# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-046981
**Filing Date:** 2026-5
**Character Count:** 489979
**Document Hash:** 69af706ee7e996c1587caf476f1962ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-046981.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0001410368-26-046981

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260518

**DATE AS OF CHANGE**: 20260518

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 26992546

**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 State Street Short-Term Bond Index Fund (Series ID: S000061557)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000199417 | Standard Class |  |
| C000199418 | Service Class  |  |

## Nport-Ex

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments**

March 31, 2026 (unaudited)

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

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>| **Value** <br>**(U.S. $)**<br>|
| **CORPORATE BONDS–98.30%** | **CORPORATE BONDS–98.30%** | **CORPORATE BONDS–98.30%** |
| **Advertising–0.01%** | **Advertising–0.01%** | **Advertising–0.01%** |
| &nbsp;&nbsp; Omnicom Group, Inc. 4.20% <br> 3/2/29<br>| 35000 | $34629 |
|  |  | **34629** |
| **Aerospace & Defense–1.30%** | **Aerospace & Defense–1.30%** | **Aerospace & Defense–1.30%** |
| Boeing Co. |  |  |
| &nbsp;&nbsp; 5.04% 5/1/27 | 500000 | 502815 |
| &nbsp;&nbsp; 6.26% 5/1/27 | 70000 | 71208 |
| &nbsp;&nbsp; General Dynamics Corp. <br> 2.63% 11/15/27<br>| 500000 | 488765 |
| &nbsp;&nbsp; Howmet Aerospace, Inc. <br> 3.75% 3/3/28<br>| 135000 | 133445 |
| &nbsp;&nbsp; L3Harris Technologies, Inc. <br> 4.40% 6/15/28<br>| 350000 | 350217 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp; 4.15% 8/15/28 | 75000 | 75055 |
| &nbsp;&nbsp; 4.45% 5/15/28 | 150000 | 150893 |
| &nbsp;&nbsp; 4.50% 2/15/29 | 500000 | 504075 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp; 3.25% 1/15/28 | 500000 | 491065 |
| &nbsp;&nbsp; 4.60% 2/1/29 | 250000 | 251611 |
| RTX Corp. |  |  |
| &nbsp;&nbsp; 3.13% 5/4/27 | 500000 | 493536 |
| &nbsp;&nbsp; 4.13% 11/16/28 | 250000 | 248950 |
| &nbsp;&nbsp; 5.75% 1/15/29 | 250000 | 259351 |
|  |  | **4020986** |
| **Agriculture–1.31%** | **Agriculture–1.31%** | **Agriculture–1.31%** |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp; 4.80% 2/14/29 | 500000 | 504044 |
| &nbsp;&nbsp; 4.88% 2/4/28 | 145000 | 146199 |
| &nbsp;&nbsp; 6.20% 11/1/28 | 250000 | 260748 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp; 2.26% 3/25/28 | 250000 | 239950 |
| &nbsp;&nbsp; 3.56% 8/15/27 | 250000 | 247257 |
| &nbsp;&nbsp; 4.70% 4/2/27 | 250000 | 250552 |
| &nbsp;&nbsp; BAT International Finance <br> PLC 4.45% 3/16/28<br>| 150000 | 150060 |
| &nbsp;&nbsp; Bunge Ltd. Finance Corp. <br> 3.75% 9/25/27<br>| 400000 | 396677 |
| &nbsp;&nbsp; Philip Morris International, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.13% 8/17/27 | 250000 | 246556 |
| &nbsp;&nbsp; 3.88% 10/27/28 | 300000 | 297459 |
| &nbsp;&nbsp; 4.13% 4/28/28 | 145000 | 144760 |
| &nbsp;&nbsp; 4.38% 11/1/27 | 155000 | 155378 |
| &nbsp;&nbsp; 4.88% 2/13/29 | 500000 | 507446 |
| &nbsp;&nbsp; 5.13% 11/17/27 | 500000 | 506704 |
|  |  | **4053790** |
| **Airlines–0.62%** | **Airlines–0.62%** | **Airlines–0.62%** |
| &nbsp;&nbsp; ♦American Airlines <br> Pass-Through Trust<br>|  |  |
| &nbsp;&nbsp; 3.00% 4/15/30 | 143420 | 138972 |
