)<br>|
| Apple, Inc. Strike price $255, expiration date 10/17/25, notional amount $(714000) | (28)<br>| (14000)<br>|
| Apple, Inc. Strike price $255, expiration date 11/21/25, notional amount $(2983500) | (117)<br>| (119340)<br>|
| Apple, Inc. Strike price $270, expiration date 1/16/26, notional amount $(1593000) | (59)<br>| (47200)<br>|
| Autodesk, Inc. Strike price $330, expiration date 10/17/25, notional amount $(264000) | (8)<br>| (2080)<br>|
| Autodesk, Inc. Strike price $350, expiration date 1/16/26, notional amount $(280000) | (8)<br>| (6160)<br>|
| Bank of America Corp. Strike price $52.5, expiration date 10/17/25, notional amount $(777000) | (148)<br>| (14356)<br>|
| Bank of America Corp. Strike price $52.5, expiration date 12/19/25, notional amount $(367500) | (70)<br>| (15260)<br>|
| Bank of America Corp. Strike price $55, expiration date 10/17/25, notional amount $(297000) | (54)<br>| (1458)<br>|
| Bank of America Corp. Strike price $60, expiration date 1/16/26, notional amount $(894000) | (149)<br>| (7748)<br>|
| Boeing Co. Strike price $260, expiration date 12/19/25, notional amount $(416000) | (16)<br>| (4688)<br>|
| Boeing Co. Strike price $265, expiration date 12/19/25, notional amount $(424000) | (16)<br>| (3872)<br>|
| Boeing Co. Strike price $270, expiration date 1/16/26, notional amount $(594000) | (22)<br>| (6578)<br>|
| Broadcom, Inc. Strike price $370, expiration date 12/19/25, notional amount $(629000) | (17)<br>| (25075)<br>|
| Broadcom, Inc. Strike price $380, expiration date 12/19/25, notional amount $(2622000) | (69)<br>| (84387)<br>|
| Broadcom, Inc. Strike price $380, expiration date 1/16/26, notional amount $(1216000) | (32)<br>| (48960)<br>|
| Broadcom, Inc. Strike price $410, expiration date 10/17/25, notional amount $(1476000) | (36)<br>| (1152)<br>|
| Broadcom, Inc. Strike price $410, expiration date 12/19/25, notional amount $(4879000) | (119)<br>| (82110)<br>|
| Cameco Corp. Strike price $90, expiration date 10/17/25, notional amount $(126000) | (14)<br>| (2100)<br>|
| Cameco Corp. Strike price $95, expiration date 1/16/26, notional amount $(342000) | (36)<br>| (17604)<br>|
| Cameco Corp. Strike price $100, expiration date 12/19/25, notional amount $(230000) | (23)<br>| (6026)<br>|
| Capital One Financial Corp. Strike price $240, expiration date 10/17/25, notional amount $(240000) | (10)<br>| (380)<br>|
| Capital One Financial Corp. Strike price $250, expiration date 12/19/25, notional amount $(900000) | (36)<br>| (9180)<br>|
| Capital One Financial Corp. Strike price $260, expiration date 1/16/26, notional amount $(728000) | (28)<br>| (6272)<br>|
| Citigroup, Inc. Strike price $100, expiration date 12/19/25, notional amount $(600000) | (60)<br>| (39300)<br>|
| Citigroup, Inc. Strike price $110, expiration date 10/17/25, notional amount $(1034000) | (94)<br>| (5264)<br>|
| CRH PLC Strike price $110, expiration date 12/19/25, notional amount $(440000) | (40)<br>| (55200)<br>|
| CRH PLC Strike price $135, expiration date 1/16/26, notional amount $(405000) | (30)<br>| (7950)<br>|
| Delta Air Lines, Inc. Strike price $70, expiration date 12/19/25, notional amount $(56000) | (8)<br>| (808)<br>|
| Delta Air Lines, Inc. Strike price $72.5, expiration date 12/19/25, notional amount $(10309500) | (1422)<br>| (113760)<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)** |
| **Centrally Cleared (continued)** | **Centrally Cleared (continued)** | **Centrally Cleared (continued)** |
| **Call Options (continued)** | **Call Options (continued)** | **Call Options (continued)** |
| DR Horton, Inc. Strike price $210, expiration date 1/16/26, notional amount $(189000) | (9)<br>| $(2025)<br>|
| EchoStar Corp. Strike price $80, expiration date 10/17/25, notional amount $(432000) | (54)<br>| (12690)<br>|
| Eli Lilly & Co. Strike price $900, expiration date 1/16/26, notional amount $(900000) | (10)<br>| (17700)<br>|
| EQT Corp. Strike price $60, expiration date 10/17/25, notional amount $(222000) | (37)<br>| (1036)<br>|
| EQT Corp. Strike price $65, expiration date 1/16/26, notional amount $(240500) | (37)<br>| (5069)<br>|
| Hilton Worldwide Holdings, Inc. Strike price $300, expiration date 10/17/25, notional amount $(390000) | (13)<br>| (1170)<br>|
| Intel Corp. Strike price $35, expiration date 10/17/25, notional amount $(1228500) | (351)<br>| (46332)<br>|
| Intuit, Inc. Strike price $730, expiration date 10/17/25, notional amount $(73000) | (1)<br>| (228)<br>|
| Intuitive Surgical, Inc. Strike price $575, expiration date 1/16/26, notional amount $(287500) | (5)<br>| (2450)<br>|
| iShares China Large-Cap ETF Strike price $45, expiration date 10/17/25, notional amount $(18400500) | (4089)<br>| (40890)<br>|
| &nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF Strike price $82, expiration date 1/16/26, notional amount <br> $(6478000)<br>| (790)<br>| (15800)<br>|
| JPMorgan Chase & Co. Strike price $315, expiration date 10/17/25, notional amount $(2898000) | (92)<br>| (74980)<br>|
| JPMorgan Chase & Co. Strike price $325, expiration date 10/17/25, notional amount $(1235000) | (38)<br>| (14250)<br>|
| JPMorgan Chase & Co. Strike price $325, expiration date 12/19/25, notional amount $(650000) | (20)<br>| (19900)<br>|
| JPMorgan Chase & Co. Strike price $350, expiration date 1/16/26, notional amount $(945000) | (27)<br>| (13122)<br>|
| Live Nation Entertainment, Inc. Strike price $185, expiration date 10/17/25, notional amount $(518000) | (28)<br>| (700)<br>|
| Live Nation Entertainment, Inc. Strike price $195, expiration date 1/16/26, notional amount $(409500) | (21)<br>| (4148)<br>|
| Mastercard, Inc. Strike price $650, expiration date 12/19/25, notional amount $(1235000) | (19)<br>| (6336)<br>|
| McKesson Corp. Strike price $780, expiration date 10/17/25, notional amount $(468000) | (6)<br>| (6360)<br>|
| McKesson Corp. Strike price $840, expiration date 1/16/26, notional amount $(504000) | (6)<br>| (10248)<br>|
| Meta Platforms, Inc. Strike price $860, expiration date 12/19/25, notional amount $(1204000) | (14)<br>| (16058)<br>|
| Meta Platforms, Inc. Strike price $900, expiration date 11/21/25, notional amount $(4140000) | (46)<br>| (20056)<br>|
| Meta Platforms, Inc. Strike price $920, expiration date 1/16/26, notional amount $(1472000) | (16)<br>| (13600)<br>|
| Micron Technology, Inc. Strike price $150, expiration date 12/19/25, notional amount $(255000) | (17)<br>| (43605)<br>|
| Micron Technology, Inc. Strike price $155, expiration date 1/16/26, notional amount $(310000) | (20)<br>| (52000)<br>|
| Micron Technology, Inc. Strike price $160, expiration date 10/17/25, notional amount $(112000) | (7)<br>| (8008)<br>|
| Microsoft Corp. Strike price $580, expiration date 12/19/25, notional amount $(7192000) | (124)<br>| (61876)<br>|
| Microsoft Corp. Strike price $605, expiration date 1/16/26, notional amount $(2480500) | (41)<br>| (15375)<br>|
| Netflix, Inc. Strike price $1,500, expiration date 1/16/26, notional amount $(300000) | (2)<br>| (2756)<br>|
| NVIDIA Corp. Strike price $200, expiration date 11/21/25, notional amount $(1880000) | (94)<br>| (65330)<br>|
| NVIDIA Corp. Strike price $210, expiration date 11/21/25, notional amount $(1134000) | (54)<br>| (23058)<br>|
| NVIDIA Corp. Strike price $210, expiration date 12/19/25, notional amount $(5019000) | (239)<br>| (149853)<br>|
| NVIDIA Corp. Strike price $220, expiration date 12/19/25, notional amount $(6402000) | (291)<br>| (118437)<br>|
| NVIDIA Corp. Strike price $230, expiration date 1/16/26, notional amount $(2829000) | (123)<br>| (48708)<br>|
| Oracle Corp. Strike price $280, expiration date 12/19/25, notional amount $(420000) | (15)<br>| (44100)<br>|
| Oracle Corp. Strike price $330, expiration date 12/19/25, notional amount $(9108000) | (276)<br>| (344448)<br>|
| Palantir Technologies, Inc. Strike price $200, expiration date 12/19/25, notional amount $(40000) | (2)<br>| (2770)<br>|
| Salesforce, Inc. Strike price $310, expiration date 1/16/26, notional amount $(465000) | (15)<br>| (4125)<br>|
| SPDR Gold Shares Strike price $380, expiration date 11/21/25, notional amount $(108680000) | (2860)<br>| (783640)<br>|
| &nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. Ltd. Strike price $270, expiration date 12/19/25, notional amount <br> $(783000)<br>| (29)<br>| (72616)<br>|
| Tesla, Inc. Strike price $420, expiration date 10/17/25, notional amount $(1218000) | (29)<br>| (104226)<br>|
| Tesla, Inc. Strike price $460, expiration date 12/19/25, notional amount $(322000) | (7)<br>| (31115)<br>|
| Tesla, Inc. Strike price $480, expiration date 1/16/26, notional amount $(576000) | (12)<br>| (53640)<br>|
| Tesla, Inc. Strike price $500, expiration date 12/19/25, notional amount $(150000) | (3)<br>| (9321)<br>|
| TJX Cos., Inc. Strike price $150, expiration date 10/17/25, notional amount $(495000) | (33)<br>| (1287)<br>|
| Trane Technologies PLC Strike price $450, expiration date 10/17/25, notional amount $(180000) | (4)<br>| (500)<br>|
| Uber Technologies, Inc. Strike price $110, expiration date 12/19/25, notional amount $(4774000) | (434)<br>| (136710)<br>|
| United Airlines Holdings, Inc. Strike price $115, expiration date 12/19/25, notional amount $(115000) | (10)<br>| (2830)<br>|
| United Airlines Holdings, Inc. Strike price $125, expiration date 12/19/25, notional amount $(6825000) | (546)<br>| (79170)<br>|
| Valero Energy Corp. Strike price $170, expiration date 1/16/26, notional amount $(187000) | (11)<br>| (13915)<br>|
| Walt Disney Co. Strike price $140, expiration date 1/16/26, notional amount $(322000) | (23)<br>| (1978)<br>|
| Warner Bros Discovery, Inc. Strike price $20, expiration date 10/17/25, notional amount $(172000) | (86)<br>| (7396)<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)** |
| **Call Options (continued)** | **Call Options (continued)** | **Call Options (continued)** |
| Warner Bros Discovery, Inc. Strike price $25, expiration date 10/17/25, notional amount $(190000) | (76)<br>| $(532)<br>|
| Wells Fargo & Co. Strike price $90, expiration date 10/17/25, notional amount $(837000) | (93)<br>| (4836)<br>|
| Williams Cos., Inc. Strike price $65, expiration date 10/17/25, notional amount $(312000) | (48)<br>| (2880)<br>|
|  |  | **(4795361)**<br>|
| **Put Options–(0.07)%** | **Put Options–(0.07)%** | **Put Options–(0.07)%** |
| Alphabet, Inc. Strike price $200, expiration date 12/19/25, notional amount $(2340000) | (117)<br>| (28782)<br>|
| Alphabet, Inc. Strike price $210, expiration date 11/21/25, notional amount $(1302000) | (62)<br>| (15872)<br>|
| Amazon.com, Inc. Strike price $180, expiration date 1/16/26, notional amount $(1278000) | (71)<br>| (18815)<br>|
| Amazon.com, Inc. Strike price $200, expiration date 11/21/25, notional amount $(3360000) | (168)<br>| (64680)<br>|
| Apollo Global Management, Inc. Strike price $110, expiration date 1/16/26, notional amount $(176000) | (16)<br>| (4544)<br>|
| Apple, Inc. Strike price $230, expiration date 11/21/25, notional amount $(2553000) | (111)<br>| (23976)<br>|
| Boeing Co. Strike price $180, expiration date 1/16/26, notional amount $(396000) | (22)<br>| (7150)<br>|
| Boeing Co. Strike price $200, expiration date 10/17/25, notional amount $(440000) | (22)<br>| (2706)<br>|
| Booking Holdings, Inc. Strike price $4,900, expiration date 12/19/25, notional amount $(2940000) | (6)<br>| (68622)<br>|
| Boston Scientific Corp. Strike price $90, expiration date 1/16/26, notional amount $(450000) | (50)<br>| (11000)<br>|
| Broadcom, Inc. Strike price $300, expiration date 12/19/25, notional amount $(3570000) | (119)<br>| (173740)<br>|
| Circle Internet Group, Inc. Strike price $110, expiration date 10/17/25, notional amount $(836000) | (76)<br>| (11400)<br>|
| Citigroup, Inc. Strike price $90, expiration date 11/21/25, notional amount $(2862000) | (318)<br>| (39114)<br>|
| Costco Wholesale Corp. Strike price $840, expiration date 1/16/26, notional amount $(504000) | (6)<br>| (7380)<br>|
| Costco Wholesale Corp. Strike price $850, expiration date 10/17/25, notional amount $(510000) | (6)<br>| (534)<br>|
| CRH PLC Strike price $90, expiration date 1/16/26, notional amount $(270000) | (30)<br>| (3150)<br>|
| DR Horton, Inc. Strike price $145, expiration date 11/21/25, notional amount $(1145500) | (79)<br>| (14615)<br>|
| DR Horton, Inc. Strike price $155, expiration date 11/21/25, notional amount $(1193500) | (77)<br>| (29260)<br>|
| EQT Corp. Strike price $40, expiration date 1/16/26, notional amount $(148000) | (37)<br>| (1517)<br>|
| EQT Corp. Strike price $42, expiration date 12/19/25, notional amount $(2436000) | (580)<br>| (21750)<br>|
| EQT Corp. Strike price $45, expiration date 12/19/25, notional amount $(2610000) | (580)<br>| (34220)<br>|
| EURO STOXX Banks Index Strike price EUR205, expiration date 11/21/25, notional amount EUR(2265250) | (221)<br>| (20433)<br>|
| Freeport-McMoRan, Inc. Strike price $40, expiration date 10/17/25, notional amount $(948000) | (237)<br>| (46689)<br>|
| Hilton Worldwide Holdings, Inc. Strike price $230, expiration date 10/17/25, notional amount $(207000) | (9)<br>| (540)<br>|
| Intel Corp. Strike price $25, expiration date 11/21/25, notional amount $(2192500) | (877)<br>| (25433)<br>|
| Intuit, Inc. Strike price $560, expiration date 1/16/26, notional amount $(168000) | (3)<br>| (2025)<br>|
| Intuit, Inc. Strike price $630, expiration date 11/21/25, notional amount $(2394000) | (38)<br>| (47120)<br>|
| Intuitive Surgical, Inc. Strike price $380, expiration date 1/16/26, notional amount $(190000) | (5)<br>| (4950)<br>|
| Intuitive Surgical, Inc. Strike price $410, expiration date 10/17/25, notional amount $(205000) | (5)<br>| (825)<br>|
| iShares Russell 2000 ETF Strike price $200, expiration date 10/17/25, notional amount $(1100000) | (55)<br>| (538)<br>|
| iShares Russell 2000 ETF Strike price $210, expiration date 10/17/25, notional amount $(1071000) | (51)<br>| (765)<br>|
| Live Nation Entertainment, Inc. Strike price $130, expiration date 1/16/26, notional amount $(273000) | (21)<br>| (3675)<br>|
| Live Nation Entertainment, Inc. Strike price $135, expiration date 10/17/25, notional amount $(283500) | (21)<br>| (2572)<br>|
| McDonald's Corp. Strike price $285, expiration date 11/21/25, notional amount $(1824000) | (64)<br>| (17024)<br>|
| McKesson Corp. Strike price $580, expiration date 1/16/26, notional amount $(348000) | (6)<br>| (1980)<br>|
| McKesson Corp. Strike price $590, expiration date 10/17/25, notional amount $(354000) | (6)<br>| (3000)<br>|
| Meta Platforms, Inc. Strike price $600, expiration date 1/16/26, notional amount $(960000) | (16)<br>| (15920)<br>|
| Meta Platforms, Inc. Strike price $700, expiration date 10/17/25, notional amount $(3220000) | (46)<br>| (27048)<br>|
| Microsoft Corp. Strike price $420, expiration date 1/16/26, notional amount $(1722000) | (41)<br>| (11890)<br>|
| MongoDB, Inc. Strike price $260, expiration date 11/21/25, notional amount $(1846000) | (71)<br>| (26625)<br>|
| Netflix, Inc. Strike price $970, expiration date 1/16/26, notional amount $(194000) | (2)<br>| (3024)<br>|
| NextEra Energy, Inc. Strike price $60, expiration date 1/16/26, notional amount $(354000) | (59)<br>| (2714)<br>|
| NVIDIA Corp. Strike price $140, expiration date 1/16/26, notional amount $(1722000) | (123)<br>| (30135)<br>|
| NVIDIA Corp. Strike price $160, expiration date 11/21/25, notional amount $(656000) | (41)<br>| (12669)<br>|
| NVIDIA Corp. Strike price $160, expiration date 12/19/25, notional amount $(3824000) | (239)<br>| (106833)<br>|
| Rheinmetall AG Strike price EUR1,400, expiration date 10/17/25, notional amount EUR(1960000) | (14)<br>| (1989)<br>|
| Salesforce, Inc. Strike price $195, expiration date 1/16/26, notional amount $(292500) | (15)<br>| (5925)<br>|
| SPDR Gold Shares Strike price $310, expiration date 12/19/25, notional amount $(18507000) | (597)<br>| (43581)<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)** |
| SPDR Gold Shares Strike price $335, expiration date 11/21/25, notional amount $(63884500) | (1907)<br>| $(404284)<br>|
| SPDR S&P 500 ETF Trust Strike price $600, expiration date 10/17/25, notional amount $(2640000) | (44)<br>| (2112)<br>|
| SPDR S&P 500 ETF Trust Strike price $645, expiration date 10/10/25, notional amount $(41796000) | (648)<br>| (70487)<br>|
| SPDR S&P Regional Banking ETF Strike price $59, expiration date 10/17/25, notional amount $(3734700) | (633)<br>| (23421)<br>|
| Valero Energy Corp. Strike price $135, expiration date 12/19/25, notional amount $(2511000) | (186)<br>| (22878)<br>|
| Walt Disney Co. Strike price $95, expiration date 1/16/26, notional amount $(218500) | (23)<br>| (2967)<br>|
| Walt Disney Co. Strike price $100, expiration date 11/21/25, notional amount $(1580000) | (158)<br>| (16432)<br>|
| Walt Disney Co. Strike price $105, expiration date 10/17/25, notional amount $(241500) | (23)<br>| (575)<br>|
|  |  | **(1591905)**<br>|
|  |  | **(6387266)**<br>|
| **Total Options Written** <br>**(Premiums received $(6383913))** | **Total Options Written** <br>**(Premiums received $(6383913))** | **(7271981)**<br>|

---

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

---

| | |
|:---|:---|
| **RECEIVABLES AND OTHER ASSETS NET OF LIABILITIES–1.42%** | **30334123** |
| **NET ASSETS APPLICABLE TO 156,320,306 SHARES OUTSTANDING–100.00%** | **$2126512155** |

---

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

------

---

| |
|:---|
| ΔSecurities have been classified by country of origin. |
| =The value of this security was determined using significant unobservable inputs. |
| †Non-income producing. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; •Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at September 30, 2025. 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. |
| ‡Non-income producing security. Security is currently in default. No interest income is being accrued during the bankruptcy proceedings. |
| ☐Rate is less than 0.01%. |
| ^Zero coupon security. |
| &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 September 30, 2025. Rate will reset at a future date. |
| @PIK. 100% of the income received was in the form of additional par. |
| φStep coupon bond. Coupon increases/decreases periodically based on predetermined schedule. Stated rate in effect at September 30, 2025. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ✠All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the <br> time of funding. |
| ≠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 September 30, 2025, the aggregate value of restricted securities was $39,198,407, <br> which represented 1.84% of the Fund's net assets. The Fund has various registration rights (exercisable under a variety of circumstances) <br> with respect to these securities. |

---

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

*LVIP BlackRock Global Allocation Fund–42*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
| **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;&nbsp; 6/6/2022 | &nbsp;&nbsp; $966416 | &nbsp;&nbsp; $592641 |
| Breeze Aviation Group, Inc. Series B | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 814265 | &nbsp;&nbsp;&nbsp;&nbsp; 311968 |
| Bytedance Ltd. Series E1 | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 3886481 | &nbsp;&nbsp;&nbsp; 5937640 |
| Crown PropTech Acquisitions | &nbsp;&nbsp;&nbsp; 2/6/2023 | &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 |
| Cypher Bidco | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 1555461 | &nbsp;&nbsp;&nbsp; 1700073 |
| Databricks, Inc. Series F | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 3699435 | &nbsp;&nbsp;&nbsp; 9075150 |
| Databricks, Inc. Series G | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 1010938 | &nbsp;&nbsp;&nbsp; 2479950 |
| Dream Finders Homes, Inc. | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 2327696 | &nbsp;&nbsp;&nbsp; 2390932 |
| Epic Games, Inc. | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 2952750 | &nbsp;&nbsp;&nbsp; 2220659 |
| Exo, Inc. | &nbsp;&nbsp; 5/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 407022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
| Exo, Inc. Series D | &nbsp;&nbsp; 5/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35624 |
| Fanatics Holdings, Inc. | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 2573239 | &nbsp;&nbsp;&nbsp; 2320239 |
| Farmers Business Network, Inc. | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 1258125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25587 |
| Galaxy Universal LLC | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 1309095 | &nbsp;&nbsp;&nbsp; 1309925 |
| Grand Rounds, Inc. | &nbsp;&nbsp; 4/29/2019 | &nbsp;&nbsp;&nbsp; 1804027 | &nbsp;&nbsp;&nbsp;&nbsp; 910842 |
| Jawbone, Inc. | &nbsp;&nbsp; 4/29/2019 | &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 |
| Jumpcloud, Inc. Series E-1 Series E1 | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 2531915 | &nbsp;&nbsp;&nbsp; 1160256 |
| Jumpcloud, Inc. Series F Series F | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 166530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76313 |
| Loadsmart, Inc. Series C Series C | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 1759432 | &nbsp;&nbsp;&nbsp;&nbsp; 564982 |
| Loadsmart, Inc. Series D Series D | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 155855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78183 |
| MCM Trust Class A2B | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 566957 | &nbsp;&nbsp;&nbsp;&nbsp; 470570 |
| Mercia | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 100093 | &nbsp;&nbsp;&nbsp;&nbsp; 107709 |
| Mercia | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 1725223 | &nbsp;&nbsp;&nbsp; 1856498 |
| Mercia | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 436469 | &nbsp;&nbsp;&nbsp;&nbsp; 469681 |
| MNTN, Inc. | &nbsp;&nbsp; 3/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 377132 | &nbsp;&nbsp;&nbsp;&nbsp; 386508 |
| 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; 1224217 |
| Noodle Partners, Inc. Series C | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 424114 | &nbsp;&nbsp;&nbsp;&nbsp; 104814 |
| PsiQuantum Corp. Series D | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 379300 | &nbsp;&nbsp;&nbsp;&nbsp; 606555 |
| 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 |
| Salt Pay Co. Ltd. Series C | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 465535 | &nbsp;&nbsp;&nbsp;&nbsp; 108287 |
| SambaNova Systems, Inc. Series C Series C | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp; 1364826 | &nbsp;&nbsp;&nbsp;&nbsp; 374490 |
| SambaNova Systems, Inc. Series D Series D | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 434237 | &nbsp;&nbsp;&nbsp;&nbsp; 162257 |
| 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; 27301 |
| Snorkel AI, Inc. Series C | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 148614 | &nbsp;&nbsp;&nbsp;&nbsp; 122087 |
| 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; 4247 |
| 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; 17836 |
| TVC DSCR | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 578502 | &nbsp;&nbsp;&nbsp;&nbsp; 405219 |
| Ursa Major Technologies, Inc. | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 470678 | &nbsp;&nbsp;&nbsp;&nbsp; 456259 |
| Verge Analytics, Inc. | &nbsp;&nbsp; 7/11/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 513271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20531 |
| Vita Global FinCo Ltd. | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 696222 | &nbsp;&nbsp;&nbsp;&nbsp; 633985 |
| Vita Global FinCo Ltd. | &nbsp;&nbsp;&nbsp; 6/6/2022 | &nbsp;&nbsp;&nbsp;&nbsp; 503176 | &nbsp;&nbsp;&nbsp;&nbsp; 447601 |
| 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; $41928416 | &nbsp;&nbsp; $39198407 |

---

*LVIP BlackRock Global Allocation Fund–43*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

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

The following foreign currency exchange contracts, futures contracts and swap contracts were outstanding at September 30, 2025:<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>|
| BNY | EUR | &nbsp;&nbsp; 5260185 | USD | &nbsp;&nbsp; (6212238)<br>| 12/17/25 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(8544)<br>|
| BNY | GBP | &nbsp;&nbsp; 6950315 | USD | &nbsp;&nbsp; (9407387)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (59060)<br>|
| BOA | CNH | &nbsp;&nbsp; 21822700 | USD | &nbsp;&nbsp; (3072765)<br>| 12/17/25 | &nbsp;&nbsp; 5579 | &nbsp;&nbsp; — |
| BOA | HUF | &nbsp;&nbsp; (144613342)<br>| USD | &nbsp;&nbsp; 436937 | 11/25/25 | &nbsp;&nbsp; 3124 | &nbsp;&nbsp; — |
| BOA | IDR | &nbsp;&nbsp; (43030140534)<br>| USD | &nbsp;&nbsp; 2610419 | 11/25/25 | &nbsp;&nbsp; 35036 | &nbsp;&nbsp; — |
| BOA | SGD | &nbsp;&nbsp; 5198914 | USD | &nbsp;&nbsp; (4083777)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (29834)<br>|
| BRC | BRL | &nbsp;&nbsp; 11863789 | USD | &nbsp;&nbsp; (2175068)<br>| 10/2/25 | &nbsp;&nbsp; 52930 | &nbsp;&nbsp; — |
| BRC | BRL | &nbsp;&nbsp; (14231286)<br>| USD | &nbsp;&nbsp; 2616894 | 10/2/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (55716)<br>|
| BRC | BRL | &nbsp;&nbsp; 14231286 | USD | &nbsp;&nbsp; (2675758)<br>| 10/2/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3148)<br>|
| BRC | BRL | &nbsp;&nbsp; (11863789)<br>| USD | &nbsp;&nbsp; 2230622 | 10/2/25 | &nbsp;&nbsp; 2624 | &nbsp;&nbsp; — |
| BRC | BRL | &nbsp;&nbsp; 470902 | USD | &nbsp;&nbsp; (85152)<br>| 12/17/25 | &nbsp;&nbsp; 1705 | &nbsp;&nbsp; — |
| BRC | CHF | &nbsp;&nbsp; (8807675)<br>| USD | &nbsp;&nbsp; 11087326 | 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (80971)<br>|
| BRC | EUR | &nbsp;&nbsp; 9475938 | USD | &nbsp;&nbsp; (11087326)<br>| 12/17/25 | &nbsp;&nbsp; 88293 | &nbsp;&nbsp; — |
| BRC | IDR | &nbsp;&nbsp; 343036911 | USD | &nbsp;&nbsp; (20785)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (271)<br>|
| BRC | JPY | &nbsp;&nbsp; (40371977)<br>| USD | &nbsp;&nbsp; 273000 | 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (945)<br>|
| BRC | MYR | &nbsp;&nbsp; 12387074 | USD | &nbsp;&nbsp; (2956836)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (12790)<br>|
| BRC | TRY | &nbsp;&nbsp; (23612814)<br>| USD | &nbsp;&nbsp; 527700 | 10/24/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (28538)<br>|
| BRC | TRY | &nbsp;&nbsp; (11342703)<br>| USD | &nbsp;&nbsp; 253800 | 12/26/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (128)<br>|
| BRC | TWD | &nbsp;&nbsp; 283700111 | USD | &nbsp;&nbsp; (9480371)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (111905)<br>|
| CBK | ARS | &nbsp;&nbsp; (80191500)<br>| USD | &nbsp;&nbsp; 53461 | 12/11/25 | &nbsp;&nbsp; 3741 | &nbsp;&nbsp; — |
| CBK | ARS | &nbsp;&nbsp; 193744034 | USD | &nbsp;&nbsp; (131441)<br>| 1/26/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (16488)<br>|
| CBK | ARS | &nbsp;&nbsp; (171600000)<br>| USD | &nbsp;&nbsp; 110000 | 1/26/26 | &nbsp;&nbsp; 8186 | &nbsp;&nbsp; — |
| CBK | CAD | &nbsp;&nbsp; (5011316)<br>| USD | &nbsp;&nbsp; 3630700 | 12/17/25 | &nbsp;&nbsp; 16533 | &nbsp;&nbsp; — |
| CBK | CLP | &nbsp;&nbsp; 173264000 | USD | &nbsp;&nbsp; (182000)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1757)<br>|
| CBK | COP | &nbsp;&nbsp; 4362392101 | USD | &nbsp;&nbsp; (1125270)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (17108)<br>|
| CBK | COP | &nbsp;&nbsp; (9682500509)<br>| USD | &nbsp;&nbsp; 2483743 | 11/25/25 | &nbsp;&nbsp; 32149 | &nbsp;&nbsp; — |
| CBK | EGP | &nbsp;&nbsp; (11043174)<br>| USD | &nbsp;&nbsp; 222903 | 10/2/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (7639)<br>|
| CBK | EGP | &nbsp;&nbsp; 11043174 | USD | &nbsp;&nbsp; (230136)<br>| 10/2/25 | &nbsp;&nbsp; 406 | &nbsp;&nbsp; — |
| CBK | EGP | &nbsp;&nbsp; 12992256 | USD | &nbsp;&nbsp; (239798)<br>| 11/20/25 | &nbsp;&nbsp; 25071 | &nbsp;&nbsp; — |
| CBK | EGP | &nbsp;&nbsp; (5521587)<br>| USD | &nbsp;&nbsp; 110014 | 1/5/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (307)<br>|
| CBK | EUR | &nbsp;&nbsp; (233000)<br>| USD | &nbsp;&nbsp; 274262 | 10/30/25 | &nbsp;&nbsp; 176 | &nbsp;&nbsp; — |
| CBK | IDR | &nbsp;&nbsp; 44211046048 | USD | &nbsp;&nbsp; (2659551)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (11311)<br>|
| CBK | INR | &nbsp;&nbsp; 267859511 | USD | &nbsp;&nbsp; (3026781)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (17293)<br>|
| CBK | KRW | &nbsp;&nbsp; 12634307501 | USD | &nbsp;&nbsp; (9137484)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (106786)<br>|
| CBK | NGN | &nbsp;&nbsp; 223460589 | USD | &nbsp;&nbsp; (140048)<br>| 12/5/25 | &nbsp;&nbsp; 8771 | &nbsp;&nbsp; — |
| CBK | PEN | &nbsp;&nbsp; 1895916 | USD | &nbsp;&nbsp; (542000)<br>| 10/30/25 | &nbsp;&nbsp; 3611 | &nbsp;&nbsp; — |
| CBK | PEN | &nbsp;&nbsp; (448374)<br>| USD | &nbsp;&nbsp; 128319 | 11/25/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (631)<br>|
| CBK | PHP | &nbsp;&nbsp; (66607571)<br>| USD | &nbsp;&nbsp; 1169929 | 11/25/25 | &nbsp;&nbsp; 30041 | &nbsp;&nbsp; — |
| CBK | TRY | &nbsp;&nbsp; 40519027 | USD | &nbsp;&nbsp; (900978)<br>| 12/17/25 | &nbsp;&nbsp; 13179 | &nbsp;&nbsp; — |
| CBK | UYU | &nbsp;&nbsp; (6280192)<br>| USD | &nbsp;&nbsp; 156150 | 11/25/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (16)<br>|
| CIBC | CAD | &nbsp;&nbsp; 48128967 | USD | &nbsp;&nbsp; (34869303)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (158631)<br>|
| CIBC | EUR | &nbsp;&nbsp; (4402448)<br>| USD | &nbsp;&nbsp; 5216239 | 12/17/25 | &nbsp;&nbsp; 24132 | &nbsp;&nbsp; — |
| CIBC | EUR | &nbsp;&nbsp; (3918109)<br>| USD | &nbsp;&nbsp; 4609500 | 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (11393)<br>|
| CIBC | GBP | &nbsp;&nbsp; 14974416 | USD | &nbsp;&nbsp; (20263374)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (122452)<br>|
| CIBC | JPY | &nbsp;&nbsp; 64846734 | USD | &nbsp;&nbsp; (441000)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (981)<br>|
| CIBC | JPY | &nbsp;&nbsp; 1943737350 | USD | &nbsp;&nbsp; (13321761)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (71456)<br>|
| CIBC | PLN | &nbsp;&nbsp; 5290182 | USD | &nbsp;&nbsp; (1466085)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (11230)<br>|
| CIBC | ZAR | &nbsp;&nbsp; 28328694 | USD | &nbsp;&nbsp; (1637737)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1011)<br>|
| CIBC | ZAR | &nbsp;&nbsp; 130207734 | USD | &nbsp;&nbsp; (7432131)<br>| 12/17/25 | &nbsp;&nbsp; 65134 | &nbsp;&nbsp; — |
| DB | CNH | &nbsp;&nbsp; 16845899 | USD | &nbsp;&nbsp; (2374462)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (5853)<br>|
| DB | EUR | &nbsp;&nbsp; (298324)<br>| USD | &nbsp;&nbsp; 350940 | 10/16/25 | &nbsp;&nbsp; 334 | &nbsp;&nbsp; — |
| DB | EUR | &nbsp;&nbsp; (38736213)<br>| USD | &nbsp;&nbsp; 45431618 | 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (252635)<br>|
| DB | EUR | &nbsp;&nbsp; (1516153)<br>| USD | &nbsp;&nbsp; 1788834 | 12/17/25 | &nbsp;&nbsp; 732 | &nbsp;&nbsp; — |
| DB | JPY | &nbsp;&nbsp; 2141469256 | USD | &nbsp;&nbsp; (14526807)<br>| 12/17/25 | &nbsp;&nbsp; 71420 | &nbsp;&nbsp; — |
| GSI | ARS | &nbsp;&nbsp; 301716000 | USD | &nbsp;&nbsp; (204000)<br>| 12/11/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (16933)<br>|
| GSI | ARS | &nbsp;&nbsp; (72808500)<br>| USD | &nbsp;&nbsp; 48539 | 12/11/25 | &nbsp;&nbsp; 3397 | &nbsp;&nbsp; — |
| GSI | BRL | &nbsp;&nbsp; 1935697 | USD | &nbsp;&nbsp; (363000)<br>| 10/2/25 | &nbsp;&nbsp; 521 | &nbsp;&nbsp; — |
| GSI | BRL | &nbsp;&nbsp; (1935697)<br>| USD | &nbsp;&nbsp; 363949 | 10/2/25 | &nbsp;&nbsp; 428 | &nbsp;&nbsp; — |

---

*LVIP BlackRock Global Allocation Fund–44*

------

**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>|
| GSI | CHF | &nbsp;&nbsp; (8421928)<br>| USD | &nbsp;&nbsp; 10658798 | 12/17/25 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(20364)<br>|
| GSI | EUR | &nbsp;&nbsp; 233000 | USD | &nbsp;&nbsp; (272608)<br>| 10/30/25 | &nbsp;&nbsp; 1478 | &nbsp;&nbsp; — |
| GSI | HUF | &nbsp;&nbsp; 770101997 | USD | &nbsp;&nbsp; (2277224)<br>| 12/17/25 | &nbsp;&nbsp; 29941 | &nbsp;&nbsp; — |
| GSI | NOK | &nbsp;&nbsp; 105800294 | USD | &nbsp;&nbsp; (10658798)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (54816)<br>|
| GSI | NZD | &nbsp;&nbsp; 1752447 | USD | &nbsp;&nbsp; (1045061)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (25947)<br>|
| GSI | PEN | &nbsp;&nbsp; (1015344)<br>| USD | &nbsp;&nbsp; 289000 | 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3198)<br>|
| GSI | PLN | &nbsp;&nbsp; (728014)<br>| USD | &nbsp;&nbsp; 200227 | 11/25/25 | &nbsp;&nbsp; 93 | &nbsp;&nbsp; — |
| GSI | PLN | &nbsp;&nbsp; 13207782 | USD | &nbsp;&nbsp; (3617490)<br>| 12/17/25 | &nbsp;&nbsp; 11561 | &nbsp;&nbsp; — |
| GSI | ZAR | &nbsp;&nbsp; (118050834)<br>| USD | &nbsp;&nbsp; 6760039 | 11/25/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (48599)<br>|
| GSI | ZAR | &nbsp;&nbsp; 32270187 | USD | &nbsp;&nbsp; (1853217)<br>| 11/25/25 | &nbsp;&nbsp; 7982 | &nbsp;&nbsp; — |
| HSBC | BRL | &nbsp;&nbsp; (1930447)<br>| USD | &nbsp;&nbsp; 361000 | 10/2/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1535)<br>|
| HSBC | BRL | &nbsp;&nbsp; 1930447 | USD | &nbsp;&nbsp; (362962)<br>| 10/2/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (427)<br>|
| HSBC | BRL | &nbsp;&nbsp; 42405528 | USD | &nbsp;&nbsp; (7843072)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (21418)<br>|
| HSBC | CNH | &nbsp;&nbsp; 219711855 | USD | &nbsp;&nbsp; (31063473)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (70574)<br>|
| HSBC | EUR | &nbsp;&nbsp; (6517410)<br>| USD | &nbsp;&nbsp; 7843072 | 12/17/25 | &nbsp;&nbsp; 156647 | &nbsp;&nbsp; — |
| HSBC | GBP | &nbsp;&nbsp; (22477010)<br>| USD | &nbsp;&nbsp; 30417598 | 12/17/25 | &nbsp;&nbsp; 185523 | &nbsp;&nbsp; — |
| HSBC | HKD | &nbsp;&nbsp; 48431945 | USD | &nbsp;&nbsp; (6234240)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (496)<br>|
| HSBC | KRW | &nbsp;&nbsp; 376687290 | USD | &nbsp;&nbsp; (271000)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2389)<br>|
| HSBC | MXN | &nbsp;&nbsp; (81431150)<br>| USD | &nbsp;&nbsp; 4419807 | 11/25/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (50)<br>|
| JPM | ARS | &nbsp;&nbsp; 131864351 | USD | &nbsp;&nbsp; (88559)<br>| 1/26/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (10321)<br>|
| JPM | AUD | &nbsp;&nbsp; 41107126 | USD | &nbsp;&nbsp; (27232735)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (7069)<br>|
| JPM | BRL | &nbsp;&nbsp; (22927783)<br>| USD | &nbsp;&nbsp; 4311083 | 10/2/25 | &nbsp;&nbsp; 5286 | &nbsp;&nbsp; — |
| JPM | BRL | &nbsp;&nbsp; 22927783 | USD | &nbsp;&nbsp; (4311139)<br>| 10/2/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (5342)<br>|
| JPM | BRL | &nbsp;&nbsp; (12785995)<br>| USD | &nbsp;&nbsp; 2385558 | 11/4/25 | &nbsp;&nbsp; 3993 | &nbsp;&nbsp; — |
| JPM | BRL | &nbsp;&nbsp; 10221408 | USD | &nbsp;&nbsp; (1907068)<br>| 11/4/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3192)<br>|
| JPM | CNH | &nbsp;&nbsp; 3569387 | USD | &nbsp;&nbsp; (503000)<br>| 12/17/25 | &nbsp;&nbsp; 503 | &nbsp;&nbsp; — |
| JPM | CZK | &nbsp;&nbsp; 35779983 | USD | &nbsp;&nbsp; (1744812)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (17894)<br>|
| JPM | EUR | &nbsp;&nbsp; 202323 | USD | &nbsp;&nbsp; (239492)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1492)<br>|
| JPM | EUR | &nbsp;&nbsp; 302000 | USD | &nbsp;&nbsp; (358946)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2777)<br>|
| JPM | EUR | &nbsp;&nbsp; (302000)<br>| USD | &nbsp;&nbsp; 361029 | 12/17/25 | &nbsp;&nbsp; 4860 | &nbsp;&nbsp; — |
| JPM | EUR | &nbsp;&nbsp; (1130743)<br>| USD | &nbsp;&nbsp; 1332949 | 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (613)<br>|
| JPM | JPY | &nbsp;&nbsp; 15445180507 | USD | &nbsp;&nbsp; (105817899)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (529319)<br>|
| JPM | MXN | &nbsp;&nbsp; 40803695 | USD | &nbsp;&nbsp; (2215665)<br>| 10/30/25 | &nbsp;&nbsp; 4872 | &nbsp;&nbsp; — |
| JPM | MXN | &nbsp;&nbsp; (19584131)<br>| USD | &nbsp;&nbsp; 1042427 | 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (18049)<br>|
| JPM | PEN | &nbsp;&nbsp; (1759705)<br>| USD | &nbsp;&nbsp; 504865 | 11/25/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1220)<br>|
| JPM | PEN | &nbsp;&nbsp; 451904 | USD | &nbsp;&nbsp; (129064)<br>| 11/25/25 | &nbsp;&nbsp; 902 | &nbsp;&nbsp; — |
| MSC | BRL | &nbsp;&nbsp; 1916911 | USD | &nbsp;&nbsp; (358000)<br>| 11/4/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (949)<br>|
| MSC | CZK | &nbsp;&nbsp; (40267986)<br>| USD | &nbsp;&nbsp; 1962444 | 11/25/25 | &nbsp;&nbsp; 18082 | &nbsp;&nbsp; — |
| MSC | DKK | &nbsp;&nbsp; 59327551 | USD | &nbsp;&nbsp; (9357315)<br>| 12/17/25 | &nbsp;&nbsp; 23344 | &nbsp;&nbsp; — |
| MSC | EUR | &nbsp;&nbsp; 121932 | USD | &nbsp;&nbsp; (143398)<br>| 10/16/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (97)<br>|
| MSC | EUR | &nbsp;&nbsp; (6493449)<br>| USD | &nbsp;&nbsp; 7719877 | 12/17/25 | &nbsp;&nbsp; 61711 | &nbsp;&nbsp; — |
| MSC | GBP | &nbsp;&nbsp; 1813748 | USD | &nbsp;&nbsp; (2421435)<br>| 12/17/25 | &nbsp;&nbsp; 18096 | &nbsp;&nbsp; — |
| MSC | MXN | &nbsp;&nbsp; 143527956 | USD | &nbsp;&nbsp; (7719877)<br>| 12/17/25 | &nbsp;&nbsp; 52121 | &nbsp;&nbsp; — |
| MSC | MYR | &nbsp;&nbsp; (5949308)<br>| USD | &nbsp;&nbsp; 1425906 | 11/25/25 | &nbsp;&nbsp; 10387 | &nbsp;&nbsp; — |
| MSC | NGN | &nbsp;&nbsp; 219973223 | USD | &nbsp;&nbsp; (140047)<br>| 11/4/25 | &nbsp;&nbsp; 7435 | &nbsp;&nbsp; — |
| MSC | NOK | &nbsp;&nbsp; (87192057)<br>| USD | &nbsp;&nbsp; 8784780 | 12/17/25 | &nbsp;&nbsp; 45834 | &nbsp;&nbsp; — |
| MSC | THB | &nbsp;&nbsp; 83706624 | USD | &nbsp;&nbsp; (2631291)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (41498)<br>|
| MSC | THB | &nbsp;&nbsp; (57776153)<br>| USD | &nbsp;&nbsp; 1827838 | 11/25/25 | &nbsp;&nbsp; 36960 | &nbsp;&nbsp; — |
| RBC | CAD | &nbsp;&nbsp; 5513288 | USD | &nbsp;&nbsp; (3985199)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (9009)<br>|
| RBC | SEK | &nbsp;&nbsp; 69439192 | USD | &nbsp;&nbsp; (7460184)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (48045)<br>|
| SCB | CAD | &nbsp;&nbsp; (370435)<br>| USD | &nbsp;&nbsp; 268000 | 10/30/25 | &nbsp;&nbsp; 1403 | &nbsp;&nbsp; — |
| SCB | CNH | &nbsp;&nbsp; (3035543)<br>| USD | &nbsp;&nbsp; 429727 | 11/25/25 | &nbsp;&nbsp; 2183 | &nbsp;&nbsp; — |
| SCB | MXN | &nbsp;&nbsp; (7458405)<br>| USD | &nbsp;&nbsp; 404433 | 11/25/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (388)<br>|
| SGN | AUD | &nbsp;&nbsp; 9635400 | USD | &nbsp;&nbsp; (6383550)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1927)<br>|
| SGN | CHF | &nbsp;&nbsp; (96948)<br>| USD | &nbsp;&nbsp; 123000 | 10/30/25 | &nbsp;&nbsp; 742 | &nbsp;&nbsp; — |
| SGN | CHF | &nbsp;&nbsp; 39506764 | USD | &nbsp;&nbsp; (49998522)<br>| 12/17/25 | &nbsp;&nbsp; 96793 | &nbsp;&nbsp; — |
| SGN | GBP | &nbsp;&nbsp; 2025536 | USD | &nbsp;&nbsp; (2724364)<br>| 12/17/25 | &nbsp;&nbsp; 27 | &nbsp;&nbsp; — |
| SGN | HKD | &nbsp;&nbsp; (146635780)<br>| USD | &nbsp;&nbsp; 18874626 | 12/17/25 | &nbsp;&nbsp; 930 | &nbsp;&nbsp; — |
| SGN | INR | &nbsp;&nbsp; (28225098)<br>| USD | &nbsp;&nbsp; 318841 | 12/17/25 | &nbsp;&nbsp; 2656 | &nbsp;&nbsp; — |
| SGN | PEN | &nbsp;&nbsp; (951210)<br>| USD | &nbsp;&nbsp; 271000 | 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2741)<br>|
| SGN | TRY | &nbsp;&nbsp; 60051731 | USD | &nbsp;&nbsp; (1372800)<br>| 10/24/25 | &nbsp;&nbsp; 41819 | &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>|
| SSB | CNY | &nbsp;&nbsp; 1320476 | USD | &nbsp;&nbsp; (185108)<br>| 10/9/25 | &nbsp;&nbsp; $765 | &nbsp;&nbsp; $— |
| SSB | CNY | &nbsp;&nbsp; (1904963)<br>| USD | &nbsp;&nbsp; 267044 | 10/9/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1103)<br>|
| UBS | EUR | &nbsp;&nbsp; (277262)<br>| USD | &nbsp;&nbsp; 329441 | 11/25/25 | &nbsp;&nbsp; 2854 | &nbsp;&nbsp; — |
| UBS | EUR | &nbsp;&nbsp; 38556853 | USD | &nbsp;&nbsp; (45362489)<br>| 12/17/25 | &nbsp;&nbsp; 110232 | &nbsp;&nbsp; — |
| UBS | EUR | &nbsp;&nbsp; 1193277 | USD | &nbsp;&nbsp; (1420626)<br>| 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (13313)<br>|
| UBS | HUF | &nbsp;&nbsp; 327742719 | USD | &nbsp;&nbsp; (990634)<br>| 10/30/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (5929)<br>|
| UBS | PLN | &nbsp;&nbsp; (16152643)<br>| USD | &nbsp;&nbsp; 4487358 | 11/25/25 | &nbsp;&nbsp; 46915 | &nbsp;&nbsp; — |
| UBS | TRY | &nbsp;&nbsp; 41188008 | USD | &nbsp;&nbsp; (916511)<br>| 12/17/25 | &nbsp;&nbsp; 12739 | &nbsp;&nbsp; — |
| UBS | ZAR | &nbsp;&nbsp; 6964283 | USD | &nbsp;&nbsp; (400316)<br>| 11/25/25 | &nbsp;&nbsp; 1353 | &nbsp;&nbsp; — |
| **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; $1506275 | &nbsp;&nbsp; $(2195861)<br>|

---

**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:** |
| (720) | CBOT 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; $(81000000)<br>| &nbsp;&nbsp; $(80574589)<br>| &nbsp;&nbsp; 12/19/25 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(425411)<br>|
| (498) | CBOT 2 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; (103782422)<br>| &nbsp;&nbsp; (103737910)<br>| &nbsp;&nbsp; 12/31/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (44512)<br>|
| 925 | CBOT 5 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; 101005665 | &nbsp;&nbsp; 101030781 | &nbsp;&nbsp; 12/31/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (25116)<br>|
| 101 | CBOT U.S. Long Bond Futures | &nbsp;&nbsp; 11775969 | &nbsp;&nbsp; 11481137 | &nbsp;&nbsp; 12/19/25 | &nbsp;&nbsp; 294832 | &nbsp;&nbsp; — |
| 240 | Eurex 10 Year Euro BUND Futures | &nbsp;&nbsp; 36227446 | &nbsp;&nbsp; 36048518 | &nbsp;&nbsp; 12/8/25 | &nbsp;&nbsp; 178928 | &nbsp;&nbsp; — |
| 58 | Eurex 2 Year Euro SCHATZ Futures | &nbsp;&nbsp; 7284797 | &nbsp;&nbsp; 7292343 | &nbsp;&nbsp; 12/8/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (7546)<br>|
| (8) | Eurex 30 Year Euro BUXL Futures | &nbsp;&nbsp; (1075243)<br>| &nbsp;&nbsp; (1044427)<br>| &nbsp;&nbsp; 12/8/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (30816)<br>|
| 401 | Eurex 5 Year Euro BOBL Futures | &nbsp;&nbsp; 55464278 | &nbsp;&nbsp; 55450611 | &nbsp;&nbsp; 12/8/25 | &nbsp;&nbsp; 13667 | &nbsp;&nbsp; — |
| 71 | Euro-BTP Italian Bond Futures | &nbsp;&nbsp; 9989574 | &nbsp;&nbsp; 9878777 | &nbsp;&nbsp; 12/8/25 | &nbsp;&nbsp; 110797 | &nbsp;&nbsp; — |
| 74 | French Government Bond Futures | &nbsp;&nbsp; 10542858 | &nbsp;&nbsp; 10428248 | &nbsp;&nbsp; 12/8/25 | &nbsp;&nbsp; 114610 | &nbsp;&nbsp; — |
| 82 | Long Gilt Futures | &nbsp;&nbsp; 10017995 | &nbsp;&nbsp; 9978948 | &nbsp;&nbsp; 12/29/25 | &nbsp;&nbsp; 39047 | &nbsp;&nbsp; — |
| 263 | SFE 10 Year Australian Bond Futures | &nbsp;&nbsp; 19726257 | &nbsp;&nbsp; 19744766 | &nbsp;&nbsp; 12/15/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (18509)<br>|
| 45 | Three-Month SOFR Futures | &nbsp;&nbsp; 10835438 | &nbsp;&nbsp; 10798938 | &nbsp;&nbsp; 3/17/26 | &nbsp;&nbsp; 36500 | &nbsp;&nbsp; — |
| 15 | TSE Japanese 10 Year Bond Futures | &nbsp;&nbsp; 13773202 | &nbsp;&nbsp; 13908140 | &nbsp;&nbsp; 12/15/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (134938)<br>|
| (1560) | Ultra 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; (179521875)<br>| &nbsp;&nbsp; (177054043)<br>| &nbsp;&nbsp; 12/19/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2467832)<br>|
| 770 | Ultra U.S. Treasury Bond Futures | &nbsp;&nbsp; 92448125 | &nbsp;&nbsp; 90435881 | &nbsp;&nbsp; 12/19/25 | &nbsp;&nbsp; 2012244 | &nbsp;&nbsp; — |
|  |  |  |  |  | &nbsp;&nbsp; 2800625 | &nbsp;&nbsp; (3154680)<br>|
| **Equity Contracts:** | **Equity Contracts:** | **Equity Contracts:** | **Equity Contracts:** | **Equity Contracts:** | **Equity Contracts:** | **Equity Contracts:** |
| (3) | CBOE Volatility Index Futures | &nbsp;&nbsp; (52764)<br>| &nbsp;&nbsp; (56811)<br>| &nbsp;&nbsp; 10/22/25 | &nbsp;&nbsp; 4047 | &nbsp;&nbsp; — |
| (2) | CBOE Volatility Index Futures | &nbsp;&nbsp; (38498)<br>| &nbsp;&nbsp; (42584)<br>| &nbsp;&nbsp; 11/19/25 | &nbsp;&nbsp; 4086 | &nbsp;&nbsp; — |
| 2 | CBOE Volatility Index Futures | &nbsp;&nbsp; 39600 | &nbsp;&nbsp; 42596 | &nbsp;&nbsp; 12/17/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2996)<br>|
| (1) | CBOE Volatility Index Futures | &nbsp;&nbsp; (20689)<br>| &nbsp;&nbsp; (22267)<br>| &nbsp;&nbsp; 1/21/26 | &nbsp;&nbsp; 1578 | &nbsp;&nbsp; — |
| 1 | CBOE Volatility Index Futures | &nbsp;&nbsp; 21232 | &nbsp;&nbsp; 22303 | &nbsp;&nbsp; 3/18/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1071)<br>|
| 1 | CBOE Volatility Index Futures | &nbsp;&nbsp; 21450 | &nbsp;&nbsp; 22143 | &nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (693)<br>|
| 2 | CBOE Volatility Index Futures | &nbsp;&nbsp; 42946 | &nbsp;&nbsp; 43306 | &nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (360)<br>|
| (194) | CME E-mini NASDAQ 100 Index Futures | &nbsp;&nbsp; (96618790)<br>| &nbsp;&nbsp; (95420490)<br>| &nbsp;&nbsp; 12/19/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1198300)<br>|
| 90 | CME E-mini Russell 2000 Index Futures | &nbsp;&nbsp; 11049750 | &nbsp;&nbsp; 11101178 | &nbsp;&nbsp; 12/19/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (51428)<br>|
| 175 | CME E-mini S&P 500 Index Futures | &nbsp;&nbsp; 58964062 | &nbsp;&nbsp; 58531375 | &nbsp;&nbsp; 12/19/25 | &nbsp;&nbsp; 432687 | &nbsp;&nbsp; — |
| 119 | Eurex EURO STOXX 50 Futures | &nbsp;&nbsp; 7741444 | &nbsp;&nbsp; 7538526 | &nbsp;&nbsp; 12/19/25 | &nbsp;&nbsp; 202918 | &nbsp;&nbsp; — |
| 382 | Eurex EURO STOXX Banks Index Futures | &nbsp;&nbsp; 5213666 | &nbsp;&nbsp; 5128148 | &nbsp;&nbsp; 12/19/25 | &nbsp;&nbsp; 85518 | &nbsp;&nbsp; — |
| (17) | FTSE 100 Index Futures | &nbsp;&nbsp; (2150864)<br>| &nbsp;&nbsp; (2117106)<br>| &nbsp;&nbsp; 12/19/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (33758)<br>|
| 96 | IFSC NIFTY 50 Index Futures | &nbsp;&nbsp; 4754208 | &nbsp;&nbsp; 4765007 | &nbsp;&nbsp; 10/28/25 | &nbsp;&nbsp; — | &nbsp;&nbsp; (10799)<br>|
| 88 | KFE KOSPI 200 Index Futures | &nbsp;&nbsp; 7461388 | &nbsp;&nbsp; 6927556 | &nbsp;&nbsp; 12/11/25 | &nbsp;&nbsp; 533832 | &nbsp;&nbsp; — |
| 4 | Montreal Exchange S&P/TSX 60 Index Futures | &nbsp;&nbsp; 1019070 | &nbsp;&nbsp; 1000592 | &nbsp;&nbsp; 12/18/25 | &nbsp;&nbsp; 18478 | &nbsp;&nbsp; — |
| 115 | OSE Nikkei 225 Index Futures | &nbsp;&nbsp; 34985631 | &nbsp;&nbsp; 33766107 | &nbsp;&nbsp; 12/11/25 | &nbsp;&nbsp; 1219524 | &nbsp;&nbsp; — |
|  |  |  |  |  | &nbsp;&nbsp; 2502668 | &nbsp;&nbsp; (1299405)<br>|
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp; $5303293 | &nbsp;&nbsp; $(4454085)<br>|

---

*LVIP BlackRock Global Allocation Fund–46*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

**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 | $(20793) | $(15169) | $— | $(5624) |
| CDX.NA.HY.44 - Quarterly<sup>3</sup> <br>| 5633000 | (5.00%) | 6/20/30 | (456949) | (388109) |  | (68840) |
| CDX.NA.IG.44 - Quarterly<sup>4</sup> <br>| 10517945 | (1.00%) | 6/20/30 | (241870) | (224432) |  | (17438) |
|  |  |  |  |  | (627710) |  | (91902) |
| **Protection Sold** |  |  |  |  |  |  |  |
| CDX.NA.HY.39- Quarterly<sup>3</sup> <br>| 1954835 | (5.00%) | 12/20/27 | 130607 | (13116) | 143723 |  |
| CDX.NA.HY.41- Quarterly<sup>3</sup> <br>| 3773088 | (5.00%) | 12/20/28 | 301290 | 91682 | 209608 |  |
| CDX.NA.IG.39- Quarterly<sup>4</sup> <br>| 1578595 | (1.00%) | 12/20/27 | 26033 | 1090 | 24943 |  |
| &nbsp;&nbsp; ITRAXX Europe.42- Quar-<br> terly<sup>5</sup> <br>| EUR 8,470,802 | (5.00%) | 12/20/29 | 1022745 | 639869 | 382876 |  |
| &nbsp;&nbsp; ITRAXX Europe.43- Quar-<br> terly<sup>5</sup> <br>| EUR 247,128 | (5.00%) | 6/20/30 | 31688 | 23026 | 8662 |  |
|  |  |  |  |  | 742551 | 769812 |  |

---

&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; GS Ally Financial, Inc. 5.54 - <br> 01/17/2031 - Quarterly<br>| 275000 | (5.00%) | 6/20/30 | $(43854) | $(37892) | $— | $(5962) |
| &nbsp;&nbsp; DB Boeing Co. 2.60 - <br> 10/30/2025 - Quarterly<br>| 900000 | (1.00%) | 12/20/28 | (15317) | (2839) |  | (12478) |
| &nbsp;&nbsp; JPM Boeing Co. 2.60 - <br> 10/30/2025 - Quarterly<br>| 900000 | (1.00%) | 6/20/29 | (16114) | 8039 |  | (24153) |
| &nbsp;&nbsp; BNP BorgWarner, Inc. 3.38 - <br> 03/15/2025 - Quarterly<br>| 45000 | (1.00%) | 12/20/27 | (754) | 278 |  | (1032) |
| &nbsp;&nbsp; GS Community Health Sys-<br> tems, Inc. 6.88 - 04/01/2028 - <br> Quarterly<br>| 30000 | (5.00%) | 6/20/26 | (44) | 776 |  | (820) |
| &nbsp;&nbsp; GS Community Health Sys-<br> tems, Inc. 6.88 - 04/01/2028 - <br> Quarterly<br>| 65000 | (5.00%) | 6/20/26 | (96) | 2180 |  | (2276) |
| &nbsp;&nbsp; JPM Credit Suisse Group 5.00 <br> - 07/29/2019 - Quarterly<br>| EUR 840,000 | (1.00%) | 6/20/28 | (19360) | 15631 |  | (34991) |
| &nbsp;&nbsp; BNP Deutsche Bank AG 1.75 <br> - 11/29/2030 - Quarterly<br>| EUR 457,382 | (1.00%) | 12/20/29 | (7077) | (2489) |  | (4588) |
| &nbsp;&nbsp; JPM DXC Technology Co. 1.80 <br> - 09/15/2026 - Quarterly<br>| 170000 | (5.00%) | 6/20/29 | (24691) | (16040) |  | (8651) |
| &nbsp;&nbsp; JPM DXC Technology Co. 1.80 <br> - 09/15/2026 - Quarterly<br>| 85000 | (5.00%) | 6/20/29 | (12346) | (7089) |  | (5257) |
| &nbsp;&nbsp; JPM Hertz Corp. 5 - <br> 12/01/2029 - Quarterly<br>| 45000 | (5.00%) | 12/20/25 | (103) | 685 |  | (788) |
| &nbsp;&nbsp; BNP Intesa Sanpaolo SpA <br> 0.01 - 03/03/2017 - Quarterly<br>| EUR 470,111 | (1.00%) | 6/20/30 | (16427) | (9452) |  | (6975) |
| &nbsp;&nbsp; JPM Intesa Sanpaolo SpA <br> 3.92 - 02/24/2026 - Quarterly<br>| EUR 435,236 | (1.00%) | 12/20/29 | (5500) |  |  | (5500) |
| &nbsp;&nbsp; DB Occidental Petroleum <br> Corp. 5.55 - 03/15/2026 - <br> Quarterly<br>| 160000 | (1.00%) | 6/20/30 | (1795) | (401) |  | (1394) |

---

*LVIP BlackRock Global Allocation Fund–47*

------

**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; JPM Panama Government <br> International Bonds 8.88 <br> 09/30/2027 - Quarterly<br>| 65000 | (1.00%) | 12/20/30 | $1253 | $1350 | $— | $(97) |
| &nbsp;&nbsp; BRC Pitney Bowes, Inc. 4.63 - <br> 03/15/2024 - Quarterly<br>| 50000 | (1.00%) | 12/20/27 | 65 | 5772 |  | (5707) |
| &nbsp;&nbsp; GS Pitney Bowes, Inc. 4.63 - <br> 03/15/2024 - Quarterly<br>| 55000 | (1.00%) | 12/20/27 | 72 | 6354 |  | (6282) |
| &nbsp;&nbsp; CBK Pitney Bowes, Inc. 4.63 - <br> 03/15/2024 - Quarterly<br>| 30000 | (1.00%) | 12/20/27 | 39 | 3645 |  | (3606) |
| &nbsp;&nbsp; CBK Pitney Bowes, Inc. 4.63 - <br> 03/15/2024 - Quarterly<br>| 40000 | (1.00%) | 12/20/27 | 52 | 5003 |  | (4951) |
| &nbsp;&nbsp; BOA Pitney Bowes, Inc. 4.63 - <br> 03/15/2024 - Quarterly<br>| 80000 | (1.00%) | 12/20/27 | 105 | 9492 |  | (9387) |
| &nbsp;&nbsp; JPM Simon Property <br> Group LP 2.65 - 07/15/2030 - <br> Quarterly<br>| 460000 | (1.00%) | 6/20/28 | (8331) | 5755 |  | (14086) |
| &nbsp;&nbsp; BNP Simon Property <br> Group LP 2.65 - 07/15/2030 - <br> Quarterly<br>| 125000 | (1.00%) | 6/20/30 | (2594) | (631) |  | (1963) |
| &nbsp;&nbsp; GS Southwest Airlines Co. <br> 5.13 - 06/15/2027 - Quarterly<br>| 0 | (1.00%) | 6/20/30 | (36) | 5 |  | (41) |
| &nbsp;&nbsp; GS Southwest Airlines Co. <br> 5.13 - 06/15/2027 - Quarterly<br>| 655000 | (1.00%) | 12/20/30 | 2858 | 3022 |  | (164) |
| &nbsp;&nbsp; GSI Telecom Italia SpA 3.00 - <br> 09/30/2025 - Quarterly<br>| EUR 205,000 | (1.00%) | 12/20/29 | (190) | 8517 |  | (8707) |
| &nbsp;&nbsp; JPM Xerox Corp. 3.80 - <br> 05/15/2024 - Quarterly<br>| 90000 | (1.00%) | 12/20/27 | 30357 | 4680 | 25677 |  |
|  |  |  |  |  | 4351 | 25677 | (169856) |
| **Protection Sold** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; BNP AXA SA 1.125 - <br> 05/15/2028 - Quarterly<br>| EUR 470,111 | (1.00%) | 6/20/30 | 14747 | 9211 | 5536 |  |
| &nbsp;&nbsp; DB Eutelsat SA 2.25 - <br> 07/13/2027 - Quarterly<br>| EUR 112,907 | (5.00%) | 12/20/29 | 15184 | (9660) | 24844 |  |
| &nbsp;&nbsp; BNP Eutelsat SA 2.25 - <br> 07/13/2027 - Quarterly<br>| EUR 212,000 | (5.00%) | 12/20/30 | 28576 | 28602 |  | (26) |
| &nbsp;&nbsp; JPM Eutelsat SA 2.25 - <br> 07/13/2027 - Quarterly<br>| EUR 126,000 | (5.00%) | 6/20/30 | 17028 | 3838 | 13190 |  |
| &nbsp;&nbsp; GSI Forvia SE 3.13 - <br> 06/15/2026 - Quarterly<br>| EUR 113,000 | (5.00%) | 12/20/29 | 14264 | 6849 | 7415 |  |
| &nbsp;&nbsp; BNP Hannover Rueck SE 1.13 <br> - 10/09/2039 - Quarterly<br>| EUR 228,691 | (1.00%) | 12/20/29 | 3889 | 1208 | 2681 |  |
| &nbsp;&nbsp; BNP ITRAXX.XO.42 - Quar-<br> terly<sup>6</sup> <br>| EUR 743,000 | (5.00%) | 12/20/29 | 122163 | 79188 | 42975 |  |
| &nbsp;&nbsp; BNP ITRAXX.XO.42 - Quar-<br> terly<sup>6</sup> <br>| EUR 425,000 | (5.00%) | 12/20/29 | 32175 | 26847 | 5328 |  |
| &nbsp;&nbsp; BNP ITRAXX.XO.42 - Quar-<br> terly<sup>6</sup> <br>| EUR 425,000 | (5.00%) | 12/20/29 | 32174 | 27680 | 4494 |  |
| &nbsp;&nbsp; BNP Muenchener <br> Rueckversicherungs-<br> Gesellschaft AG 1.25 - <br> 05/26/2041 - Quarterly<br>| EUR 228,691 | (1.00%) | 12/20/29 | 3979 | 1256 | 2723 |  |

---

*LVIP BlackRock Global Allocation Fund–48*

------

**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; JPM Swedbank AB 3.00 - <br> 12/05/2027 - Quarterly<br>| EUR 435,236 | (1.00%) | 12/20/29 | $3828 | $(1101) | $4929 | $— |
| &nbsp;&nbsp; JPM Vistra Operations Co. <br> LLC 5.50 - 09/01/2026 - <br> Quarterly<br>| 239000 | (5.00%) | 12/20/25 | 2814 | 927 | 1887 |  |
| &nbsp;&nbsp; JPM Vistra Operations Co. <br> LLC 5.50 - 09/01/2026 - <br> Quarterly<br>| 0 | (5.00%) | 12/20/29 | 13 | 9 | 4 |  |
| &nbsp;&nbsp; CBK Vistra Operations Co. <br> LLC 5.50 - 09/01/2026 - <br> Quarterly<br>| 0 | (5.00%) | 12/20/29 | 24 | 17 | 7 |  |
| &nbsp;&nbsp; JPM Vistra Operations Co. <br> LLC 5.50 - 09/01/2026 - <br> Quarterly<br>| 85000 | (5.00%) | 12/20/30 | 16322 | 16216 | 106 |  |
| &nbsp;&nbsp; JPM Vistra Operations Co. <br> LLC 5.50 - 09/01/2026 - <br> Quarterly<br>| 45000 | (5.00%) | 12/20/30 | 8641 | 8585 | 56 |  |
| &nbsp;&nbsp; DB ZF Europe Finance BV <br> 2.50 10/23/2027 - Quarterly<br>| EUR 214,000 | (5.00%) | 12/20/28 | 16897 | 16599 | 298 |  |
|  |  |  |  |  | 216271 | 116473 | (26) |
|  |  |  |  |  | 220622 | 142150 | (169882) |
| **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | $335463 | $911962 | $(261784) |

---

**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 | $65483 | $65483 | $— |

---

**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 | $(611536) | $231 | $— | $(611767) |
| EUR 3,655,837 | 0.02 | EURIBOR06M | Receive | Annual/Semiannual | 8/26/31 | 578380 | 47 | 578333 |  |
| ZAR 32,110,438 | 9.90 | JIBAR03M | Pay | Quarterly | 9/20/33 | 257856 | 23 | 257833 |  |
| ZAR 16,055,219 | 9.92 | JIBAR03M | Pay | Quarterly | 9/20/33 | 130208 | 14 | 130194 |  |
| ZAR 16,055,220 | 9.90 | JIBAR03M | Pay | Quarterly | 9/20/33 | 128985 | 14 | 128971 |  |
| 1669600 | 4.25 | SOFR12M | Receive | Annual | 9/29/43 | (65903) | 1027 |  | (66930) |
| EUR 8,364,000 | 2.34 | 1 day EUR STR | Pay | Annual | 1/19/33 | (79068) | 86 |  | (79154) |
| GBP 7,195,000 | 4.86 | SONIA12M | Pay | Annual | 6/20/28 | 289129 | (11) | 289140 |  |
| 5872019 | 3.65 | SOFR12M | Receive | Annual | 11/3/53 | 336892 | 177 | 336715 |  |

---

*LVIP BlackRock Global Allocation Fund–49*

------

**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)** |  |  |  |  |  |  |  |  |  |
| 5476382 | 3.46 | SOFR12M | Receive | Annual | 12/15/36 | $125048 | $91 | $124957 | $— |
| 27046000 | 3.27 | SOFR12M | Receive | Annual | 2/5/28 | (6360) | 117 |  | (6477) |
| 26837722 | 3.45 | SOFR12M | Receive | Annual | 1/26/28 | (92404) | 116 |  | (92520) |
| JPY 3,223,089,028 | 0.28 | TONAR12M | Receive | Annual | 3/9/26 | 58364 | 24 | 58340 |  |
| ZAR 22,948,658 | 8.02 | JIBAR03M | Receive | Quarterly | 3/26/26 | (6890) |  |  | (6890) |
| ZAR 33,758,284 | 8.15 | JIBAR03M | Receive | Quarterly | 5/7/26 | (16964) | 1 |  | (16965) |
| ZAR 1,079,735 | 6.92 | JIBAR03M | Receive | Quarterly | 9/23/26 | (40) |  |  | (40) |
| ZAR 13,258,493 | 7.25 | JIBAR03M | Receive | Quarterly | 3/19/27 | (5253) | 3 |  | (5256) |
| 47945300 | 3.65 | SOFR12M | Receive | Annual | 11/2/54 | 2725551 | 14788 | 2710763 |  |
| PLN 5,448,860 | 5.24 | WIBOR06M | Receive | Semiannual | 9/19/26 | (13299) | 4 |  | (13303) |
| MXN 7,001,881 | 8.97 | MTIIE01M | Receive | Monthly | 12/14/29 | (24294) | 3 |  | (24297) |
| PLN 4,544,998 | 5.14 | WIBOR06M | Receive | Semiannual | 3/19/27 | (48682) | 3 |  | (48685) |
| PLN 2,726,998 | 5.13 | WIBOR06M | Receive | Semiannual | 3/19/27 | (29023) | 2 |  | (29025) |
| ZAR 25,090,581 | 7.94 | JIBAR03M | Receive | Quarterly | 3/19/30 | (57234) | 13 |  | (57247) |
| ZAR 25,450,216 | 6.94 | JIBAR03M | Receive | Quarterly | 9/17/26 | (1435) | 3 |  | (1438) |
| ZAR 5,839,261 | 6.99 | JIBAR03M | Receive | Quarterly | 9/17/27 | (1745) | 1 |  | (1746) |
| ZAR 11,050,309 | 7.60 | JIBAR03M | Receive | Quarterly | 9/17/30 | (15923) | 6 |  | (15929) |
| PLN 3,202,709 | 3.97 | WIBOR06M | Receive | Semiannual | 9/17/27 | 1980 | 3 | 1977 |  |
| PLN 2,399,768 | 4.21 | WIBOR06M | Receive | Quarterly | 9/17/26 | 627 | 1 | 626 |  |
| 11231000 | 4.20 | SOFR12M | Pay | Annual | 10/23/27 | 180796 | 26 | 180770 |  |
| GBP 6,812,320 | 4.12 | SONIA12M | Pay | Annual | 11/17/28 | 74203 | 203 | 74000 |  |
| GBP 6,858,000 | 4.12 | SONIA12M | Pay | Annual | 11/21/28 | 75574 | 207 | 75367 |  |
| 26837722 | 4.00 | SOFR12M | Pay | Annual | 1/26/28 | 373698 | 67 | 373631 |  |
| EUR 17,369,716 | 3.00 | EURIBOR06M | Pay | Annual/Semiannual | 3/5/29 | 798594 |  | 798594 |  |
| JPY 327,470,000 | 1.45 | TONAR12M | Pay | Annual | 3/6/54 | (454825) | 73 |  | (454898) |
| JPY 327,470,000 | 1.45 | TONAR12M | Pay | Annual | 3/11/54 | (454426) | 74 |  | (454500) |
| 149684400 | 4.73 | SOFR12M | Pay | Annual | 4/26/27 | 3097197 | 42898 | 3054299 |  |
| 128216200 | 4.93 | SOFR12M | Pay | Annual | 4/26/26 | 1098258 | 6922 | 1091336 |  |
| 201791100 | 4.50 | SOFR12M | Pay | Annual | 4/26/29 | 7944347 | 162983 | 7781364 |  |
| 142128400 | 4.35 | SOFR12M | Pay | Annual | 4/26/34 | 8119329 | 227497 | 7891832 |  |
| 5854900 | 4.07 | SOFR12M | Pay | Annual | 4/26/54 | 121183 | 24209 | 96974 |  |
| EUR 19,803,303 | 2.90 | EURIBOR06M | Pay | Semiannual | 4/30/29 | 561949 | 147 | 561802 |  |
| 28228500 | 4.00 | SOFR12M | Pay | Annual | 5/6/29 | 581045 | 188 | 580857 |  |
| 28181000 | 4.50 | SOFR12M | Pay | Annual | 5/8/26 | 126984 | 37 | 126947 |  |
| 33768180 | 4.15 | SOFR12M | Pay | Annual | 5/30/27 | 350863 | 88 | 350775 |  |
| 33768180 | 4.10 | SOFR12M | Pay | Annual | 5/30/27 | 318039 | 84 | 317955 |  |
| EUR 14,337,950 | 2.87 | EURIBOR06M | Pay | Semiannual | 6/11/29 | 385574 | 111 | 385463 |  |
| 12384311 | 4.35 | SOFR12M | Pay | Annual | 7/22/26 | 59728 | 22 | 59706 |  |
| 13979605 | 3.66 | SOFR12M | Pay | Annual | 10/10/29 | 56301 | 106 | 56195 |  |
| 9414413 | 3.66 | SOFR12M | Pay | Annual | 10/10/34 | (30463) | 140 |  | (30603) |
| 43538712 | 4.00 | SOFR12M | Pay | Annual | 10/28/26 | 15789 | 106 | 15683 |  |
| GBP 5,400,000 | 4.10 | SONIA12M | Pay | Annual | 11/7/54 | (651370) | 25109 |  | (676479) |
| MXN 106,952,390 | 9.26 | MTIIE01M | Pay | Monthly | 11/18/26 | 144554 | 13 | 144541 |  |
| MXN 98,015,509 | 9.04 | MTIIE01M | Pay | Monthly | 11/14/29 | 349889 | 36 | 349853 |  |
| PLN 1,773,716 | 4.94 | WIBOR06M | Pay | Semiannual | 3/19/30 | 27965 | 4 | 27961 |  |
| 15196881 | 3.67 | SOFR12M | Pay | Annual | 12/26/34 | (17081) | 231 |  | (17312) |
| GBP 14,863,600 | 4.00 | SONIA12M | Pay | Annual | 1/16/30 | 105023 | 447 | 104576 |  |
| EUR 240,559 | 2.42 | EURIBOR06M | Pay | Annual/Semiannual | 1/31/30 | 4268 | 59 | 4209 |  |
| EUR 483,280 | 2.43 | EURIBOR06M | Pay | Annual/Semiannual | 2/3/30 | 9086 | 1042 | 8044 |  |
| CZK 12,648,096 | 3.46 | PRIBOR06M | Pay | Semi-Annual | 3/19/30 | (685) | 6 |  | (691) |
| HUF 135,981,220 | 6.50 | 6 mo. HUF BIBOR | Pay | Annual/Semiannual | 3/19/27 | 13522 | 1 | 13521 |  |
| HUF 54,004,106 | 6.55 | 6 mo. HUF BIBOR | Pay | Annual/Semiannual | 3/19/30 | 6967 | 2 | 6965 |  |
| CZK 5,649,630 | 3.66 | PRIBOR06M | Pay | Semi-Annual | 6/18/30 | (2826) | 604 |  | (3430) |
| CZK 3,150,321 | 3.56 | PRIBOR06M | Pay | Annual | 6/18/30 | (2282) | 1 |  | (2283) |
| HUF 319,000,000 | 5.76 | 6 mo. HUF BIBOR | Pay | Annual/Semiannual | 9/17/27 | (8583) | 3 |  | (8586) |
| HUF 200,381,316 | 5.68 | 6 mo. HUF BIBOR | Pay | Annual/Semiannual | 9/17/27 | (6279) | 3 |  | (6282) |
| HUF 23,784,309 | 5.96 | 6 mo. HUF BIBOR | Pay | Annual/Semiannual | 9/17/30 | (925) | 1 |  | (926) |
| EUR 318,791 | 2.63 | EURIBOR06M | Pay | Semiannual | 1/31/30 | 6895 | 6614 | 281 |  |
| PLN 1,728,225 | 4.04 | WIBOR06M | Pay | Semiannual | 9/17/30 | (2384) | 5 |  | (2389) |
| CZK 9,446,078 | 3.41 | PRIBOR06M | Pay | Semiannual | 9/17/30 | (10634) | 5 |  | (10639) |
| EUR 3,472,601 | 2.20 | EURIBOR06M | Pay | Semiannual | 6/4/30 | (27211) | 37 |  | (27248) |
| CZK 13,851,000 | 3.55 | PRIBOR06M | Pay | Semiannual | 9/17/30 | (11155) | 7 |  | (11162) |
| MXN 6,909,000 | 7.82 | MTIIE01M | Pay | Monthly | 6/7/30 | 8195 | 3 | 8192 |  |

---

*LVIP BlackRock Global Allocation Fund–50*

------

**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)** |  |  |  |  |  |  |  |  |  |
| KRW 2,062,513,000 | 2.40 | 3 mo. KRW COD Rate | Pay | Quarterly | 9/17/28 | $(5568) | $14 | $— | $(5582) |
| THB 3,889,000 | 1.61 | 1 day THB THOR | Pay | Quarterly | 9/17/35 | 1737 | 2 | 1735 |  |
| MXN 33,976,702 | 9.31 | MTIIE01M | Receive | Monthly | 1/9/26 | (10948) |  |  | (10948) |
| MXN 6,902,039 | 8.65 | MTIIE01M | Receive | Monthly | 2/7/30 | (19918) | 3 |  | (19921) |
| 973478 | 3.88 | SOFR12M | Receive | Annual | 3/20/27 | (2916) | 89 |  | (3005) |
| MXN 3,039,773 | 7.73 | MTIIE01M | Receive | Monthly | 5/6/30 | (2965) | 1 |  | (2966) |
| MXN 36,182,000 | 7.73 | MTIIE01M | Receive | Monthly | 6/19/26 | (8514) | 2 |  | (8516) |
| 12000000 | 3.70 | SOFR12M | Pay | Annual | 1/6/35 | 18607 | 184 | 18423 |  |
| 39265000 | 4.07 | SOFR12M | Pay | Annual | 1/14/27 | 180519 | 115 | 180404 |  |
| 14863600 | 4.00 | SOFR12M | Pay | Annual | 1/23/30 | 342013 | 121 | 341892 |  |
| 15688892 | 3.23 | SOFR12M | Pay | Annual | 2/19/30 | (200232) | 130 |  | (200362) |
| 12597022 | 3.90 | SOFR12M | Pay | Annual | 2/24/30 | 239086 | 105 | 238981 |  |
| MXN 52,805,678 | 8.47 | MTIIE01M | Pay | Monthly | 2/25/26 | 15225 | 1 | 15224 |  |
| 11860000 | 3.75 | SOFR12M | Pay | Annual | 3/27/35 | 75658 | 186 | 75472 |  |
| MXN 14,868,939 | 7.73 | MTIIE01M | Pay | Monthly | 5/11/26 | 2818 | 1 | 2817 |  |
| MXN 4,391,000 | 7.72 | MTIIE01M | Pay | Monthly | 6/24/30 | 4204 | 2 | 4202 |  |
| 5901374 | 3.75 | SOFR12M | Pay | Annual | 7/9/35 | 41874 | 93 | 41781 |  |
| MXN 25,841,000 | 7.69 | MTIIE01M | Pay | Monthly | 7/30/30 | 22892 | 12 | 22880 |  |
| 26455278 | 3.50 | SOFR12M | Pay | Annual | 8/20/28 | 84305 | 195 | 84110 |  |
| BRL 2,319,000 | 13.14 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (659) | 4 |  | (663) |
| BRL 4,724,000 | 13.01 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (4081) | 8 |  | (4089) |
| PLN 1,204,830 | 4.08 | WIBOR06M | Receive | Semiannual | 12/17/30 | 818 | 4 | 814 |  |
| PLN 1,223,085 | 4.08 | WIBOR06M | Receive | Semiannual | 12/17/30 | 800 | 3 | 797 |  |
| PLN 1,223,085 | 4.10 | WIBOR06M | Receive | Semiannual | 12/17/30 | 579 | 3 | 576 |  |
| KRW 2,602,556,000 | 2.40 | 3 mo. KRW COD Rate | Pay | Quarterly | 9/17/28 | (6837) | 18 |  | (6855) |
| CNY 8,263,000 | 1.45 | 7 day CNY Repo Fixing | Pay | Annual | 9/17/30 | (11363) | 12 |  | (11375) |
| THB 7,698,500 | 1.38 | 1 day THB THOR | Pay | Quarterly | 9/17/35 | (1759) | 4 |  | (1763) |
| THB 7,698,500 | 1.35 | 1 day THB THOR | Pay | Quarterly | 9/17/35 | (2324) | 4 |  | (2328) |
|  |  |  |  |  |  |  | $518524 | $30189650 | $(3063470) |