| &nbsp;&nbsp; 3.58% 7/15/29 | 137050 | 135131 |
| &nbsp;&nbsp; 3.60% 3/22/29 | 263106 | 259943 |
| Delta Air Lines, Inc. |  |  |
| &nbsp;&nbsp; 4.38% 4/19/28 | 250000 | 248245 |
| &nbsp;&nbsp; 4.95% 7/10/28 | 250000 | 250920 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp; 4.38% 11/15/28 | 335000 | 330658 |
| &nbsp;&nbsp; 5.13% 6/15/27 | 250000 | 250802 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Airlines (continued)** | **Airlines (continued)** | **Airlines (continued)** |
| &nbsp;&nbsp; ♦United Airlines Pass-Through <br> Trust<br>|  |  |
| &nbsp;&nbsp; 3.10% 1/7/30 | 137873 | $134248 |
| &nbsp;&nbsp; 5.88% 4/15/29 | 162803 | 165523 |
|  |  | **1914442** |
| **Apparel–0.08%** | **Apparel–0.08%** | **Apparel–0.08%** |
| Tapestry, Inc. 4.13% 7/15/27 | 250000 | 248871 |
|  |  | **248871** |
| **Auto Manufacturers–4.19%** | **Auto Manufacturers–4.19%** | **Auto Manufacturers–4.19%** |
| &nbsp;&nbsp; American Honda Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 2.00% 3/24/28 | 250000 | 237975 |
| &nbsp;&nbsp; 4.15% 1/8/29 | 70000 | 69145 |
| &nbsp;&nbsp; 4.25% 9/1/28 | 250000 | 247930 |
| &nbsp;&nbsp; 4.45% 10/22/27 | 170000 | 169759 |
| &nbsp;&nbsp; 4.55% 7/9/27 | 210000 | 210087 |
| &nbsp;&nbsp; 4.55% 3/3/28 | 250000 | 249894 |
| &nbsp;&nbsp; 4.90% 7/9/27 | 70000 | 70320 |
| Cummins, Inc. 4.90% 2/20/29 | 250000 | 254271 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp; 2.90% 2/16/28 | 550000 | 527356 |
| &nbsp;&nbsp; 2.90% 2/10/29 | 500000 | 467636 |
| &nbsp;&nbsp; 4.13% 8/17/27 | 600000 | 592227 |
| &nbsp;&nbsp; 4.95% 5/28/27 | 350000 | 349895 |
| &nbsp;&nbsp; 5.80% 3/8/29 | 350000 | 354393 |
| &nbsp;&nbsp; 5.92% 3/20/28 | 450000 | 455703 |
| &nbsp;&nbsp; 6.80% 5/12/28 | 350000 | 360535 |
| &nbsp;&nbsp; 6.80% 11/7/28 | 250000 | 258797 |
| General Motors Co. |  |  |
| &nbsp;&nbsp; 5.00% 10/1/28 | 250000 | 252035 |
| &nbsp;&nbsp; 5.35% 4/15/28 | 360000 | 365128 |
| &nbsp;&nbsp; General Motors Financial Co., <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 2.40% 4/10/28 | 500000 | 479494 |
| &nbsp;&nbsp; 2.40% 10/15/28 | 500000 | 473977 |
| &nbsp;&nbsp; 2.70% 8/20/27 | 350000 | 341067 |
| &nbsp;&nbsp; 4.20% 10/27/28 | 95000 | 94021 |
| &nbsp;&nbsp; 5.00% 4/9/27 | 250000 | 251108 |
| &nbsp;&nbsp; 5.00% 7/15/27 | 110000 | 110563 |
| &nbsp;&nbsp; 5.05% 4/4/28 | 250000 | 252170 |
| &nbsp;&nbsp; 5.35% 7/15/27 | 150000 | 151420 |
| &nbsp;&nbsp; 5.40% 5/8/27 | 700000 | 706164 |
| &nbsp;&nbsp; 5.65% 1/17/29 | 250000 | 255698 |
| &nbsp;&nbsp; Honda Motor Co. Ltd. 4.44% <br> 7/8/28<br>| 500000 | 498850 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp; 3.90% 2/5/29 | 75000 | 74431 |
| &nbsp;&nbsp; 4.00% 8/8/28 | 90000 | 89936 |
| &nbsp;&nbsp; 4.00% 11/7/28 | 115000 | 114589 |
| &nbsp;&nbsp; 4.25% 6/23/27 | 150000 | 150501 |
| &nbsp;&nbsp; 4.45% 8/6/27 | 235000 | 236325 |
| &nbsp;&nbsp; 4.60% 1/31/29 | 250000 | 253653 |
| &nbsp;&nbsp; 4.95% 8/10/28 | 250000 | 254289 |
| &nbsp;&nbsp; 5.00% 5/13/27 | 200000 | 202093 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp; 4.19% 6/30/27 | 125000 | 125126 |
| &nbsp;&nbsp; 5.12% 7/13/28 | 250000 | 254537 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp; 1.15% 8/13/27 | 250000 | 240355 |
| &nbsp;&nbsp; 3.75% 1/12/28 | 315000 | 312701 |
| &nbsp;&nbsp; 4.05% 9/5/28 | 410000 | 408669 |