---

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **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 | $(390122) | $— | $— | $(390122) |
| BNP | BRL 108,408 | 10.12 | BRL-CDI 1 Day | Pay | At Maturity | 1/4/27 | (2179) |  |  | (2179) |
| BNP | BRL 14,282,031 | 10.03 | BRL-CDI 1 Day | Pay | At Maturity | 1/4/27 | (295341) |  |  | (295341) |
| BNP | BRL 3,596,590 | 9.79 | BRL-CDI 1 Day | Pay | At Maturity | 1/4/27 | (67482) |  |  | (67482) |
| BOA | BRL 20,244,680 | 10.12 | BRL-CDI 1 Day | Pay | At Maturity | 1/4/27 | (406967) |  |  | (406967) |
| BOA | BRL 16,337,393 | 9.97 | BRL-CDI 1 Day | Pay | At Maturity | 1/4/27 | (336311) |  |  | (336311) |
| BOA | BRL 34,608,328 | 13.12 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (36360) |  |  | (36360) |
| BOA | BRL 8,616,553 | 13.00 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (15175) |  |  | (15175) |
| BOA | BRL 7,403,883 | 12.95 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (15550) |  |  | (15550) |
| BRC | BRL 4,231,464 | 14.18 | BRL-CDI 1 Day | Receive | At Maturity | 1/2/26 | (565) |  |  | (565) |
| BRC | BRL 1,863,607 | 14.79 | BRL-CDI 1 Day | Receive | At Maturity | 1/2/26 | 146 |  | 146 |  |
| BRC | COP 2,419,147,717 | 8.23 | 1 day COP IBR | Receive | Quarterly | 9/17/30 | 11793 |  | 11793 |  |
| BRC | BRL 1,750,821 | 14.03 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | 9631 |  | 9631 |  |
| BRC | BRL 771,090 | 13.33 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (49) |  |  | (49) |
| BRC | BRL 3,577,000 | 13.34 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | 934 |  | 934 |  |
| BRC | BRL 13,256,236 | 13.00 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/29 | (23346) |  |  | (23346) |
| BRC | BRL 2,321,333 | 13.04 | BRL-CDI 1 Day | Pay | At Maturity | 1/2/31 | (6835) |  |  | (6835) |
| MSC | COP 2,650,140,264 | 8.64 | 1 day COP IBR | Receive | Quarterly | 4/4/30 | 685 |  | 685 |  |
|  |  |  |  |  |  |  |  |  | 23189 | (1596282) |
| **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | $518524 | $30212839 | $(4659752) |

---

*LVIP BlackRock Global Allocation Fund–51*

------

**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; CBK- Receive amounts based on <br> Citi Equity U.S. 1W Volatility <br> Carry Index and pay variable <br> quarterly payments based on <br> SOFR12M<br>| 670 | 4.24% | 12/19/25 | $337 | $337 | $— |
| &nbsp;&nbsp; GS- 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>| 332 | (1.00%) | 12/19/25 | 129 | 129 |  |
| &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>| 581 | (1.00%) | 12/19/25 | 114 | 114 |  |
| &nbsp;&nbsp; =JPM- Receive variable amounts <br> based on SOFR12M and pay <br> quarterly payments based on <br> Goldman Sachs Lexicon Long <br> Short Index<br>| 714 | (1.00%) | 12/19/25 | 278 | 278 |  |
| &nbsp;&nbsp; =DB- Receive variable amounts <br> based on SOFR12M and pay <br> quarterly payments based on <br> Deutsche Bank Variable No-<br> tional Long-Short Credit Index<br>| 930 | (1.00%) | 12/19/25 | 164 | 164 |  |
| &nbsp;&nbsp; JPM- Receive amounts based on <br> iShares iBoxx $ High Yield Cor-<br> porate Bond ETF and pay vari-<br> able quarterly payments based <br> on SOFR12M<br>| 41600 | 4.04% | 12/19/25 | (6243) |  | (6243) |
| &nbsp;&nbsp; JPM- Receive amounts based on <br> iShares Broad USD High Yield <br> Corporate Bond ETF and pay <br> variable quarterly payments <br> based on SOFR12M<br>| 74549 | 4.44% | 12/19/25 | (3803) |  | (3803) |
| &nbsp;&nbsp; GS- Receive amounts based on <br> iShares iBoxx $ High Yield Cor-<br> porate Bond ETF and pay vari-<br> able quarterly payments based <br> on SOFR12M<br>| 30843 | 4.14% | 12/19/25 | (4691) |  | (4691) |
| &nbsp;&nbsp; GS- Receive variable amounts <br> based on SOFR12M and pay <br> quarterly payments based on <br> iShares iBoxx $ Investment <br> Grade Corporate Bond ETF<br>| (73805) | 3.55% | 12/19/25 | 27043 | 27043 |  |
| &nbsp;&nbsp; BNP- Receive amounts based on <br> iShares iBoxx $ High Yield Cor-<br> porate Bond ETF and pay vari-<br> able quarterly payments based <br> on SOFR12M<br>| 82163 | 3.99% | 12/19/25 | (12246) |  | (12246) |
| &nbsp;&nbsp; BNP- Receive amounts based on <br> iShares Broad USD High Yield <br> Corporate Bond ETF and pay <br> variable quarterly payments <br> based on SOFR12M<br>| 19784 | 4.49% | 12/19/25 | (1217) |  | (1217) |

---

*LVIP BlackRock Global Allocation Fund–52*

------

**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; JPM- Receive variable amounts <br> based on SOFR12M and pay <br> quarterly payments based on <br> iShares iBoxx $ Investment <br> Grade Corporate Bond ETF<br>| (55655) | 3.74% | 12/19/25 | $20688 | $20688 | $— |
| &nbsp;&nbsp; JPM- Receive amounts based on <br> iShares iBoxx $ High Yield Cor-<br> porate Bond ETF and pay vari-<br> able quarterly payments based <br> on SOFR12M<br>| 78994 | 4.39% | 12/19/25 | 8736 | 8736 |  |
| **Total TRS Contracts** | **Total TRS Contracts** | **Total TRS Contracts** | **Total TRS Contracts** | **Total TRS Contracts** | $57489 | $(28200) |

---

**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 | 4.29% | 10/10/2025 |  | 53796 | $5632 | $5632 | $— |
| JPM - Warner Bros Discovery, Inc. - Monthly | 1453 | 4.29% | 10/10/2025 |  | 28386 | (9) |  | (9) |
| **Netherlands** |  |  |  |  |  |  |  |  |
| JPM - Adyen NV - Monthly | 1112 | 4.27% | 10/10/2025 |  | 1816185 | (34117) |  | (34117) |
| **Saudi Arabia** |  |  |  |  |  |  |  |  |
| JPM - Derayah Financial Co. - Monthly | 10647 | 4.84% | 10/10/2025 |  | 72193 | 17805 | 17805 |  |
| JPM - flynas Co. SJSC - Monthly | 7774 | 4.84% | 10/10/2025 |  | 155401 | 3802 | 3802 |  |
| JPM - Rasan Information Technology Co. - Monthly | 12256 | 4.84% | 10/10/2025 |  | 309675 | 24978 | 24978 |  |
| **Spain** |  |  |  |  |  |  |  |  |
| JPM - Cirsa Enterprises SA - Monthly | 10694 | 2.19% | 10/10/2025 | EUR | 194334 | 398 | 398 |  |
| JPM - Iberdrola SA - Monthly | 21900 | 4.35% | 10/10/2025 |  | 403443 | 10645 | 10645 |  |
| **Switzerland** |  |  |  |  |  |  |  |  |
| JPM - SMG Swiss Marketplace Group AG - Monthly | 339 | 4.35% | 10/10/2025 |  | 19605 | (305) |  | (305) |
| **United Arab Emirates** |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp; JPM - Emirates Integrated Telecommunications Co. PJSC - <br> Monthly<br>| 111139 | 4.84% | 10/10/2025 |  | 279151 | (778) |  | (778) |
| JPM - Talabat Holding PLC - Monthly | 611299 | 4.84% | 10/10/2025 |  | 203045 | (16646) |  | (16646) |
| **United States** |  |  |  |  |  |  |  |  |
| JPM - AMC Networks, Inc. - Monthly | 20226 | 4.29% | 10/10/2025 |  | 159988 | 6675 | 6675 |  |
| JPM - Eagle Bancorp, Inc. - Monthly | 3766 | 4.29% | 10/10/2025 |  | 74604 | 1544 | 1544 |  |
| JPM - Flagstar Financial, Inc. - Monthly | 68567 | 4.29% | 10/10/2025 |  | 883143 | (91194) |  | (91194) |
| JPM - Informatica, Inc. - Monthly | 6868 | 4.29% | 10/10/2025 |  | 170189 | 412 | 412 |  |
| Total Long Equities |  |  |  |  |  |  | $71891 | $(143049) |
| **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** | **Short Equities** |
| **Australia** |  |  |  |  |  |  |  |  |
| JPM - Iluka Resources Ltd. - Monthly | (73179) | 3.84% | 10/10/2025 |  | (305175) | (1340) |  | (1340) |
| JPM - Lynas Rare Earths Ltd. - Monthly | (31172) | 3.84% | 10/10/2025 |  | (294533) | (52199) |  | (52199) |
| JPM - Mineral Resources Ltd. - Monthly | (39302) | 3.84% | 10/10/2025 |  | (974118) | (95774) |  | (95774) |
| JPM - Northern Star Resources Ltd. - Monthly | (72953) | 3.84% | 10/10/2025 |  | (979951) | (165567) |  | (165567) |
| JPM - SGH Ltd. - Monthly | (11089) | 3.84% | 10/10/2025 |  | (360208) | (6158) |  | (6158) |
| JPM - Sigma Healthcare Ltd. - Monthly | (80767) | 3.84% | 10/10/2025 |  | (159968) | 1241 | 1241 |  |
| JPM - Treasury Wine Estates Ltd. - Monthly | (16768) | 3.84% | 10/10/2025 |  | (84000) | 5556 | 5556 |  |
| **Brazil** |  |  |  |  |  |  |  |  |
| CBK - Accelerant Holdings - Monthly | (5245) | 3.94% | 10/22/2025 |  | (84235) | 6137 | 6137 |  |
| CBK - Alexandria Real Estate Equities, Inc. - Monthly | (8935) | 3.94% | 10/22/2025 |  | (767427) | 22784 | 22784 |  |
| CBK - Amcor PLC - Monthly | (115149) | 3.94% | 10/22/2025 |  | (943295) | 1376 | 1376 |  |
| CBK - Baxter International, Inc. - Monthly | (46515) | 3.94% | 10/22/2025 |  | (1058193) | (953) |  | (953) |
| CBK - Brown-Forman Corp. - Monthly | (18279) | 3.94% | 10/22/2025 |  | (491157) | (3838) |  | (3838) |

---

*LVIP BlackRock Global Allocation Fund–53*

------

**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)** |
| **Brazil (continued)** |  |  |  |  |  |  |  |
| CBK - Builders FirstSource, Inc. - Monthly | (3943) | 3.94% | 10/22/2025 | (480138) | $2049 | $2049 | $— |
| CBK - CH Robinson Worldwide, Inc. - Monthly | (13793) | 3.94% | 10/22/2025 | (1847903) | 21710 | 21710 |  |
| JPM - Cosan SA - Monthly | (54456) | 3.69% | 10/10/2025 | (74802) | 11569 | 11569 |  |
| CBK - Cosan SA - Monthly | (48386) | 5.91% | 10/22/2025 | (56040) | (144) |  | (144) |
| CBK - Dow, Inc. - Monthly | (9064) | 3.94% | 10/22/2025 | (210013) | 2175 | 2175 |  |
| CBK - Elevance Health, Inc. - Monthly | (2170) | 3.94% | 10/22/2025 | (689821) | (11349) |  | (11349) |
| CBK - Expand Energy Corp. - Monthly | (23194) | 3.94% | 10/22/2025 | (2282660) | (181470) |  | (181470) |
| CBK - Genuine Parts Co. - Monthly | (5277) | 3.94% | 10/22/2025 | (728223) | (3169) |  | (3169) |
| CBK - Halliburton Co. - Monthly | (16697) | 3.94% | 10/22/2025 | (377519) | (33227) |  | (33227) |
| CBK - Hapvida Participacoes e Investimentos SA - Monthly | (24443) | 3.79% | 10/22/2025 | (171479) | 6834 | 6834 |  |
| CBK - International Paper Co. - Monthly | (59276) | 3.94% | 10/22/2025 | (2736132) | (14275) |  | (14275) |
| CBK - KeyCorp - Monthly | (46466) | 3.94% | 10/22/2025 | (869910) | 1461 | 1461 |  |
| JPM - Localiza Rent a Car SA - Monthly | (3) | 3.59% | 10/10/2025 | (21) | (2) |  | (2) |
| CBK - Lululemon Athletica, Inc. - Monthly | (3361) | 3.94% | 10/22/2025 | (585119) | (12904) |  | (12904) |
| JPM - MBRF Global Foods Co. SA - Monthly | (27731) | 7.91% | 10/10/2025 | (115907) | 14825 | 14825 |  |
| CBK - Molson Coors Beverage Co. - Monthly | (33541) | 3.94% | 10/22/2025 | (1511288) | (6442) |  | (6442) |
| JPM - Natura Cosmeticos SA - Monthly | (1819) | 0.96% | 10/10/2025 | (2880) | (319) |  | (319) |
| CBK - Natura Cosmeticos SA - Monthly | (35579) | 3.69% | 10/22/2025 | (62201) | (370) |  | (370) |
| JPM - NEXTDC Ltd. - Monthly | (15844) | 3.84% | 10/10/2025 | (172248) | (5141) |  | (5141) |
| CBK - NIKE, Inc. - Monthly | (5101) | 3.94% | 10/22/2025 | (362859) | 7166 | 7166 |  |
| CBK - Packaging Corp. of America - Monthly | (4729) | 3.94% | 10/22/2025 | (1006489) | (24102) |  | (24102) |
| CBK - PRIO SA - Monthly | (52747) | 3.79% | 10/22/2025 | (376152) | (1345) |  | (1345) |
| CBK - Super Micro Computer, Inc. - Monthly | (23083) | 3.94% | 10/22/2025 | (1081900) | (24699) |  | (24699) |
| CBK - Synopsys, Inc. - Monthly | (3315) | 3.94% | 10/22/2025 | (1696027) | 60440 | 60440 |  |
| **Canada** |  |  |  |  |  |  |  |
| CBK - Bank of Montreal - Monthly | (14086) | 3.89% | 10/22/2025 | (1826899) | (8623) |  | (8623) |
| CBK - Brookfield Asset Management Ltd. - Monthly | (23059) | 3.89% | 10/22/2025 | (1418322) | 106061 | 106061 |  |
| JPM - Power Corp. of Canada - Monthly | (2608) | 3.84% | 10/10/2025 | (109052) | (3798) |  | (3798) |
| CBK - Restaurant Brands International, Inc. - Monthly | (29384) | 3.89% | 10/22/2025 | (1900974) | 15939 | 15939 |  |
| **Denmark** |  |  |  |  |  |  |  |
| CBK - Novonesis Novozymes B - Monthly | (13633) | 3.83% | 10/22/2025 | (820544) | (13768) |  | (13768) |
| CBK - Zealand Pharma AS - Monthly | (4558) | 3.83% | 10/22/2025 | (320999) | (9558) |  | (9558) |
| **Finland** |  |  |  |  |  |  |  |
| CBK - Neste OYJ - Monthly | (25421) | 3.83% | 10/22/2025 | (480755) | 15612 | 15612 |  |
| **France** |  |  |  |  |  |  |  |
| CBK - Alstom SA - Monthly | (19846) | 3.83% | 10/22/2025 | (501130) | (14270) |  | (14270) |
| CBK - Kering SA - Monthly | (6040) | 4.09% | 10/22/2025 | (1884226) | (119411) |  | (119411) |
| CBK - Pernod Ricard SA - Monthly | (9360) | 3.83% | 10/22/2025 | (956855) | 38824 | 38824 |  |
| JPM - Sartorius Stedim Biotech - Monthly | (1293) | 3.83% | 10/10/2025 | (264469) | 3289 | 3289 |  |
| CBK - Teleperformance SE - Monthly | (3539) | 3.83% | 10/22/2025 | (261465) | (1710) |  | (1710) |
| **Germany** |  |  |  |  |  |  |  |
| CBK - BASF SE - Monthly | (25862) | 3.83% | 10/22/2025 | (1284464) | (2636) |  | (2636) |
| CBK - Continental AG - Monthly | (4137) | 3.83% | 10/22/2025 | (272529) | (48) |  | (48) |
| CBK - Puma SE - Monthly | (14573) | 3.83% | 10/22/2025 | (368840) | 6804 | 6804 |  |
| **Hong Kong** |  |  |  |  |  |  |  |
| CBK - BeOne Medicines Ltd. - Monthly | (21800) | 4.04% | 10/22/2025 | (565815) | (9023) |  | (9023) |
| CBK - China Construction Bank Corp. - Monthly | (782000) | 4.04% | 10/22/2025 | (749799) | (1858) |  | (1858) |
| CBK - China Railway Group Ltd. - Monthly | (551000) | 3.94% | 10/22/2025 | (267347) | (10917) |  | (10917) |
| JPM - China Resources Power Holdings Co. Ltd. - Monthly | (1866) | 3.79% | 10/10/2025 | (4588) | 310 | 310 |  |
| CBK - China Resources Power Holdings Co. Ltd. - Monthly | (333450) | 3.79% | 10/22/2025 | (768184) | 3756 | 3756 |  |
| CBK - CRRC Corp. Ltd. - Monthly | (407000) | 3.79% | 10/22/2025 | (317954) | 4151 | 4151 |  |
| JPM - HUTCHMED China Ltd. - Monthly | (14500) | 3.79% | 10/10/2025 | (47166) | 360 | 360 |  |
| CBK - HUTCHMED China Ltd. - Monthly | (14500) | 3.44% | 10/22/2025 | (49341) | 2536 | 2536 |  |
| CBK - JD Health International, Inc. - Monthly | (74800) | 3.79% | 10/22/2025 | (650292) | 11095 | 11095 |  |
| CBK - Kuaishou Technology - Monthly | (67600) | 3.79% | 10/22/2025 | (643814) | (91087) |  | (91087) |
| CBK - Li Auto, Inc. - Monthly | (96900) | 3.79% | 10/22/2025 | (1242263) | (20358) |  | (20358) |
| CBK - Meituan - Monthly | (19600) | 4.04% | 10/22/2025 | (256333) | (6866) |  | (6866) |
| CBK - MMG Ltd. - Monthly | (744000) | 3.79% | 10/22/2025 | (563031) | (82309) |  | (82309) |
| CBK - Postal Savings Bank of China Co. Ltd. - Monthly | (1181000) | 3.79% | 10/22/2025 | (839017) | 10399 | 10399 |  |
| JPM - Xinyi Glass Holdings Ltd. - Monthly | (30108) | 3.34% | 10/10/2025 | (33752) | (1146) |  | (1146) |
| CBK - Xinyi Glass Holdings Ltd. - Monthly | (192585) | 3.34% | 10/22/2025 | (212415) | (10809) |  | (10809) |
| **Italy** |  |  |  |  |  |  |  |
| CBK - Davide Campari-Milano NV - Monthly | (82771) | 3.59% | 10/22/2025 | (545285) | 23442 | 23442 |  |

---

*LVIP BlackRock Global Allocation Fund–54*

------

**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)** |
| **Italy (continued)** |  |  |  |  |  |  |  |
| CBK - DiaSorin SpA - Monthly | (2306) | 3.83% | 10/22/2025 | (212229) | $7769 | $7769 | $— |
| **Japan** |  |  |  |  |  |  |  |
| CBK - Dentsu Group, Inc. - Monthly | (23700) | 3.99% | 10/22/2025 | (532232) | 13311 | 13311 |  |
| CBK - Disco Corp. - Monthly | (1700) | 3.99% | 10/22/2025 | (547173) | 12521 | 12521 |  |
| CBK - DMG Mori Co. Ltd. - Monthly | (26924) | 3.84% | 10/22/2025 | (540189) | (1441) |  | (1441) |
| CBK - Food & Life Cos. Ltd. - Monthly | (16800) | 3.94% | 10/22/2025 | (927428) | 48491 | 48491 |  |
| CBK - Fujitsu Ltd. - Monthly | (47300) | 3.94% | 10/22/2025 | (1176552) | 62218 | 62218 |  |
| CBK - Harmonic Drive Systems, Inc. - Monthly | (17000) | 3.94% | 10/22/2025 | (352959) | 48675 | 48675 |  |
| CBK - Ibiden Co. Ltd. - Monthly | (2300) | 3.99% | 10/22/2025 | (140169) | 445 | 445 |  |
| CBK - IHI Corp. - Monthly | (24500) | 3.99% | 10/22/2025 | (381537) | (75710) |  | (75710) |
| CBK - Japan Steel Works Ltd. - Monthly | (9700) | 3.94% | 10/22/2025 | (557879) | (32445) |  | (32445) |
| CBK - JFE Holdings, Inc. - Monthly | (15800) | 3.99% | 10/22/2025 | (200880) | 6806 | 6806 |  |
| CBK - Kadokawa Corp. - Monthly | (15700) | 3.94% | 10/22/2025 | (377699) | (5233) |  | (5233) |
| CBK - Kobayashi Pharmaceutical Co. Ltd. - Monthly | (5100) | 3.99% | 10/22/2025 | (186741) | 1619 | 1619 |  |
| CBK - M3, Inc. - Monthly | (29100) | 3.99% | 10/22/2025 | (457740) | (11764) |  | (11764) |
| CBK - MatsukiyoCocokara & Co. - Monthly | (21200) | 3.84% | 10/22/2025 | (432717) | 2080 | 2080 |  |
| JPM - Mercari, Inc. - Monthly | (3) | 3.84% | 10/10/2025 | (47) | 1 | 1 |  |
| CBK - Mercari, Inc. - Monthly | (33237) | 3.99% | 10/22/2025 | (511218) | (311) |  | (311) |
| CBK - NEC Corp. - Monthly | (27800) | 3.99% | 10/22/2025 | (877519) | (13336) |  | (13336) |
| CBK - Nippon Express Holdings, Inc. - Monthly | (800) | 3.94% | 10/22/2025 | (18322) | 140 | 140 |  |
| CBK - Oji Holdings Corp. - Monthly | (40300) | 3.99% | 10/22/2025 | (225357) | 4897 | 4897 |  |
| CBK - Ono Pharmaceutical Co. Ltd. - Monthly | (44100) | 3.94% | 10/22/2025 | (512001) | 4159 | 4159 |  |
| JPM - Rakuten Group, Inc. - Monthly | (62) | 3.84% | 10/10/2025 | (383) | (19) |  | (19) |
| CBK - Ryohin Keikaku Co. Ltd. - Monthly | (26700) | 3.99% | 10/22/2025 | (538261) | 6554 | 6554 |  |
| JPM - Sapporo Holdings Ltd. - Monthly | (5300) | 3.84% | 10/10/2025 | (265874) | 990 | 990 |  |
| CBK - SBI Holdings, Inc. - Monthly | (8200) | 3.99% | 10/22/2025 | (360728) | 3861 | 3861 |  |
| JPM - Sharp Corp. - Monthly | (36000) | 3.46% | 10/10/2025 | (213442) | 11418 | 11418 |  |
| CBK - Sharp Corp. - Monthly | (7000) | 3.84% | 10/22/2025 | (40524) | 1241 | 1241 |  |
| JPM - SUMCO Corp. - Monthly | (1100) | 3.84% | 10/10/2025 | (9641) | (2089) |  | (2089) |
| CBK - SUMCO Corp. - Monthly | (39900) | 3.99% | 10/22/2025 | (425792) | 311 | 311 |  |
| CBK - Toyota Industries Corp. - Monthly | (3400) | 3.99% | 10/22/2025 | (382688) | 120 | 120 |  |
| CBK - Yakult Honsha Co. Ltd. - Monthly | (24200) | 3.99% | 10/22/2025 | (403592) | 8973 | 8973 |  |
| CBK - Zensho Holdings Co. Ltd. - Monthly | (4100) | 3.99% | 10/22/2025 | (272293) | 4144 | 4144 |  |
| **Mexico** |  |  |  |  |  |  |  |
| JPM - Alfa SAB de CV - Monthly | (184946) | 3.59% | 10/10/2025 | (140051) | (8301) |  | (8301) |
| CBK - Alfa SAB de CV - Monthly | (70895) | 3.25% | 10/22/2025 | (56260) | (608) |  | (608) |
| **Netherlands** |  |  |  |  |  |  |  |
| CBK - ABN AMRO Bank NV - Monthly | (10154) | 3.83% | 10/22/2025 | (318316) | (6540) |  | (6540) |
| CBK - BE Semiconductor Industries NV - Monthly | (5117) | 3.83% | 10/22/2025 | (739714) | (22352) |  | (22352) |
| CBK - IMCD NV - Monthly | (3139) | 3.83% | 10/22/2025 | (338057) | 13747 | 13747 |  |
| **Poland** |  |  |  |  |  |  |  |
| CBK - ORLEN SA - Monthly | (18691) | 3.59% | 10/22/2025 | (425168) | (19757) |  | (19757) |
| **Republic of Korea** |  |  |  |  |  |  |  |
| CBK - LG Energy Solution Ltd. - Monthly | (1018) | 4.41% | 10/22/2025 | (255114) | 2981 | 2981 |  |
| JPM - POSCO Future M Co. Ltd. - Monthly | (1782) | 13.91% | 10/10/2025 | (170178) | (12080) |  | (12080) |
| CBK - POSCO Future M Co. Ltd. - Monthly | (1315) | 6.91% | 10/22/2025 | (133517) | (978) |  | (978) |
| **Singapore** |  |  |  |  |  |  |  |
| JPM - SATS Ltd. - Monthly | (74600) | 3.79% | 10/10/2025 | (190842) | (5208) |  | (5208) |
| JPM - Seatrium Ltd. - Monthly | (120600) | 2.96% | 10/10/2025 | (221043) | (533) |  | (533) |
| CBK - Seatrium Ltd. - Monthly | (214500) | 2.59% | 10/22/2025 | (390668) | (3429) |  | (3429) |
| JPM - Sembcorp Industries Ltd. - Monthly | (29300) | 3.79% | 10/10/2025 | (139927) | 3188 | 3188 |  |
| CBK - Sembcorp Industries Ltd. - Monthly | (32500) | 3.79% | 10/22/2025 | (152794) | 1121 | 1121 |  |
| **South Africa** |  |  |  |  |  |  |  |
| JPM - Sasol Ltd. - Monthly | (72785) | 3.69% | 10/10/2025 | (520145) | 67251 | 67251 |  |
| **Spain** |  |  |  |  |  |  |  |
| CBK - Grifols SA - Monthly | (32257) | 3.83% | 10/22/2025 | (452258) | (14507) |  | (14507) |
| **Sweden** |  |  |  |  |  |  |  |
| JPM - Beijer Ref AB - Monthly | (10430) | 3.83% | 10/10/2025 | (183714) | 21244 | 21244 |  |
| CBK - Beijer Ref AB - Monthly | (2639) | 3.83% | 10/22/2025 | (43422) | 2313 | 2313 |  |
| **Switzerland** |  |  |  |  |  |  |  |
| JPM - Bachem Holding AG - Monthly | (1028) | 3.83% | 10/10/2025 | (80442) | 4896 | 4896 |  |
| JPM - Barry Callebaut AG - Monthly | (487) | 3.58% | 10/10/2025 | (693217) | 26387 | 26387 |  |
| CBK - Clariant AG - Monthly | (18096) | 3.83% | 10/22/2025 | (169183) | 2101 | 2101 |  |

---

*LVIP BlackRock Global Allocation Fund–55*

------

**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)** |
| **Switzerland (continued)** |  |  |  |  |  |  |  |
| JPM - Georg Fischer AG - Monthly | (1517) | 3.83% | 10/10/2025 | (124975) | $6920 | $6920 | $— |
| CBK - Georg Fischer AG - Monthly | (2978) | 3.83% | 10/22/2025 | (231704) | (50) |  | (50) |
| CBK - Sandoz Group AG - Monthly | (11405) | 3.83% | 10/22/2025 | (691787) | 15983 | 15983 |  |
| JPM - Swatch Group AG - Monthly | (552) | 3.83% | 10/10/2025 | (102251) | (1382) |  | (1382) |
| CBK - Swatch Group AG - Monthly | (2452) | 3.83% | 10/22/2025 | (469608) | 9270 | 9270 |  |
| CBK - Temenos AG - Monthly | (7385) | 3.83% | 10/22/2025 | (599249) | 3662 | 3662 |  |
| **Taiwan** |  |  |  |  |  |  |  |
| CBK - Chailease Holding Co. Ltd. - Monthly | (94644) | 3.74% | 10/22/2025 | (372448) | 26204 | 26204 |  |
| JPM - Formosa Chemicals & Fibre Corp. - Monthly | (4000) | 3.64% | 10/10/2025 | (3764) | (141) |  | (141) |
| CBK - Formosa Chemicals & Fibre Corp. - Monthly | (207000) | 3.44% | 10/22/2025 | (199200) | (2856) |  | (2856) |
| CBK - Formosa Plastics Corp. - Monthly | (240000) | 1.79% | 10/22/2025 | (306751) | 3188 | 3188 |  |
| CBK - Innolux Corp. - Monthly | (1068000) | 3.74% | 10/22/2025 | (496219) | (8382) |  | (8382) |
| **United Kingdom** |  |  |  |  |  |  |  |
| CBK - Barratt Redrow PLC - Monthly | (156608) | 3.84% | 10/22/2025 | (783264) | (37951) |  | (37951) |
| CBK - Convatec Group PLC - Monthly | (111646) | 3.84% | 10/22/2025 | (349559) | 2106 | 2106 |  |
| CBK - Entain PLC - Monthly | (12419) | 3.84% | 10/22/2025 | (144371) | (1574) |  | (1574) |
| JPM - International Paper Co. - Monthly | (11551) | 3.59% | 10/10/2025 | (542489) | 15078 | 15078 |  |
| JPM - JD Sports Fashion PLC - Monthly | (42517) | 3.84% | 10/10/2025 | (54944) | 450 | 450 |  |
| CBK - JD Sports Fashion PLC - Monthly | (404769) | 3.84% | 10/22/2025 | (476117) | (42671) |  | (42671) |
| CBK - Wise PLC - Monthly | (13636) | 3.84% | 10/22/2025 | (196354) | 6545 | 6545 |  |
| **United States** |  |  |  |  |  |  |  |
| CBK - Align Technology, Inc. - Monthly | (3387) | 3.94% | 10/22/2025 | (441818) | 17698 | 17698 |  |
| JPM - Atlantic Union Bankshares Corp. - Monthly | (1685) | 3.94% | 10/10/2025 | (59817) | 354 | 354 |  |
| CBK - Axon Enterprise, Inc. - Monthly | (872) | 3.94% | 10/22/2025 | (671949) | 46167 | 46167 |  |
| CBK - Block, Inc. - Monthly | (20297) | 3.94% | 10/22/2025 | (1568041) | 101177 | 101177 |  |
| JPM - Brandywine Realty Trust - Monthly | (574) | 3.94% | 10/10/2025 | (2537) | 144 | 144 |  |
| BRC - Bullish - Monthly | (5886) | 2.13% | 10/24/2025 | (406664) | 32255 | 32255 |  |
| JPM - Community Financial System, Inc. - Monthly | (1576) | 3.94% | 10/10/2025 | (94922) | 2506 | 2506 |  |
| CBK - CoStar Group, Inc. - Monthly | (7802) | 3.94% | 10/22/2025 | (673391) | 15136 | 15136 |  |
| JPM - CVB Financial Corp. - Monthly | (4077) | 3.94% | 10/10/2025 | (82355) | 5259 | 5259 |  |
| CBK - Dollar Tree, Inc. - Monthly | (1862) | 3.94% | 10/22/2025 | (175922) | 205 | 205 |  |
| JPM - Enphase Energy, Inc. - Monthly | (175) | 3.94% | 10/10/2025 | (6792) | 598 | 598 |  |
| CBK - FedEx Corp. - Monthly | (3868) | 3.94% | 10/22/2025 | (890104) | (22009) |  | (22009) |
| CBK - First Solar, Inc. - Monthly | (3433) | 3.94% | 10/22/2025 | (752514) | (4566) |  | (4566) |
| CBK - iShares iBoxx $ High Yield Corporate Bond ETF - Monthly | (21859) | 3.71% | 10/22/2025 | (1777574) | 2842 | 2842 |  |
| &nbsp;&nbsp; JPM - iShares iBoxx $ Investment Grade Corporate Bond ETF - <br> Monthly<br>| (24355) | 3.50% | 10/10/2025 | (2717044) | 2192 | 2192 |  |
| JPM - Lamb Weston Holdings, Inc. - Monthly | (1104) | 3.94% | 10/10/2025 | (63557) | (563) |  | (563) |
| CBK - Lamb Weston Holdings, Inc. - Monthly | (3079) | 3.94% | 10/22/2025 | (170484) | (8344) |  | (8344) |
| CBK - Marvell Technology, Inc. - Monthly | (6021) | 3.94% | 10/22/2025 | (477793) | (28393) |  | (28393) |
| CBK - MBRF Global Foods Co. SA - Monthly | (30856) | 3.68% | 10/22/2025 | (121720) | 9248 | 9248 |  |
| CBK - Molina Healthcare, Inc. - Monthly | (4513) | 3.94% | 10/22/2025 | (820779) | (42828) |  | (42828) |
| CBK - Norfolk Southern Corp. - Monthly | (3176) | 3.94% | 10/22/2025 | (923901) | (30201) |  | (30201) |
| CBK - Norwegian Cruise Line Holdings Ltd. - Monthly | (57708) | 3.94% | 10/22/2025 | (1465206) | 43858 | 43858 |  |
| CBK - NU Holdings Ltd. - Monthly | (46347) | 3.94% | 10/22/2025 | (754900) | 12885 | 12885 |  |
| CBK - Occidental Petroleum Corp. - Monthly | (9406) | 3.94% | 10/22/2025 | (430419) | (14015) |  | (14015) |
| CBK - Pool Corp. - Monthly | (2387) | 3.94% | 10/22/2025 | (745180) | 5043 | 5043 |  |
| JPM - Provident Financial Services, Inc. - Monthly | (5739) | 3.94% | 10/10/2025 | (114206) | 3558 | 3558 |  |
| CBK - Quanta Services, Inc. - Monthly | (1077) | 3.94% | 10/22/2025 | (427157) | (19173) |  | (19173) |
| CBK - Revvity, Inc. - Monthly | (6361) | 3.94% | 10/22/2025 | (546578) | (10964) |  | (10964) |
| JPM - ServisFirst Bancshares, Inc. - Monthly | (1384) | 3.94% | 10/10/2025 | (119674) | 8221 | 8221 |  |
| CBK - Smurfit WestRock PLC - Monthly | (29234) | 3.94% | 10/22/2025 | (1269878) | 25387 | 25387 |  |
| CBK - Solventum Corp. - Monthly | (3161) | 3.94% | 10/22/2025 | (233155) | 2402 | 2402 |  |
| CBK - Starbucks Corp. - Monthly | (4425) | 3.94% | 10/22/2025 | (377408) | 3053 | 3053 |  |
| CBK - Target Corp. - Monthly | (13671) | 3.94% | 10/22/2025 | (1185736) | (40553) |  | (40553) |

---

*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> | **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)** |  |  |  |  |  |  |  |
| CBK - Teledyne Technologies, Inc. - Monthly | (1871) | 3.94% | 10/22/2025 | (1062427) | $(34053) | $— | $(34053) |
| CBK - Truist Financial Corp. - Monthly | (5181) | 3.94% | 10/22/2025 | (235166) | (1710) |  | (1710) |
| Total Short Equities | Total Short Equities | Total Short Equities | Total Short Equities | Total Short Equities | Total Short Equities | $1233468 | $(1642002) |
| **Total CFD Swap Contracts** | **Total CFD Swap Contracts** | **Total CFD Swap Contracts** | **Total CFD Swap Contracts** | **Total CFD Swap Contracts** | **Total CFD Swap Contracts** | $1305359 | $(1785051) |

---

&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 September 30, 2025. |
| &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. |
| &nbsp;&nbsp;&nbsp;&nbsp; <sup>8</sup> Date reflected is the next payment date. Contracts have an open-ended maturity date. |
| =The value of this security was determined using significant unobservable inputs. |

---

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

---

| |
|:---|
| **Summary of Abbreviations:** |
| ADR–American Depositary Receipt |
| AUD–Australian Dollar |
| BAMLL–Bank of America Merrill Lynch Large Loan |
| BIBOR–Budapest Interbank Offered Rate |
| BNP–BNP Paribas |
| BNY–BNY Mellon |
| 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 |
| 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 |
| CLO–Collateralized Loan Obligation |

---

*LVIP BlackRock Global Allocation Fund–57*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| |
|:---|
| **Summary of Abbreviations: (continued)** |
| CLP–Chilean Peso |
| CME–Chicago Mercantile Exchange |
| CNH–Chinese Yuan Renminbi |
| CNY–Chinese Yuan |
| COD–Certificates of Deposit |
| COP–Colombia Peso |
| 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 |
| EURIBOR06M–Euro InterBank Offered Rate EUR 6 Month |
| 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 |
| JIBAR03M–Johannesburg Interbank Average Rate ZAR 3 Month |
| JPM–JPMorgan Chase Bank NA |
| JPY–Japanese Yen |
| KRW–South Korean Won |
| LNG–Liquefied Natural Gas |
| MSC–Morgan Stanley & Co. |
| MSCI–Morgan Stanley Capital International |
| MTIIE01M–28-day Interbank Equilibrium Interest Rate |
| MXN–Mexican Peso |
| MYR–Malaysian Ringgit |
| NGN–Nigerian Naira |
| NOK–Norwegian Krone |
| NVDR–Non-Voting Depository Receipt |
| 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 |
| SOFR–Secured Overnight Financing Rate |
| SOFR12M–Secured Overnight Financing Rate 12 Months |

---

*LVIP BlackRock Global Allocation Fund–58*

------

**LVIP BlackRock Global Allocation Fund**

**Consolidated Schedule of Investments (continued)**

---

| |
|:---|
| **Summary of Abbreviations: (continued)** |
| SONIA–Sterling Overnight Index Average |
| SONIA12M–Sterling Overnight Index Average Offered Rate GBP 12 Month |
| SPDR–Standard & Poor's Depositary Receipt |
| SSB–State Street Bank |
| STACR–Structured Agency Credit Risk |
| 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 |
| WIBOR06M–Warsaw Interbank Offered Rate 6 Month |
| ZAR–South African Rand |

---

*LVIP BlackRock Global Allocation Fund–59*

------

## 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $3307263920.96

**Total Liabilities:** $1179904432.21

**Net Assets:** $2127359488.75

**Amount of Assets Invested in Other Investment Companies:** $44757764.62

**Delayed Delivery Securities:** $3198763.80

**Cash Not Reported:** $20594224.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -365.71000000 | **1-Year:** -5086.18000000 | **5-Year:** -20984.24000000 | **10-Year:** -7086.06000000 | **30-Year:** -989.39000000