---

*LVIP SSGA Short-Term Bond Index Fund–1*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp; Toyota Motor Credit <br> Corp. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.05% 3/13/29 | 220000 | $218680 |
| &nbsp;&nbsp; 4.35% 10/8/27 | 200000 | 200593 |
| &nbsp;&nbsp; 4.50% 5/14/27 | 80000 | 80315 |
| &nbsp;&nbsp; 4.55% 9/20/27 | 400000 | 402279 |
| &nbsp;&nbsp; 5.25% 9/11/28 | 250000 | 255991 |
|  |  | **12982681** |
| **Auto Parts & Equipment–0.08%** | **Auto Parts & Equipment–0.08%** | **Auto Parts & Equipment–0.08%** |
| &nbsp;&nbsp; BorgWarner, Inc. 2.65% <br> 7/1/27<br>| 250000 | 244310 |
|  |  | **244310** |
| **Banks–32.86%** | **Banks–32.86%** | **Banks–32.86%** |
| &nbsp;&nbsp; Australia & New Zealand <br> Banking Group Ltd.<br>|  |  |
| &nbsp;&nbsp; 3.92% 9/30/27 | 450000 | 449047 |
| &nbsp;&nbsp; 3.92% 12/8/28 | 250000 | 248345 |
| &nbsp;&nbsp; 4.36% 6/18/28 | 250000 | 251032 |
| &nbsp;&nbsp; Banco Bilbao Vizcaya <br> Argentaria SA<br>|  |  |
| &nbsp;&nbsp; 4.15% 3/3/29 | 200000 | 197671 |
| &nbsp;&nbsp; 5.38% 3/13/29 | 200000 | 205486 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp; 3.80% 2/23/28 | 200000 | 197494 |
| &nbsp;&nbsp; 4.25% 4/11/27 | 400000 | 399573 |
| &nbsp;&nbsp; 4.38% 4/12/28 | 400000 | 398676 |
| &nbsp;&nbsp; 5.29% 8/18/27 | 400000 | 403849 |
| μ5.37% 7/15/28 | 200000 | 202157 |
| μ5.54% 3/14/30 | 200000 | 205012 |
| &nbsp;&nbsp; 5.59% 8/8/28 | 200000 | 204865 |
| &nbsp;&nbsp; 6.61% 11/7/28 | 200000 | 210202 |
| μBank of America Corp. |  |  |
| &nbsp;&nbsp; 3.42% 12/20/28 | 2250000 | 2210336 |
| &nbsp;&nbsp; 3.59% 7/21/28 | 1000000 | 989245 |
| &nbsp;&nbsp; 3.71% 4/24/28 | 1600000 | 1587815 |
| &nbsp;&nbsp; 3.97% 3/5/29 | 500000 | 495464 |
| &nbsp;&nbsp; 3.97% 2/7/30 | 500000 | 493121 |
| &nbsp;&nbsp; 4.27% 7/23/29 | 750000 | 746943 |
| &nbsp;&nbsp; 4.62% 5/9/29 | 585000 | 587543 |
| &nbsp;&nbsp; 5.82% 9/15/29 | 1000000 | 1031589 |
| &nbsp;&nbsp; 6.20% 11/10/28 | 750000 | 770470 |
| Bank of Montreal |  |  |
| μ4.06% 9/22/28 | 180000 | 178962 |
| μ4.34% 3/19/30 | 170000 | 169255 |
| μ5.00% 1/27/29 | 500000 | 504484 |
| &nbsp;&nbsp; 5.37% 6/4/27 | 350000 | 354259 |
| &nbsp;&nbsp; 5.72% 9/25/28 | 250000 | 257432 |
| &nbsp;&nbsp; μBank of New York Mellon <br> 4.73% 4/20/29<br>| 500000 | 503556 |
| &nbsp;&nbsp; Bank of New York Mellon <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 1.65% 7/14/28 | 350000 | 330905 |
| μ3.99% 6/13/28 | 250000 | 248895 |
| μ4.03% 1/22/30 | 115000 | 113849 |
| μ4.44% 6/9/28 | 165000 | 165218 |
| μ4.54% 2/1/29 | 250000 | 251248 |
| μ4.89% 7/21/28 | 550000 | 554292 |
| μ4.98% 3/14/30 | 200000 | 203580 |
| μ6.32% 10/25/29 | 500000 | 523492 |
| Bank of Nova Scotia |  |  |