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

- **3-Month:** -1695.84000000 | **1-Year:** -23248.15000000 | **5-Year:** -48764.55000000 | **10-Year:** -10560.21000000 | **30-Year:** -2803.25000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000211425 | -0.43%               | 2.08%                | 2.45%                |
| Class ID C000211424 | -0.40%               | 2.11%                | 2.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $18779422.93             | $-8697509.66                               |
| Month 2  | $7825888.29              | $23105742.16                               |
| Month 3  | $12999095.81             | $33637653.56                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citibank, National Association                          | GRIFOLS SA CLASS A                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | ES        |      452258 | OU      | $-14506.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                   | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      175000 | PA      | $169862.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | IHI CORP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      381537 | OU      | $-75710.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc                             | Honeywell International Inc                                                                                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        3506 | NS      | $738013.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      298000 | PA      | $302681.58    | 0.01%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                        | Tele Columbus AG                                                                                                   | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |      465451 | PA      | $368239.87    | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | 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        |     1690799 | PA      | $69717.58     | 0.00%             | 2030-10-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-4688.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   141350000 | PA      | $429343.23    | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          54 | NC      | $54.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                                                            | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $192714.07    | 0.01%             | 2029-01-15      | 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      | $57665.46     | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vodacom Group Ltd                                       | Vodacom Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 37890012A8DC24B8D663 | Long             | EC               | CORP              | ZA        |        6305 | NS      | $48662.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                   | CUSIP: 63861CAA7<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |       42000 | PA      | $42000.00     | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                          | Wynn Macau Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | EC               | CORP              | KY        |      596859 | NS      | $553758.63    | 0.03%             |  |  |  | No            |                  1 | 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      | $190693.63    | 0.01%             | 2035-05-15      | Floating      | 5.95%                 | 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      | $-15765.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -5 | NC      | $-825.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                         | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      123000 | PA      | $125990.25    | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                             | Eurobank SA                                                                                                        | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      272000 | PA      | $320946.16    | 0.02%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-CNYN                                                                                                 | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      586688 | PA      | $587420.97    | 0.03%             | 2041-04-15      | Floating      | 5.59%                 | 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      | $-658.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                         | DP World Salaam                                                                                                    | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199819.35    | 0.01%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                                      | Banco do Brasil SA                                                                                                 | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |       85411 | NS      | $353054.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5769400000 | PA      | $1375089.93   | 0.06%             | 2027-11-03      | 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      | $325894.69    | 0.02%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES CHINA LARGE-CAP ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        4089 | NC      | $208539.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1457.18     | -0.00%            |  |  |  | No            |                  2 | 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        |      547200 | PA      | $546548.65    | 0.03%             | 2031-09-29      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       77545 | NS      | $4220774.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                        | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      303000 | PA      | $317694.20    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | 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        |     1385491 | PA      | $1039118.00   | 0.05%             | 2027-12-10      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| St James's Place PLC                                    | St James's Place PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800M993ICXOMBCP87 | Long             | EC               | CORP              | GB        |       17698 | NS      | $302285.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LETRA TESOURO NACIONAL                                  | Brazil Letras do Tesouro Nacional                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2699000 | PA      | $489635.04    | 0.02%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc            | Charles River Laboratories International Inc                                                                       | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |        2328 | NS      | $364238.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2021-FL3 Ltd                                                                                   | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       28548 | PA      | $28531.99     | 0.00%             | 2039-07-15      | Floating      | 5.28%                 | 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        |      261685 | PA      | $261780.43    | 0.01%             | 2033-09-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                        | Pure Storage Inc                                                                                                   | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |         972 | NS      | $81463.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                        | EPAM Systems Inc                                                                                                   | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |         617 | NS      | $93037.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -119 | NC      | $-82110.00    | -0.00%            |  |  |  | No            |                  1 | 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        |      494859 | PA      | $496432.25    | 0.02%             | 2032-08-20      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024 VLT4                                      | BX TRUST 2024 VLT4                                                                                                 | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      308000 | PA      | $308384.72    | 0.01%             | 2041-06-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                             | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2125000 | PA      | $2040000.00   | 0.10%             | 2026-08-15      | Fixed         | 4.13%                 | 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      | $60989.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-DM                                                                          | CUSIP: 36265AAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      847875 | PA      | $842844.73    | 0.04%             | 2036-11-15      | Floating      | 7.20%                 | 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        |        4780 | NS      | $2921026.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | STARBUCKS CORP                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      377408 | OU      | $3053.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jabil Inc                                               | Jabil Inc                                                                                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        9103 | NS      | $1976898.51   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ARS                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4508.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                       | Cisco Systems Inc                                                                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      112303 | NS      | $7683771.26   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mazda Motor Corp                                        | Mazda Motor Corp                                                                                                   | CUSIP: 000000000<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |       43200 | NS      | $315780.51    | 0.01%             |  |  |  | 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      | $1571270.75   | 0.07%             | 2029-07-12      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | MINERAL RESOURCES LTD                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      974118 | OU      | $-95774.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings Inc                                  | Yum China Holdings Inc                                                                                             | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       24531 | NS      | $1074932.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                         | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      258000 | PA      | $319072.71    | 0.01%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo V Ltd                                                                                                 | CUSIP: 96467PAA6<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2010590.00   | 0.09%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                          | Salesforce Inc                                                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       37429 | NS      | $8870673.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                              | Intuit Inc                                                                                                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        8570 | NS      | $5852538.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                                                                | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      708000 | PA      | $858395.58    | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          41 | NC      | $1148.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                | ION Trading Technologies Sarl                                                                                      | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $588796.92    | 0.03%             | 2028-05-15      | Fixed         | 5.75%                 | 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      | $125047.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                  | EDP SA                                                                                                             | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      300000 | PA      | $362109.71    | 0.02%             | 2054-09-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       13821 | PA      | $6704.98      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                  | Citigroup Capital XIII                                                                                             | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       51122 | NS      | $1542350.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                     | Imperial Brands PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |       14031 | NS      | $595923.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IRCA SPA/GALLARATE                                      | Irca SpA/Gallarate                                                                                                 | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |      213000 | PA      | $251874.31    | 0.01%             | 2029-12-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |           1 | NC      | $-17893.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -70 | NC      | $-15260.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | USD/INR Down-and-out barrier option; Barrier price USD 85.05000                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |      610000 | OU      | $82.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                     | Allegiant Travel Co                                                                                                | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      252000 | PA      | $255133.03    | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                             | Xiaomi Corp                                                                                                        | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |       60000 | NS      | $416348.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | E-MINI RUSS 2000 DEC25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         155 | NC      | $-4262.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                | Kone Oyj                                                                                                           | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |        7580 | NS      | $516159.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                               | Warner Bros Discovery Inc                                                                                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       33356 | NS      | $651442.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $-111086.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2021-SFR3                                                                                     | CUSIP: 74333VAN4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      300515 | PA      | $297703.35    | 0.01%             | 2026-05-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       79000 | PA      | $78223.69     | 0.00%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                           | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13705.74     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                                                                | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      415000 | PA      | $484689.31    | 0.02%             | 2027-03-11      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $243739.22    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CAMECO CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |         -14 | NC      | $-2100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          62 | NC      | $67332.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITG Communications LLC                                  | ITG Communications LLC Term Loan B                                                                                 | CUSIP: 45045PAQ9<br>LEI: 254900KEJHK1L9G5Y190 | Long             | LON              | CORP              | US        |     1024000 | PA      | $1010565.12   | 0.05%             | 2031-07-09      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                     | Dollar General Corp                                                                                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       19901 | NS      | $2056768.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | COSTCO WHOLESALE CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-7380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDR9UNA9 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -4518069 | NC      | $-1620.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                                                         | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      256000 | PA      | $265079.07    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                                                                | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121765.16    | 0.01%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          47 | NC      | $47.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Basic Industries Corp                             | Saudi Basic Industries Corp                                                                                        | CUSIP: 000000000<br>LEI: 213800ZCTFZZZJSK8645 | Long             | EC               | CORP              | SA        |        3623 | NS      | $59462.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7000000 | PA      | $6959886.08   | 0.33%             | 2025-11-20      | None          | 0.00%                 | 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      | $293438.99    | 0.01%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1403.52      | 0.00%             |  |  |  | No            |                  2 | 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        |      298000 | PA      | $313541.59    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| eMemory Technology Inc                                  | eMemory Technology Inc                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4000 | NS      | $264453.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $-25946.86    | -0.00%            |  |  |  | No            |                  2 | 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      | $311967.72    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Accenture PLC                                           | Accenture PLC                                                                                                      | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        7967 | NS      | $1964662.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal SA                                              | L'Oreal SA                                                                                                         | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |         603 | NS      | $260880.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDRXGCW7 TRS USD R E BYDRXGCX5 EQUITYTRS / Short: BYDRXGCW7 TRS USD P V 12MSOFR BYDRXGCY3 EQUITYTRS         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     3380416 | OU      | $-2912.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                                                         | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      425000 | PA      | $411446.07    | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Mobico Group PLC                                        | Mobico Group PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $231051.83    | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                 | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      124000 | PA      | $128172.85    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | 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      | $306720.74    | 0.01%             | 2030-05-08      | Fixed         | 6.12%                 | 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      | $405401.04    | 0.02%             | 2042-08-11      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | Long: BYDH0S762 IRS COP R V 03MCPIBR 1 NDFOIS / Short: BYDH0S762 IRS COP P F  8.64440 2 NDFOIS                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  2650140264 | OU      | $685.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIKE CORP                                               | Pike Corp                                                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99670.60     | 0.00%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                   | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      300000 | PA      | $326850.90    | 0.02%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -11 | NC      | $-13915.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Inc                                   | SS&C Technologies Inc                                                                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       83000 | PA      | $82856.62     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                 | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      357000 | PA      | $375444.05    | 0.02%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      223000 | PA      | $191319.11    | 0.01%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -149 | NC      | $-7748.00     | -0.00%            |  |  |  | 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      | $247985.30    | 0.01%             | 2039-06-12      | Fixed         | 8.73%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                                                            | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      389161 | PA      | $430882.05    | 0.02%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | WARNER BROS. DISCOVERY INC SERIES                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       28386 | OU      | $-9.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      186000 | PA      | $189781.75    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| XP Inc                                                  | XP Inc                                                                                                             | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |        3109 | NS      | $58418.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                    | Western Digital Corp                                                                                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |        8024 | NS      | $963361.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2020-VIV4                                                                             | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100708 | PA      | $92992.83     | 0.00%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                            | Comerica Inc                                                                                                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        1401 | NS      | $95996.52     | 0.00%             |  |  |  | No            |                  1 | 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      |
| LCH Ltd.                                                | Long: SYDE0XZN0 IRS EUR R F  2.41579 2 CCPVANILLA / Short: SYDE0XZN0 IRS EUR P V 06MEURIB 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      240559 | OU      | $918.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                                     | Barrick Mining Corp                                                                                                | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       35482 | NS      | $1165396.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arini European CLO                                      | Arini European Clo IV DAC                                                                                          | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |      470000 | PA      | $553561.31    | 0.03%             | 2038-01-15      | Floating      | 5.53%                 | No            |                  2 | 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      |
| Citibank NA                                             | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-631.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                     | Meritage Homes Corp                                                                                                | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        5121 | NS      | $370914.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       38458 | PA      | $21650.48     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC47                                                                             | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      515232 | PA      | $466906.33    | 0.02%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDM93HS8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -26983000 | NC      | $-0.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                                                                      | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      346000 | PA      | $411229.84    | 0.02%             | 2030-02-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                                                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17589.17     | 0.00%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WARNER BROS DISCOVERY INC                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -76 | NC      | $-532.00      | -0.00%            |  |  |  | No            |                  1 | 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        |      119032 | PA      | $105430.70    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SEN                                  | Thames Water Super Senior Issuer PLC                                                                               | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       15619 | PA      | $23421.68     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                                                     | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35462.09     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHAILEASE HOLDING LTD                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      372448 | OU      | $26204.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | LOCALIZA RENT A CAR SA                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |          21 | OU      | $-1.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                             | Vistra Corp                                                                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       47678 | NS      | $9341073.76   | 0.44%             |  |  |  | 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      | $242994.24    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                | Texas Capital Bancshares Inc                                                                                       | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      879000 | PA      | $866280.82    | 0.04%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDRS2320 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      461000 | OU      | $2396.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc                                           | Welltower Inc                                                                                                      | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |         595 | NS      | $105993.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANICKS GROUP AG                                       | BRANICKS Group AG                                                                                                  | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $92739.21     | 0.00%             | 2026-09-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -123 | NC      | $-48708.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico SAB de CV                                  | Grupo Mexico SAB de CV                                                                                             | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |       16639 | NS      | $144788.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STEM INC                                                | Stem Inc                                                                                                           | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       73000 | PA      | $20805.05     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                                                          | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202911.78    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $273685.97    | 0.01%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $97.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Universal LLC                                    | Galaxy Universal LLC 1st Lien Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1319928 | PA      | $1313327.86   | 0.06%             | 2026-11-12      | Floating      | 10.75%                | Yes           |                  3 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                                                               | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      231000 | PA      | $230386.34    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BLOCK INC CLASS A                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1568041 | OU      | $101177.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                               | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      131000 | PA      | $177556.67    | 0.01%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                | MSCI Inc                                                                                                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        2102 | NS      | $1192695.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBWAY FUNDING LLC                                      | Subway Funding LLC                                                                                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      622298 | PA      | $638304.42    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                              | Chipotle Mexican Grill Inc                                                                                         | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16977 | NS      | $665328.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ELI LILLY + CO                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -10 | NC      | $-17700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                             | Viatris Inc                                                                                                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |       80679 | NS      | $798722.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                                                        | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      839000 | PA      | $840531.73    | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                           | EchoStar Corp                                                                                                      | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       20451 | NS      | $1561638.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                | Volvo AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       24707 | NS      | $707271.47    | 0.03%             |  |  |  | No            |                  1 | 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      | $-1440.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                             | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99400.00     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FIRST SOLAR INC                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      752514 | OU      | $-4565.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BEIJER REF CLASS B                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SE        |      183714 | OU      | $21243.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The                                                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       46044 | NS      | $11370565.80  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSTRIA OFFICE AG                                       | Alstria Office AG                                                                                                  | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $244160.27    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd                                           | Axis Bank Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |        2775 | NS      | $35366.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER BANCA                                              | BPER Banca SPA                                                                                                     | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $245694.05    | 0.01%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                       | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299123.19    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GAIL India Ltd                                          | GAIL India Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 335800N82LJD42ZA5L32 | Long             | EC               | CORP              | IN        |       25747 | NS      | $51120.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-13313.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                               | Argenx SE                                                                                                          | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        1624 | NS      | $1176789.49   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                              | Vertex Pharmaceuticals Inc                                                                                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        7261 | NS      | $2843698.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                                                                 | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      194000 | PA      | $275267.34    | 0.01%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 Term Loan                                                                                | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1148446 | PA      | $582836.28    | 0.03%             | 2028-04-27      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| CFSP Mortgage Trust                                     | CFSP 2024-AHP1 Mortgage Trust                                                                                      | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      633369 | PA      | $614280.89    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TEMENOS AG                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      599249 | OU      | $3662.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYTEDANCE LTD., SERIES E 1                              | BYTEDANCE LTD., SERIES E 1                                                                                         | CUSIP: 000000000<br>LEI: 54930057HU24VGK3CO92 | Long             | EP               | CORP              | US        |       23481 | NS      | $5937640.47   | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Citibank, National Association                          | MERCARI INC                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      511218 | OU      | $-311.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | OCCIDENTAL PETROLEUM CORP                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      430419 | OU      | $-14014.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-1219.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         168 | NC      | $79296.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                      | Union Pacific Corp                                                                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       17922 | NS      | $4236223.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |      641000 | PA      | $919194.18    | 0.04%             | 2031-08-15      | Fixed         | 8.13%                 | 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      | $182405.74    | 0.01%             | 2032-01-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FORMOSA CHEMICALS   FIBRE CORP                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      199200 | OU      | $-2855.86     | -0.00%            |  |  |  | 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      | $278921.22    | 0.01%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                   | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $185280.20    | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDFPHS86 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDFPHS86 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      435236 | OU      | $3672.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ELEVANCE HEALTH INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      689821 | OU      | $-11349.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDCFU663 IRS PLN R F  4.94000 2 CCPVANILLA / Short: SYDCFU663 IRS PLN P V 06MWIBOR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1773716 | OU      | $16005.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                         | McDonald's Corp                                                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        9445 | NS      | $2870241.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS BUS NETWORK BRYRHM7J9                           | FARMERS BUS NETWORK BRYRHM7J9                                                                                      | CUSIP: 000000000<br>LEI: 5493003KO0NA75DM0Y81 | Long             | EC               | CORP              | US        |       24139 | NS      | $25587.34     | 0.00%             |  |  |  | Yes           |                  3 | 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      | $-56786.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | BYDQ7W0Y2 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |   -28494000 | NC      | $-36007.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | DR HORTON INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -9 | NC      | $-2025.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                            | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      234000 | PA      | $254709.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 13392000000 | PA      | $827563.72    | 0.04%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B2                                                                     | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      654726 | PA      | $655000.74    | 0.03%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | BYDMYUKT4 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |    -4061000 | NC      | $-25184.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JUMPCLOUD, INC., SERIES F                               | JUMPCLOUD, INC., SERIES F                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       32336 | NS      | $76312.96     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Rolls-Royce Holdings PLC                                | Rolls-Royce Holdings PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      286145 | NS      | $4579551.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                         | BAE Systems PLC                                                                                                    | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      419493 | NS      | $11616382.05  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | POWER CORPORATION OF CANADA                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CA        |      109052 | OU      | $-3798.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quimper AB                                              | Quimper AB 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |     1008696 | PA      | $1191827.63   | 0.06%             | 2030-03-29      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                          | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $104102.46    | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | 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      | $160384.24    | 0.01%             | 2060-12-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MCKESSON CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-6360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-VLT4                                                                                                 | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      771000 | PA      | $774327.64    | 0.04%             | 2041-06-15      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc                                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        3374 | NS      | $1165042.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDRXGFP9 TRS USD R E BYDRXGFQ7 EQUITYTRS / Short: BYDRXGFP9 TRS USD P V 12MSOFR BYDRXGFR5 EQUITYTRS         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     2506302 | OU      | $-2159.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bloomberry Resorts Corp                                 | Bloomberry Resorts Corp                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | PH        |      351100 | NS      | $24975.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | TARGET CORP                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1185736 | OU      | $-40552.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          44 | NC      | $129.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -111 | NC      | $-23976.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | RYOHIN KEIKAKU LTD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      538261 | OU      | $6553.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                                                                 | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      120000 | PA      | $126898.81    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | 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      | $-611536.23   | -0.03%            |  |  |  | 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        |      157325 | PA      | $141550.38    | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | 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      | $353187.15    | 0.02%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BP PLC                                                  | BP PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |       78407 | NS      | $448951.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                        | AMC Networks Inc                                                                                                   | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       10929 | NS      | $90054.96     | 0.00%             |  |  |  | No            |                  1 | 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      | $108286.65    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       23000 | PA      | $29321.62     | 0.00%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                         | ASML Holding NV                                                                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       13018 | NS      | $12656507.76  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                         | Philip Morris International Inc                                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       44745 | NS      | $7257639.00   | 0.34%             |  |  |  | No            |                  1 | 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      | $692527.70    | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                           | KSL Commercial Mortgage Trust 2024-HT2                                                                             | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446410 | PA      | $446269.92    | 0.02%             | 2039-12-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $33869.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                               | BYDS3N6M2 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |    -4526913 | OU      | $-271.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                   | CUSIP: 63861CAF6<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |      157000 | PA      | $163877.07    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | 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        |      878147 | PA      | $837260.11    | 0.04%             | 2029-03-01      | Floating      | 7.22%                 | 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      | $20696.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         711 | NC      | $168507.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -127 | NC      | $-395351.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                      | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134563.13    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                               | Regatta XVIII Funding Ltd                                                                                          | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250194.25    | 0.01%             | 2038-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      800000 | PA      | $785613.88    | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -1422 | NC      | $-113760.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $503.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      201000 | PA      | $185143.01    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | 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        |      162600 | PA      | $159097.18    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         109 | NC      | $2879.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24260000 | PA      | $1218171.51   | 0.06%             | 2030-09-30      | Fixed         | 5.00%                 | 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      | $-390122.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                  | Algoma Steel Group Inc                                                                                             | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       67032 | NS      | $238298.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                            | British American Tobacco PLC                                                                                       | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |       13154 | NS      | $698256.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SGL GROUP APS                                           | SGL Group ApS                                                                                                      | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |      160000 | PA      | $182912.62    | 0.01%             | 2031-02-24      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                                                             | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      214000 | PA      | $237674.18    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $4860.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                                                            | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      520724 | PA      | $609889.22    | 0.03%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ATLANTIC UNION BANKSHARES CORP                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       59818 | OU      | $353.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ARS                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3741.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -14 | NC      | $-16058.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd                                     | Macquarie Group Ltd                                                                                                | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |        6172 | NS      | $895746.37    | 0.04%             |  |  |  | No            |                  1 | 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        |      193298 | PA      | $179992.71    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lionsgate Studios Corp                                  | Lionsgate Studios Corp                                                                                             | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       84585 | NS      | $583636.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                  | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      255000 | PA      | $251661.53    | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      126000 | PA      | $130958.48    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | 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      | $-31297.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URSA MAJOR TECHNOLOGIES, INC.                           | URSA MAJOR TECHNOLOGIES, INC.                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      102993 | NS      | $456258.99    | 0.02%             |  |  |  | Yes           |                  3 | 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      | $-12215.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -2 | NC      | $-2756.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BOOKING HOLDINGS INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           6 | NC      | $67230.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                                                    | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      478000 | PA      | $562654.14    | 0.03%             | 2031-02-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |           1 | NC      | $-5852.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                      | Valero Energy Corp                                                                                                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |       27814 | NS      | $4735611.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | BYDMQZ288 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    15132000 | OU      | $5347.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | S+P500 EMINI FUT DEC25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         152 | NC      | $409016.25    | 0.02%             |  |  |  | No            |                  1 | 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      | $257098.10    | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | DR HORTON INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -77 | NC      | $-29260.00    | -0.00%            |  |  |  | No            |                  1 | 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      | $-92403.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | JFE HOLDINGS INC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      200880 | OU      | $6806.01      | 0.00%             |  |  |  | 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      | $1209971.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                           | Amphenol Corp                                                                                                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       14238 | NS      | $1761952.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co                                                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      160173 | NS      | $13425700.86  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102968.40    | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | LIVE NATION ENTERTAINMENT INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -21 | NC      | $-3675.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TCW Ltd                                                 | TCW CLO 2023-1 Ltd                                                                                                 | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003505.00   | 0.05%             | 2038-03-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                     | Peer Holding III BV 2025 EUR Term Loan B6B                                                                         | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     1400000 | PA      | $1646169.31   | 0.08%             | 2031-07-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ISHARES IBOXX $ INV GRADE CORPORAT                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |     2717044 | OU      | $2191.95      | 0.00%             |  |  |  | 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        |      409000 | PA      | $405216.75    | 0.02%             | 2032-07-24      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -291 | NC      | $-118437.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                     | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       37000 | PA      | $40006.29     | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                      | Mitsubishi UFJ Financial Group Inc                                                                                 | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |       34661 | NS      | $561101.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE DEC25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          71 | NC      | $110797.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NEXTDC LTD                                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      172248 | OU      | $-5140.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PACKAGING CORP OF AMERICA                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1006489 | OU      | $-24101.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLEGREEN IRELAND                                      | Applegreen Ireland 2025 EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |      569620 | PA      | $675035.74    | 0.03%             | 2032-01-30      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                                                        | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      177000 | PA      | $213019.44    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco SA                                       | Banco Bradesco SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |      468650 | NS      | $1560332.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oriental Republic of Uruguay                            | Oriental Republic of Uruguay                                                                                       | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       71000 | PA      | $66491.50     | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                     | Worldline SA/France                                                                                                | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $90994.34     | 0.00%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8700000 | PA      | $8603906.85   | 0.40%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Emerald Technologies (US) Acquisitionco Inc             | Emerald Technologies (US) Acquisitionco Inc Term Loan                                                              | CUSIP: 29102UAB5<br>LEI: 549300PVODJ41V7YM574 | Long             | LON              | CORP              | US        |      403025 | PA      | $278087.14    | 0.01%             | 2027-12-29      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10131000 | PA      | $10089287.65  | 0.47%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PREEM HOLDING AB                                        | Preem Holdings AB                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      152800 | PA      | $185492.22    | 0.01%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $25070.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BEIJER REF CLASS B                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SE        |       43422 | OU      | $2313.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                               | Partners Group Holding AG                                                                                          | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |        1711 | NS      | $2221366.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | EXPAND ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     2282660 | OU      | $-181470.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                      | NextEra Energy Inc                                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       97292 | NS      | $7344573.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-128.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                           | Hilton Worldwide Holdings Inc                                                                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       16201 | NS      | $4203187.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                                                  | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       22000 | PA      | $22288.64     | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                                                               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       97000 | PA      | $100688.43    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KOBAYASHI PHARMACEUTICAL LTD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      186741 | OU      | $1618.94      | 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      | $-19058.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASMedia Technology Inc                                  | ASMedia Technology Inc                                                                                             | CUSIP: 000000000<br>LEI: 529900CQG67FQMMNX678 | Long             | EC               | CORP              | TW        |        5000 | NS      | $242798.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                                                            | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |      207000 | PA      | $245990.09    | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                                                          | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40751.76     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDM37SC8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |    13725000 | NC      | $77653.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Mills Inc                                       | General Mills Inc                                                                                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |       10652 | NS      | $537073.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                                           | DR Horton Inc                                                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       35142 | NS      | $5955514.74   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         240 | NC      | $178928.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          82 | NC      | $39047.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                                | MarketAxess Holdings Inc                                                                                           | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |        1415 | NS      | $246563.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | SUPER MICRO COMPUTER INC                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1081900 | OU      | $-24698.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc                                  | Offerpad Solutions Inc                                                                                             | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       22210 | NS      | $1110.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                           | Interactive Brokers Group Inc                                                                                      | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        3508 | NS      | $241385.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDLFHSV3 IRS KRW R F  2.39950 2 CCPNDF / Short: SYDLFHSV3 IRS KRW P V 03MKSDA 1 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2062513000 | OU      | $-5481.23     | -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      | $-13907.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -27 | NC      | $-13122.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EXO COMMON                                              | EXO COMMON                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1035 | NS      | $372.60       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6000000 | PA      | $5949731.58   | 0.28%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $30040.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PERNOD RICARD SA                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      956855 | OU      | $38823.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSIQUANTUM CORP., SERIES D                              | PSIQUANTUM CORP., SERIES D                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       14776 | NS      | $606554.80    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Metropolitan Bank & Trust Co                            | Metropolitan Bank & Trust Co                                                                                       | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | EC               | CORP              | PH        |       47680 | NS      | $55708.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-3099.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eicher Motors Ltd                                       | Eicher Motors Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 25490059S64CN2OY7239 | Long             | EC               | CORP              | IN        |        1264 | NS      | $99730.56     | 0.00%             |  |  |  | No            |                  1 | 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      | $376264.83    | 0.02%             | 2030-11-04      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                                                                | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      217000 | PA      | $261201.56    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| iHeartMedia Inc                                         | iHeartMedia Inc                                                                                                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         721 | NS      | $2069.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                              | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      246000 | PA      | $246511.68    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |           1 | NC      | $-6922.18     | -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      | $-48.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P REGIONAL BANKING ETF                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         633 | NC      | $16458.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Providus CLO                                            | Providus CLO II DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |      260000 | PA      | $305974.18    | 0.01%             | 2038-10-15      | Floating      | 5.23%                 | 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      | $299484.20    | 0.01%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-2                                                                              | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       16853 | PA      | $16785.66     | 0.00%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        3077 | NS      | $712448.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIC Motor Corp Ltd                                     | SAIC Motor Corp Ltd                                                                                                | CUSIP: 000000000<br>LEI: 30030001QBC7EXJJGT71 | Long             | EC               | CORP              | CN        |      363500 | NS      | $874224.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Finance Group PLC                                  | Lion Finance Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |         854 | NS      | $87863.63     | 0.00%             |  |  |  | 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      | $99758.16     | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                                                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $176820.06    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Furukawa Electric Co Ltd                                | Furukawa Electric Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 353800TJR1DQ3P1QR918 | Long             | EC               | CORP              | JP        |        6100 | NS      | $375854.21    | 0.02%             |  |  |  | No            |                  1 | 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      | $1058093.20   | 0.05%             | 2031-08-13      | Floating      | 5.25%                 | 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      | $423714.88    | 0.02%             | 2038-01-15      | Floating      | 5.48%                 | 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        |        1141 | NS      | $418812.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                           | Universal Health Services Inc                                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |        2839 | NS      | $580405.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com Inc                                          | Kakaku.com Inc                                                                                                     | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |       18600 | NS      | $319338.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LION/POLARIS LUX 4 SA                                   | Lion/Polaris Lux 4 SA                                                                                              | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |      335000 | PA      | $397684.57    | 0.02%             | 2029-07-01      | Floating      | 5.56%                 | 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      | $-11176.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        1907 | NC      | $1640020.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial Inc                                  | Flagstar Financial Inc                                                                                             | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       68360 | NS      | $789558.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                      | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      231000 | PA      | $227587.67    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                                                     | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      280000 | PA      | $275497.68    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                               | Ball Corp                                                                                                          | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       10899 | NS      | $549527.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                             | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       51000 | PA      | $51720.07     | 0.00%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                                                       | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       77000 | PA      | $83466.65     | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-V Ltd                                                                                            | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701637.30    | 0.03%             | 2038-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                          | Air Products and Chemicals Inc                                                                                     | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       12490 | NS      | $3406272.80   | 0.16%             |  |  |  | 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      | $161422.34    | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                   | Charter Communications Operating LLC 2024 Term Loan B5                                                             | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      107899 | PA      | $107844.62    | 0.01%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Air Arabia PJSC                                         | Air Arabia PJSC                                                                                                    | CUSIP: 000000000<br>LEI: 21380058Y5RCZI2HBX17 | Long             | EC               | CORP              | AE        |       82348 | NS      | $84073.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED TRY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TR        |           1 | NC      | $11329.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG                          | SEAGATE DATA STOR                                                                                                  | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      681000 | PA      | $720907.96    | 0.03%             | 2029-12-15      | Fixed         | 8.25%                 | 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      | $126361.77    | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | 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      | $1590668.77   | 0.07%             | 2030-02-01      | Floating      | 9.58%                 | 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      | $-740.54      | -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      | $-1011.30     | -0.00%            |  |  |  | No            |                  2 | 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      | $1038122.29   | 0.05%             | 2030-10-31      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                                                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $214664.00    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                    | Speedster Bidco GmbH 2024 EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |      720000 | PA      | $849543.06    | 0.04%             | 2031-12-10      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      173000 | PA      | $176318.14    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | FTSE 100 IDX FUT DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -17 | NC      | $-33758.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                          | JPN 10Y BOND(OSE) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          15 | NC      | $-134938.13   | -0.01%            |  |  |  | No            |                  1 | 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      | $294916.17    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                  | SAP SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       10953 | NS      | $2930652.00   | 0.14%             |  |  |  | No            |                  1 | 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      | $327060.64    | 0.02%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                                                        | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |      730994 | PA      | $729707.60    | 0.03%             | 2029-01-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| AVAYA HLDGS CORP                                        | AVAYA HLDGS CORP                                                                                                   | CUSIP: 05351X507<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |         121 | NS      | $1336.08      | 0.00%             |  |  |  | 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        |      843437 | PA      | $844227.70    | 0.04%             | 2038-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                          | Diamond II Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $201375.90    | 0.01%             | 2026-07-28      | Fixed         | 7.95%                 | 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      | $-908.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Borouge PLC                                             | Borouge PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2549001Z4YA6WG9MBM08 | Long             | EC               | CORP              | AE        |      124985 | NS      | $85749.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Electronic Optical Co Ltd                        | Genius Electronic Optical Co Ltd                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       26685 | NS      | $374735.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -117 | NC      | $-28782.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7000000 | PA      | $6978330.66   | 0.33%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF          | VanEck J. P. Morgan EM Local Currency Bond ETF                                                                     | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |       60974 | NS      | $1555446.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | RESTAURANTS BRANDS INTERNATIONAL I                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     1900974 | OU      | $15938.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | BYDR0JT82 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              |  | US        |     2870000 | NC      | $713.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                                            | Olympus Corp                                                                                                       | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |       73800 | NS      | $933697.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avoca Static CLO                                        | Avoca Static CLO I DAC                                                                                             | CUSIP: 000000000<br>LEI: 549300D0MXVAW7ZB0873 | Long             | ABS-CBDO         | CORP              | IE        |      160000 | PA      | $188158.43    | 0.01%             | 2035-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Akbank TAS                                              | Akbank TAS                                                                                                         | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |      129383 | NS      | $195114.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -5 | NC      | $-4950.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                               | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       53000 | PA      | $53677.16     | 0.00%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                      | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      364000 | PA      | $364682.46    | 0.02%             | 2038-04-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ILUKA RESOURCES LTD                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      305175 | OU      | $-1339.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                         | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      144000 | PA      | $150163.20    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Advantest Corp                                          | Advantest Corp                                                                                                     | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |        9200 | NS      | $911383.85    | 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      | $753242.25    | 0.04%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                                                       | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       97157 | PA      | $115545.01    | 0.01%             | 2029-12-31      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                          | Penta CLO 17 DAC                                                                                                   | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |      274000 | PA      | $324007.01    | 0.02%             | 2038-08-15      | Floating      | 5.29%                 | 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      | $911659.66    | 0.04%             | 2033-08-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                | VanEck Semiconductor ETF                                                                                           | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |        3929 | NS      | $1282268.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3197.85     | -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      | $-15174.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                            | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        4352 | NS      | $2110807.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | JD SPORTS FASHION PLC                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |       54944 | OU      | $450.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                                                        | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      188000 | PA      | $206856.34    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BROOKFIELD ASSET MANAGEMENT VOTING                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     1418322 | OU      | $106061.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NEC CORP                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      877519 | OU      | $-13336.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                   | Costco Wholesale Corp                                                                                              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       16707 | NS      | $15464500.41  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                     | Banca Monte dei Paschi di Siena SpA                                                                                | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |      171814 | NS      | $1520956.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                                                          | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      658000 | PA      | $691824.37    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | 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      | $348553.45    | 0.02%             |  |  |  | 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        |     3306767 | PA      | $224220.65    | 0.01%             | 2053-07-15      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                               | Holcim AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |       12648 | NS      | $1069928.17   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      150000 | PA      | $185522.36    | 0.01%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                                                               | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      477216 | PA      | $586806.46    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                            | Carrefour SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       31273 | NS      | $473453.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                                                                 | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       67000 | PA      | $62678.08     | 0.00%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         318 | NC      | $103032.00    | 0.00%             |  |  |  | No            |                  1 | 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      | $49741.01     | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                              | Aurium Clo XIII DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |      170000 | PA      | $199820.53    | 0.01%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | 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      | $319545.28    | 0.02%             | 2037-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AMERICAN AIRLINES GROUP INC                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         108 | NC      | $3888.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                   | Uber Technologies Inc                                                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       52099 | NS      | $5104139.03   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avoca CLO                                               | Avoca CLO XVIII DAC                                                                                                | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |      180000 | PA      | $213212.27    | 0.01%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                                                   | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      400000 | PA      | $379651.30    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Krafton Inc                                             | Krafton Inc                                                                                                        | CUSIP: 000000000<br>LEI: 988400CE024EWSCICK17 | Long             | EC               | CORP              | KR        |        2633 | NS      | $548913.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APOLLO GLOBAL MANAGEMENT INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -7 | NC      | $-357.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp                                               | KT&G Corp                                                                                                          | CUSIP: 000000000<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |        5461 | NS      | $520002.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp                     | Cognizant Technology Solutions Corp                                                                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       10237 | NS      | $686595.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HBX GROUP INTERNATIONAL PLC                             | HBX Group International PLC EUR Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 984500745985CA77CS69 | Long             | LON              | CORP              | GB        |     1010869 | PA      | $1188294.94   | 0.06%             | 2032-02-13      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | EMIRATES INTEGRATED TELECOMMUNICAT                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AE        |      279151 | OU      | $-777.68      | -0.00%            |  |  |  | No            |                  2 | 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        |        6212 | NS      | $200635.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbour CLO                                              | Arbour CLO VI DAC                                                                                                  | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |      330000 | PA      | $387435.17    | 0.02%             | 2037-11-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                                                         | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      505000 | PA      | $512997.18    | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Quintis PTY                                             | QUINTIS PTY LIMITED                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     3249491 | NS      | $21.50        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WOLFSPEED INC                                           | Wolfspeed Inc                                                                                                      | CUSIP: 225447AD3<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      150000 | PA      | $67500.00     | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                     | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152000 | PA      | $154694.20    | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYDRXGNV7 TRS USD R E BYDRXGNW5 EQUITYTRS / Short: BYDRXGNV7 TRS USD P V 12MSOFR BYDRXGNX3 EQUITYTRS         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     6676565 | OU      | $-5751.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                      | Toyota Tsusho Corp                                                                                                 | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       24900 | NS      | $690670.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | FREEPORT-MCMORAN INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -237 | NC      | $-46689.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc.                                   | BULLISH                                                                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DE               |  | US        |      406664 | OU      | $32255.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         259 | NC      | $51282.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      367200 | PA      | $442191.33    | 0.02%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                | eBay Inc                                                                                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       11187 | NS      | $1017457.65   | 0.05%             |  |  |  | No            |                  1 | 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      | $269895.05    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                       | EOG Resources Inc                                                                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       25208 | NS      | $2826320.96   | 0.13%             |  |  |  | No            |                  1 | 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      | $111557.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |      429000 | PA      | $511331.75    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-2776.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                     | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      938000 | PA      | $906482.11    | 0.04%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                | Almaviva-The Italian Innovation Co SpA                                                                             | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      431000 | PA      | $514029.10    | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8000000 | PA      | $7962713.36   | 0.37%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                               | Avaya Inc 2023 Exit Term Loan                                                                                      | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |        4438 | PA      | $3881.91      | 0.00%             | 2028-08-01      | Floating      | 11.66%                | No            |                  2 | On Loan: No      |
| Airbus SE                                               | Airbus SE                                                                                                          | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       13830 | NS      | $3205207.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-54293.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco PLC                                                                                                    | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      656000 | PA      | $880607.64    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4088000 | PA      | $194159.63    | 0.01%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SONDER WARRANTS                                         | SONDER WARRANTS                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        3371 | NS      | $4247.46      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Eneva SA                                                | Eneva SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300T1AP7HKCABII19 | Long             | EC               | CORP              | BR        |       73065 | NS      | $228025.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI Group Inc                                        | MISUMI Group Inc                                                                                                   | CUSIP: 000000000<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |       22600 | NS      | $352482.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                                                             | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1821000 | PA      | $553516.89    | 0.03%             | 2035-08-12      | Fixed         | 6.85%                 | 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        |     1000000 | PA      | $1182492.09   | 0.06%             | 2029-06-02      | Floating      | 6.03%                 | 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      | $458398.54    | 0.02%             | 2039-04-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-6792.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                      | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      454000 | PA      | $444907.65    | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6300000 | PA      | $6268921.72   | 0.29%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDDXS5N0 TRS USD R E BYDDXS5P5 BONDTRS / Short: BYDDXS5N0 TRS USD P F   .00000 BYDDXS5Q3 BONDTRS            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |       93561 | OU      | $2333.74      | 0.00%             |  |  |  | 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      |
| Royal Bank of Canada                                    | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $-9008.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                                                              | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      250000 | PA      | $259056.38    | 0.01%             | 2030-07-21      | Fixed         | 7.55%                 | 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        |      272000 | PA      | $266130.84    | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                   | Micron Technology Inc                                                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       57857 | NS      | $9680633.24   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                    | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      215000 | PA      | $218339.40    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd                                             | Infosys Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       20347 | NS      | $330405.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                                | Jeronimo Martins SGPS SA                                                                                           | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |        5013 | NS      | $121830.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -65 | NC      | $-101270.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       26000 | PA      | $31257.92     | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | GB        |           1 | NC      | $-40250.47    | -0.00%            |  |  |  | No            |                  2 | 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        |      380885 | PA      | $381970.06    | 0.02%             | 2032-08-13      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                    | Williams Cos Inc/The                                                                                               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      100907 | NS      | $6392458.45   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | BYDS5CZV2 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |    -1995000 | NC      | $-273.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         186 | NC      | $198090.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                             | HubSpot Inc                                                                                                        | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         191 | NS      | $89349.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5041000 | PA      | $1292019.97   | 0.06%             | 2033-11-07      | Fixed         | 4.64%                 | 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      | $267922.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    55249000 | PA      | $1794081.89   | 0.08%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIV GROUP GMBH                                         | Aviv Group GmbH EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     1146496 | PA      | $1354457.17   | 0.06%             | 2032-04-23      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -229 | NC      | $-515250.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc                                                                                                   | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |      639000 | PA      | $638493.91    | 0.03%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                 | EQUATE Petrochemical Co KSC                                                                                        | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |      200000 | PA      | $199289.60    | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      156015 | NS      | $15835522.50  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                                                            | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      334000 | PA      | $350594.79    | 0.02%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL LTD                                   | Thames Water Utilities Ltd                                                                                         | CUSIP: 000000000<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |        3000 | PA      | $3449.69      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-NWM                                                                              | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      537575 | PA      | $536815.82    | 0.03%             | 2033-02-15      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ABN AMRO BANK NV                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      318316 | OU      | $-6539.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                                                    | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      123000 | PA      | $119511.72    | 0.01%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FNA Trust                                               | FNA 8 LLC                                                                                                          | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      835070 | PA      | $841088.16    | 0.04%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4970000 | PA      | $112265.44    | 0.01%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      348000 | PA      | $357480.56    | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                             | Progroup AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      168000 | PA      | $200759.40    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                           | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     1438000 | PA      | $1460102.06   | 0.07%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                           | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      489000 | PA      | $431068.31    | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rasan Information Technology Co                         | Rasan Information Technology Co                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        4083 | NS      | $111487.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     6758000 | PA      | $1930822.71   | 0.09%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROJECT SKYE SERIES D                                   | PROJECT SKYE SERIES D                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | GB        |       46779 | NS      | $592640.95    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Omnicom Group Inc                                       | Omnicom Group Inc                                                                                                  | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       14562 | NS      | $1187239.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                | Thermo Fisher Scientific Inc                                                                                       | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      418000 | PA      | $475144.96    | 0.02%             | 2028-09-12      | Fixed         | 1.38%                 | No            |                  2 | 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              |  | US        |      553000 | PA      | $541530.61    | 0.03%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | UBER TECHNOLOGIES INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -434 | NC      | $-136710.00   | -0.01%            |  |  |  | No            |                  1 | 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      | $640773.87    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV7                                                                               | CUSIP: 46654CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1345981 | PA      | $1210331.63   | 0.06%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                         | Cemex SAB de CV                                                                                                    | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |      202950 | NS      | $182409.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                              | Samsung Electronics Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       25089 | NS      | $1500279.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                    | PNC Financial Services Group Inc/The                                                                               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        3226 | NS      | $648200.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      363000 | PA      | $305262.71    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | POSCO FUTURE M LTD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |      133517 | OU      | $-977.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBA Trust                                               | LBA Trust 2024-BOLT                                                                                                | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112000 | PA      | $110314.09    | 0.01%             | 2039-06-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc                                                                                          | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       10015 | NS      | $270655.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| X Corp.                                                 | X Corp Term Loan                                                                                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       93508 | PA      | $91650.59     | 0.00%             | 2029-10-26      | Floating      | 10.96%                | 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      | $-24229.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Elm Co                                                  | Elm Co                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |         317 | NS      | $75695.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         770 | NC      | $2012243.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Highspring Holdings LLC                                 | Highspring Holdings LLC 2022 Term Loan                                                                             | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |      420847 | PA      | $360876.18    | 0.02%             | 2029-01-21      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -37 | NC      | $-1036.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | DENTSU GROUP INC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      532232 | OU      | $13311.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -158 | NC      | $-16432.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                   | Spotify Technology SA                                                                                              | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        1268 | NS      | $885064.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                   | General Dynamics Corp                                                                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        2445 | NS      | $833745.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                                   | Robinhood Markets Inc                                                                                              | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        3779 | NS      | $541077.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $17844.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-OAT FUTURE DEC25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          74 | NC      | $114610.03    | 0.01%             |  |  |  | No            |                  1 | 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      | Floating      | 15.75%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDJQBB70 IRS COP R V 03MCPIBR 1 NDFOIS / Short: BYDJQBB70 IRS COP P F  8.23000 2 NDFOIS                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  2419147717 | OU      | $11793.28     | 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        |      603816 | PA      | $611961.44    | 0.03%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | GB        |           1 | NC      | $-54686.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SABRE CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         111 | NC      | $555.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc                                                                                                     | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       56000 | PA      | $55139.08     | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                               | Kawasaki Kisen Kaisha Ltd                                                                                          | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |       42100 | NS      | $599537.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SECTOR ALARM HOLDING AS                                 | Sector Alarm Holding AS 2025 EUR Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |      406916 | PA      | $479803.84    | 0.02%             | 2029-06-14      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                                                      | CUSIP: 00131MAS2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $196586.00    | 0.01%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                                                              | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      430200 | PA      | $530948.61    | 0.02%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                           | NYC Commercial Mortgage Trust 2025-3BP                                                                             | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      325000 | PA      | $323070.54    | 0.02%             | 2042-02-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                              | DaVita Inc                                                                                                         | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |        1821 | NS      | $241956.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CA        |           1 | NC      | $-15800.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100930.90    | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | 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        |      304933 | PA      | $243235.93    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | 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      | $31551.80     | 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      | $65505.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CH ROBINSON WORLDWIDE INC                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1847903 | OU      | $21710.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                                 | Vale SA                                                                                                            | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |        6177 | NS      | $66827.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                     | Cheniere Energy Inc                                                                                                | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        3638 | NS      | $854857.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEOPATRA FINCO SARL                                    | Kleopatra Finco Sarl                                                                                               | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |      448000 | PA      | $296077.92    | 0.01%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | BYDMQYY03 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KY        |    17460000 | OU      | $855.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                           | Mosaic Co/The                                                                                                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       24707 | NS      | $856838.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | POSTAL SAVINGS BANK OF CHINA LTD H                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      839017 | OU      | $10399.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp                                      | First Horizon Corp                                                                                                 | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |        7872 | NS      | $177985.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                | Alexandrite Lake Lux Holdings Sarl                                                                                 | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $480430.45    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       57688 | PA      | $39657.59     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | S+P/TSX 60 IX FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |           4 | NC      | $18478.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                                                               | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      208000 | PA      | $214716.42    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     5000000 | PA      | $4983385.40   | 0.23%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | QUANTA SERVICES INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      427157 | OU      | $-19173.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -94 | NC      | $-5264.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      399000 | PA      | $468683.41    | 0.02%             | 2026-10-27      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc Term Loan B                                                                                         | CUSIP: 12663SAB7<br>LEI: 529900SOYZIXZBTXB558 | Long             | LON              | CORP              | US        |      529527 | PA      | $529526.92    | 0.02%             | 2027-12-30      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| UOL Group Ltd                                           | UOL Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |       22394 | NS      | $135584.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                              | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      102000 | PA      | $124093.27    | 0.01%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      297000 | PA      | $296732.22    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                            | Centrica PLC                                                                                                       | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      356000 | PA      | $490155.34    | 0.02%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $2656.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KUAISHOU TECHNOLOGY                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      643814 | OU      | $-91086.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -580 | NC      | $-21750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                             | Invesco Ltd                                                                                                        | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |       43347 | NS      | $994380.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TS Financial Holding Co Ltd                             | TS Financial Holding Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 254900NDEO99JV07HK17 | Long             | EC               | CORP              | TW        |      240000 | NS      | $141741.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                                                  | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       41000 | PA      | $40990.40     | 0.00%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       76000 | PA      | $92062.33     | 0.00%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp 2025 Fixed Term Loan                                                                                        | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      200000 | PA      | $200472.00    | 0.01%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Pop Mart International Group Ltd                        | Pop Mart International Group Ltd                                                                                   | CUSIP: 000000000<br>LEI: 9845000A05E8F937E337 | Long             | EC               | CORP              | KY        |       45400 | NS      | $1556514.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AA BOND CO LTD                                          | AA Bond Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |      308495 | PA      | $414348.58    | 0.02%             | 2026-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-2741.31     | -0.00%            |  |  |  | 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        |      810000 | PA      | $810598.02    | 0.04%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                                                      | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119328.98    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | 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        |     8470802 | OU      | $1007555.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                               | BYDRJF9W9 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | KY        |    -5702000 | OU      | $-30882.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                                                                               | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $193682.81    | 0.01%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SYNOPSYS INC                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1696027 | OU      | $60439.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $16532.73     | 0.00%             |  |  |  | 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        |      320000 | PA      | $320286.14    | 0.02%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1156674.71   | 0.05%             | 2027-10-30      | Fixed         | 4.63%                 | 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      | $424084.82    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                | Fox Corp                                                                                                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       35725 | NS      | $2252818.50   | 0.11%             |  |  |  | No            |                  1 | 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      | $224512.29    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -17 | NC      | $-43605.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                          | TD SYNNEX Corp                                                                                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        2778 | NS      | $454897.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LOADSMART, INC., SERIES C                               | LOADSMART, INC., SERIES C                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       96249 | NS      | $564981.63    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                   | Global Switch Finance BV                                                                                           | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |      146000 | PA      | $161902.87    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                               | Orange SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       60771 | NS      | $985319.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -318 | NC      | $-39114.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                      | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405510.00    | 0.02%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $233049.06    | 0.01%             | 2026-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARESYNTAX COMMON EQ                                    | CARESYNTAX COMMON EQ                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2497 | NS      | $824.01       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HD Hyundai Marine Solution Co Ltd                       | HD Hyundai Marine Solution Co Ltd                                                                                  | CUSIP: 000000000<br>LEI: 988400NV4TGR7O3GJM74 | Long             | EC               | CORP              | KR        |        1727 | NS      | $258486.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                 | ABB Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |        6836 | NS      | $492229.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                              | Nucor Corp                                                                                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        3158 | NS      | $427687.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nongfu Spring Co Ltd                                    | Nongfu Spring Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 300300P08GGT4SKR9G93 | Long             | EC               | CORP              | CN        |         180 | NS      | $1246.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | BYDMQYTU3 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |   -17460000 | OU      | $-8136.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares China Large-Cap ETF                             | iShares China Large-Cap ETF                                                                                        | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |      115486 | NS      | $4751094.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | LIVE NATION ENTERTAINMENT INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -21 | NC      | $-4147.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA                                                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       15885 | NS      | $1051102.43   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weichai Power Co Ltd                                    | Weichai Power Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 529900OKTPKBG85F9502 | Long             | EC               | CORP              | CN        |      254000 | NS      | $455322.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $32148.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                                    | Verifone Systems Inc 2025 Term Loan                                                                                | CUSIP: 000000000<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     1092197 | PA      | $1054723.55   | 0.05%             | 2028-08-18      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         111 | NC      | $145410.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-ROIC                                                                                                 | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      569778 | PA      | $568352.82    | 0.03%             | 2030-03-15      | Floating      | 7.09%                 | 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      | $1862.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         401 | NC      | $13667.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank Europe SE                            | Long: BYDA2RXJ0 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDA2RXJ0 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 8IBZUGJ7JPLH368JE346 | N/A              | DCR              |  | DE        |      113000 | OU      | $14061.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                           | Medtronic PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       88604 | NS      | $8438644.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $242310.70    | 0.01%             | 2029-09-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      579000 | PA      | $610121.25    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EGP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-307.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                         | OEG Finance PLC                                                                                                    | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      479000 | PA      | $587777.13    | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                                                       | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      162000 | PA      | $200654.60    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                | Focus Financial Partners LLC                                                                                       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      155000 | PA      | $158738.29    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          46 | NC      | $401534.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      342000 | PA      | $362777.66    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | 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        |      386000 | PA      | $385433.35    | 0.02%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -51 | NC      | $-765.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                              | Advanced Micro Devices Inc                                                                                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       20246 | NS      | $3275600.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8500000 | PA      | $8444154.07   | 0.40%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                                                        | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1127000 | PA      | $1130000.07   | 0.05%             | 2041-11-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                     | Xerox Holdings Corp 2023 Term Loan B                                                                               | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |       95000 | PA      | $87993.75     | 0.00%             | 2029-11-19      | Floating      | 8.16%                 | 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      | $2646.85      | 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      | $-2963.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                                                   | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196626.92    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ORLEN SA                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | PL        |      425168 | OU      | $-19756.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DISCO CORP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      547173 | OU      | $12520.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                                                            | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      300771 | PA      | $182308.24    | 0.01%             | 2032-12-18      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                                                               | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      922722 | PA      | $1153103.78   | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Thales SA                                               | Thales SA                                                                                                          | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |        3466 | NS      | $1084864.61   | 0.05%             |  |  |  | No            |                  1 | 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      | $143286.56    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV5                                                                               | CUSIP: 46653XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      913203 | PA      | $756959.79    | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -29 | NC      | $-104226.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | BYDMYUKU1 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |     4061000 | NC      | $77231.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hydrofarm Holdings LLC                                  | Hydrofarm Holdings LLC 2021 Term Loan                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      248383 | PA      | $203674.21    | 0.01%             | 2028-10-25      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                     | PayPal Holdings Inc                                                                                                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       23909 | NS      | $1603337.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       19626 | PA      | $8138.59      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Shimizu Corp                                            | Shimizu Corp                                                                                                       | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |       54800 | NS      | $770575.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                            | Centene Corp                                                                                                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       12816 | NS      | $457274.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | POSCO CHEMICAL LTD                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | KR        |      170178 | OU      | $-12079.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NESTE                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FI        |      480755 | OU      | $15612.02     | 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      | $113832.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                   | Dell Technologies Inc                                                                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       14238 | NS      | $2018521.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Renault SA                                              | Renault SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | EC               | CORP              | FR        |        8875 | NS      | $362605.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                                          | Transocean International Ltd                                                                                       | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      364000 | PA      | $358855.30    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | BYDRQQTR6 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | LU        |      722000 | OU      | $258.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MNTN INC 6M LOCK UP                                     | MNTN INC 6M LOCK UP                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20836 | NS      | $386507.80    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                                    | Tri Pointe Homes Inc                                                                                               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11199 | NS      | $380430.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DATABRICKS INC.                                         | DATABRICKS INC.                                                                                                    | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       60501 | NS      | $9075150.00   | 0.43%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Becton Dickinson Euro Finance SARL                      | Becton Dickinson Euro Finance SARL                                                                                 | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      664000 | PA      | $798291.64    | 0.04%             | 2029-09-13      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2021-E                                                                                    | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1139150 | PA      | $1010364.40   | 0.05%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| MARCOLIN SPA                                            | Marcolin SpA                                                                                                       | CUSIP: 000000000<br>LEI: 815600C8D55034EB5379 | Long             | DBT              | CORP              | IT        |      593000 | PA      | $696662.41    | 0.03%             | 2026-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDRWMVT1 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KY        |   -20287500 | OU      | $-1143.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                         | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      178000 | PA      | $181007.51    | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                            | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      225000 | PA      | $268499.83    | 0.01%             | 2034-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                  | Lumen Technologies Inc                                                                                             | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      127108 | NS      | $777900.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2162000 | PA      | $574003.76    | 0.03%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nexon Co Ltd                                            | Nexon Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |       34500 | NS      | $757490.62    | 0.04%             |  |  |  | No            |                  1 | 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      | $618424.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                             | Phillips 66                                                                                                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |        5952 | NS      | $809591.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                                                              | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $204256.20    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HomeVi S.a.S.                                           | HomeVi SaS 2025 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1176539.65   | 0.06%             | 2029-10-31      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                            | Santen Pharmaceutical Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |       24363 | NS      | $270095.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDQ3BVJ1 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -28765000 | NC      | $-43883.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                | Microchip Technology Inc                                                                                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       12320 | NS      | $791190.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        5252 | PA      | $2757.47      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                     | Avianca Midco 2 PLC                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       33000 | PA      | $32958.75     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      973500 | PA      | $979318.18    | 0.05%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                      | Cenovus Energy Inc                                                                                                 | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |       41803 | NS      | $709782.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |      480784 | NS      | $541985.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2014-III Ltd                                                                                          | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $949541.15    | 0.04%             | 2038-03-31      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                              | Genmab A/S                                                                                                         | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |        1641 | NS      | $497483.90    | 0.02%             |  |  |  | No            |                  1 | 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      | $127620.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-17292.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        6173 | NS      | $2107338.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PINEWOOD FINCO PLC                                      | Pinewood Finco PLC                                                                                                 | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      630000 | PA      | $852171.76    | 0.04%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                           | Hewlett Packard Enterprise Co                                                                                      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       43666 | NS      | $1072436.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | MARVELL TECHNOLOGY INC                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      477793 | OU      | $-28392.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | TRANE TECHNOLOGIES PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |          -4 | NC      | $-500.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MAYA SAS/FRANCE                                         | Maya SAS/Paris France                                                                                              | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      230000 | PA      | $246673.39    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                   | CUSIP: 63861CAC3<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |      276000 | PA      | $276000.00    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                             | Pandora A/S                                                                                                        | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |        2618 | NS      | $341103.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -71 | NC      | $-18815.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                      | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       54000 | PA      | $55458.38     | 0.00%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                         | Telkom Indonesia Persero Tbk PT                                                                                    | CUSIP: 000000000<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      227400 | NS      | $41754.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $16.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPAP SA                                                 | OPAP SA                                                                                                            | CUSIP: 000000000<br>LEI: 213800M4NRGFJCI34834 | Long             | EC               | CORP              | GR        |        3767 | NS      | $87878.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                               | Sodexo SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |        5997 | NS      | $377033.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |        1956 | NS      | $638608.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                    | Woolworths Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |       37219 | NS      | $657562.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                              | Zoetis Inc                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        6191 | NS      | $905867.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc                                                                                                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       11088 | NS      | $1795701.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | United Wholesale Mortgage LLC                                                                                      | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49312.70     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DIASORIN                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      212229 | OU      | $7769.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                               | Alibaba Group Holding Ltd                                                                                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |        8475 | NS      | $1514736.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                               | Canon Inc                                                                                                          | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |       32100 | NS      | $941391.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDD1BRR9 TRS USD R E BYDD1BRS7 EQUITYTRS / Short: BYDD1BRR9 TRS USD P V 12MSOFR BYDD1BRT5 EQUITYTRS         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       98571 | OU      | $113.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                                                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193134.88    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                           | OTP Bank Nyrt                                                                                                      | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |        2846 | NS      | $245803.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                                                                 | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      417000 | PA      | $434592.19    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | 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      | $155043.81    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| LESSEN HOLDINGS INC BYDFL3FX0                           | LESSEN HOLDINGS INC BYDFL3FX0                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       53911 | NS      | $19947.07     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Boston Scientific Corp                                  | Boston Scientific Corp                                                                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      114366 | NS      | $11165552.58  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $3187.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      167000 | PA      | $172476.60    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                               | Sampo Oyj                                                                                                          | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |       40097 | NS      | $460308.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                              | Zimmer Biomet Holdings Inc                                                                                         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       11727 | NS      | $1155109.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                                                            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      385000 | PA      | $348316.51    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                                                                | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      164476 | PA      | $170460.62    | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MCKESSON CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-1980.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                               | Archer-Daniels-Midland Co                                                                                          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       18737 | NS      | $1119348.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcano Euro CLO                                         | Arcano Euro Clo II DAC                                                                                             | CUSIP: 000000000<br>LEI: 635400HGPOTPFZDKOF20 | Long             | ABS-CBDO         | CORP              | IE        |      170000 | PA      | $199804.37    | 0.01%             | 2039-07-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                                   | Daikin Industries Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |          95 | NS      | $10972.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectWise LLC                                         | ConnectWise LLC 2021 Term Loan B                                                                                   | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      426462 | PA      | $426917.86    | 0.02%             | 2028-09-29      | Floating      | 7.76%                 | No            |                  2 | 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        |       81846 | PA      | $77678.03     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                       | Lam Research Corp                                                                                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       23387 | NS      | $3131519.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | ENTAIN PLC                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      144371 | OU      | $-1573.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                   | EG Global Finance PLC                                                                                              | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      487000 | PA      | $534899.37    | 0.03%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                    | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |      782000 | PA      | $823602.40    | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $-12790.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                   | NXP Semiconductors NV                                                                                              | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        9295 | NS      | $2116750.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Development PJSC                                  | Emaar Development PJSC                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |       17079 | NS      | $62540.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SEATRIUM                                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SG        |      221043 | OU      | $-533.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Komercni Banka AS                                       | Komercni Banka AS                                                                                                  | CUSIP: 000000000<br>LEI: IYKCAVNFR8QGF00HV840 | Long             | EC               | CORP              | CZ        |        1843 | NS      | $92351.77     | 0.00%             |  |  |  | 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      | $3406075.80   | 0.16%             | 2039-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-A                                                                                   | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1394163 | PA      | $1388658.10   | 0.07%             | 2057-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     1925000 | PA      | $38631.02     | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1021.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVgo Inc                                                | EVgo Inc                                                                                                           | CUSIP: 30052F118<br>LEI: 254900NJU5Y3D9R42S26 | N/A              | DE               |  | US        |       16129 | NS      | $3066.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                                                                | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       45000 | PA      | $40380.12     | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED PLN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $11561.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                               | Bausch & Lomb Corporation 2025 Term Loan B                                                                         | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      508177 | PA      | $507754.78    | 0.02%             | 2031-01-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                             | Raymond James Financial Inc                                                                                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         607 | NS      | $104768.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    36862398 | PA      | $2141850.57   | 0.10%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | UNITED AIRLINES HOLDINGS INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -546 | NC      | $-79170.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE APR26                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           1 | NC      | $-693.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Commercial Asset Trust                          | Bayview Commercial Asset Trust 2006-3                                                                              | CUSIP: 07324NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7444 | PA      | $7185.41      | 0.00%             | 2036-10-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -71 | NC      | $-19312.00    | -0.00%            |  |  |  | No            |                  1 | 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        |      112051 | PA      | $114318.74    | 0.01%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8000000 | PA      | $7992604.48   | 0.38%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                             | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     1709000 | PA      | $1879547.95   | 0.09%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                              | Fiserv Inc                                                                                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       14268 | NS      | $1839573.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VONOVIA SE                                              | Vonovia SE                                                                                                         | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      300000 | PA      | $353291.56    | 0.02%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | MBRF GLOBAL FOODS COMPANY SA                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |      115907 | OU      | $14825.46     | 0.00%             |  |  |  | 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      | $227950.36    | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo I Ltd                                                                                                 | CUSIP: 96467FAY6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250182.75    | 0.01%             | 2036-07-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -3 | NC      | $-9321.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GRAND ROUNDS INC.                                       | GRAND ROUNDS INC.                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1035048 | NS      | $910842.24    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Citibank, National Association                          | INTERNATIONAL PAPER                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     2736132 | OU      | $-14274.66    | -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      | $7981.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDMQZ601 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |   -15132000 | OU      | $-568.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                         | Ocado Group PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      180000 | PA      | $243219.11    | 0.01%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | DR HORTON INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          79 | NC      | $56564.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                | Virgin Media Vendor Financing Notes IV DAC                                                                         | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |      407000 | PA      | $398676.81    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                                                                 | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      115000 | PA      | $120195.36    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                                                              | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       86905 | PA      | $86850.36     | 0.00%             | 2038-10-15      | Floating      | 4.95%                 | No            |                  2 | 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      | $910911.59    | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Global Unichip Corp                                     | Global Unichip Corp                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        4000 | NS      | $175864.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek Inc                                            | MediaTek Inc                                                                                                       | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       12060 | NS      | $520339.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                 | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   101000000 | PA      | $163646.29    | 0.01%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                        | Novo Nordisk A/S                                                                                                   | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       45408 | NS      | $2461425.63   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Price Group Ltd                                      | Mr Price Group Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 378900D3417C35C5D733 | Long             | EC               | CORP              | ZA        |       23471 | NS      | $276840.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDCZCMZ9 TRS USD R E / Short: BYDCZCMZ9 TRS USD P F   .00000 0FIXED                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |       56961 | OU      | $982.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL INC                                     | COHESITY GLOBAL INC                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        4028 | NS      | $95665.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Skydance Corp                                 | Paramount Skydance Corp                                                                                            | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |        4180 | NS      | $79085.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                                       | Toll Brothers Inc                                                                                                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        9334 | NS      | $1289398.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sungrow Power Supply Co Ltd                             | Sungrow Power Supply Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 30030052IWC7RGVFG505 | Long             | EC               | CORP              | CN        |       10200 | NS      | $232100.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: SYDF4HNB7 IRS MXN R F  8.47000 2 CCPOIS / Short: SYDF4HNB7 IRS MXN P V 01MTIEF 1 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    52805678 | OU      | $14040.42     | 0.00%             |  |  |  | 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      | $-2303.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                                                                                | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       24000 | PA      | $12966.03     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDPY8JD3 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -22660000 | NC      | $-30975.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | BYDQH8693 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DFE              |  | US        |    -1154000 | OU      | $-4186.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp                                       | State Street Corp                                                                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        4850 | NS      | $562648.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | CONVATEC GROUP PLC                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      349559 | OU      | $2105.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                | Greenko Wind Projects Mauritius Ltd                                                                                | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      200000 | PA      | $203650.03    | 0.01%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ALSTOM SA                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      501130 | OU      | $-14270.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                    | Lockheed Martin Corp                                                                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        3691 | NS      | $1842584.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-15.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SUMCO CORP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      425792 | OU      | $310.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                                                            | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     5194000 | PA      | $3741568.46   | 0.18%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJU7BE9 IRS PLN R F  4.03500 2 CCPVANILLA / Short: SYDJU7BE9 IRS PLN P V 06MWIBOR 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1728225 | OU      | $-2297.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | BYDNLL3P3 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | LU        |      661000 | OU      | $699.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                                                                | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118339.52    | 0.01%             | 2032-07-14      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                      | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      232000 | PA      | $243484.00    | 0.01%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                       | NatWest Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      145112 | NS      | $1017960.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      976000 | PA      | $1019573.52   | 0.05%             | 2030-05-15      | Fixed         | 8.75%                 | 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      | $481812.29    | 0.02%             | 2039-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                       | Solaris Energy Infrastructure Inc                                                                                  | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       32086 | NS      | $1282477.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP                                       | Clarios Global LP 2025 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     1000000 | PA      | $1178723.38   | 0.06%             | 2032-01-28      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                    | Power Corp of Canada                                                                                               | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |        2608 | NS      | $112850.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | UNITED AIRLINES HOLDINGS INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         273 | NC      | $144690.00    | 0.01%             |  |  |  | No            |                  1 | 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        |      183000 | PA      | $191532.05    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SSAB AB                                                 | SSAB AB                                                                                                            | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       23984 | NS      | $143327.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                   | Daiichi Sankyo Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |       19173 | NS      | $429783.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT DEC25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          58 | NC      | $-7546.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-ROSS                                                                        | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      209172 | PA      | $197927.75    | 0.01%             | 2026-05-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                | RELX PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      145105 | NS      | $6941543.74   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                                                             | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      355322 | PA      | $355432.79    | 0.02%             | 2034-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AUTODESK INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-6160.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | CHINA CONSTRUCTION BANK CORP H                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      749799 | OU      | $-1858.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XX Ltd                                                                                            | CUSIP: 83012QAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2002638.00   | 0.09%             | 2038-07-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                | Heimstaden Bostad Treasury BV                                                                                      | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |      167000 | PA      | $192291.64    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SEMBCORP INDUSTRIES LTD                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |      152794 | OU      | $1121.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDS1AB53 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KY        |      577000 | OU      | $2093.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                            | Alimentation Couche-Tard Inc                                                                                       | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       29179 | NS      | $1556758.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LY Corp                                                 | LY Corp                                                                                                            | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |      237800 | NS      | $765571.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                     | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198190.54    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CRH PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -40 | NC      | $-55200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Greece SA                              | National Bank of Greece SA                                                                                         | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |        6807 | NS      | $98818.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd                                       | Genius Sports Ltd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       51601 | NS      | $638820.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                                                          | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      103000 | PA      | $114102.60    | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| WOM MOBILE SA                                           | WOM Mobile SA                                                                                                      | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |        8411 | PA      | $8127.13      | 0.00%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      785000 | PA      | $827594.89    | 0.04%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -124 | NC      | $-61876.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                                                                | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      116555 | PA      | $119817.83    | 0.01%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                             | Workday Inc                                                                                                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        5328 | NS      | $1282609.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                                                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      153000 | PA      | $192103.06    | 0.01%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                      | Teck Resources Ltd                                                                                                 | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       22483 | NS      | $986266.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Ltd                                                 | ITC Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |       76068 | NS      | $344020.00    | 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        |       17178 | PA      | $16298.36     | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FirstRand Ltd                                           | FirstRand Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |      151573 | NS      | $681595.78    | 0.03%             |  |  |  | No            |                  1 | 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      | $-2555.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -64 | NC      | $-98688.00    | -0.00%            |  |  |  | No            |                  1 | 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      | $-36360.44    | -0.00%            |  |  |  | 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      | $817.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      622000 | PA      | $764130.25    | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INSTRUCTURE HOLDINGS INC                                | Instructure Holdings Inc 2024 Term Loan                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1406475 | PA      | $1404055.86   | 0.07%             | 2031-11-13      | Floating      | 6.75%                 | 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      | $-336311.44   | -0.02%            |  |  |  | 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        |     5633000 | OU      | $-449907.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | FORMOSA CHEMICALS   FIBRE CORP                                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | TW        |        3764 | OU      | $-140.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-11310.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Misto Holdings Corp                                     | Misto Holdings Corp                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |        2328 | NS      | $63963.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                          | Microsoft Corp                                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      116582 | NS      | $60383646.90  | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| DBGS Mortgage Trust                                     | DBGS 2024-SBL                                                                                                      | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $160499.89    | 0.01%             | 2034-08-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | DERAYAH FINANCIAL CJSC                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SA        |       72193 | OU      | $17805.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -23 | NC      | $-575.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                       | Suncor Energy Inc                                                                                                  | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |       97584 | NS      | $4083704.94   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          54 | NC      | $72900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | RHEINMETALL AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          14 | NC      | $3040.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | BYDRZ1PJ3 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  -132383000 | NC      | $-88508.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                         | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      126000 | PA      | $129946.82    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                     | Nomura Holdings Inc                                                                                                | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |       83100 | NS      | $609967.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | CLARIANT AG                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      169183 | OU      | $2101.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ALIGN TECHNOLOGY INC                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      441818 | OU      | $17697.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | THE SWATCH GROUP AG                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |      102251 | OU      | $-1381.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                                                   | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      762000 | PA      | $688083.03    | 0.03%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $11804.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                       | National Grid PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      564000 | PA      | $627091.44    | 0.03%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                    | Targa Resources Corp                                                                                               | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        1295 | NS      | $216964.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                                                                                | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $198500.00    | 0.01%             | 2037-08-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 75 CLO Ltd                                                                                                  | CUSIP: 26252JAS7<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2000830.00   | 0.09%             | 2034-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Gerdau SA                                               | Gerdau SA                                                                                                          | CUSIP: 000000000<br>LEI: 254900YDV6SEQQPZVG24 | Long             | EP               | CORP              | BR        |      115428 | NS      | $361102.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                           | Industria de Diseno Textil SA                                                                                      | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |       13447 | NS      | $741536.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD HUF                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $3123.90      | 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      | $-11229.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                | Itelyum Regeneration Spa                                                                                           | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $119447.14    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    38195400 | PA      | $1968991.80   | 0.09%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                             | Progroup AG                                                                                                        | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      116000 | PA      | $137513.64    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                   | STMicroelectronics NV                                                                                              | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |       18800 | NS      | $526420.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co Ltd                                  | Japan Post Bank Co Ltd                                                                                             | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      148100 | NS      | $1817137.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| True Corp PCL                                           | True Corp PCL                                                                                                      | CUSIP: 000000000<br>LEI: 894500HQD71STX0DQK07 | Long             | EC               | CORP              | TH        |      236100 | NS      | $75773.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                   | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      352000 | PA      | $308369.24    | 0.01%             | 2031-04-30      | Fixed         | 5.13%                 | 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      | $109738.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                      | Vertiv Holdings Co                                                                                                 | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       75794 | NS      | $11434282.84  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | CONTINENTAL AG                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      272529 | OU      | $-48.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                                                              | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $202495.88    | 0.01%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                            | Evolution AB                                                                                                       | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |        8000 | NS      | $657205.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      373000 | PA      | $447324.84    | 0.02%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         102 | NC      | $218790.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-66274.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aurium CLO                                              | Aurium CLO VII DAC                                                                                                 | CUSIP: 000000000<br>LEI: 549300V2IBKMYWMKX423 | Long             | ABS-CBDO         | CORP              | IE        |      120000 | PA      | $141722.38    | 0.01%             | 2038-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -12 | NC      | $-53640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                                                  | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6107859 | PA      | $299136.08    | 0.01%             | 2054-02-15      | Variable      | 1.36%                 | 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      | $25550.27     | 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      | $180796.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Century Communities Inc                                 | Century Communities Inc                                                                                            | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        6492 | NS      | $411398.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullish                                                 | Bullish                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       17153 | NS      | $1091102.33   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | BROWN FORMAN CORP CLASS B                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      491157 | OU      | $-3838.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                   | Applied Materials Inc                                                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        5215 | NS      | $1067719.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VERGE COMMON EQ                                         | VERGE COMMON EQ                                                                                                    | CUSIP: 000000000<br>LEI: 549300Y1L2KQEZ7TU221 | Long             | EC               | CORP              | US        |      108057 | NS      | $20530.83     | 0.00%             |  |  |  | Yes           |                  3 | 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      | $488851.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDKZM8N2 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDKZM8N2 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       45000 | OU      | $-34.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | GEORG FISCHER AG                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |      124976 | OU      | $6919.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                         | RingCentral Inc                                                                                                    | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      970000 | PA      | $1032112.01   | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                              | Dai-ichi Life Holdings Inc                                                                                         | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      109300 | NS      | $861776.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                                                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75359.48     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                                                                    | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      577000 | PA      | $712013.32    | 0.03%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                                                                | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |       91944 | PA      | $93979.15     | 0.00%             | 2030-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                                                        | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      158000 | PA      | $163979.39    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-49.58       | -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      | $-9896.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDD7W8T4 IRS MXN R V 01MTIEF 1 CCPOIS / Short: BYDD7W8T4 IRS MXN P F  9.30500 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    33976702 | OU      | $-9999.90     | -0.00%            |  |  |  | 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      | $472079.36    | 0.02%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Aptiv PLC                                               | Aptiv PLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |        8750 | NS      | $754425.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $1352.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                   | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      236000 | PA      | $242223.56    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | 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        |      130058 | PA      | $126977.26    | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Wizz Air Holdings Plc                                   | Wizz Air Holdings Plc                                                                                              | CUSIP: 000000000<br>LEI: 213800COXGZCORLJZA85 | Long             | EC               | CORP              | JE        |        6235 | NS      | $96851.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    40750000 | PA      | $718531.96    | 0.03%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SBI HOLDINGS INC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      360728 | OU      | $3861.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corp                                            | Stryker Corp                                                                                                       | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       25162 | NS      | $9301636.54   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                                                    | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      179000 | PA      | $189237.55    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | 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        |      506056 | PA      | $461250.76    | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | 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      | $461228.29    | 0.02%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                       | Huntington Ingalls Industries Inc                                                                                  | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        3507 | NS      | $1009700.37   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                  | Trane Technologies PLC                                                                                             | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       28105 | NS      | $11859185.80  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | TESLA INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -7 | NC      | $-31115.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group Inc                              | Daiwa Securities Group Inc                                                                                         | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |       65100 | NS      | $529348.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE DATA STORAGE TECH                               | SEAGATE DATA STORAGE TECH                                                                                          | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      560000 | PA      | $634298.00    | 0.03%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Kuraray Co Ltd                                          | Kuraray Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |       27700 | NS      | $319078.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                   | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |       67000 | PA      | $65324.77     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NEW YORK COMMUNITY                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      883143 | OU      | $-91194.11    | -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      | $-1491.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | AMCOR PLC                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      943295 | OU      | $1376.36      | 0.00%             |  |  |  | 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      | $791478.41    | 0.04%             | 2029-12-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA3                                                                             | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1094142 | PA      | $1097210.16   | 0.05%             | 2039-12-15      | Floating      | 5.79%                 | 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      | $1866043.82   | 0.09%             | 2031-02-03      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                  | India Cleantech Energy                                                                                             | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |      189750 | PA      | $187899.31    | 0.01%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      347689 | NS      | $64871813.62  | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                                                               | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      275000 | PA      | $349484.51    | 0.02%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ebara Corp                                              | Ebara Corp                                                                                                         | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |        6400 | NS      | $146405.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                                   | Global Payments, Inc.                                                                                              | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      193000 | PA      | $238059.90    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                                                        | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      263000 | PA      | $256073.77    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                         | Best Buy Co Inc                                                                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        5262 | NS      | $397912.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                            | Chevron Corp                                                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44477 | NS      | $6906833.33   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -28 | NC      | $-14000.00    | -0.00%            |  |  |  | No            |                  1 | 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      | $31551.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | LAMB WESTON HOLDINGS INC                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       63557 | OU      | $-563.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EIRCOM FINANCE DAC                                      | eircom Finance DAC                                                                                                 | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |      312000 | PA      | $375195.09    | 0.02%             | 2031-04-30      | Fixed         | 5.00%                 | 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      | $80.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                               | Adobe Inc                                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        9687 | NS      | $3417089.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CAMECO CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |         -23 | NC      | $-6026.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OT MIDCO LTD                                            | OT Midco Ltd                                                                                                       | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      509000 | PA      | $343882.93    | 0.02%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30236.62     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-IV Ltd                                                                                           | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2007890.00   | 0.09%             | 2038-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2025-II Ltd                                                                                           | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249725.75    | 0.01%             | 2038-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                           | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      259000 | PA      | $256881.50    | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | 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      | $172043.18    | 0.01%             | 2037-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                  | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $229775.80    | 0.01%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $10141.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC 2025 Term Loan B                                                                            | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       98073 | PA      | $97920.33     | 0.00%             | 2030-08-19      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDR3CYS4 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -2641322 | OU      | $-19594.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                              | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      523000 | PA      | $524196.62    | 0.02%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                                                            | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      304000 | PA      | $376367.76    | 0.02%             | 2030-01-16      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                   | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      417000 | PA      | $397192.50    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                                                          | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      175000 | PA      | $161579.85    | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      540000 | PA      | $137989.20    | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | 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      | $704853.10    | 0.03%             | 2038-07-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-IV Ltd                                                                                           | CUSIP: 17182XBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $702542.40    | 0.03%             | 2038-07-15      | Floating      | 6.20%                 | 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        |      148000 | PA      | $149269.40    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                       | Take-Two Interactive Software Inc                                                                                  | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        2729 | NS      | $705064.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                  | AXA SA                                                                                                             | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |        6782 | NS      | $323592.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | SOLVENTUM CORP                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      233155 | OU      | $2402.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management Inc                                    | Waste Management Inc                                                                                               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        3685 | NS      | $813758.55    | 0.04%             |  |  |  | No            |                  1 | 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      | $99486.97     | 0.00%             | 2038-04-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                 | GSK PLC                                                                                                            | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |       57117 | NS      | $1209477.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DEMIRE REAL ESTATE AG                                   | DEMIRE Deutsche Mittelstand Real Estate AG                                                                         | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |      528455 | PA      | $583589.72    | 0.03%             | 2027-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -7 | NC      | $-8008.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDJQA6T0 IRS BRL R V 00MBRCDI 1 NDFPREDISWAP / Short: BYDJQA6T0 IRS BRL P F 14.78500 2 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     1863607 | OU      | $145.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                               | Elisa Oyj                                                                                                          | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |        6980 | NS      | $365983.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIT4 NV                                                | UNIT4 NV 2021 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 259400UFTFGBNQWX0O86 | Long             | LON              | CORP              | NL        |      682733 | PA      | $803422.76    | 0.04%             | 2028-06-29      | Floating      | 5.50%                 | 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      | $376073.41    | 0.02%             | 2037-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -26 | NC      | $-4056.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                                                               | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      733650 | PA      | $733649.84    | 0.03%             | 2038-07-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                  | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      653000 | PA      | $643442.59    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SIGMA HEALTHCARE LTD                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      159968 | OU      | $1240.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SUMCO CORP                                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |        9641 | OU      | $-2089.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -239 | NC      | $-106833.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Median B V                                              | Median B V 2021 EUR Term Loan B1                                                                                   | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |      981818 | PA      | $1153061.41   | 0.05%             | 2027-10-14      | Floating      | 6.93%                 | 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        |        1436 | NS      | $420652.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Etihad Etisalat Co                                      | Etihad Etisalat Co                                                                                                 | CUSIP: 000000000<br>LEI: 2549007BA9ABDE3HVK79 | Long             | EC               | CORP              | SA        |       12938 | NS      | $233044.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch Inc                                               | Latch Inc                                                                                                          | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       20232 | NS      | $2.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                                                                                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      155704 | NS      | $37921709.20  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                                                                | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117451.42    | 0.01%             | 2030-03-11      | Fixed         | 5.00%                 | 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      | $263916.41    | 0.01%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDS781D6 TRS USD R E BYDS781E4 EQUITYTRS / Short: BYDS781D6 TRS USD P V 12MSOFR BYDS781F1 EQUITYTRS         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     6403254 | OU      | $10269.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                  | AngloGold Ashanti Holdings PLC                                                                                     | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      208000 | PA      | $198438.90    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | 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      | $295525.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                                                      | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      142000 | PA      | $132119.26    | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         263 | NC      | $-18509.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Socionext Inc                                           | Socionext Inc                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       17200 | NS      | $324495.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP                                                                                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      148480 | PA      | $148340.63    | 0.01%             | 2038-11-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED TRY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TR        |           1 | NC      | $20081.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dayforce Inc                                            | Dayforce Inc                                                                                                       | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        5064 | NS      | $348858.