| μ4.04% 9/15/28 | 500000 | 496816 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; Bank of Nova <br> Scotia (continued)<br>|  |  |
| μ4.25% 2/2/30 | 302000 | $299247 |
| μ4.40% 9/8/28 | 190000 | 189796 |
| μ4.93% 2/14/29 | 600000 | 605037 |
| &nbsp;&nbsp; 5.25% 6/12/28 | 200000 | 204025 |
| &nbsp;&nbsp; 5.40% 6/4/27 | 125000 | 126593 |
| μBarclays PLC |  |  |
| &nbsp;&nbsp; 4.48% 11/11/29 | 250000 | 248629 |
| &nbsp;&nbsp; 4.84% 9/10/28 | 200000 | 200769 |
| &nbsp;&nbsp; 4.97% 5/16/29 | 1000000 | 1006083 |
| &nbsp;&nbsp; 5.50% 8/9/28 | 250000 | 252859 |
| &nbsp;&nbsp; 5.69% 3/12/30 | 400000 | 411320 |
| &nbsp;&nbsp; 6.49% 9/13/29 | 250000 | 260269 |
| &nbsp;&nbsp; 7.39% 11/2/28 | 600000 | 624879 |
| &nbsp;&nbsp; Canadian Imperial Bank of <br> Commerce<br>|  |  |
| μ4.24% 9/8/28 | 235000 | 234387 |
| μ4.28% 1/29/30 | 115000 | 114225 |
| μ4.86% 3/30/29 | 150000 | 151200 |
| &nbsp;&nbsp; 5.00% 4/28/28 | 250000 | 253092 |
| &nbsp;&nbsp; 5.24% 6/28/27 | 250000 | 252743 |
| &nbsp;&nbsp; 5.99% 10/3/28 | 500000 | 518196 |
| Citibank NA 4.58% 5/29/27 | 415000 | 416651 |
| Citigroup, Inc. |  |  |
| μ3.52% 10/27/28 | 1250000 | 1231400 |
| μ3.67% 7/24/28 | 1200000 | 1187220 |
| μ3.98% 3/20/30 | 500000 | 492460 |
| μ4.08% 4/23/29 | 1350000 | 1340069 |
| &nbsp;&nbsp; 4.13% 7/25/28 | 500000 | 495800 |
| μ4.64% 5/7/28 | 400000 | 400662 |
| μ4.79% 3/4/29 | 500000 | 502521 |
| μCitizens Bank NA |  |  |
| &nbsp;&nbsp; 4.19% 1/29/29 | 250000 | 248431 |
| &nbsp;&nbsp; 4.58% 8/9/28 | 350000 | 350177 |
| &nbsp;&nbsp; μCitizens Financial Group, Inc. <br> 5.84% 1/23/30<br>| 250000 | 257458 |
| &nbsp;&nbsp; Commonwealth Bank of <br> Australia<br>|  |  |
| &nbsp;&nbsp; 4.36% 3/27/29 | 250000 | 250718 |
| &nbsp;&nbsp; 4.42% 3/14/28 | 250000 | 251491 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp; 3.74% 1/14/28 | 250000 | 248269 |
| &nbsp;&nbsp; 3.96% 10/17/28 | 250000 | 249051 |
| &nbsp;&nbsp; 4.32% 4/1/29 | 250000 | 250634 |
| &nbsp;&nbsp; 4.37% 5/27/27 | 250000 | 250663 |
| &nbsp;&nbsp; 4.88% 1/21/28 | 250000 | 253523 |
| Deutsche Bank AG |  |  |
| μ4.88% 12/1/32 | 250000 | 248908 |
| &nbsp;&nbsp; 5.37% 9/9/27 | 200000 | 203400 |
| μ5.37% 1/10/29 | 165000 | 166900 |
| μ6.72% 1/18/29 | 350000 | 362616 |
| μ6.82% 11/20/29 | 500000 | 524984 |
| μFifth Third Bancorp |  |  |
| &nbsp;&nbsp; 6.34% 7/27/29 | 250000 | 259166 |
| &nbsp;&nbsp; 6.36% 10/27/28 | 100000 | 102827 |
| &nbsp;&nbsp; μFifth Third Financial Corp. <br> 5.98% 1/30/30<br>| 250000 | 257964 |
| &nbsp;&nbsp; First-Citizens Bank & Trust <br> Co. 6.13% 3/9/28<br>| 150000 | 153780 |
| μGoldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp; 3.69% 6/5/28 | 750000 | 743368 |