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                       | Admiral Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |       17453 | NS      | $786799.22    | 0.04%             |  |  |  | No            |                  1 | 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      | $1082340.04   | 0.05%             | 2053-01-15      | Fixed         | 2.99%                 | 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      | $1983330.25   | 0.09%             | 2031-08-05      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDRXHLC9 TRS USD R V 12MSOFR BYDRXHLE5 EQUITYTRS / Short: BYDRXHLC9 TRS USD P E BYDRXHLD7 EQUITYTRS         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     6218890 | OU      | $15026.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                | Kronos International Inc                                                                                           | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      100000 | PA      | $123723.85    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      587000 | PA      | $586645.45    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          62 | NC      | $80910.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         149 | NC      | $231397.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit                                                   | MHP 2021-STOR                                                                                                      | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      387313 | PA      | $387312.96    | 0.02%             | 2038-07-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE MAY26                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           2 | NC      | $-359.74      | -0.00%            |  |  |  | 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      | $1097373.41   | 0.05%             | 2031-06-23      | Floating      | 5.41%                 | 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      | $-41498.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                                                   | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50413.21     | 0.00%             | 2030-03-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                                                                     | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      359000 | PA      | $402994.76    | 0.02%             | 2030-07-18      | Floating      | 5.77%                 | 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      | $-295340.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDM37SD6 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -13725000 | NC      | $-5441.41     | -0.00%            |  |  |  | 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        |    54297549 | NS      | $54297548.52  | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ASML HOLDING NV                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |          23 | NC      | $312340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-1745                                                                    | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      169000 | PA      | $155620.13    | 0.01%             | 2036-06-15      | Variable      | 3.87%                 | 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      | $-16719.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CAPITAL ONE FINANCIAL CORP                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -36 | NC      | $-9180.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                         | CVS Health Corp                                                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        7155 | NS      | $539415.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | IBIDEN LTD                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      140169 | OU      | $444.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                | Techem Verwaltungsgesellschaft 675 mbH                                                                             | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117658.41    | 0.01%             | 2032-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | YAKULT HONSHA LTD                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      403592 | OU      | $8972.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $90635.78     | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NETFLIX INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -2 | NC      | $-3024.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | NU HOLDINGS LTD CLASS A                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      754900 | OU      | $12884.98     | 0.00%             |  |  |  | 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      | $60886.28     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -22 | NC      | $-7150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                   | DuPont de Nemours Inc                                                                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |        8599 | NS      | $669862.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                | British Telecommunications PLC                                                                                     | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      331000 | PA      | $317489.28    | 0.01%             | 2081-11-23      | Fixed         | 4.88%                 | 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      | $28403.89     | 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      | $-6074.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                         | EMCOR Group Inc                                                                                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         765 | NS      | $496898.10    | 0.02%             |  |  |  | No            |                  1 | 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      | $-1739.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | OJI HOLDINGS CORP                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      225357 | OU      | $4896.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                                                             | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      258000 | PA      | $275735.44    | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -17 | NC      | $-25075.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                      | Walt Disney Co/The                                                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       55979 | NS      | $6409595.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                               | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |        8601 | PA      | $8645.64      | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                            | DNB Bank ASA                                                                                                       | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |        9146 | NS      | $248822.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $1478.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | DirecTV Financing LLC 2025 Term Loan B                                                                             | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      764400 | PA      | $746245.50    | 0.04%             | 2031-02-17      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                   | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      571000 | PA      | $700977.18    | 0.03%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                | First Citizens BancShares Inc/NC                                                                                   | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1757679.92   | 0.08%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $18095.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                    | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      333000 | PA      | $348301.00    | 0.02%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $3610.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED NOK / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $-75180.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | INTERNATIONAL PAPER CO                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | GB        |      542489 | OU      | $15078.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      748000 | PA      | $874791.30    | 0.04%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | WISE PLC CLASS A                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      196354 | OU      | $6545.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                | Marsh & McLennan Cos Inc                                                                                           | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       36860 | NS      | $7428395.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                           | Principal Financial Group Inc                                                                                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |       21268 | NS      | $1763329.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | CITIGROUP INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -60 | NC      | $-39300.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                             | Walmart Inc                                                                                                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      171322 | NS      | $17656445.32  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                                                    | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58992 | PA      | $57929.92     | 0.00%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      611000 | PA      | $697568.45    | 0.03%             | 2026-08-15      | Fixed         | 2.13%                 | 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      | $200722.18    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Symrise AG                                              | Symrise AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900D82I6R9601CF26 | Long             | EC               | CORP              | DE        |        7594 | NS      | $660121.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233049.06    | 0.01%             | 2031-01-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                              | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      263000 | PA      | $272379.77    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                       | Compass Group PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      185038 | NS      | $6293606.37   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       16585 | PA      | $8042.53      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DAVIDE CAMPARI MILANO NV                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | IT        |      545285 | OU      | $23442.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      352000 | PA      | $421436.12    | 0.02%             | 2028-06-06      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                               | Hindustan Aeronautics Ltd                                                                                          | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |        5198 | NS      | $277876.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | DOW INC                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      210013 | OU      | $2175.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athens International Airport SA                         | Athens International Airport SA                                                                                    | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |       12548 | NS      | $152918.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                        | Coca-Cola Co/The                                                                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       30279 | NS      | $2008103.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceTitan Inc                                        | ServiceTitan Inc                                                                                                   | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35878 | NS      | $3617578.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                                                             | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      385000 | PA      | $456193.82    | 0.02%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| LUNE HOLDINGS SARL                                      | Lune Holdings Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |      243000 | PA      | $88122.72     | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                                                            | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      427866 | PA      | $577895.61    | 0.03%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| KB Financial Group Inc                                  | KB Financial Group Inc                                                                                             | CUSIP: 000000000<br>LEI: 529900TKE4MXG3Q6GW86 | Long             | EC               | CORP              | KR        |        2314 | NS      | $190490.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                    | Thomson Reuters Corp                                                                                               | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        2753 | NS      | $427479.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                      | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      182000 | PA      | $190763.30    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SMG AG                                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |       19605 | OU      | $-305.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                              | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $207094.42    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2024-WCL1 MORTGAGE TRUST                                                                                      | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370000 | PA      | $368017.24    | 0.02%             | 2041-06-15      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      388000 | PA      | $471886.22    | 0.02%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | 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      | $1000948.00   | 0.05%             | 2030-07-17      | Floating      | 6.18%                 | 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      | $-15838.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                                                   | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      191000 | PA      | $201241.42    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | 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      | $-116.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB Inc                                             | MongoDB Inc                                                                                                        | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        3854 | NS      | $1196204.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDRZ83G8 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDRZ83G8 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       65000 | OU      | $1269.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontken Corp Bhd                                       | Frontken Corp Bhd                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MY        |      118700 | NS      | $117050.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEED Technology Inc                                   | ASPEED Technology Inc                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        5000 | NS      | $828466.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | Long: BYDRXGW21 TRS USD R E BYDRXGW39 EQUITYTRS / Short: BYDRXGW21 TRS USD P V 12MSOFR BYDRXGW47 EQUITYTRS         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      747835 | OU      | $-395.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                   | Fomento Economico Mexicano SAB de CV                                                                               | CUSIP: 000000000<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |      800000 | PA      | $937706.47    | 0.04%             | 2026-02-24      | Fixed         | 2.63%                 | No            |                  2 | 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      | $570108.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                                                               | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42321.05     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $232462.03    | 0.01%             | 2027-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | HILTON WORLDWIDE HOLDINGS INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -9 | NC      | $-540.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                            | Techtronic Industries Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |       66000 | NS      | $844299.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $19114.66     | 0.00%             |  |  |  | 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        |      521490 | PA      | $517866.64    | 0.02%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -38 | NC      | $-14250.00    | -0.00%            |  |  |  | No            |                  1 | 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      | $22888.17     | 0.00%             |  |  |  | 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      | $347493.37    | 0.02%             | 2042-08-10      | Variable      | 5.52%                 | 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      | $647081.45    | 0.03%             | 2029-04-13      | Floating      | 7.34%                 | 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      | $491413.71    | 0.02%             |  |  |  | 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      | $152263.06    | 0.01%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                                                                | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      220000 | PA      | $193808.84    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -76 | NC      | $-21204.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC 2019 Term Loan B5                                                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      207140 | PA      | $200213.08    | 0.01%             | 2027-04-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | LYNAS RARE EARTHS LTD                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      294533 | OU      | $-52198.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                         | Maya SAS/Paris France                                                                                              | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1190764.27   | 0.06%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                     | Ithaca Energy North Sea PLC                                                                                        | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $208953.20    | 0.01%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-INV7                                                                               | CUSIP: 46654CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      672085 | PA      | $461585.83    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NORTHERN STAR RESOURCES LTD                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      979951 | OU      | $-165567.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Airbnb Inc                                              | Airbnb Inc                                                                                                         | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       11265 | NS      | $1367796.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER FLORIDA LLC                                    | Frontier Florida LLC                                                                                               | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      874000 | PA      | $911844.20    | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                      | Cellnex Telecom SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |      114786 | NS      | $3974207.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | ALFA A                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | MX        |       56260 | OU      | $-607.99      | -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      | $2812.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                 | Veolia Environnement SA                                                                                            | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117638.23    | 0.01%             | 2032-10-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDKYM1F7 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDKYM1F7 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      126000 | OU      | $16802.43     | 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      | $-40159.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |      324000 | PA      | $379972.01    | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | XINYI GLASS HOLDINGS LTD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      212415 | OU      | $-10808.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -94 | NC      | $-65330.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INTEL CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -351 | NC      | $-46332.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Localiza Rent a Car SA                                  | Localiza Rent a Car SA                                                                                             | CUSIP: 000000000<br>LEI: 984500C442A7E0CD4D11 | Long             | EC               | CORP              | BR        |        4862 | NS      | $36038.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Brazil ETF                                 | iShares MSCI Brazil ETF                                                                                            | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |       26620 | NS      | $825220.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                                                           | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $200535.93    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                          | Air Liquide SA                                                                                                     | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |         665 | NS      | $138082.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                                                          | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |      277000 | PA      | $328342.91    | 0.02%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | JD SPORTS FASHION PLC                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      476117 | OU      | $-42671.32    | -0.00%            |  |  |  | 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        |      335678 | PA      | $351994.31    | 0.02%             | 2041-10-15      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| SPEED MIDCO 3 SARL                                      | SPEED MIDCO 3 SARL 2025 EUR TERM LOAN                                                                              | CUSIP: 000000000<br>LEI: 2549003UA52U0RYFOG67 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1174050.66   | 0.06%             | 2032-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      325000 | PA      | $344093.75    | 0.02%             | 2034-11-16      | Fixed         | 7.25%                 | 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      | $1402225.55   | 0.07%             | 2031-05-14      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                               | Nestle SA                                                                                                          | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       19205 | NS      | $1762840.71   | 0.08%             |  |  |  | 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      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                                                             | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      193000 | PA      | $192482.28    | 0.01%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                            | Concord Music Royalties LLC                                                                                        | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315000 | PA      | $317371.98    | 0.01%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                                 | Gatwick Airport Finance PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |      214000 | PA      | $286425.07    | 0.01%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                         | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      146000 | PA      | $145967.15    | 0.01%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                                                       | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      129000 | PA      | $159208.87    | 0.01%             | 2030-07-15      | Fixed         | 6.63%                 | 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        |      412901 | PA      | $386842.24    | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | POOL CORP                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      745180 | OU      | $5043.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP                                                                                               | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      811677 | PA      | $810916.43    | 0.04%             | 2038-11-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                    | Scentre Group Trust 1                                                                                              | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |      430000 | PA      | $280857.68    | 0.01%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                                                          | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      483000 | PA      | $575501.65    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                      | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      282000 | PA      | $281999.58    | 0.01%             | 2041-06-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                    | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $115810.06    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-SOAR                                                                             | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      866684 | PA      | $866955.27    | 0.04%             | 2038-06-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                       | Motion Finco Sarl                                                                                                  | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      221000 | PA      | $233735.04    | 0.01%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco PLC                                                                                                    | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      610000 | PA      | $818857.71    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                                                             | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      158000 | PA      | $151531.50    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-18048.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                  | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       68000 | PA      | $71099.98     | 0.00%             | 2031-08-27      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                             | Nidda Healthcare Holding AG 2025 EUR Term Loan B                                                                   | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |     1439394 | PA      | $1692676.05   | 0.08%             | 2030-02-21      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                        | Elia Group SA/NV                                                                                                   | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |        2777 | NS      | $320002.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -22 | NC      | $-1056.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Keyence Corp                                            | Keyence Corp                                                                                                       | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |        4600 | NS      | $1716387.73   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Mandiri Persero Tbk PT                             | Bank Mandiri Persero Tbk PT                                                                                        | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |      948600 | NS      | $250455.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -239 | NC      | $-149853.00   | -0.01%            |  |  |  | No            |                  1 | 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      | $-8548.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Deutsche Bank AG                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |       14993 | NS      | $527196.12    | 0.02%             |  |  |  | No            |                  1 | 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      | $49816.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -790 | NC      | $-15800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | PROVIDENT FINANCIAL SERVICES INC                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      114206 | OU      | $3558.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | BYDR4Z4D8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DFE              |  | US        |      761000 | OU      | $745.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ECHOSTAR CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -54 | NC      | $-12690.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Halyk Savings Bank of Kazakhstan JSC                    | Halyk Savings Bank of Kazakhstan JSC                                                                               | CUSIP: 46627J302<br>LEI: 213800NYDTVQM4SDUD67 | Long             | EC               | CORP              | KZ        |        3455 | NS      | $86893.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                       | Wolters Kluwer NV                                                                                                  | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |        8298 | NS      | $1131564.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211487.00    | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | HILTON WORLDWIDE HOLDINGS INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -13 | NC      | $-1170.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CA        |           1 | NC      | $-45933.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-D                                                                            | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      848768 | PA      | $845977.06    | 0.04%             | 2053-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                 | DREAM FINDERS HOMES INC                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        2409 | NS      | $2390932.50   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Amentum Holdings Inc                                    | Amentum Holdings Inc                                                                                               | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |       12256 | NS      | $293531.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                              | Geberit AG                                                                                                         | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        1311 | NS      | $983517.62    | 0.05%             |  |  |  | No            |                  1 | 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        |      200000 | PA      | $186648.22    | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -123 | NC      | $-30135.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    11000000 | PA      | $10941846.63  | 0.51%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDE00R76 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYDE00R76 CDS EUR P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      457382 | OU      | $-6912.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                | Camelot Return Merger Sub Inc                                                                                      | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      151000 | PA      | $146093.29    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         101 | NC      | $294831.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDFTMM61 CDS EUR R F  5.00000 2 CORPORATE / Short: BYDFTMM61 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | DE        |      112907 | OU      | $14981.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd                           | Geely Automobile Holdings Ltd                                                                                      | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |      165000 | NS      | $414516.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                               | Palantir Technologies Inc                                                                                          | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       27889 | NS      | $5087511.38   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BRACELET HOLDINGS INC                                   | Bracelet Holdings Inc                                                                                              | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1125902.70   | 0.05%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -32 | NC      | $-48960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BUBBLES BIDCO SPA                                       | Bubbles Bidco SPA                                                                                                  | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      251000 | PA      | $296952.06    | 0.01%             | 2031-09-30      | Floating      | 6.25%                 | 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      | $324067.47    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                   | Trend Micro Inc/Japan                                                                                              | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |       10456 | NS      | $572699.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH                                                                                               | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |      130000 | PA      | $158253.01    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BB Seguridade Participacoes SA                          | BB Seguridade Participacoes SA                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       89634 | NS      | $559807.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | FUJITSU LTD                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |     1176552 | OU      | $62218.34     | 0.00%             |  |  |  | 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        |      200000 | PA      | $205470.00    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                          | NIKKEI 225 (OSE) DEC25                                                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         115 | NC      | $1219523.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flatiron CLO Ltd                                        | Flatiron CLO 28 Ltd                                                                                                | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250084.25    | 0.01%             | 2036-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDRJHNJ8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   -31455000 | NC      | $-97467.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -37 | NC      | $-1517.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | PALANTIR TECHNOLOGIES INC                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -2 | NC      | $-2770.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Vopak NV                                    | Koninklijke Vopak NV                                                                                               | CUSIP: 000000000<br>LEI: 724500UL634GFV1KYF10 | Long             | EC               | CORP              | NL        |        3702 | NS      | $169680.94    | 0.01%             |  |  |  | No            |                  1 | 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      | $106647.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Krungthai Card PCL                                      | Krungthai Card PCL                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |      123000 | NS      | $113871.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Isetan Mitsukoshi Holdings Ltd                          | Isetan Mitsukoshi Holdings Ltd                                                                                     | CUSIP: 000000000<br>LEI: 529900SY5RZO92EFG035 | Long             | EC               | CORP              | JP        |       16300 | NS      | $301233.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                          | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $173672.22    | 0.01%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                                    | Redstone Holdco 2 LP 2021 2nd Lien Term Loan                                                                       | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      742791 | PA      | $149300.99    | 0.01%             | 2029-04-27      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-LIFE                                                                                                 | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $149471.29    | 0.01%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                                                      | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       54000 | PA      | $55650.08     | 0.00%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NetEase Inc                                             | NetEase Inc                                                                                                        | CUSIP: 000000000<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |       25800 | NS      | $785078.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SONA FIOS CLO                                           | Sona Fios Clo III DAC                                                                                              | CUSIP: 000000000<br>LEI: 635400CQGC8D7FRXGH67 | Long             | ABS-CBDO         | CORP              | IE        |      510000 | PA      | $602665.00    | 0.03%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc.                                                                                 | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      280000 | PA      | $341803.10    | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BRYWR7JB4 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BRYWR7JB4 IRS JPY P F   .28300 2 CCPOIS                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  3223089028 | OU      | $34445.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | INTUITIVE SURGICAL INC                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -5 | NC      | $-2450.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                                        | Asahi Kasei Corp                                                                                                   | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |       58700 | NS      | $462225.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      188000 | PA      | $194994.80    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |       12103 | NS      | $1.21         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -276 | NC      | $-344448.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3993.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                     | Churchill Downs Inc                                                                                                | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44936.79     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -62 | NC      | $-15872.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                                                              | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      584000 | PA      | $589724.95    | 0.03%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                               | Marks & Spencer Group PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |      121929 | NS      | $597715.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG                          | SEAGATE DATA STOR                                                                                                  | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      362000 | PA      | $383234.20    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd                             | Murata Manufacturing Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      119200 | NS      | $2269382.29   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                  | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96401.24     | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                          | Air France-KLM                                                                                                     | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $239606.42    | 0.01%             | 2030-05-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                              | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111554.20    | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                           | Assa Abloy AB                                                                                                      | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |        5314 | NS      | $184350.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rede D'Or Sao Luiz SA                                   | Rede D'Or Sao Luiz SA                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       10777 | NS      | $85410.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                         | TJX Cos Inc/The                                                                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       57180 | NS      | $8264797.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                | Engie SA                                                                                                           | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |       56368 | NS      | $1208095.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lenovo Group Ltd                                        | Lenovo Group Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |      386000 | NS      | $572902.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Properties PJSC                                   | Emaar Properties PJSC                                                                                              | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |       84409 | NS      | $299897.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                             | Incyte Corp                                                                                                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        6552 | NS      | $555675.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          51 | NC      | $9486.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                                                                | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $475212.03    | 0.02%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                                                      | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $238908.04    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -54 | NC      | $-1458.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                                                               | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1174684 | PA      | $1174683.85   | 0.06%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                               | Repsol SA                                                                                                          | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |       40889 | NS      | $723206.74    | 0.03%             |  |  |  | No            |                  1 | 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      | $1962539.18   | 0.09%             | 2032-08-30      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                                                                     | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      169400 | PA      | $167545.52    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $67243.98     | 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      | $516.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MOLINA HEALTHCARE INC                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      820779 | OU      | $-42828.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ALEXANDRIA REAL ESTATE EQUITIES RE                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      767427 | OU      | $22784.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED TRY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TR        |           1 | NC      | $10406.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED ZAR / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | ZA        |           1 | NC      | $59088.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SHARP CORP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       40524 | OU      | $1241.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        7938 | PA      | $7164.05      | 0.00%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |           1 | NC      | $405.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                              | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      328000 | PA      | $326422.98    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | 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        |      698967 | PA      | $714717.27    | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | 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      | $92627.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $175.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $124834.45    | 0.01%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                                                                                        | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |        4606 | NS      | $270495.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems A/S                                 | Vestas Wind Systems A/S                                                                                            | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |       26163 | NS      | $492969.92    | 0.02%             |  |  |  | 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        |      350007 | PA      | $343007.26    | 0.02%             | 2028-12-21      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                                       | Herens Midco Sarl                                                                                                  | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |      608000 | PA      | $410297.87    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                                 | DSV A/S                                                                                                            | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       19462 | NS      | $3870636.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES CHINA LARGE-CAP ETF                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -4089 | NC      | $-40890.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $81.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14898000 | PA      | $14898436.51  | 0.70%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDRJF7U5 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -5769000 | OU      | $-7707.38     | -0.00%            |  |  |  | No            |                  2 | 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        |      105817 | NS      | $1062763.58   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                                                                                | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     1675079 | NS      | $11040647.41  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $45834.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDM6A5A7 IRS THB R F  1.60500 2 CCPNDFOIS / Short: SYDM6A5A7 IRS THB P V 12MTHOR 1 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3889000 | OU      | $1731.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                                                                | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      301000 | PA      | $315301.11    | 0.01%             | 2029-11-21      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                        | First Citizens BancShares Inc/NC                                                                                   | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         251 | NS      | $449079.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                                    | OneMain Holdings Inc                                                                                               | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |        6207 | NS      | $350447.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | Long: BYDD45F68 CDS USD R F  5.00000 2 CORPORATE / Short: BYDD45F68 CDS USD P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       85000 | OU      | $13805.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      983000 | PA      | $1124871.81   | 0.05%             | 2027-01-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                                                             | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      815000 | PA      | $830907.99    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                          | Atlas Copco AB                                                                                                     | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       49238 | NS      | $831058.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                      | PrestigeBidCo GmbH                                                                                                 | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |      262000 | PA      | $309346.62    | 0.01%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -54 | NC      | $-23058.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | AMC NETWORKS CLASS A INC                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      159988 | OU      | $6674.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                                                               | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $360462.53    | 0.02%             | 2041-08-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | UBER TECHNOLOGIES INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         217 | NC      | $142135.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |           1 | NC      | $-1926.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | VOYA CLO 2017-2                                                                                                    | CUSIP: 92915UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $702198.70    | 0.03%             | 2030-06-07      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FORMOSA PLASTICS CORP                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      306751 | OU      | $3187.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                     | TransDigm Group Inc                                                                                                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5347 | NS      | $7047452.94   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                             | Netflix Inc                                                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        9190 | NS      | $11018074.80  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Q-PARK HOLDING I BV                                     | Q-Park Holding I BV                                                                                                | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      508000 | PA      | $616036.92    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                               | Fresenius Medical Care AG                                                                                          | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |        7326 | NS      | $384124.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                                                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123820.20    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5931000 | PA      | $118693.28    | 0.01%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                              | Cadence Design Systems Inc                                                                                         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        8552 | NS      | $3003975.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INFORMATICA INC                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          34 | NC      | $170.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | TALABAT HOLDING PLC                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AE        |      203045 | OU      | $-16645.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Amkor Technology Inc                                    | Amkor Technology Inc                                                                                               | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      142000 | PA      | $142041.04    | 0.01%             | 2027-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |           1 | NC      | $-2388.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103818.90    | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                         | AstraZeneca PLC                                                                                                    | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |        1820 | NS      | $273703.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                               | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       11225 | PA      | $11283.26     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -69 | NC      | $-84387.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | CHINA RAILWAY GROUP LTD H                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      267347 | OU      | $-10916.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                                                         | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      281000 | PA      | $353157.81    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDQHA4J8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | KY        |   -12206730 | NC      | $-130.06      | -0.00%            |  |  |  | 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      | $387986.49    | 0.02%             | 2038-02-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Mitra Adiperkasa Tbk PT                                 | Mitra Adiperkasa Tbk PT                                                                                            | CUSIP: 000000000<br>LEI: 254900Z2B7Y7F69ZZZ04 | Long             | EC               | CORP              | ID        |      862700 | NS      | $58238.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The BAHA Trust                                          | BAHA Trust 2024-MAR                                                                                                | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      610000 | PA      | $634443.62    | 0.03%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                                                                | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      186000 | PA      | $180683.90    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE NOV25                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -2 | NC      | $4085.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                  | Intuitive Surgical Inc                                                                                             | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       15834 | NS      | $7081439.82   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDGMZ8Z9 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDGMZ8Z9 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |      655000 | OU      | $59.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MCDONALD'S CORP                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -64 | NC      | $-17024.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                                                         | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       33000 | PA      | $33509.78     | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SGH LTD                                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |      360208 | OU      | $-6157.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | LULULEMON ATHLETICA INC                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      585119 | OU      | $-12904.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | LI AUTO CLASS A INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |     1242263 | OU      | $-20358.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FEDEX CORP                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      890104 | OU      | $-22008.92    | -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      | $-2943.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -221 | NC      | $-20432.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      325000 | PA      | $389705.28    | 0.02%             | 2031-07-14      | Fixed         | 6.00%                 | 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      | $-12935.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152000 | PA      | $146441.10    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                                                             | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |       63000 | PA      | $64566.50     | 0.00%             | 2029-08-01      | Fixed         | 9.50%                 | 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      | $774.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                     | New Immo Holding SA                                                                                                | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121224.73    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                          | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      106000 | PA      | $103315.92    | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP2                                                                                              | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220754 | PA      | $220754.09    | 0.01%             | 2036-11-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BACHEM HOLDING AG                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |       80442 | OU      | $4896.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                   | DirecTV Financing LLC Term Loan                                                                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       24822 | PA      | $24825.47     | 0.00%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |           1 | NC      | $1781.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      653300 | PA      | $812010.42    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                        | Powszechny Zaklad Ubezpieczen SA                                                                                   | CUSIP: 000000000<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |       52412 | NS      | $783876.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | WARNER BROS DISCOVERY INC                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          86 | NC      | $19350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -41 | NC      | $-15375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | BUILDERS FIRSTSOURCE INC                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      480138 | OU      | $2049.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                         | SPDR Blackstone Senior Loan ETF                                                                                    | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |       24781 | NS      | $1030393.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                    | BYDR0JTA7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              |  | US        |    -2870000 | NC      | $-79.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NIKE INC CLASS B                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      362859 | OU      | $7165.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                                                                                     | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       19396 | NS      | $11032638.76  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                   | Schneider Electric SE                                                                                              | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $592854.54    | 0.03%             | 2033-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $251427.18    | 0.01%             | 2029-10-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STAKEHOLDER MIDSTREAM LLC                               | STAKEHOLDER MIDSTREAM LLC TERM LOAN                                                                                | CUSIP: 000000000<br>LEI: 254900BG1PE2KGG26017 | Long             | LON              | CORP              | US        |     1010468 | PA      | $1011730.58   | 0.05%             | 2031-01-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                              | PRM5 Trust 2025-PRM5                                                                                               | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $697080.58    | 0.03%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                  | Froneri Lux FinCo SARL                                                                                             | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      215000 | PA      | $254644.31    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | 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      | $460548.28    | 0.02%             | 2039-04-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       68680 | NS      | $1939523.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders PLC                                           | Schroders PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |       46351 | NS      | $234388.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         232 | NC      | $375840.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINUUM ENERGY AURA                                   | Continuum Energy Aura Pte Ltd                                                                                      | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $206139.98    | 0.01%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | BYDMYUKS6 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |    -2031000 | NC      | $-4624.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2854.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                   | Kongsberg Gruppen ASA                                                                                              | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJ9HK73 | Long             | EC               | CORP              | NO        |       20069 | NS      | $641412.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | KERING SA                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |     1884226 | OU      | $-119410.89   | -0.01%            |  |  |  | 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      | $300984.00    | 0.01%             | 2037-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                            | Broadcom Inc                                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       79694 | NS      | $26291847.54  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      270000 | PA      | $278813.34    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                               | Amgen Inc                                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        2554 | NS      | $720738.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Holdings Co Ltd                              | Japan Post Holdings Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |       59000 | NS      | $586469.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      195000 | PA      | $187395.00    | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      290383 | NS      | $14980858.97  | 0.70%             |  |  |  | No            |                  1 | 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      | $181492.53    | 0.01%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | RAKUTEN GROUP INC                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |         383 | OU      | $-18.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi AS                                   | Turkiye Is Bankasi AS                                                                                              | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | EC               | CORP              | TR        |      562375 | NS      | $191393.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      204000 | PA      | $2040.00      | 0.00%             | 2022-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2820000 | PA      | $62572.94     | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| SES SA                                                  | SES SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      125000 | PA      | $152796.91    | 0.01%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                             | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26002.50     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-C                                                                                   | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      922000 | PA      | $921993.09    | 0.04%             | 2065-06-22      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MATSUKIYOKARA                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      432717 | OU      | $2080.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDRXGEN5 TRS USD R E BYDRXGEP0 EQUITYTRS / Short: BYDRXGEN5 TRS USD P V 12MSOFR BYDRXGEQ8 EQUITYTRS         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     2817207 | OU      | $-745.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-2 Ltd                                                                                                | CUSIP: 92917JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300288.60    | 0.01%             | 2031-07-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      389000 | PA      | $477513.43    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                       | Toyota Motor Corp                                                                                                  | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |       83400 | NS      | $1606980.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                                                    | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      183000 | PA      | $219929.36    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      337000 | PA      | $345714.82    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hippo Holdings Inc                                      | Hippo Holdings Inc                                                                                                 | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |       12653 | NS      | $98.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Paint Holdings Co Ltd                            | Nippon Paint Holdings Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |          56 | NS      | $382.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                              | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14543000 | PA      | $13285338.67  | 0.62%             | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                | TDK Corp                                                                                                           | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |       16000 | NS      | $232450.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ADYEN NV                                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | NL        |     1816185 | OU      | $-34117.06    | -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      | $759752.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | TAIWAN SEMICONDUCTOR MANUFACTU                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | TW        |         -29 | NC      | $-72616.00    | -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      | $20083.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                                                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       95000 | PA      | $104796.89    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nikon Corp                                              | Nikon Corp                                                                                                         | CUSIP: 000000000<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |       21500 | NS      | $250786.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                             | Cameco Corp                                                                                                        | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |       74095 | NS      | $6213606.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                                                                             | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       45000 | PA      | $46791.90     | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc                               | Opendoor Technologies Inc                                                                                          | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |       29128 | NS      | $232150.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                                                      | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      262000 | PA      | $262272.88    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                               | Tesla Inc                                                                                                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       36826 | NS      | $16377258.72  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                           | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       87000 | PA      | $86265.03     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SEATRIUM                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | SG        |      390668 | OU      | $-3428.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcon AG                                                | Alcon AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        8503 | NS      | $632985.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BRYCAULF3 CDS USD R F  5.00000 2 CORPORATE / Short: BRYCAULF3 CDS USD P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      239000 | OU      | $2449.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                                    | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316000 | PA      | $319683.93    | 0.02%             | 2035-07-15      | Variable      | 5.48%                 | 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      | $120831.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                       | Japan Tobacco Inc                                                                                                  | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |       67300 | NS      | $2212615.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                     | Deutsche Telekom AG                                                                                                | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       11691 | NS      | $398186.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INTUIT INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          38 | NC      | $90820.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                          | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      390000 | PA      | $402873.90    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SABRE CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          86 | NC      | $430.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Data AG                                        | Northern Data AG                                                                                                   | CUSIP: 000000000<br>LEI: 391200LB6JA3HAQWTS32 | Long             | EC               | CORP              | DE        |        5262 | NS      | $108421.35    | 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      | $66096.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                                                                     | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      132700 | PA      | $107487.00    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                     | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |      110000 | PA      | $106377.95    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $-5928.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                            | ING Groep NV                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      139814 | NS      | $3623582.98   | 0.17%             |  |  |  | No            |                  1 | 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      | $-633597.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR FUT DEC25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          45 | NC      | $36500.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldar Properties PJSC                                   | Aldar Properties PJSC                                                                                              | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |       40946 | NS      | $105680.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMBANOVA SYSTEMS INC SERIES D                          | SAMBANOVA SYSTEMS INC SERIES D                                                                                     | CUSIP: 000000000<br>LEI: 2549002D18MMEIO51D20 | Long             | EP               | CORP              | US        |        5355 | NS      | $162256.50    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The                                                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       25351 | NS      | $10271971.69  | 0.48%             |  |  |  | No            |                  1 | 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      | $-6359.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ACCELERANT HOLDINGS CLASS A                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       84235 | OU      | $6136.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan B1                                                                                            | CUSIP: 000000000<br>LEI: 213800A1Q4CF57NECG66 | Long             | LON              | CORP              | GB        |       80087 | PA      | $107708.96    | 0.01%             | 2026-04-09      | Floating      | 6.37%                 | Yes           |                  3 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $173719.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MasOrange Finco Plc                                     | MasOrange Finco Plc 2025 EUR Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |     1326229 | PA      | $1555393.98   | 0.07%             | 2031-03-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          22 | NC      | $3938.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | COSAN INDUSTRIA E COMERCIO SA                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |       74802 | OU      | $11569.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 28 Ltd                                                                                                          | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |      388191 | PA      | $389126.54    | 0.02%             | 2037-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      286000 | PA      | $285356.76    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                               | Goldman Sachs Group, Inc.                                                                                          | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      437000 | PA      | $479982.30    | 0.02%             | 2029-05-09      | Fixed         | 0.88%                 | 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      | $8178.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                              | Intel Corp                                                                                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       35100 | NS      | $1177605.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         180 | NC      | $157500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                 | BYDPY89L6 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      487000 | OU      | $371.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CAPITAL ONE FINANCIAL CORP                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -10 | NC      | $-380.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $209277.80    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA             | Hellenic Telecommunications Organization SA                                                                        | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |        5267 | NS      | $99681.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kansai Paint Co Ltd                                     | Kansai Paint Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 549300ERRV6FTKH9NN70 | Long             | EC               | CORP              | JP        |       16971 | NS      | $276739.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | AUTODESK INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-2080.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                   | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |      402000 | PA      | $401242.75    | 0.02%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $13655.21     | 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      | $1704.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                     | Henley Clo Xi DAC                                                                                                  | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |      370000 | PA      | $433594.67    | 0.02%             | 2039-04-25      | Floating      | 4.96%                 | 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      | $261203.49    | 0.01%             | 2039-06-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Dillard's Inc                                           | Dillard's Inc                                                                                                      | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |         338 | NS      | $207694.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE MAR26                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           1 | NC      | $-1070.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-NWM                                                                              | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1388665 | PA      | $1388129.10   | 0.07%             | 2033-02-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BYDCLFKD8 TRS USD R E BYDCLFKE6 EQUITYTRS / Short: BYDCLFKD8 TRS USD P V 12MSOFR BYDCLFKF3 EQUITYTRS         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      133839 | OU      | $475.70       | 0.00%             |  |  |  | No            |                  2 | 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      | $772887.42    | 0.04%             | 2043-02-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                  | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      361000 | PA      | $424767.27    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    24620000 | PA      | $429255.09    | 0.02%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                                                                      | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $609539.22    | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                        | IFSC NIFTY 50 FUT OCT25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |          96 | NC      | $-10799.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDHLYZK4 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYDHLYZK4 CDS EUR P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      470111 | OU      | $-16257.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WELLS FARGO + CO                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -93 | NC      | $-4836.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SALESFORCE INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -15 | NC      | $-4125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                | Solaris Energy Infrastructure Inc                                                                                  | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      878000 | PA      | $1571537.06   | 0.07%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                             | Bouygues SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |       13076 | NS      | $588284.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $196414.39    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                         | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194277.30    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4084.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lavoro Ltd                                              | Lavoro Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KY        |        6063 | NS      | $278.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      420000 | PA      | $410098.50    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                          | Abu Dhabi Commercial Bank PJSC                                                                                     | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |       20898 | NS      | $82953.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                  | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2880000 | PA      | $3412366.79   | 0.16%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -46 | NC      | $-20056.00    | -0.00%            |  |  |  | No            |                  1 | 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      | $988950.96    | 0.05%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust                                                                                      | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137681 | PA      | $129396.47    | 0.01%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                | Japan Exchange Group Inc                                                                                           | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |       56000 | NS      | $625756.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -119 | NC      | $-173740.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NATURA COSMETICOS SA                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | BR        |        2880 | OU      | $-319.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS SER G CVT PFD                                | DATABRICKS SER G CVT PFD                                                                                           | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |       16533 | NS      | $2479950.00   | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | BANK OF AMERICA CORP                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -148 | NC      | $-14356.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CZECHOSLOVAK GROUP                                      | Czechoslovak Group AS                                                                                              | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      300000 | PA      | $365902.28    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX 50 DEC25                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         119 | NC      | $202917.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                      | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      465000 | PA      | $550190.36    | 0.03%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                           | Koninklijke Ahold Delhaize NV                                                                                      | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |        4655 | NS      | $188276.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                | AT&T Inc                                                                                                           | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       52000 | PA      | $68669.45     | 0.00%             | 2026-12-04      | Fixed         | 2.90%                 | 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      | $1957753.76   | 0.09%             | 2027-01-01      | Fixed         | 10.00%                | 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      | $7788474.59   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | TJX COS INC/THE                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -33 | NC      | $-1287.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                             | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      198000 | PA      | $193487.22    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $29940.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                         | Lojas Renner SA                                                                                                    | CUSIP: 000000000<br>LEI: 52990032N7OAAM138D78 | Long             | EC               | CORP              | BR        |      205713 | NS      | $578999.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | UNITED AIRLINES HOLDINGS INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -10 | NC      | $-2830.00     | -0.00%            |  |  |  | No            |                  1 | 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      | $88.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                     | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      241000 | PA      | $283767.39    | 0.01%             | 2031-07-31      | Floating      | 5.53%                 | 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      | $1007488.65   | 0.05%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                          | AutoNation Inc                                                                                                     | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         997 | NS      | $218113.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | BYDRJ4RY0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -5769000 | OU      | $-32456.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | MBRF GLOBAL FOODS COMPANY SA                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |      121720 | OU      | $9247.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      135000 | PA      | $136123.61    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2000000 | PA      | $1960162.22   | 0.09%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         925 | NC      | $-25115.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JD.com Inc                                              | JD.com Inc                                                                                                         | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |       61100 | NS      | $1087433.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Personal Loan Trust                                | SoFi Personal Loan Trust 2024-1                                                                                    | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      432803 | PA      | $435511.86    | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDNP1G04 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -9119000 | NC      | $-6210.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-B                                                                                   | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      690108 | PA      | $610493.55    | 0.03%             | 2062-04-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CLP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $-1756.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seres Group Co Ltd                                      | Seres Group Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3003002LTJSDNVNIPU58 | Long             | EC               | CORP              | CN        |        2700 | NS      | $65075.82     | 0.00%             |  |  |  | No            |                  1 | 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      | $405219.38    | 0.02%             | 2051-02-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                                                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    29072067 | PA      | $1595189.69   | 0.07%             | 2031-02-28      | Fixed         | 7.00%                 | 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      | $-65899.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BASF N                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |     1284464 | OU      | $-2636.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                     | Abbott Laboratories                                                                                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        4040 | NS      | $541117.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      595000 | PA      | $517650.00    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | 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      | $783921.85    | 0.04%             | 2031-01-12      | Floating      | 5.00%                 | 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        |      277000 | PA      | $338628.15    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EGP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-7637.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ZEALAND PHARMA                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      320999 | OU      | $-9557.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $-949.33      | -0.00%            |  |  |  | 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        |        5987 | NS      | $58992.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMB Group Holdings Bhd                                 | CIMB Group Holdings Bhd                                                                                            | CUSIP: 000000000<br>LEI: 549300FYDN5UD7USZW18 | Long             | EC               | CORP              | MY        |       29900 | NS      | $52148.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -23 | NC      | $-1978.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       15361 | NS      | $1091399.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                           | Ford Motor Co                                                                                                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      100489 | NS      | $1201848.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MASTERCARD INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -19 | NC      | $-6336.50     | -0.00%            |  |  |  | No            |                  1 | 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      |
| Ciputra Development Tbk PT                              | Ciputra Development Tbk PT                                                                                         | CUSIP: 000000000<br>LEI: 2549000JMJUYB9U5Y204 | Long             | EC               | CORP              | ID        |     2173200 | NS      | $121276.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp                                      | Eldorado Gold Corp                                                                                                 | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | CA        |        9297 | NS      | $268590.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European Loan Funding                     | Palmer Square European Loan Funding 2024-2 DAC                                                                     | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |      290000 | PA      | $340175.76    | 0.02%             | 2034-05-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                         | Fiber Midco Spa                                                                                                    | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |      217000 | PA      | $235516.49    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-FL6 Ltd                                                                                                   | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       11411 | PA      | $11407.10     | 0.00%             | 2036-07-16      | Floating      | 5.35%                 | 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      | $1797.79      | 0.00%             |  |  |  | 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      | $30384.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                        | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $209038.19    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      579000 | PA      | $12101.62     | 0.00%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                   | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $185151.58    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Veritas US Inc                                          | Veritas US Inc 2024 Priority Term Loan                                                                             | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |      230727 | PA      | $232842.63    | 0.01%             | 2029-12-09      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $2183.14      | 0.00%             |  |  |  | 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      | $644138.15    | 0.03%             | 2029-04-29      | Floating      | 8.97%                 | 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      | $-28552.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                      | Trip.com Group Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |        4950 | NS      | $379108.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                | Pacific National Finance Pty Ltd                                                                                   | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      190000 | PA      | $129189.17    | 0.01%             | 2054-12-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       30000 | PA      | $36066.84     | 0.00%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                            | Apollo Global Management Inc                                                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |       49306 | NS      | $6571010.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                         | Match Group Inc                                                                                                    | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       71140 | NS      | $2512664.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | ZA        |           1 | NC      | $30177.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED ARS / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AR        |           1 | NC      | $-961.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                                                         | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      187000 | PA      | $181836.20    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                         | J Sainsbury PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |      220576 | NS      | $990819.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                             | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | PA      | $211000.00    | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDNP1G20 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     9119000 | NC      | $62538.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $-70573.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -62 | NC      | $-18600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          76 | NC      | $90060.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | M3 INC                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      457740 | OU      | $-11763.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                            | CaixaBank SA                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |      193604 | NS      | $2033433.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                                                                | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      103000 | PA      | $97161.43     | 0.00%             | 2031-12-01      | Fixed         | 4.63%                 | 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      | $896775.60    | 0.04%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                          | GE HealthCare Technologies Inc                                                                                     | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |        4424 | NS      | $332242.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                                                   | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      479000 | PA      | $585513.96    | 0.03%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LOADSMART, INC., SERIES D                               | LOADSMART, INC., SERIES D                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        8526 | NS      | $78183.42     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Citibank, National Association                          | LAMB WESTON HOLDINGS INC                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      170484 | OU      | $-8344.09     | -0.00%            |  |  |  | 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      | $283324.41    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Areas Worldwide SA                                      | Areas Worldwide SA 2025 EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 5493003QHT6ZHQO67865 | Long             | LON              | CORP              | FR        |     1219531 | PA      | $1439694.95   | 0.07%             | 2029-12-31      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| SLM Corp                                                | SLM Corp                                                                                                           | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |        7494 | NS      | $207433.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | AXON ENTERPRISE INC                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      671949 | OU      | $46166.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                                | Bayer AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $482556.23    | 0.02%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WARNER BROS DISCOVERY INC                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          76 | NC      | $2128.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      213378 | PA      | $213324.76    | 0.01%             | 2029-02-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                                                      | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4172200000 | PA      | $940855.96    | 0.04%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                     | Core Scientific Inc                                                                                                | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |      104000 | PA      | $116220.00    | 0.01%             | 2031-06-15      | None          | 0.00%                 | 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        |       33000 | PA      | $31955.75     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | 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      | $-10622.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                | Unipol Assicurazioni SpA                                                                                           | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $123629.05    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO                                             | HARVEST CLO                                                                                                        | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-CBDO         | CORP              | IE        |      251000 | PA      | $296133.33    | 0.01%             | 2037-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CAE Inc                                                 | CAE Inc                                                                                                            | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        6946 | NS      | $205679.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | HUTCHMED (CHINA) LTD                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |       47166 | OU      | $359.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo V Ltd                                                                                                 | CUSIP: 96467PAE8<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $301274.40    | 0.01%             | 2038-07-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ISHARES IBOXX   HIGH YIELD CORPORA                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1777574 | OU      | $2841.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |           1 | NC      | $5579.39      | 0.00%             |  |  |  | No            |                  2 | 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      | $51257.00     | 0.00%             | 2038-07-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      461000 | PA      | $20020.12     | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDE00R68 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDE00R68 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      228691 | OU      | $3896.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                                                          | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      490000 | PA      | $900130.00    | 0.04%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |           1 | NC      | $-1622.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | SMURFIT WESTROCK PLC                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1269879 | OU      | $25387.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                                                             | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      167000 | PA      | $166339.23    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                                                        | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       55000 | PA      | $55516.62     | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | 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      | $261700.81    | 0.01%             | 2035-01-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| NIDEC CORP                                              | NIDEC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |       25600 | NS      | $455878.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cypher Bidco                                            | Cypher Bidco EUR Term Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     1485170 | PA      | $1700073.20   | 0.08%             | 2027-12-30      | Floating      | 6.20%                 | Yes           |                  3 | On Loan: No      |
| Worley Ltd                                              | Worley Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300XDR86FY8OLGP97 | Long             | EC               | CORP              | AU        |       27953 | NS      | $259875.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                                                        | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      251000 | PA      | $294601.88    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | 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      | $-15041.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $4871.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ALL PCL                                              | CP ALL PCL                                                                                                         | CUSIP: 000000000<br>LEI: 894500LSBZLM09TY1A91 | Long             | EC               | CORP              | TH        |      123500 | NS      | $180076.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      198000 | PA      | $178884.53    | 0.01%             | 2029-11-15      | 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      | $274330.44    | 0.01%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                     | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      110000 | PA      | $130954.30    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ARS / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |           1 | NC      | $-16487.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co Ltd                                     | Asahi Intecc Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |       18600 | NS      | $302044.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                                        | Wynn Resorts Ltd                                                                                                   | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |        1559 | NS      | $199972.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Belimo Holding AG                                       | Belimo Holding AG                                                                                                  | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |         662 | NS      | $691480.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAYA SAS/FRANCE                                         | Maya SAS/Paris France                                                                                              | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $406412.17    | 0.02%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |           1 | NC      | $-111905.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SALESFORCE INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -15 | NC      | $-5925.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3972000 | PA      | $1096857.08   | 0.05%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                             | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        2581 | NS      | $2055379.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                                                          | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      101000 | PA      | $118280.30    | 0.01%             | 2027-02-15      | Fixed         | 2.75%                 | 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      | $596486.89    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $741.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDE00R35 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDE00R35 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      228691 | OU      | $3807.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL ENERGY LTD                                          | AGL Energy Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $132263.23    | 0.01%             | 2035-09-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Leonardo SpA                                            | Leonardo SpA                                                                                                       | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       29895 | NS      | $1896007.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                               | Logitech International SA                                                                                          | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |        2289 | NS      | $249531.34    | 0.01%             |  |  |  | No            |                  1 | 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      | $-23345.87    | -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      | $-79068.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding                     | Palmer Square European Loan Funding 2024-3 DAC                                                                     | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $280339.07    | 0.01%             | 2034-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                            | ELP Commercial Mortgage Trust 2021-ELP                                                                             | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      644273 | PA      | $643467.21    | 0.03%             | 2038-11-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                             | FinecoBank Banca Fineco SpA                                                                                        | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |       20876 | NS      | $451097.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5912000 | PA      | $8025677.75   | 0.38%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED BRL / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $135228.96    | 0.01%             |  |  |  | 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        |       55000 | PA      | $58877.64     | 0.00%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                            | Bankinter SA                                                                                                       | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |       59825 | NS      | $941534.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL CORP                                     | Select Medical Corp                                                                                                | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      163000 | PA      | $163068.30    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | 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        |      409805 | PA      | $410673.10    | 0.02%             | 2032-05-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -20 | NC      | $-19900.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                                                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      207000 | PA      | $194782.86    | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                                                                | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $121839.63    | 0.01%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | IBERDROLA SA                                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | ES        |      403443 | OU      | $10644.50     | 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      | $-11337.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                    | Freeport-McMoRan Inc                                                                                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |      163500 | NS      | $6412470.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                          | ServiceNow Inc                                                                                                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        3835 | NS      | $3529273.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                       | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $201070.20    | 0.01%             | 2030-08-05      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDRS8V67 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -6850160 | NC      | $-9756.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | BYDS5CZW0 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |     1995000 | NC      | $1852.92      | 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      | $5405.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7000000 | PA      | $6951493.08   | 0.33%             | 2025-12-04      | None          | 0.00%                 | 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        |      927074 | PA      | $36789.06     | 0.00%             | 2029-12-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                                                     | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    13000000 | PA      | $633293.10    | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | 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      | $160820.49    | 0.01%             | 2029-07-31      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 14 Ltd                                                                                               | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2506132.50   | 0.12%             | 2037-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| SAMBANOVA SYSTEMS INC SERIES C                          | SAMBANOVA SYSTEMS INC SERIES C                                                                                     | CUSIP: 000000000<br>LEI: 2549002D18MMEIO51D20 | Long             | EP               | CORP              | US        |       16831 | NS      | $374489.75    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                              | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      177000 | PA      | $165997.68    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | 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      | $9631.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                                                         | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      133000 | PA      | $147557.32    | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | 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      | $4206.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd                                                 | CSL Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |        3110 | NS      | $407873.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                          | Canadian Natural Resources Ltd                                                                                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       35909 | NS      | $1148200.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                                                   | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209341.00    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| FANATICS HOLDINGS INC.                                  | FANATICS HOLDINGS INC.                                                                                             | CUSIP: 000000000<br>LEI: 254900SDMEGPMGGZLF87 | Long             | EC               | CORP              | US        |       37931 | NS      | $2320239.27   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2940000 | PA      | $421931.96    | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      123000 | PA      | $148900.53    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                   | Gildan Activewear Inc                                                                                              | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |        6604 | NS      | $381520.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                          | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      231000 | PA      | $277393.85    | 0.01%             | 2032-07-01      | Fixed         | 4.25%                 | 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      | $-19861.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                              | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      262000 | PA      | $272519.30    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp                                  | FUJIFILM Holdings Corp                                                                                             | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |       20783 | NS      | $517308.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc                            | FactSet Research Systems Inc                                                                                       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |        1204 | NS      | $344933.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                     | Sumitomo Mitsui Financial Group Inc                                                                                | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       17000 | NS      | $480048.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                                                                | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |       93244 | PA      | $100988.87    | 0.00%             | 2027-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                                                        | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     1014130 | PA      | $1010753.30   | 0.05%             | 2031-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc              | Fidelity National Information Services Inc                                                                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        6712 | NS      | $442589.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2177000 | PA      | $583202.25    | 0.03%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                                                       | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $561342.97    | 0.03%             | 2027-11-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DraftKings Inc                                          | DraftKings Inc                                                                                                     | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |       40597 | NS      | $1518327.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | JPMORGAN CHASE + CO                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -92 | NC      | $-74980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -59 | NC      | $-47200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                                                              | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       51000 | PA      | $53029.80     | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                         | Duomo Bidco SpA                                                                                                    | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |      332000 | PA      | $392116.93    | 0.02%             | 2031-07-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TELEPERFORMANCE                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | FR        |      261465 | OU      | $-1710.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                | Port of Newcastle Investments Financing Pty Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |      180000 | PA      | $122357.58    | 0.01%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                                  | Louisiana-Pacific Corp                                                                                             | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |        4486 | NS      | $398536.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | TELEDYNE TECHNOLOGIES INC                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1062427 | OU      | $-34053.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ALFA A                                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      140051 | OU      | $-8301.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                              | Dexcom Inc                                                                                                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        5393 | NS      | $362894.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                              | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      515000 | PA      | $565217.65    | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      500000 | PA      | $495676.60    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                               | Prosus NV                                                                                                          | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |       24497 | NS      | $1723917.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2458.40      | 0.00%             |  |  |  | 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      | $382620.93    | 0.02%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                             | Komatsu Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |       21800 | NS      | $760645.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED ARS / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AR        |           1 | NC      | $-9359.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | HUTCHMED (CHINA) LTD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |       49341 | OU      | $2535.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                           | UniCredit SpA                                                                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      142279 | NS      | $10769246.37  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTERHORN TELECOM HOLDING SA                           | Matterhorn Telecom Holding SA EUR Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1176668.80   | 0.06%             | 2032-01-30      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD HKD                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $929.56       | 0.00%             |  |  |  | No            |                  2 | 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      | $6853.81      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                     | General Electric Co                                                                                                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       23426 | NS      | $7047009.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | NOVOZYMES B                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DK        |      820544 | OU      | $-13768.33    | -0.00%            |  |  |  | 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      | $664587.99    | 0.03%             | 2030-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                      | Frontier North Inc                                                                                                 | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      354000 | PA      | $363292.50    | 0.02%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                       | Suzuki Motor Corp                                                                                                  | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |       74200 | NS      | $1084011.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 32 Ltd                                                                                                     | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250966.50    | 0.01%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6000000 | PA      | $5995783.98   | 0.28%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | FLYNAS COMPANY LLC                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SA        |      155401 | OU      | $3801.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    14400000 | PA      | $284719.34    | 0.01%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                               | Zurich Insurance Group AG                                                                                          | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |        1407 | NS      | $1001452.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                      | Analog Devices Inc                                                                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        7964 | NS      | $1956754.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                          | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      180000 | PA      | $187010.82    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | 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      | $-92431.73    | -0.00%            |  |  |  | No            |                  2 | 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      |
| J.P. Morgan Securities LLC                              | SARTORIUS STEDIM BIOTECH SA                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | FR        |      264469 | OU      | $3289.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                                                          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      257000 | PA      | $260667.90    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SASOL LTD                                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | ZA        |      520145 | OU      | $67251.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCM 2021 VFN1                                           | MCM 2021 VFN1                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      664189 | PA      | $470570.38    | 0.02%             | 2028-08-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | MCDONALD'S CORP                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          64 | NC      | $10496.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8000000 | PA      | $7917388.32   | 0.37%             | 2026-01-06      | None          | 0.00%                 | 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      | $368352.74    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp                                       | Palladyne AI Corp                                                                                                  | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       44727 | NS      | $8967.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $253495.38    | 0.01%             | 2030-12-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BAXTER INTERNATIONAL INC                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1058193 | OU      | $-953.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                               | MGM Resorts International                                                                                          | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |       43561 | NS      | $1509824.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | BANK OF MONTREAL                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CA        |     1826899 | OU      | $-8623.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENINSULA PACFIC ENTERTAIN LLC                          | PENINSULA PACFIC ENTERTAIN LLC 2025 TERM LOAN B                                                                    | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |      740596 | PA      | $738745.01    | 0.03%             | 2032-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -23 | NC      | $-2967.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | USD/INR One-touch barrier option; Barrier price USD 86.00000                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |       51000 | OU      | $129.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -117 | NC      | $-119340.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -646 | NC      | $-427562.20   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                       | Eversource Energy                                                                                                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |        7607 | NS      | $541161.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| King Slide Works Co Ltd                                 | King Slide Works Co Ltd                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |        5000 | NS      | $539733.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                        | Duke Energy Corp                                                                                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       12600 | NS      | $1559250.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHAEFFLER AG                                           | SCHAEFFLER AG                                                                                                      | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122935.70    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc 2025 Term Loan B                                                                                  | CUSIP: 72448FAW5<br>LEI: 549300N2O26NW4ST6W55 | Long             | LON              | CORP              | US        |      611800 | PA      | $611035.56    | 0.03%             | 2032-03-19      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                                                   | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      655600 | PA      | $596340.91    | 0.03%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                | Transocean Titan Financing Ltd                                                                                     | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      163524 | PA      | $167546.82    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                              | Allianz SE                                                                                                         | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |        3538 | NS      | $1484564.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc                                     | Flowco Holdings Inc                                                                                                | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20291 | NS      | $301321.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc                                           | Snowflake Inc                                                                                                      | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        5909 | NS      | $1332774.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2395.67     | -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      | $800.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                      | Meta Platforms Inc                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       47702 | NS      | $35031394.76  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -22 | NC      | $-6578.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Europa University Education Group, S.L                  | Europa University Education Group SL 2024 EUR 1st Lien Term Loan B                                                 | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |      741599 | PA      | $874906.28    | 0.04%             | 2031-10-30      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                              | Pfizer Inc                                                                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       74242 | NS      | $1891686.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                            | VeriSign Inc                                                                                                       | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        2145 | NS      | $599677.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         896 | NC      | $1715840.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                 | E.ON SE                                                                                                            | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |       39147 | NS      | $736058.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                   | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         617 | NS      | $761556.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired FinCo Holdings Limited                         | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6                                                              | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |      719212 | PA      | $847034.27    | 0.04%             | 2031-02-28      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                          | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      190000 | PA      | $192792.62    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LUNA 1.5 SARL                                           | Luna 1.5 Sarl                                                                                                      | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |      160000 | PA      | $194662.30    | 0.01%             | 2032-07-01      | Fixed         | 10.50%                | 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      | $256264.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                               | BYDS3N6A8 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |     3017942 | OU      | $2387.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                   | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                 | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $641570.75    | 0.03%             | 2042-08-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                             | Ameren Corp                                                                                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        1772 | NS      | $184961.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  6361000000 | PA      | $434838.19    | 0.02%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |        8259 | NS      | $337290.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRYSMIAN SPA                                            | Prysmian SpA                                                                                                       | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $428644.72    | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | AMAZON.COM INC                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -168 | NC      | $-64680.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                                                                            | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      140000 | PA      | $161412.15    | 0.01%             | 2030-02-15      | Floating      | 6.29%                 | 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        |       24399 | NS      | $493707.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | TREASURY WINE ESTATES LTD                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | AU        |       84000 | OU      | $5555.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | FREEPORT-MCMORAN INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         237 | NC      | $1422.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                              | Verizon Communications Inc                                                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       76141 | NS      | $3346396.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Yaskawa Electric Corp                                   | Yaskawa Electric Corp                                                                                              | CUSIP: 000000000<br>LEI: 3538003K39GR98R0CK58 | Long             | EC               | CORP              | JP        |       13000 | NS      | $277519.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                           | BHP Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       77811 | NS      | $2189764.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 15-R Ltd                                                                                        | CUSIP: 67121NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $702318.40    | 0.03%             | 2038-07-20      | Floating      | 5.60%                 | 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        |      260972 | PA      | $15600.67     | 0.00%             | 2030-04-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| DigiPlus Interactive Corp                               | DigiPlus Interactive Corp                                                                                          | CUSIP: 000000000<br>LEI: 254900M9EXJ3M6S66M06 | Long             | EC               | CORP              | PH        |       66110 | NS      | $28681.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       31924 | NS      | $8978305.76   | 0.42%             |  |  |  | No            |                  1 | 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      | $934.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | TRESTLES CLO III LTD                                                                                               | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $751796.25    | 0.04%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                  | UCB SA                                                                                                             | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |         478 | NS      | $131881.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                              | CarMax Inc                                                                                                         | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30429 | NS      | $1365349.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                            | Experian PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |        9590 | NS      | $480048.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                | RTX Corp                                                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        2085 | NS      | $348883.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED HKD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |           1 | NC      | $-496.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                      | Cellnex Telecom SA                                                                                                 | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $212076.78    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                         | Lyra Music Assets Delaware LP                                                                                      | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      968610 | PA      | $982420.85    | 0.05%             | 2064-12-22      | Fixed         | 5.76%                 | 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        |      169000 | PA      | $168550.24    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                               | Edwards Lifesciences Corp                                                                                          | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        8025 | NS      | $624104.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | DR HORTON INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -79 | NC      | $-14615.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Figma Inc                                               | Figma Inc                                                                                                          | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |        2897 | NS      | $150267.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      147000 | PA      | $215427.03    | 0.01%             | 2086-08-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                  | EQT AB                                                                                                             | CUSIP: 000000000<br>LEI: 213800U7P9GOIRKCTB34 | Long             | EC               | CORP              | SE        |        5309 | NS      | $183613.44    | 0.01%             |  |  |  | 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      | $1000400.00   | 0.05%             | 2038-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          23 | NC      | $2553.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-106785.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                                                                          | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $213454.00    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                            | Helios Software Holdings Inc 2025 EUR Term Loan B                                                                  | CUSIP: 42328DAM0<br>LEI: 213800L79ZXIG33VIU08 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1170822.02   | 0.06%             | 2028-03-13      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PE        |           1 | NC      | $901.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                               | Argenx SE                                                                                                          | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |         522 | NS      | $385006.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | MOLSON COORS BREWING  CLASS B                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1511288 | OU      | $-6441.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGRIFARMA SPA                                           | Agrifarma SpA                                                                                                      | CUSIP: 000000000<br>LEI: 815600F89DA538E88804 | Long             | DBT              | CORP              | IT        |     1022000 | PA      | $1205878.04   | 0.06%             | 2028-10-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eiffage SA                                              | Eiffage SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |        6391 | NS      | $815614.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | DR HORTON INC                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          77 | NC      | $31185.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3309000 | PA      | $3915888.79   | 0.18%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                           | Boeing Co/The                                                                                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       52632 | NS      | $11359564.56  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Chemical Corp                                    | Nissan Chemical Corp                                                                                               | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |       11400 | NS      | $413956.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TVC DSCR 21 1 A                                         | TVC DSCR 21 1 A                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      892306 | PA      | $822598.21    | 0.04%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4833000 | PA      | $101536.44    | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | 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      | $1519655.79   | 0.07%             | 2030-02-27      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                       | Nippon Steel Corp                                                                                                  | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |       21000 | NS      | $86550.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    30965100 | PA      | $1681721.03   | 0.08%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Moneta Money Bank AS                                    | Moneta Money Bank AS                                                                                               | CUSIP: 000000000<br>LEI: I6USJ58BDV2BO5KP3C31 | Long             | EC               | CORP              | CZ        |        5927 | NS      | $47279.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                            | Autodesk Inc                                                                                                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       15521 | NS      | $4930556.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INTUIT INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -1 | NC      | $-227.50      | -0.00%            |  |  |  | No            |                  1 | 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      | $159909.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                             | Cedacri SpA                                                                                                        | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |      110000 | PA      | $129884.81    | 0.01%             | 2028-05-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                              | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99171.00     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | 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      | $325007.21    | 0.02%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      301000 | PA      | $360148.51    | 0.02%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                | Crowdstrike Holdings Inc                                                                                           | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        3655 | NS      | $1792338.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                           | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1041000 | PA      | $1041615.97   | 0.05%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CAMECO CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |         -36 | NC      | $-17604.00    | -0.00%            |  |  |  | No            |                  1 | 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      | $129406.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         282 | NC      | $2256.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARENA LUX FIN SARL                                      | Arena Luxembourg Finance Sarl                                                                                      | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |      217000 | PA      | $256347.45    | 0.01%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                          | GE Vernova Inc                                                                                                     | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        3153 | NS      | $1938779.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                               | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      106000 | PA      | $103367.27    | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | 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      | $297643.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                    | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      112000 | PA      | $118451.65    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CRH PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -30 | NC      | $-3150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                         | Gen Digital Inc                                                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       19085 | NS      | $541823.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Four CLO                                        | Capital Four CLO VIII DAC                                                                                          | CUSIP: 000000000<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |      390000 | PA      | $458938.38    | 0.02%             | 2037-10-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                   | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      171000 | PA      | $165996.08    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-NWM                                                                              | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      814304 | PA      | $813168.02    | 0.04%             | 2033-02-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | FOOD   LIFE COMPANIES LTD                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      927429 | OU      | $48491.50     | 0.00%             |  |  |  | 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      | $128189.08    | 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      | $-467285.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO XI DAC                                                                                                 | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $282103.24    | 0.01%             | 2038-11-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  9577000000 | PA      | $593567.12    | 0.03%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ORACLE CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -15 | NC      | $-44100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       62000 | PA      | $60053.80     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                             | B3 SA - Brasil Bolsa Balcao                                                                                        | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |      376634 | NS      | $944725.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     6100000 | PA      | $6090819.93   | 0.29%             | 2025-10-14      | None          | 0.00%                 | 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        |       10000 | NS      | $258219.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                                                  | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      280000 | PA      | $279593.61    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                          | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      266000 | PA      | $277396.77    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $8770.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | GENUINE PARTS                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      728223 | OU      | $-3169.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                  | Taco Bell Funding LLC                                                                                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      995000 | PA      | $997078.56    | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | Long: BRYUUA0J0 IRS BRL R F  9.78500 2 NDFPREDISWAP / Short: BRYUUA0J0 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |     3596590 | OU      | $-67481.78    | -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      | $64.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                        | Bridgestone Corp                                                                                                   | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |        4700 | NS      | $217639.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENINSULA PACFIC ENTERTAIN LLC                          | PENINSULA PACFIC ENTERTAIN LLC 2025 DELAYED DRAW TERM LOAN                                                         | CUSIP: 70715SAD9<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |      173577 | PA      | $173143.36    | 0.01%             | 2032-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                        | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      455000 | PA      | $507550.06    | 0.02%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PUMA                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | DE        |      368840 | OU      | $6803.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       93000 | PA      | $97446.24     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | 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      | $130028.67    | 0.01%             | 2038-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SERVISFIRST BANCSHARES INC                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      119674 | OU      | $8220.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                                                       | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1173076.20   | 0.06%             | 2031-09-30      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |        7700 | NS      | $972880.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                           | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       71000 | PA      | $72569.00     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                        | Raiffeisen Bank International AG                                                                                   | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |         849 | NS      | $29245.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SATS LTD                                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SG        |      190842 | OU      | $-5207.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                                  | Starz Capital Holdings LLC                                                                                         | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      126000 | PA      | $103320.00    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                 | Currenta Group Holdings Sarl                                                                                       | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |      203000 | PA      | $244243.11    | 0.01%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | COSAN INDUSTRIA E COMERCIO SA                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       56040 | OU      | $-144.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         721 | NC      | $30282.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                  | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99600.82     | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | KADOKAWA CORP                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      377699 | OU      | $-5233.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                | Bayer AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |       24229 | NS      | $803032.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | CHINA RESOURCES POWER LTD                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |        4588 | OU      | $310.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | HARMONIC DRIVE SYSTEMS INC                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      352959 | OU      | $48675.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                       | Kinross Gold Corp                                                                                                  | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       43548 | NS      | $1080798.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                 | Unibail-Rodamco-Westfield SE                                                                                       | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      300000 | PA      | $357765.11    | 0.02%             | 2031-06-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $265072.93    | 0.01%             | 2031-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WILLIAMS COS INC/THE                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -48 | NC      | $-2880.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XX Ltd                                                                                            | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2006544.00   | 0.09%             | 2038-07-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                     | VZ Vendor Financing II BV                                                                                          | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |      709000 | PA      | $784694.15    | 0.04%             | 2029-01-15      | Fixed         | 2.88%                 | 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      | $2405089.67   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                     | Carrier Global Corp                                                                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       13473 | NS      | $804338.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                       | Devon Energy Corp                                                                                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        3012 | NS      | $105600.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                               | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      252000 | PA      | $222541.20    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                  | Sun Life Financial Inc                                                                                             | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       32638 | NS      | $1959874.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | RASAN INFORMATION TECHNOLOGY CO                                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SA        |      309675 | OU      | $24977.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                  | Iberdrola Finanzas SA                                                                                              | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $241060.87    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | ESTX BANKS (EUR) PR                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         442 | NC      | $128435.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International SCA                                | Hermes International SCA                                                                                           | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        2595 | NS      | $6346195.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                               | Sanofi SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |       61707 | NS      | $5690723.18   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC                     | BYDPYDUS6 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |      511000 | OU      | $336.24       | 0.00%             |  |  |  | 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      | $292846.33    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                   | Valterra Platinum Ltd                                                                                              | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       15261 | NS      | $1091660.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                                  | Skyworks Solutions Inc                                                                                             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       16538 | NS      | $1273095.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                        | Altria Group Inc                                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       32811 | NS      | $2167494.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                     | VICI Properties Inc                                                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |       31747 | NS      | $1035269.67   | 0.05%             |  |  |  | No            |                  1 | 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      | $8101310.27   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      269000 | PA      | $315371.58    | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $-3192.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                         | Contego Clo V DAC                                                                                                  | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $293748.36    | 0.01%             | 2037-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                      | ENEOS Holdings Inc                                                                                                 | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |      229000 | NS      | $1455435.64   | 0.07%             |  |  |  | No            |                  1 | 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      | $144771.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                     | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103322.83    | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Accton Technology Corp                                  | Accton Technology Corp                                                                                             | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |       16000 | NS      | $548592.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                                                                 | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14972.25     | 0.00%             | 2027-05-13      | Fixed         | 6.63%                 | 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      | $107758.55    | 0.01%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan A2                                                                                            | CUSIP: 000000000<br>LEI: 213800A1Q4CF57NECG66 | Long             | LON              | CORP              | GB        |     1380399 | PA      | $1856498.00   | 0.09%             | 2026-04-09      | Floating      | 6.36%                 | Yes           |                  3 | On Loan: No      |
| Crown PropTech Acquisitions                             | Crown PropTech Acquisitions                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        8069 | NS      | $91825.22     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TE Connectivity PLC                                     | TE Connectivity PLC                                                                                                | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |        4913 | NS      | $1078550.89   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                                                   | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       77000 | PA      | $75455.46     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | CHINA RESOURCES POWER LTD                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      768184 | OU      | $3755.51      | 0.00%             |  |  |  | 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      | $704255.87    | 0.03%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Mercia                                                  | Mercia GBP Term Loan A1                                                                                            | CUSIP: 000000000<br>LEI: 213800A1Q4CF57NECG66 | Long             | LON              | CORP              | GB        |      349231 | PA      | $469681.22    | 0.02%             | 2026-04-09      | Floating      | 6.37%                 | Yes           |                  3 | On Loan: No      |
| Citibank, National Association                          | KEYCORP                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      869910 | OU      | $1460.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYD2P73N1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYD2P73N1 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      170000 | OU      | $-24431.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12613000000 | PA      | $776488.52    | 0.04%             | 2035-07-15      | Fixed         | 6.75%                 | 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        |      867000 | PA      | $865068.50    | 0.04%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-529318.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                | Central Parent Inc / CDK Global Inc                                                                                | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $176516.28    | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BARRY CALLEBAUT AG                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | CH        |      693217 | OU      | $26386.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | LG ENERGY SOLUTION LTD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | KR        |      255114 | OU      | $2980.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1173000 | PA      | $286006.66    | 0.01%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ZENSHO HOLDINGS LTD                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      272293 | OU      | $4143.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTO Ltd                                                | TOTO Ltd                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       18900 | NS      | $497661.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       74000 | PA      | $71919.92     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                          | TC Energy Corp                                                                                                     | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |       15656 | NS      | $851253.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                              | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      263000 | PA      | $257306.05    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | 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      | $-466616.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc                                                                                               | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |      153000 | PA      | $152278.53    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | PETRO RIO SA                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |      376152 | OU      | $-1344.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | VALERO ENERGY CORP                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -186 | NC      | $-22878.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | CRRC CORP LTD H                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CN        |      317954 | OU      | $4151.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insmed Inc                                              | Insmed Inc                                                                                                         | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        2740 | NS      | $394587.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MCKESSON CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-10248.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                        | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      409000 | PA      | $563914.49    | 0.03%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                             | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      345000 | PA      | $341922.46    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                                                            | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      366000 | PA      | $506895.54    | 0.02%             | 2029-05-07      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                      | STL Holding Co LLC                                                                                                 | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |      156000 | PA      | $163474.90    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | EAGLE BANCORP INC                                                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       74604 | OU      | $1544.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                        | RunItOneTime LLC Term Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       26488 | PA      | $25468.97     | 0.00%             | 2026-07-07      | Floating      | 16.82%                | No            |                  3 | On Loan: No      |
| Citibank, National Association                          | COSTAR GROUP INC                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      673391 | OU      | $15135.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                 | Talen Energy Supply LLC                                                                                            | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      350000 | PA      | $371538.65    | 0.02%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         239 | NC      | $383117.00    | 0.02%             |  |  |  | No            |                  1 | 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      | $74736.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BEONE MEDICINES AG                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      565815 | OU      | $-9022.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shenzhou International Group Holdings Ltd               | Shenzhou International Group Holdings Ltd                                                                          | CUSIP: 000000000<br>LEI: 529900B4W41TCUKJFM73 | Long             | EC               | CORP              | KY        |       45000 | NS      | $356498.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GS FINANCE CORP                                         | GS Finance Corp                                                                                                    | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     3100000 | PA      | $3130938.00   | 0.15%             | 2030-02-14      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                 | Zoom Communications Inc                                                                                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |        1088 | NS      | $89760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                        | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $386473.88    | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                                                               | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      283000 | PA      | $286141.45    | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                          | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $95149.01     | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | 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      | $48.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN PROPTECH FOUNDERS UNVEST                          | CROWN PROPTECH FOUNDERS UNVEST                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7060 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDFPHSB9 CDS EUR R V 03MEVENT 1 CORPORATE / Short: BYDFPHSB9 CDS EUR P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      435236 | OU      | $-5343.53     | -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        |      247128 | OU      | $31245.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                                                               | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       17886 | PA      | $17571.15     | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                | ELO SACA                                                                                                           | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116894.19    | 0.01%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | CIRSA ENTERPRISES SAU                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | ES        |      165222 | OU      | $398.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      249000 | PA      | $286429.15    | 0.01%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                           | Live Nation Entertainment Inc                                                                                      | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       39317 | NS      | $6424397.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                                                       | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249601.30    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                   | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      155000 | PA      | $164160.04    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      430000 | PA      | $434289.25    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                             | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       28000 | PA      | $28291.63     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                                             | Datadog Inc                                                                                                        | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |       23813 | NS      | $3390971.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SONA FIOS CLO                                           | Sona Fios CLO V DAC                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      190000 | PA      | $223490.56    | 0.01%             | 2038-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| SSAB AB                                                 | SSAB AB                                                                                                            | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |       39349 | NS      | $228209.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                                                           | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      500000 | PA      | $498232.15    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                                                           | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $275528.21    | 0.01%             | 2030-06-27      | Fixed         | 7.50%                 | 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        |     1061657 | PA      | $1066181.13   | 0.05%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99448.16     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-388.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDRXGNS4 TRS USD R V 12MSOFR BYDRXGNU9 EQUITYTRS / Short: BYDRXGNS4 TRS USD P E BYDRXGNT2 EQUITYTRS         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |     8246971 | OU      | $19927.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | JAPAN STEEL WORKS LTD                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      557879 | OU      | $-32445.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                 | Virgin Media Vendor Financing Notes III DAC                                                                        | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |      941000 | PA      | $1232650.84   | 0.06%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                            | B&M European Value Retail SA                                                                                       | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | LU        |       93341 | NS      | $328523.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                               | Shell PLC                                                                                                          | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |      241530 | NS      | $8638913.03   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDM8U552 IRS BRL R F 13.04000 2 NDFPREDISWAP / Short: BYDM8U552 IRS BRL P V 00MBRCDI 1 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2321333 | OU      | $-6834.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | INTUIT INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -3 | NC      | $-2025.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      106000 | PA      | $109919.24    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                           | Fresnillo PLC                                                                                                      | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |       34808 | NS      | $1104792.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI China ETF                                  | iShares MSCI China ETF                                                                                             | CUSIP: 46429B671<br>LEI: 549300Q0IWAYMYXW0R77 | Long             | EC               | RF                | US        |       16664 | NS      | $1097324.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-96.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                         | Engineering - Ingegneria Informatica - SpA                                                                         | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |      153000 | PA      | $193507.44    | 0.01%             | 2030-02-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Telix Pharmaceuticals Ltd                               | Telix Pharmaceuticals Ltd                                                                                          | CUSIP: 000000000<br>LEI: 894500HTWOOGIHLLSB86 | Long             | EC               | CORP              | AU        |       27596 | NS      | $266052.16    | 0.01%             |  |  |  | No            |                  1 | 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      | $1503028.24   | 0.07%             | 2032-02-26      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                                                     | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      171000 | PA      | $171110.18    | 0.01%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Core Scientific Inc                                     | Core Scientific Inc                                                                                                | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       53515 | NS      | $960059.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -248 | NC      | $-34423.23    | -0.00%            |  |  |  | No            |                  1 | 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      | $-41.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $138.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                | Kronos International Inc                                                                                           | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      100000 | PA      | $123723.85    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | 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      | $-8287.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8000000 | PA      | $7981453.36   | 0.38%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank Syariah Indonesia Tbk PT                           | Bank Syariah Indonesia Tbk PT                                                                                      | CUSIP: 000000000<br>LEI: 9845009CD3B814E04066 | Long             | EC               | CORP              | ID        |      336363 | NS      | $52276.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                                                             | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      623000 | PA      | $656155.44    | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | 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      | $342018.06    | 0.02%             | 2037-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                           | Fortescue Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |       16907 | NS      | $208979.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                      | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      235000 | PA      | $271524.45    | 0.01%             | 2027-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | DELTA AIR LINES INC                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -8 | NC      | $-808.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Realtek Semiconductor Corp                              | Realtek Semiconductor Corp                                                                                         | CUSIP: 000000000<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |       48682 | NS      | $878505.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY 2013-1515 Mortgage Trust                                                                                      | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      487544 | PA      | $444320.10    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                     | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      330000 | PA      | $319588.50    | 0.02%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                            | Kaspi.KZ JSC                                                                                                       | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        1646 | NS      | $134445.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $520.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | ONO PHARMACEUTICAL LTD                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      512001 | OU      | $4158.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDQ9C974 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | KY        |   -28777000 | NC      | $-41129.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SE        |           1 | NC      | $-48045.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                     | Nissan Motor Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | EC               | CORP              | JP        |      127600 | NS      | $313898.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | XINYI GLASS HOLDINGS LTD                                                                                           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | HK        |       33752 | OU      | $-1145.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | BARRATT REDROW PLC                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | GB        |      783264 | OU      | $-37950.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                              | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    17350000 | PA      | $300717.15    | 0.01%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                                                              | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      310000 | PA      | $320489.50    | 0.02%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | NEW PLUTO GLOBAL INC CL B                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       53796 | OU      | $5632.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $9365.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Exchange (Futures Market)                         | KOSPI2 INX FUT DEC25                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |          88 | NC      | $533831.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                       | FirstService Corp                                                                                                  | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |        1380 | NS      | $262930.80    | 0.01%             |  |  |  | No            |                  1 | 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      | $1160256.24   | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Six Flags Entertainment Corp                            | Six Flags Entertainment Corp                                                                                       | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        8990 | NS      | $204252.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDDDRP77 TRS USD R E REC EQ / Short: BYDDDRP77 TRS USD P F   .00000 PAY FIX                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |       83756 | OU      | $-4423.37     | -0.00%            |  |  |  | No            |                  3 | 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      | $141693.78    | 0.01%             | 2042-01-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                              | CF Industries Holdings Inc                                                                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        9025 | NS      | $809542.50    | 0.04%             |  |  |  | No            |                  1 | 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      | $579.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                             | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      184000 | PA      | $190396.80    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                              | Merck KGaA                                                                                                         | CUSIP: 000000000<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |         972 | NS      | $124901.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra International Tbk PT                              | Astra International Tbk PT                                                                                         | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |      458000 | NS      | $158712.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                                                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        7839 | NS      | $1304096.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                           | RB Global Inc                                                                                                      | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        5225 | NS      | $565938.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                               | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51849.15     | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | 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      | $371777.19    | 0.02%             |  |  |  | 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      | $373698.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                                                                | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      191863 | PA      | $229073.16    | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                             | NN Group NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $237913.85    | 0.01%             | 2034-09-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDJU4Z18 IRS EUR R F  2.62707 2 CCPVANILLA / Short: SYDJU4Z18 IRS EUR P V 06MEURIB 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      318791 | OU      | $4482.62      | 0.00%             |  |  |  | No            |                  2 | 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      | $1783827.54   | 0.08%             | 2030-04-15      | Fixed         | 6.00%                 | 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      | $127621.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | CVB FINANCIAL CORP                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       82355 | OU      | $5259.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         195 | NC      | $2730.00      | 0.00%             |  |  |  | No            |                  1 | 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      | $39310.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                            | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201740.00    | 0.01%             | 2030-03-27      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                              | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     4102188 | PA      | $112677.68    | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NGN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |           1 | NC      | $7434.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                           | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     1170000 | PA      | $1176574.23   | 0.06%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                         | Grupo Cibest SA                                                                                                    | CUSIP: 40090E106<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |        1920 | NS      | $99724.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                             | Textron Inc                                                                                                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       23722 | NS      | $2004271.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                               | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       87000 | PA      | $85484.51     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                   | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      450000 | PA      | $477548.10    | 0.02%             | 2030-03-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                               | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      227000 | PA      | $235709.08    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | 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      | $-11012.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CAPITAL ONE FINANCIAL CORP                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -28 | NC      | $-6272.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | MMG LTD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      563031 | OU      | $-82308.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                           | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1534.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MONGODB INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -71 | NC      | $-26625.00    | -0.00%            |  |  |  | No            |                  1 | 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      | $27301.32     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SK Hynix Inc                                            | SK Hynix Inc                                                                                                       | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |        3346 | NS      | $828719.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                 | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      129000 | PA      | $122774.21    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                 | Windstream Services LLC                                                                                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104971.65    | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                              | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       99000 | PA      | $104940.00    | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                 | CUSIP: 26860XBG5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      686000 | PA      | $696232.51    | 0.03%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                                                            | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                | PetSmart LLC / PetSmart Finance Corp                                                                               | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $302747.48    | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2025-5MW                                                                            | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      888000 | PA      | $883154.18    | 0.04%             | 2042-10-10      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | IMCD NV                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      338057 | OU      | $13747.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                                                          | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      637200 | PA      | $774863.92    | 0.04%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199796.80    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       21000 | PA      | $22379.01     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                     | EssilorLuxottica SA                                                                                                | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       29210 | NS      | $9465149.48   | 0.44%             |  |  |  | No            |                  1 | 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        |       68938 | PA      | $66286.22     | 0.00%             | 2026-04-16      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH 2025 EUR Term Loan B1                                                                       | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |      759600 | PA      | $894412.96    | 0.04%             | 2030-04-30      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure LLC                       | Solaris Energy Infrastructure LLC Term Loan                                                                        | CUSIP: 83418UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2240638 | PA      | $2257442.28   | 0.11%             | 2029-09-11      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| Citibank NA                                             | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-17108.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -54 | NC      | $-54.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | INTUIT INC                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -38 | NC      | $-47120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                             | Masimo Corp                                                                                                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       11868 | NS      | $1751123.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                                                       | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $243251.09    | 0.01%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | THE SWATCH GROUP AG                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      469608 | OU      | $9270.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                          | GoTo Group Inc                                                                                                     | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      202700 | PA      | $65624.13     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                 | XPO Inc                                                                                                            | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |        3609 | NS      | $466535.43    | 0.02%             |  |  |  | No            |                  1 | 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        |        5796 | NS      | $79337.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      117000 | PA      | $119923.01    | 0.01%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                                                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       12000 | PA      | $12335.06     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                              | Mahle GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      574000 | PA      | $697595.70    | 0.03%             | 2031-05-02      | Fixed         | 6.50%                 | 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      | $376261.33    | 0.02%             |  |  |  | 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      | $1206991.97   | 0.06%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                        | GVC Holdings (Gibraltar) Limited 2024 EUR Term Loan B4                                                             | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |      723530 | PA      | $854770.00    | 0.04%             | 2028-06-30      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                     | Otis Worldwide Corp                                                                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       14869 | NS      | $1359472.67   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                        | Transurban Group                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      114126 | NS      | $1042136.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | WARNER BROS DISCOVERY INC                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -86 | NC      | $-7396.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BYDBQ74T6 IRS BRL R V 00MBRCDI 1 NDFPREDISWAP / Short: BYDBQ74T6 IRS BRL P F 14.18000 2 NDFPREDISWAP         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     4231464 | OU      | $-565.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                               | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      388000 | PA      | $365660.28    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                                                      | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |      347000 | PA      | $404956.68    | 0.02%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REGIONAL MGMT ISSUANCE                                  | REGIONAL MGMT ISSUANCE                                                                                             | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1711000 | PA      | $1657616.80   | 0.08%             | 2033-10-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | LIVE NATION ENTERTAINMENT INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -21 | NC      | $-2572.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5470000 | PA      | $114110.27    | 0.01%             | 2028-07-01      | Fixed         | 23.44%                | 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      | $-20135.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A2A SPA                                                 | A2A SpA                                                                                                            | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      125000 | PA      | $152836.86    | 0.01%             | 2029-06-11      | Fixed         | 5.00%                 | 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      | $973014.13    | 0.05%             | 2029-04-02      | Floating      | 6.41%                 | No            |                  2 | 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      |