---

*LVIP SSGA Short-Term Bond Index Fund–2*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; μGoldman Sachs Group, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 3.81% 4/23/29 | 1500000 | $1479695 |
| &nbsp;&nbsp; 4.15% 1/21/29 | 690000 | 685742 |
| &nbsp;&nbsp; 4.15% 10/21/29 | 845000 | 837115 |
| &nbsp;&nbsp; 4.22% 5/1/29 | 750000 | 745768 |
| &nbsp;&nbsp; 4.94% 4/23/28 | 300000 | 301466 |
| &nbsp;&nbsp; 6.48% 10/24/29 | 500000 | 523072 |
| μHSBC Holdings PLC |  |  |
| &nbsp;&nbsp; 2.01% 9/22/28 | 600000 | 578400 |
| &nbsp;&nbsp; 2.21% 8/17/29 | 500000 | 473296 |
| &nbsp;&nbsp; 4.40% 3/10/30 | 250000 | 248146 |
| &nbsp;&nbsp; 4.58% 6/19/29 | 400000 | 399713 |
| &nbsp;&nbsp; 4.76% 6/9/28 | 600000 | 601274 |
| &nbsp;&nbsp; 4.90% 3/3/29 | 285000 | 286557 |
| &nbsp;&nbsp; 5.13% 11/19/28 | 220000 | 221604 |
| &nbsp;&nbsp; 5.21% 8/11/28 | 350000 | 352829 |
| &nbsp;&nbsp; 5.55% 3/4/30 | 400000 | 409865 |
| &nbsp;&nbsp; 5.60% 5/17/28 | 750000 | 758425 |
| &nbsp;&nbsp; 6.16% 3/9/29 | 350000 | 360057 |
| &nbsp;&nbsp; 7.39% 11/3/28 | 500000 | 521186 |
| HSBC USA, Inc. 4.65% 6/3/28 | 200000 | 201246 |
| &nbsp;&nbsp; μHuntington Bancshares, Inc. <br> 6.21% 8/21/29<br>| 500000 | 518710 |
| &nbsp;&nbsp; μHuntington National Bank <br> 4.55% 5/17/28<br>| 250000 | 250005 |
| ING Groep NV |  |  |
| &nbsp;&nbsp; 4.55% 10/2/28 | 500000 | 500575 |
| μ4.86% 3/25/29 | 200000 | 201253 |
| μ5.34% 3/19/30 | 350000 | 357812 |
| μJPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp; 2.07% 6/1/29 | 200000 | 190299 |
| &nbsp;&nbsp; 2.18% 6/1/28 | 250000 | 243704 |
| &nbsp;&nbsp; 3.51% 1/23/29 | 500000 | 491920 |
| &nbsp;&nbsp; 3.54% 5/1/28 | 1250000 | 1238396 |
| &nbsp;&nbsp; 4.20% 7/23/29 | 1250000 | 1242814 |
| &nbsp;&nbsp; 4.32% 4/26/28 | 1500000 | 1499315 |
| &nbsp;&nbsp; 4.45% 12/5/29 | 1000000 | 1001195 |
| &nbsp;&nbsp; 4.51% 10/22/28 | 395000 | 394916 |
| &nbsp;&nbsp; 4.85% 7/25/28 | 1500000 | 1507382 |
| &nbsp;&nbsp; 5.01% 1/23/30 | 250000 | 253498 |
| &nbsp;&nbsp; 5.30% 7/24/29 | 500000 | 509332 |
| &nbsp;&nbsp; 5.57% 4/22/28 | 245000 | 247991 |
| KeyBank NA 4.39% 12/14/27 | 250000 | 250191 |
| KeyCorp 2.25% 4/6/27 | 250000 | 244597 |
| Lloyds Banking Group PLC |  |  |
| μ3.57% 11/7/28 | 500000 | 493205 |
| &nbsp;&nbsp; 4.38% 3/22/28 | 250000 | 249538 |
| &nbsp;&nbsp; 4.55% 8/16/28 | 250000 | 250337 |
| μ4.82% 6/13/29 | 200000 | 201188 |
| μ5.09% 11/26/28 | 200000 | 201824 |
| μ5.87% 3/6/29 | 250000 | 256177 |
| μM&T Bank Corp. |  |  |
| &nbsp;&nbsp; 4.55% 8/16/28 | 150000 | 149894 |
| &nbsp;&nbsp; 4.83% 1/16/29 | 45000 | 45210 |
| &nbsp;&nbsp; 7.41% 10/30/29 | 500000 | 534328 |
| &nbsp;&nbsp; Manufacturers & Traders <br> Trust Co.<br>|  |  |
| &nbsp;&nbsp; 3.40% 8/17/27 | 150000 | 147780 |
| &nbsp;&nbsp; 4.70% 1/27/28 | 250000 | 251473 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; Mitsubishi UFJ Financial <br> Group, Inc.<br>|  |  |
| &nbsp;&nbsp; 3.74% 3/7/29 | 250000 | $245989 |
| μ4.08% 4/19/28 | 600000 | 597727 |
| μ5.02% 7/20/28 | 250000 | 251555 |
| μ5.24% 4/19/29 | 500000 | 507416 |
| μ5.35% 9/13/28 | 500000 | 506026 |
| μ5.42% 2/22/29 | 250000 | 254014 |
| Mizuho Financial Group, Inc. |  |  |
| &nbsp;&nbsp; 4.02% 3/5/28 | 250000 | 248591 |
| μ4.25% 9/11/29 | 250000 | 248346 |
| μ5.41% 9/13/28 | 400000 | 405394 |
| μ5.67% 5/27/29 | 200000 | 205172 |
| μ5.78% 7/6/29 | 500000 | 513787 |
| μMorgan Stanley |  |  |
| &nbsp;&nbsp; 3.77% 1/24/29 | 250000 | 246651 |
| &nbsp;&nbsp; 4.13% 10/18/29 | 270000 | 266868 |
| &nbsp;&nbsp; 4.24% 1/9/30 | 610000 | 603844 |
| &nbsp;&nbsp; 4.43% 1/23/30 | 1000000 | 995498 |
| &nbsp;&nbsp; 4.99% 4/12/29 | 575000 | 580272 |
| &nbsp;&nbsp; 5.12% 2/1/29 | 500000 | 505468 |
| &nbsp;&nbsp; 5.16% 4/20/29 | 500000 | 505759 |
| &nbsp;&nbsp; 5.45% 7/20/29 | 1000000 | 1017829 |
| &nbsp;&nbsp; 5.65% 4/13/28 | 155000 | 156852 |
| &nbsp;&nbsp; 6.30% 10/18/28 | 500000 | 513085 |
| &nbsp;&nbsp; 6.41% 11/1/29 | 1000000 | 1043696 |
| μMorgan Stanley Bank NA |  |  |
| &nbsp;&nbsp; 4.97% 7/14/28 | 1500000 | 1508897 |
| &nbsp;&nbsp; 5.50% 5/26/28 | 280000 | 283184 |
| &nbsp;&nbsp; μMorgan Stanley Private Bank <br> NA<br>|  |  |
| &nbsp;&nbsp; 4.20% 11/17/28 | 690000 | 687610 |
| &nbsp;&nbsp; 4.21% 2/8/30 | 870000 | 861191 |
| &nbsp;&nbsp; 4.47% 7/6/28 | 250000 | 249991 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp; 3.85% 12/13/28 | 250000 | 248109 |
| &nbsp;&nbsp; 3.91% 6/9/27 | 250000 | 249467 |
| &nbsp;&nbsp; 4.31% 6/13/28 | 255000 | 255687 |
| &nbsp;&nbsp; 4.50% 10/26/27 | 250000 | 251361 |
| &nbsp;&nbsp; 4.90% 6/13/28 | 250000 | 253823 |
| &nbsp;&nbsp; 5.09% 6/11/27 | 250000 | 252770 |
| National Bank of Canada |  |  |
| μ4.17% 1/20/29 | 250000 | 248642 |
| &nbsp;&nbsp; 5.60% 12/18/28 | 750000 | 772601 |
| μNatWest Group PLC |  |  |
| &nbsp;&nbsp; 3.07% 5/22/28 | 250000 | 245984 |
| &nbsp;&nbsp; 4.89% 5/18/29 | 350000 | 352446 |
| &nbsp;&nbsp; 5.08% 1/27/30 | 250000 | 252754 |
| &nbsp;&nbsp; 5.52% 9/30/28 | 200000 | 202931 |
| &nbsp;&nbsp; 5.81% 9/13/29 | 250000 | 257226 |
| &nbsp;&nbsp; Northern Trust Corp. 3.65% <br> 8/3/28<br>| 250000 | 248083 |
| PNC Bank NA |  |  |
| &nbsp;&nbsp; 3.10% 10/25/27 | 250000 | 245843 |
| &nbsp;&nbsp; 4.05% 7/26/28 | 500000 | 495553 |
| &nbsp;&nbsp; μPNC Financial Services <br> Group, Inc.<br>|  |  |
| &nbsp;&nbsp; 4.08% 1/26/29 | 105000 | 104446 |
| &nbsp;&nbsp; 5.35% 12/2/28 | 500000 | 507789 |
| &nbsp;&nbsp; 5.58% 6/12/29 | 400000 | 409891 |
| &nbsp;&nbsp; Regions Financial Corp. 1.80% <br> 8/12/28<br>| 250000 | 234640 |

---

*LVIP SSGA Short-Term Bond Index Fund–3*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp; 3.63% 5/4/27 | 500000 | $496996 |
| μ4.00% 11/3/28 | 190000 | 188640 |
| &nbsp;&nbsp; 4.24% 8/3/27 | 250000 | 249911 |
| μ4.50% 8/6/29 | 395000 | 394999 |
| μ4.52% 10/18/28 | 660000 | 660732 |
| μ4.97% 1/24/29 | 290000 | 292700 |
| &nbsp;&nbsp; 5.20% 8/1/28 | 250000 | 254954 |
| Santander Holdings USA, Inc. |  |  |
| &nbsp;&nbsp; 4.40% 7/13/27 | 250000 | 249469 |
| μ5.47% 3/20/29 | 155000 | 157157 |
| μ6.17% 1/9/30 | 250000 | 258310 |
| μ6.50% 3/9/29 | 150000 | 154678 |
| μ6.57% 6/12/29 | 200000 | 206935 |
| &nbsp;&nbsp; μSantander U.K. Group <br> Holdings PLC<br>|  |  |
| &nbsp;&nbsp; 3.82% 11/3/28 | 250000 | 246782 |
| &nbsp;&nbsp; 4.32% 9/22/29 | 200000 | 198124 |
| &nbsp;&nbsp; 6.53% 1/10/29 | 100000 | 103181 |
| &nbsp;&nbsp; Standard Chartered Bank <br> 4.85% 12/3/27<br>| 250000 | 252619 |
| &nbsp;&nbsp; Sumitomo Mitsui Financial <br> Group, Inc.<br>|  |  |
| &nbsp;&nbsp; 1.90% 9/17/28 | 250000 | 234793 |
| &nbsp;&nbsp; 2.47% 1/14/29 | 250000 | 237149 |
| &nbsp;&nbsp; 3.35% 10/18/27 | 250000 | 246562 |
| &nbsp;&nbsp; 5.52% 1/13/28 | 750000 | 765058 |
| &nbsp;&nbsp; 5.72% 9/14/28 | 250000 | 257025 |
| &nbsp;&nbsp; 5.80% 7/13/28 | 700000 | 721197 |
| &nbsp;&nbsp; Synchrony Bank 5.63% <br> 8/23/27<br>| 200000 | 202204 |
| Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp; 3.91% 1/13/28 | 100000 | 99284 |
| &nbsp;&nbsp; 4.11% 10/13/28 | 250000 | 248655 |
| &nbsp;&nbsp; 4.57% 6/2/28 | 250000 | 250771 |
| &nbsp;&nbsp; 4.69% 9/15/27 | 400000 | 402099 |
| &nbsp;&nbsp; 4.86% 1/31/28 | 250000 | 252012 |
| &nbsp;&nbsp; 4.98% 4/5/27 | 700000 | 705104 |
| &nbsp;&nbsp; 5.52% 7/17/28 | 500000 | 512341 |
| μTruist Bank |  |  |
| &nbsp;&nbsp; 4.14% 1/27/29 | 250000 | 248659 |
| &nbsp;&nbsp; 4.14% 10/23/29 | 500000 | 495241 |
| &nbsp;&nbsp; 4.42% 7/24/28 | 460000 | 459976 |
| μTruist Financial Corp. |  |  |
| &nbsp;&nbsp; 1.89% 6/7/29 | 250000 | 236610 |
| &nbsp;&nbsp; 4.87% 1/26/29 | 500000 | 503290 |
| &nbsp;&nbsp; 5.44% 1/24/30 | 250000 | 255890 |
| &nbsp;&nbsp; 7.16% 10/30/29 | 500000 | 531417 |
| μU.S. Bancorp |  |  |
| &nbsp;&nbsp; 4.55% 7/22/28 | 350000 | 350314 |
| &nbsp;&nbsp; 4.65% 2/1/29 | 350000 | 351601 |
| &nbsp;&nbsp; 5.38% 1/23/30 | 500000 | 512051 |
| &nbsp;&nbsp; 5.78% 6/12/29 | 1000000 | 1028580 |
| UBS AG |  |  |
| μ4.30% 3/16/29 | 250000 | 249677 |
| &nbsp;&nbsp; 7.50% 2/15/28 | 500000 | 528900 |
| μWells Fargo & Co. |  |  |
| &nbsp;&nbsp; 2.39% 6/2/28 | 500000 | 488028 |
| &nbsp;&nbsp; 3.58% 5/22/28 | 750000 | 742913 |
| &nbsp;&nbsp; 4.08% 9/15/29 | 325000 | 321425 |
| &nbsp;&nbsp; 4.18% 1/23/30 | 335000 | 332032 |
| &nbsp;&nbsp; 4.81% 7/25/28 | 1000000 | 1004151 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; μWells Fargo & <br> Co. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.97% 4/23/29 | 315000 | $317731 |
| &nbsp;&nbsp; 5.20% 1/23/30 | 750000 | 761756 |
| &nbsp;&nbsp; 5.57% 7/25/29 | 1500000 | 1534459 |
| &nbsp;&nbsp; 5.71% 4/22/28 | 375000 | 379837 |
| &nbsp;&nbsp; 6.30% 10/23/29 | 750000 | 781120 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp; 1.95% 11/20/28 | 500000 | 472505 |
| &nbsp;&nbsp; 3.40% 1/25/28 | 250000 | 246968 |
| &nbsp;&nbsp; 4.04% 8/26/27 | 250000 | 249885 |
|  |  | **101893168** |
| **Beverages–1.39%** | **Beverages–1.39%** | **Beverages–1.39%** |
| &nbsp;&nbsp; Anheuser-Busch InBev <br> Worldwide, Inc. 4.75% <br> 1/23/29<br>| 500000 | 506356 |
| Coca-Cola Co. |  |  |
| &nbsp;&nbsp; 1.00% 3/15/28 | 250000 | 236222 |
| &nbsp;&nbsp; 1.45% 6/1/27 | 250000 | 242865 |
| &nbsp;&nbsp; 2.90% 5/25/27 | 250000 | 246896 |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp; 3.50% 5/9/27 | 250000 | 247352 |
| &nbsp;&nbsp; 4.65% 11/15/28 | 250000 | 251084 |
| &nbsp;&nbsp; 4.80% 1/15/29 | 250000 | 251473 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp; 3.88% 5/18/28 | 150000 | 148952 |
| &nbsp;&nbsp; 5.30% 10/24/27 | 350000 | 355558 |
| Keurig Dr. Pepper, Inc. |  |  |
| &nbsp;&nbsp; 4.35% 5/15/28 | 250000 | 249107 |
| &nbsp;&nbsp; 5.05% 3/15/29 | 200000 | 202258 |
| &nbsp;&nbsp; Maple Parent Holdings Corp. <br> 4.75% 3/26/29<br>| 110000 | 109982 |
| &nbsp;&nbsp; Pepsico Singapore Financing <br> I Pte. Ltd. 4.55% 2/16/29<br>| 350000 | 353559 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp; 3.00% 10/15/27 | 250000 | 246193 |
| &nbsp;&nbsp; 4.10% 1/15/29 | 250000 | 249856 |
| &nbsp;&nbsp; 4.45% 2/7/28 | 250000 | 252003 |
| &nbsp;&nbsp; 4.45% 5/15/28 | 150000 | 151228 |
|  |  | **4300944** |
| **Biotechnology–0.43%** | **Biotechnology–0.43%** | **Biotechnology–0.43%** |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp; 3.00% 2/22/29 | 250000 | 241224 |
| &nbsp;&nbsp; 5.15% 3/2/28 | 850000 | 862457 |
| &nbsp;&nbsp; Gilead Sciences, Inc. 1.20% <br> 10/1/27<br>| 250000 | 239597 |
|  |  | **1343278** |
| **Building Materials–0.45%** | **Building Materials–0.45%** | **Building Materials–0.45%** |
| Lennox International, Inc. |  |  |
| &nbsp;&nbsp; 1.70% 8/1/27 | 150000 | 145024 |
| &nbsp;&nbsp; 5.50% 9/15/28 | 250000 | 254663 |
| &nbsp;&nbsp; Martin Marietta Materials, <br> Inc. 3.50% 12/15/27<br>| 250000 | 246376 |
| Masco Corp. 1.50% 2/15/28 | 250000 | 236595 |
| Owens Corning 5.50% 6/15/27 | 70000 | 70832 |
| &nbsp;&nbsp; Trane Technologies Financing <br> Ltd. 3.80% 3/21/29<br>| 200000 | 197716 |
| &nbsp;&nbsp; Vulcan Materials Co. 3.90% <br> 4/1/27<br>| 250000 | 249179 |
|  |  | **1400385** |

---

*LVIP SSGA Short-Term Bond Index Fund–4*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Chemicals–0.77%** | **Chemicals–0.77%** | **Chemicals–0.77%** |
| &nbsp;&nbsp; Air Products & Chemicals, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 4.30% 6/11/28 | 200000 | $200662 |
| &nbsp;&nbsp; 4.60% 2/8/29 | 500000 | 504877 |
| &nbsp;&nbsp; Dow Chemical Co. 4.80% <br> 11/30/28<br>| 250000 | 250767 |
| &nbsp;&nbsp; DuPont de Nemours, Inc. <br> 4.73% 11/15/28<br>| 350000 | 351320 |
| &nbsp;&nbsp; Eastman Chemical Co. 4.50% <br> 12/1/28<br>| 250000 | 250131 |
| Ecolab, Inc. |  |  |
| &nbsp;&nbsp; 3.25% 12/1/27 | 250000 | 246704 |
| &nbsp;&nbsp; 4.30% 6/15/28 | 45000 | 45108 |
| Nutrien Ltd. 5.20% 6/21/27 | 110000 | 111060 |
| Sherwin-Williams Co. |  |  |
| &nbsp;&nbsp; 3.45% 6/1/27 | 250000 | 247341 |
| &nbsp;&nbsp; 4.30% 8/15/28 | 195000 | 194580 |
|  |  | **2402550** |
| **Commercial Services–0.88%** | **Commercial Services–0.88%** | **Commercial Services–0.88%** |
| &nbsp;&nbsp; Automatic Data Processing, <br> Inc. 1.70% 5/15/28<br>| 200000 | 190532 |
| &nbsp;&nbsp; Block Financial LLC 2.50% <br> 7/15/28<br>| 250000 | 236213 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp; 3.70% 4/1/27 | 250000 | 248802 |
| &nbsp;&nbsp; 4.20% 5/1/28 | 115000 | 114805 |
| Equifax, Inc. 5.10% 6/1/28 | 250000 | 253185 |
| Global Payments, Inc. |  |  |
| &nbsp;&nbsp; 4.45% 6/1/28 | 150000 | 148752 |
| &nbsp;&nbsp; 4.50% 11/15/28 | 95000 | 94070 |
| &nbsp;&nbsp; 4.55% 3/15/28 | 215000 | 214045 |
| &nbsp;&nbsp; PayPal Holdings, Inc. 4.45% <br> 3/6/28<br>| 125000 | 125264 |
| &nbsp;&nbsp; Quanta Services, Inc. 4.30% <br> 8/9/28<br>| 350000 | 349459 |
| &nbsp;&nbsp; RELX Capital, Inc. 4.00% <br> 3/18/29<br>| 250000 | 247493 |
| S&P Global, Inc. 4.75% 8/1/28 | 250000 | 252651 |
| &nbsp;&nbsp; UL Solutions, Inc. 6.50% <br> 10/20/28<br>| 250000 | 261612 |
|  |  | **2736883** |
| **Computers–2.06%** | **Computers–2.06%** | **Computers–2.06%** |
| Apple, Inc. |  |  |
| &nbsp;&nbsp; 1.20% 2/8/28 | 250000 | 238080 |
| &nbsp;&nbsp; 1.40% 8/5/28 | 750000 | 708490 |
| &nbsp;&nbsp; 2.90% 9/12/27 | 1000000 | 985553 |
| &nbsp;&nbsp; 3.00% 6/20/27 | 250000 | 247303 |
| &nbsp;&nbsp; 4.00% 5/12/28 | 500000 | 500547 |
| &nbsp;&nbsp; Dell International LLC/EMC <br> Corp. 4.75% 4/1/28<br>| 110000 | 110773 |
| Dell, Inc. 7.10% 4/15/28 | 250000 | 262567 |
| &nbsp;&nbsp; DXC Technology Co. 2.38% <br> 9/15/28<br>| 250000 | 234759 |
| &nbsp;&nbsp; Hewlett Packard Enterprise <br> Co.<br>|  |  |
| &nbsp;&nbsp; 4.05% 9/15/27 | 90000 | 89417 |
| &nbsp;&nbsp; 4.15% 9/15/28 | 80000 | 79360 |
| &nbsp;&nbsp; 4.40% 9/25/27 | 340000 | 339497 |
| &nbsp;&nbsp; 4.50% 3/23/28 | 100000 | 100006 |
| &nbsp;&nbsp; 4.60% 3/23/29 | 85000 | 84922 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| &nbsp;&nbsp; Hewlett Packard Enterprise <br> Co. (continued)<br>|  |  |
| &nbsp;&nbsp; 5.25% 7/1/28 | 250000 | $253780 |
| HP, Inc. |  |  |
| &nbsp;&nbsp; 3.00% 6/17/27 | 250000 | 245608 |
| &nbsp;&nbsp; 4.75% 1/15/28 | 250000 | 251093 |
| &nbsp;&nbsp; International Business <br> Machines Corp.<br>|  |  |
| &nbsp;&nbsp; 1.70% 5/15/27 | 350000 | 340300 |
| &nbsp;&nbsp; 4.00% 2/3/29 | 125000 | 123737 |
| &nbsp;&nbsp; 4.15% 7/27/27 | 250000 | 249527 |
| &nbsp;&nbsp; 4.65% 2/10/28 | 250000 | 251546 |
| &nbsp;&nbsp; 6.22% 8/1/27 | 250000 | 256135 |
| &nbsp;&nbsp; Kyndryl Holdings, Inc. 2.70% <br> 10/15/28<br>| 250000 | 231242 |
| Leidos, Inc. 4.10% 3/15/29 | 200000 | 198021 |
|  |  | **6382263** |
| **Cosmetics & Personal Care–0.48%** | **Cosmetics & Personal Care–0.48%** | **Cosmetics & Personal Care–0.48%** |
| &nbsp;&nbsp; Colgate-Palmolive Co. 3.10% <br> 8/15/27<br>| 250000 | 247284 |
| &nbsp;&nbsp; Estee Lauder Cos., Inc. 4.38% <br> 5/15/28<br>| 100000 | 100