| Deutsche Bank AG                                        | BYDS5JUT7 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -13041000 | NC      | $-11858.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| McKesson Corp                                           | McKesson Corp                                                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       13844 | NS      | $10695043.76  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P Regional Banking ETF                           | SPDR S&P Regional Banking ETF                                                                                      | CUSIP: 78464A698<br>LEI: 549300EFWJBKUN6WJX52 | Long             | EC               | RF                | US        |       39766 | NS      | $2517187.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co Ltd                                   | Idemitsu Kosan Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |       75500 | NS      | $518700.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                                                                    | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $206927.15    | 0.01%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TOYOTA INDUSTRIES CORP                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      382688 | OU      | $120.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                                                  | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $415798.27    | 0.02%             | 2029-12-15      | Fixed         | 8.13%                 | 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      | $-980.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bally's Corporation                                     | Bally's Corporation 2021 Term Loan B                                                                               | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      496851 | PA      | $481533.36    | 0.02%             | 2028-10-02      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                       | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      525000 | PA      | $541371.08    | 0.03%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                                                  | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      385000 | PA      | $365857.68    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | 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      | $237095.33    | 0.01%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | REVVITY INC                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      546578 | OU      | $-10963.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                                                       | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      114000 | PA      | $138353.12    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SGS SA                                                  | SGS SA                                                                                                             | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        2535 | NS      | $262655.36    | 0.01%             |  |  |  | No            |                  1 | 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        |      402192 | PA      | $447601.13    | 0.02%             | 2027-09-23      | Floating      | 11.97%                | Yes           |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corportation Trust 2021-IP                                                                  | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163892 | PA      | $163174.99    | 0.01%             | 2036-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | EUR/CZK One-touch barrier option; Barrier price EUR 24.00000                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |       39000 | OU      | $6155.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                            | Tapestry Inc                                                                                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       12865 | NS      | $1456575.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $24894.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                                                              | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     1008000 | PA      | $1265620.15   | 0.06%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                                   | Clean Renewable Power Mauritius Pte Ltd                                                                            | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |      154000 | PA      | $150852.55    | 0.01%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                        | SPDR Gold Shares                                                                                                   | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |       93388 | NS      | $33196632.36  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD CZK                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $18081.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50721.57     | 0.00%             | 2030-04-01      | Fixed         | 6.50%                 | 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        |      172000 | PA      | $175858.41    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | BYDR0JV63 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -8137820 | NC      | $-86.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                 | Garfunkelux Holdco 3 SA                                                                                            | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |      243000 | PA      | $290031.77    | 0.01%             | 2028-09-01      | Fixed         | 9.00%                 | 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      | $260404.44    | 0.01%             | 2028-06-21      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                                                            | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      343000 | PA      | $402681.18    | 0.02%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | HALLIBURTON                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      377519 | OU      | $-33227.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | BRANDYWINE REALTY TRUST REIT                                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        2537 | OU      | $143.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                            | United Airlines Holdings Inc                                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |       28311 | NS      | $2732011.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                             | ROBLOX Corp                                                                                                        | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4770 | NS      | $660740.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KraneShares CSI China Internet ETF                      | KraneShares CSI China Internet ETF                                                                                 | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             | EC               | RF                | US        |       57160 | NS      | $2401291.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GATEGROUP FINANCE LUX SA                                | gategroup Finance Luxembourg SA                                                                                    | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |      350000 | PA      | $434931.02    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                                                   | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       51000 | PA      | $53037.86     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $132504.03    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                            | Fortive Corp                                                                                                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |       11136 | NS      | $545552.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        1401 | NC      | $117684.00    | 0.01%             |  |  |  | No            |                  1 | 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      | $-15550.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                                                   | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $260724.00    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      337000 | PA      | $350376.78    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                  | Cie de Saint-Gobain SA                                                                                             | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |       52444 | NS      | $5643681.54   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10500000 | PA      | $10498770.66  | 0.49%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE OCT25                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -3 | NC      | $4046.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                              | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $75066.82     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | 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      | $32060.82     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                       | Rakuten Group Inc                                                                                                  | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | EC               | CORP              | JP        |       63000 | NS      | $408923.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | GEORG FISCHER AG                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      231704 | OU      | $-49.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                  | FIS Fabbrica Italiana Sintetici SpA                                                                                | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      288000 | PA      | $340684.32    | 0.02%             | 2027-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EPIC GAMES INC PP                                       | EPIC GAMES INC PP                                                                                                  | CUSIP: 000000000<br>LEI: 549300I2RHITL4UP9K78 | Long             | EC               | CORP              | US        |        3175 | NS      | $2220658.50   | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Canadian National Railway Co                            | Canadian National Railway Co                                                                                       | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |       12981 | NS      | $1224133.39   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | PETROLEOS MEXICANOS                                                                                                | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2810000 | PA      | $2793140.00   | 0.13%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |      145440 | PA      | $131212.07    | 0.01%             | 2029-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                            | FLOURISHING TRADE + INVT LTD                                                                                       | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     2653035 | PA      | $2706095.70   | 0.13%             | 2028-04-02      | Variable      | 11.04%                | No            |                  3 | On Loan: No      |
| Apple Inc                                               | Apple Inc                                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      190504 | NS      | $48508033.52  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESSNAPF HOLDING SE                                    | Fressnapf Holding SE                                                                                               | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |      152000 | PA      | $180856.34    | 0.01%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICROSOFT CORP                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -41 | NC      | $-11890.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                 | Zayo Group Holdings Inc                                                                                            | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       75951 | PA      | $72722.97     | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                         | Nintendo Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |        4500 | NS      | $389643.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -2860 | NC      | $-783640.00   | -0.04%            |  |  |  | No            |                  1 | 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      | $190003.54    | 0.01%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDE38VL0 IRS EUR R F  2.43329 2 CCPVANILLA / Short: SYDE38VL0 IRS EUR P V 06MEURIB 1 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      483280 | OU      | $2219.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       23000 | PA      | $18943.95     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | 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      | $2834983.62   | 0.13%             |  |  |  | No            |                  2 | 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      |
| Al Rajhi Bank                                           | Al Rajhi Bank                                                                                                      | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |       10573 | NS      | $302230.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                            | Danaher Corp                                                                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       10197 | NS      | $2021657.22   | 0.10%             |  |  |  | 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      | $414293.06    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                                                     | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      187000 | PA      | $219790.34    | 0.01%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                               | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      101000 | PA      | $107636.53    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MATTERHORN TELECOM SA                                   | Matterhorn Telecom SA                                                                                              | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |      638613 | PA      | $749089.44    | 0.04%             | 2026-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | INFORMATICA INC CLASS A                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      170189 | OU      | $412.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | NASDAQ 100 E-MINI DEC25                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -194 | NC      | $-1198300.02  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | NVIDIA CORP                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -41 | NC      | $-12669.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                    | Dassault Systemes SE                                                                                               | CUSIP: 000000000<br>LEI: 96950065LBWY0APQIM86 | Long             | EC               | CORP              | FR        |       30791 | NS      | $1030642.03   | 0.05%             |  |  |  | No            |                  1 | 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      | $344768.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                                                           | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      225000 | PA      | $239556.15    | 0.01%             | 2031-11-15      | Fixed         | 8.63%                 | 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      | $237390.51    | 0.01%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                 | Dana Financing Luxembourg Sarl                                                                                     | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      336000 | PA      | $425185.09    | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                                                          | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      454000 | NS      | $19439267.67  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | MONGODB INC                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          71 | NC      | $38695.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumo SA                                                 | Rumo SA                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       21585 | NS      | $64443.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank AG                                  | EUR/USD Up-and-Out barrier option; Barrier price EUR 1.205000                                                      | CUSIP: 000000000<br>LEI: 7CPI4ZQUQVBDH8SA1F44 | N/A              | DFE              |  | US        |     2320766 | OU      | $2874.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $188132.94    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     7000000 | PA      | $6946848.58   | 0.33%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CRH PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |         -30 | NC      | $-7950.00     | -0.00%            |  |  |  | No            |                  1 | 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        |      398160 | PA      | $393680.55    | 0.02%             | 2030-04-26      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | DMG MORI LTD                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |      540189 | OU      | $-1440.81     | -0.00%            |  |  |  | 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      | $971629.61    | 0.05%             | 2042-02-15      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                                                                | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       55093 | PA      | $59345.24     | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                               | KDDI Corp                                                                                                          | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       30600 | NS      | $488428.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | BE SEMICONDUCTOR INDUSTRIES NV                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | NL        |      739714 | OU      | $-22351.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                           | Regeneron Pharmaceuticals Inc                                                                                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         535 | NS      | $300814.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-15920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SAPPORO HOLDINGS LTD                                                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |      265874 | OU      | $990.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                               | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40470.52     | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | BYDQH82P1 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DFE              |  | LU        |      769000 | OU      | $8986.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CBOE VOLATILITY INDEX                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         100 | NC      | $1700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi National Bank/The                                 | Saudi National Bank/The                                                                                            | CUSIP: 000000000<br>LEI: 5586006ZEFQ542K7CY16 | Long             | EC               | CORP              | SA        |        4940 | NS      | $51610.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TBC Bank Group PLC                                      | TBC Bank Group PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | EC               | CORP              | GB        |        1085 | NS      | $66321.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                      | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      778000 | PA      | $778972.50    | 0.04%             | 2038-04-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| GS Engineering & Construction Corp                      | GS Engineering & Construction Corp                                                                                 | CUSIP: 000000000<br>LEI: 988400BQ69DJXXFA0D28 | Long             | EC               | CORP              | KR        |       10074 | NS      | $132113.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $42988.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCORE ISSUANCES SA                                     | Encore Issuances SA                                                                                                | CUSIP: 000000000<br>LEI: 529900AZGF6OODGSBY09 | Long             | DBT              | CORP              | LU        |       52784 | PA      | $56839.88     | 0.00%             | 2025-11-06      | Floating      | 12.05%                | 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      | $354067.10    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                 | Fantasia Holdings Group Co Ltd                                                                                     | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      233000 | PA      | $3641.79      | 0.00%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                                                   | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $75638.04     | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      333000 | PA      | $303592.14    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | 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        |     1337229 | PA      | $1373188.68   | 0.06%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-3872.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | BYDN132N1 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    -4970000 | NC      | $-6.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -36 | NC      | $-1152.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      289000 | PA      | $301399.58    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | WALT DISNEY CO/THE                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         158 | NC      | $51350.00     | 0.00%             |  |  |  | No            |                  1 | 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        |     7698500 | OU      | $-1748.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDMD6MC5 IRS KRW R F  2.40300 2 CCPNDF / Short: SYDMD6MC5 IRS KRW P V 03MKSDA 1 CCPNDF                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2602556000 | OU      | $-6729.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TACKLE SARL                                             | Tackle SARL 2025 EUR Repriced Term Loan B2                                                                         | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |      656250 | PA      | $772543.31    | 0.04%             | 2028-05-22      | Floating      | 5.37%                 | 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      | $345693.35    | 0.02%             |  |  |  | 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        |       68170 | PA      | $67060.77     | 0.00%             | 2048-11-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd               | Taiwan Semiconductor Manufacturing Co Ltd                                                                          | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        2998 | NS      | $837311.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-MDHS                                                                             | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      248656 | PA      | $248966.74    | 0.01%             | 2041-05-15      | Floating      | 5.79%                 | 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      | $1075919.58   | 0.05%             | 2031-11-05      | Floating      | 9.97%                 | 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      | $250816.00    | 0.01%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       31000 | PA      | $31095.07     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO STOXX BANK DEC25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         382 | NC      | $85517.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziggo BV                                                | Ziggo BV 2019 EUR Term Loan H                                                                                      | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |     4186717 | PA      | $4842178.15   | 0.23%             | 2029-01-31      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                 | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | GB        |           1 | NC      | $-59059.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC EUR Term Loan B                                                                                  | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      992248 | PA      | $1083135.09   | 0.05%             | 2028-06-02      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                    | Howmet Aerospace Inc                                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |       12587 | NS      | $2469947.01   | 0.12%             |  |  |  | No            |                  1 | 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      |
| ENDO FINANCE HOLDINGS                                   | Endo Finance Holdings Inc                                                                                          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      262000 | PA      | $281091.68    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                        | RunItOneTime LLC New Money DIP Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       21854 | PA      | $21013.44     | 0.00%             | 2026-04-16      | Floating      | 16.67%                | No            |                  3 | On Loan: No      |
| Maverick Gaming LLC                                     | Maverick Gaming LLC 2024 PIK Term Loan                                                                             | CUSIP: 57770JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      190357 | PA      | $171321.30    | 0.01%             | 2028-06-05      | Floating      | 15.75%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-7068.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                        | Boyd Gaming Corp                                                                                                   | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      270000 | PA      | $260281.65    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                       | Fortis Inc/Canada                                                                                                  | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        4032 | NS      | $204511.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK GREECE SA                                 | National Bank of Greece SA                                                                                         | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      173000 | PA      | $218501.71    | 0.01%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                     | MidOcean Credit CLO XVIII LLC                                                                                      | CUSIP: 59803LAA6<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000508.00   | 0.05%             | 2035-10-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         224 | NC      | $438816.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OBOL FRANCE 3 SAS                                       | Obol France 3 SAS 2024 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1151062.75   | 0.05%             | 2028-12-31      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED EUR / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $7322.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      109000 | PA      | $111711.81    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | 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      | $725545.89    | 0.03%             | 2037-05-15      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | INTEL CORP                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -877 | NC      | $-25433.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                                        | MercadoLibre Inc                                                                                                   | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         365 | NS      | $852983.10    | 0.04%             |  |  |  | No            |                  1 | 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      | $3.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                             | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      252000 | PA      | $251588.38    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                        | UWM Holdings LLC                                                                                                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      288000 | PA      | $292977.55    | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                | Digital Realty Trust Inc                                                                                           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |        2027 | NS      | $350427.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                           | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      363000 | PA      | $367718.83    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | 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        |      158000 | PA      | $157196.21    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BOOKING HOLDINGS INC                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-68622.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SHARP CORP                                                                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |      213442 | OU      | $11417.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                          | ICICI Bank Ltd                                                                                                     | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |        2620 | NS      | $39777.11     | 0.00%             |  |  |  | No            |                  1 | 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        |      535280 | PA      | $30991.56     | 0.00%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| BRW2ME3P8 NEON PAYMENTS                                 | BRW2ME3P8 NEON PAYMENTS                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3076 | NS      | $1224217.24   | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101124.29    | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-613.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANKINTER SA                                            | Bankinter SA                                                                                                       | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $254954.02    | 0.01%             | 2028-08-15      | Fixed         | 7.38%                 | 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        |     5960493 | PA      | $121613.13    | 0.01%             | 2029-05-25      | Variable      | 0.92%                 | 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      | $70562.25     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bajaj Finance Ltd                                       | Bajaj Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 335800YTEXC3DO4Z6F68 | Long             | EC               | CORP              | IN        |        2840 | NS      | $31950.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-LION                                                                                                     | CUSIP: 12660TAA0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      802080 | PA      | $789223.22    | 0.04%             | 2027-02-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                           | Comcast Corp.                                                                                                      | CUSIP: 000000000<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      234000 | PA      | $248514.03    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                   | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      161000 | PA      | $163929.47    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      132000 | PA      | $134284.80    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Airtac International Group                              | Airtac International Group                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       15000 | NS      | $370595.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 Second Out Term Loan                                                                           | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |       79166 | PA      | $25768.53     | 0.00%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | HAPVIDA PARTICIPACOES E INVESTIMEN                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |      171479 | OU      | $6833.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      157000 | PA      | $154638.69    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                | iliad SA                                                                                                           | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $354127.25    | 0.02%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAG IMMOBILIEN AG                                       | TAG Immobilien AG                                                                                                  | CUSIP: 000000000<br>LEI: 529900TAE68USJNXLR59 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $245384.77    | 0.01%             | 2031-03-11      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                            | Luna 2 5SARL                                                                                                       | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119444.76    | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                | California Resources Corp                                                                                          | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      296000 | PA      | $293962.40    | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | NEXTERA ENERGY INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -59 | NC      | $-2714.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                                          | Prudential PLC                                                                                                     | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |       61470 | NS      | $860604.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. Morgan Securities LLC                              | SEMBCORP INDUSTRIES LTD                                                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | SG        |      139927 | OU      | $3188.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                         | T-Mobile US Inc                                                                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        3295 | NS      | $788757.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                             | Novartis AG                                                                                                        | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |       30538 | NS      | $3840794.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | NORFOLK SOUTHERN CORP                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      923901 | OU      | $-30201.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                                                                    | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      731000 | PA      | $791323.58    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                  | BCP V Modular Services Finance PLC                                                                                 | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |      678000 | PA      | $596776.74    | 0.03%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CH        |           1 | NC      | $95011.05     | 0.00%             |  |  |  | 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      | $199999.72    | 0.01%             | 2042-08-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                              | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      296000 | PA      | $306818.50    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                  | Verisure Midholding AB                                                                                             | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      605000 | PA      | $714455.89    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                       | National Grid PLC                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      604098 | NS      | $8672915.27   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DGWD Trust                                              | DGWD Trust 2025-INFL                                                                                               | CUSIP: 23347FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      648000 | PA      | $649214.29    | 0.03%             | 2035-08-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                        | Interpublic Group of Cos Inc/The                                                                                   | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       24353 | NS      | $679692.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | SANDOZ GROUP AG                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | CH        |      691787 | OU      | $15982.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Services                         | Long: BYDHLYZJ7 CDS EUR R F  1.00000 2 CORPORATE / Short: BYDHLYZJ7 CDS EUR P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 549300WCGB70D06XZS54 | N/A              | DCR              |  | DE        |      470111 | OU      | $14578.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -1907 | NC      | $-404284.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $43728.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BYDGYEH67 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDGYEH67 CDS USD P F  1.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      160000 | OU      | $-1746.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                           | AIA Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |          95 | NS      | $911.31       | 0.00%             |  |  |  | No            |                  1 | 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      | $451125.81    | 0.02%             | 2042-08-15      | Floating      | 6.00%                 | 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      | $173918.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                              | Charter Communications Inc                                                                                         | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        2705 | NS      | $744159.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                    | Deckers Outdoor Corp                                                                                               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        2493 | NS      | $252715.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APPLE INC                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         117 | NC      | $273780.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayview Commercial Asset Trust                          | Bayview Commercial Asset Trust 2005-3                                                                              | CUSIP: 07324SCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8203 | PA      | $8775.06      | 0.00%             | 2035-11-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Starz Entertainment Corp                                | Starz Entertainment Corp                                                                                           | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |        3456 | NS      | $50906.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      348000 | PA      | $414912.56    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | ENPHASE ENERGY INC                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |        6792 | OU      | $598.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11412100 | PA      | $630779.70    | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | 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        |      135000 | PA      | $124842.84    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Accelerant Holdings                                     | Accelerant Holdings                                                                                                | CUSIP: 000000000<br>LEI: 213800VS4CX9ZONTD965 | Long             | EC               | CORP              | KY        |        5245 | NS      | $78098.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                      | Teva Pharmaceutical Industries Ltd                                                                                 | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |       36220 | NS      | $731644.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRACKEN MIDCO ONE                                       | Bracken MidCo1 PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |      131000 | PA      | $175491.55    | 0.01%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                          | Ayala Land Inc                                                                                                     | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      155300 | NS      | $64975.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | APOLLO GLOBAL MANAGEMENT INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-1616.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | JD HEALTH INTERNATIONAL INC                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      650292 | OU      | $11095.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205914.20    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                    | Tencent Holdings Ltd                                                                                               | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      104127 | NS      | $8871324.15   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                       | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      236000 | PA      | $242709.86    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH                                                                                             | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     1218000 | PA      | $1431598.38   | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ARS                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $3397.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $92.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | LIVE NATION ENTERTAINMENT INC                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -28 | NC      | $-700.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                                     | Delta Air Lines Inc                                                                                                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |       71916 | NS      | $4081233.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                                                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      193000 | PA      | $189092.27    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     4269000 | PA      | $4252624.12   | 0.20%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd                                      | Kumba Iron Ore Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3789006C753402643048 | Long             | EC               | CORP              | ZA        |        7185 | NS      | $135150.39    | 0.01%             |  |  |  | No            |                  1 | 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      | $630755.24    | 0.03%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -46 | NC      | $-27048.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -580 | NC      | $-34220.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BUBBLES BIDCO SPA                                       | Bubbles Bidco SPA                                                                                                  | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      156000 | PA      | $187590.44    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $219461.32    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rakus Co Ltd                                            | Rakus Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       32442 | NS      | $297908.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TACKLE SARL                                             | TACKLE SARL 2025 EUR Add-On TERM LOAN                                                                              | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |      593750 | PA      | $697963.95    | 0.03%             | 2028-05-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1560 | NC      | $-2467831.50  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1423.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZEGONA COMMUNICATIONS PLC                               | Zegona Communications PLC EUR Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |      425532 | PA      | $501314.74    | 0.02%             | 2029-07-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                 | EIG Pearl Holdings Sarl                                                                                            | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      202591 | PA      | $186865.44    | 0.01%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                                   | Axis Bank Ltd/Gandhinagar                                                                                          | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $197011.32    | 0.01%             | 2026-09-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                    | Las Vegas Sands Corp                                                                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |       54437 | NS      | $2928166.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                              | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      189000 | PA      | $228638.51    | 0.01%             | 2031-01-31      | Fixed         | 4.88%                 | 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        |    10517945 | OU      | $-239240.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES RUSSELL 2000 ETF                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -47 | NC      | $-47.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                              | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      244000 | PA      | $249530.30    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                           | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201592.48    | 0.01%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                       | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $119252.90    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | 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        |     1224000 | PA      | $1609299.12   | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | Long: BYDG8WJ07 IRS USD R V 12MSOFR 1 CCPOIS / Short: BYDG8WJ07 IRS USD P F  3.88300 2 CCPOIS                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      973478 | OU      | $-5265.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                | Ireland Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    10963137 | PA      | $12516288.40  | 0.59%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                                   | ECL Entertainment LLC 2025 Term Loan B                                                                             | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     1246019 | PA      | $1243838.43   | 0.06%             | 2030-08-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Bunzl PLC                                               | Bunzl PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |       19636 | NS      | $619542.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                    | Booking Holdings Inc                                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         647 | NS      | $3493327.69   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                  | T Rowe Price Group Inc                                                                                             | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       14859 | NS      | $1525127.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      506000 | PA      | $593768.77    | 0.03%             | 2026-10-23      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                    | Banco de Sabadell SA                                                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |      188394 | NS      | $729907.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                                                      | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      380000 | PA      | $377485.62    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE JAN26                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |          -1 | NC      | $1578.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED GBP / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | GB        |           1 | NC      | $-38908.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | USD/THB One-touch barrier option; Barrier price USD 33.50000                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |       44000 | OU      | $5130.40      | 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      | $-4080.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCM TRUST CMO                                           | MCM TRUST CMO                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      737548 | PA      | $709126.56    | 0.03%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Citibank NA                                             | PURCHASED TRY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |           1 | NC      | $13179.01     | 0.00%             |  |  |  | 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      | $616962.99    | 0.03%             | 2037-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                    | Keurig Dr Pepper Inc                                                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       26595 | NS      | $678438.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 12 Ltd                                                                                             | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2400000 | PA      | $2402311.20   | 0.11%             | 2038-04-22      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                                                         | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      293000 | PA      | $191108.28    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JACK OHIO FINANCE LLC                                   | Jack Ohio Finance LLC 2025 Term Loan B                                                                             | CUSIP: 46647KAK3<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |      163180 | PA      | $161711.38    | 0.01%             | 2032-02-02      | Floating      | 8.16%                 | 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        |      272995 | PA      | $14798.61     | 0.00%             | 2030-07-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Safran SA                                               | Safran SA                                                                                                          | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        2071 | NS      | $729680.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                      | PURCHASED SGD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |           1 | NC      | $-29834.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO VII DAC                                                                                                | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |      320000 | PA      | $376984.85    | 0.02%             | 2038-01-23      | Floating      | 5.42%                 | No            |                  2 | 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      | $17835.73     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-XL5                                                                              | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      499498 | PA      | $499808.03    | 0.02%             | 2041-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| LPP SA                                                  | LPP SA                                                                                                             | CUSIP: 000000000<br>LEI: 259400NUS7MKGPJL4752 | Long             | EC               | CORP              | PL        |          43 | NS      | $209164.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                                                                              | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1134729 | PA      | $1133310.63   | 0.05%             | 2038-10-15      | Floating      | 6.51%                 | 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      | $-8189.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      415000 | PA      | $421692.48    | 0.02%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                     | Henley CLO XII DAC                                                                                                 | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |      240000 | PA      | $282915.03    | 0.01%             | 2038-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc           | International Container Terminal Services Inc                                                                      | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |        8020 | NS      | $64986.80     | 0.00%             |  |  |  | No            |                  1 | 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      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $114141.73    | 0.01%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eastroc Beverage Group Co Ltd                           | Eastroc Beverage Group Co Ltd                                                                                      | CUSIP: 000000000<br>LEI: 836800LQ338417RCIL29 | Long             | EC               | CORP              | CN        |        4700 | NS      | $200585.80    | 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        |      724000 | PA      | $709226.78    | 0.03%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED ARS / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |           1 | NC      | $-8593.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED ARS / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |           1 | NC      | $-8340.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                           | Coloplast A/S                                                                                                      | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |        4484 | NS      | $382949.49    | 0.02%             |  |  |  | No            |                  1 | 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      | $220331.87    | 0.01%             | 2040-07-11      | Variable      | 4.42%                 | 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      | $93229.09     | 0.00%             | 2060-12-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc                                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        1655 | NS      | $805505.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                   | Deutsche Lufthansa AG                                                                                              | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $605732.80    | 0.03%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                                                         | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114894.23    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                        | West Pharmaceutical Services Inc                                                                                   | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         293 | NS      | $76862.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                | Sappi Papier Holding GmbH                                                                                          | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |      166000 | PA      | $192252.79    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | BYDRSJ7H6 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    20287500 | OU      | $45326.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                 | CRH PLC                                                                                                            | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       61813 | NS      | $7411378.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                                                           | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $1049370.00   | 0.05%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                              | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      155000 | PA      | $183061.37    | 0.01%             | 2031-06-01      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                                                                   | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      113000 | PA      | $136208.49    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                   | CUSIP: 63861CAD1<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25220.00     | 0.00%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                               | Flutter Entertainment PLC                                                                                          | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |        8774 | NS      | $2228596.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-17661.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp                                              | NAVER Corp                                                                                                         | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |        7621 | NS      | $1458421.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                             | Waters Corp                                                                                                        | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        3635 | NS      | $1089809.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                          | Eli Lilly & Co                                                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       22802 | NS      | $17397926.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                                                       | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $119331.99    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | APOLLO GLOBAL MANAGEMENT INC                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-4544.00     | -0.00%            |  |  |  | No            |                  1 | 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      | $288647.68    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | CIRCLE INTERNET GROUP INC                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -76 | NC      | $-11400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                                                           | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199829.09    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                       | Siemens Energy AG                                                                                                  | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       12873 | NS      | $1502589.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                        | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $267634.99    | 0.01%             | 2027-06-20      | Fixed         | 5.75%                 | 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      | $779270.16    | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | GB        |           1 | NC      | $26.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       59798 | NS      | $18862083.14  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc                                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      184618 | NS      | $40536574.26  | 1.91%             |  |  |  | No            |                  1 | 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        |     2768245 | PA      | $157542.75    | 0.01%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MCKESSON CORP                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-3000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                   | Schneider Electric SE                                                                                              | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        1929 | NS      | $538103.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO Payment Gateway Inc                                 | GMO Payment Gateway Inc                                                                                            | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |        3900 | NS      | $218807.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                    | WOM Chile Holdco SpA                                                                                               | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      210253 | PA      | $187125.17    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HD HYUNDAI MIPO                                         | HD HYUNDAI MIPO                                                                                                    | CUSIP: 000000000<br>LEI: 988400L1JDH871AJTA03 | Long             | EC               | CORP              | KR        |        3302 | NS      | $478925.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                                  | HP Inc                                                                                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |       15270 | NS      | $415802.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                | Long: SYDR3RGY8 IRS THB R F  1.35000 2 CCPNDFOIS / Short: SYDR3RGY8 IRS THB P V 12MTHOR 1 CCPNDFOIS                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7698500 | OU      | $-2311.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDRJ4W32 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -5769000 | OU      | $-41513.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | MICRON TECHNOLOGY INC                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -20 | NC      | $-52000.00    | -0.00%            |  |  |  | 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      | $409744.04    | 0.02%             | 2035-03-15      | Floating      | 7.10%                 | 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      | $142853.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau                                                 | Tikehau CLO XII DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |      420000 | PA      | $495790.65    | 0.02%             | 2038-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LIMITED                             | ION Trading Finance Limited 2025 EUR Term Loan B                                                                   | CUSIP: 000000000<br>LEI: 2138006ZTGCXJPF5GD07 | Long             | LON              | CORP              | IE        |     1000000 | PA      | $1169647.97   | 0.05%             | 2028-04-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BROADCOM INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          18 | NC      | $1242.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                       | RHEINMETALL AG                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -14 | NC      | $-1988.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                  | BOEING CO/THE                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -22 | NC      | $-2706.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEEPOCEAN LTD                                           | Deepocean Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $119025.26    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yanbu National Petrochemical Co                         | Yanbu National Petrochemical Co                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SA        |        8920 | NS      | $83106.18     | 0.00%             |  |  |  | No            |                  1 | 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      | $-5189.62     | -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      | $59153.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                      | Royalty Pharma PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |        4413 | NS      | $155690.64    | 0.01%             |  |  |  | No            |                  1 | 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        |      300000 | PA      | $313785.30    | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                             | Telenor ASA                                                                                                        | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |       30950 | NS      | $512962.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE Futures Exchange LLC                               | CBOE VIX FUTURE DEC25                                                                                              | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               |  | US        |           2 | NC      | $-2996.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | NATURA COSMETICOS SA                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | BR        |       62201 | OU      | $-369.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | NORWEGIAN CRUISE LINE HOLDINGS LTD                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1465206 | OU      | $43858.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                                                             | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       27000 | PA      | $25057.45     | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                                                                | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118057.73    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-48598.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |           1 | NC      | $-270.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      481000 | PA      | $590072.05    | 0.03%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          23 | NC      | $27370.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                                           | Obayashi Corp                                                                                                      | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |       26900 | NS      | $441830.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      890000 | PA      | $898028.08    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                         | Nippon Yusen KK                                                                                                    | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |       11800 | NS      | $403028.03    | 0.02%             |  |  |  | No            |                  1 | 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      | $122087.20    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                                  | META PLATFORMS INC                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -16 | NC      | $-13600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                           | M/I Homes Inc                                                                                                      | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |        1645 | NS      | $237603.80    | 0.01%             |  |  |  | No            |                  1 | 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      | $-2179.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-C                                                                                   | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      524000 | PA      | $523394.57    | 0.02%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                         | Fair Isaac Corp                                                                                                    | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |         538 | NS      | $805133.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | Long: BYDASDJS9 CDS USD R F  5.00000 2 CORPORATE / Short: BYDASDJS9 CDS USD P V 03MEVENT 1 CORPORATE               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |       45000 | OU      | $7308.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Gold Mining Co Ltd                              | Harmony Gold Mining Co Ltd                                                                                         | CUSIP: 000000000<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |       49497 | NS      | $902410.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd                                   | Fast Retailing Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |         800 | NS      | $243648.78    | 0.01%             |  |  |  | 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      | $587667.89    | 0.03%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                     | Coinbase Global Inc                                                                                                | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |         990 | NS      | $334115.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | BYDR09V32 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |      615000 | OU      | $3097.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P REGIONAL BANKING ETF                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -633 | NC      | $-23421.00    | -0.00%            |  |  |  | No            |                  1 | 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      | $370539.92    | 0.02%             | 2034-12-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ALPHABET INC                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -60 | NC      | $-235200.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                               | Graco Inc                                                                                                          | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |        4717 | NS      | $400756.32    | 0.02%             |  |  |  | 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      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $12739.11     | 0.00%             |  |  |  | No            |                  2 | 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        |     1219095 | PA      | $1235023.64   | 0.06%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SEN                                  | Thames Water Super Senior Issuer PLC                                                                               | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |        4422 | PA      | $6629.47      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | BYDR3CZ20 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     1760881 | OU      | $25879.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | TRUIST FINANCIAL CORP                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      235166 | OU      | $-1709.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR S+P 500 ETF TRUST                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         281 | NC      | $126450.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $247724.69    | 0.01%             | 2030-10-30      | Fixed         | 7.13%                 | 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      | $253153.49    | 0.01%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                 | Currenta Group Holdings Sarl                                                                                       | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |      208000 | PA      | $246140.77    | 0.01%             | 2032-05-15      | Floating      | 6.04%                 | No            |                  2 | 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        |      650600 | PA      | $633985.44    | 0.03%             | 2027-07-06      | Floating      | 10.05%                | Yes           |                  3 | On Loan: No      |
| Hambridge Euro CLO DAC                                  | Hambridge Euro Clo 1 DAC                                                                                           | CUSIP: 000000000<br>LEI: 635400P8G4JAUUUQGV26 | Long             | ABS-CBDO         | CORP              | IE        |      230000 | PA      | $270031.65    | 0.01%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                                                      | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $234692.73    | 0.01%             | 2030-09-24      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | MERCARI INC                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | JP        |          47 | OU      | $1.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                 | Bristol-Myers Squibb Co                                                                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       36794 | NS      | $1659409.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                | Long: BRYXHUZP3 IRS ZAR R V 03MJIBAR 1 CCPVANILLA / Short: BRYXHUZP3 IRS ZAR P F  8.02000 2 CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    22948658 | OU      | $-6706.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND DEC25                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -8 | NC      | $-30816.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | MEITUAN                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | HK        |      256333 | OU      | $-6866.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1051000 | PA      | $1275411.96   | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                            | Verizon Communications, Inc.                                                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      363000 | PA      | $449042.17    | 0.02%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | 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      | $104813.63    | 0.00%             |  |  |  | Yes           |                  3 | 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      | $2153195.54   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                                   | GFL Environmental Inc                                                                                              | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |        6601 | NS      | $312856.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                                                       | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $383482.16    | 0.02%             | 2027-05-16      | Fixed         | 3.88%                 | 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        |      506000 | PA      | $712087.57    | 0.03%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                      | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | CA        |           1 | NC      | $-96897.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                     | Egypt Treasury Bills                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     4375000 | PA      | $88240.22     | 0.00%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | 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      | $26099.46     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy                                                                                               | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      207000 | PA      | $248183.14    | 0.01%             | 2032-06-30      | Fixed         | 5.13%                 | 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      | $271960.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                          | INNOLUX CORP                                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | TW        |      496219 | OU      | $-8381.52     | -0.00%            |  |  |  | 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      | $-406966.88   | -0.02%            |  |  |  | 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      | $141299.52    | 0.01%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD ARS                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3677.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                              | BYD Co Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      253000 | NS      | $3582726.69   | 0.17%             |  |  |  | No            |                  1 | 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      | $253966.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APCOA HOLDINGS GMBH                                     | APCOA Group GmbH/Germany                                                                                           | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |      157000 | PA      | $185515.04    | 0.01%             | 2031-04-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp                                                                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       47209 | NS      | $10035689.22  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                 | Long: BYDGMFSZ1 CDS USD R V 03MEVENT 1 CORPORATE / Short: BYDGMFSZ1 CDS USD P F  5.00000 2 CORPORATE               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |      275000 | OU      | $-43434.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-945.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LENDLEASE ASIA TREASURY                                 | Lendlease Asia Treasury Pte Ltd                                                                                    | CUSIP: 000000000<br>LEI: 254900RDMI6PPK5EN222 | Long             | DBT              | CORP              | SG        |      250000 | PA      | $194071.48    | 0.01%             | 2030-09-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | PARAMOUNT SKYDANCE CORP                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         134 | NC      | $3752.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | NIPPON EXPRESS HOLDINGS INC                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | JP        |       18322 | OU      | $140.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                   | Unique Pub Finance Co PLC/The                                                                                      | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |      365267 | PA      | $512734.64    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Investor AB                                             | Investor AB                                                                                                        | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |       17463 | NS      | $545440.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADLER PELZER HLDG GMBH                                  | Adler Pelzer Holding GmbH                                                                                          | CUSIP: 000000000<br>LEI: 984500950ABB2CB7E742 | Long             | DBT              | CORP              | DE        |      202000 | PA      | $225594.02    | 0.01%             | 2027-04-01      | Fixed         | 9.50%                 | 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      | $129.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                | Nexi SpA                                                                                                           | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $322505.71    | 0.02%             | 2028-02-24      | None          | 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      | $93643.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                     | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      365000 | PA      | $447470.53    | 0.02%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                      | Banco Bilbao Vizcaya Argentaria SA                                                                                 | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |      154438 | NS      | $2962736.71   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc                                                                                                     | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107316.09    | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                          | Eaton Corp PLC                                                                                                     | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        2376 | NS      | $889218.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                     | Gilead Sciences Inc                                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        6200 | NS      | $688200.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                          | DOLLAR TREE INC                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      175922 | OU      | $204.82       | 0.00%             |  |  |  | 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      | $1.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                                                      | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $493985.57    | 0.02%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                         | Mitsubishi Corp                                                                                                    | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |       11000 | NS      | $262643.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent Inc                                           | Confluent Inc                                                                                                      | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      133833 | NS      | $2649893.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                 | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                                                      | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $116325.81    | 0.01%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                            | Afflelou SAS                                                                                                       | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |      324000 | PA      | $396789.34    | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Securities LLC                              | COMMUNITY BANK SYSTEM INC                                                                                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |       94922 | OU      | $2505.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | BYDPY89M4 BLACKROCK                                                                                                | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |     -487000 | OU      | $-2142.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                      | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     7800000 | PA      | $402400.52    | 0.02%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      710059 | PA      | $174920.59    | 0.01%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | SPDR GOLD SHARES                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -597 | NC      | $-43581.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 First Out Term Loan                                                                            | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |       91141 | PA      | $76861.73     | 0.00%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | COSTCO WHOLESALE CORP                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-534.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski SA             | Powszechna Kasa Oszczednosci Bank Polski SA                                                                        | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |        6565 | NS      | $127302.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                                                                 | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $581116.50    | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | EQT CORP                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -37 | NC      | $-5069.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                                                              | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      122000 | PA      | $121243.40    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                    | Heathrow Finance PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      625000 | PA      | $844584.02    | 0.04%             | 2031-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | BOSTON SCIENTIFIC CORP                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -50 | NC      | $-11000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-27

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

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP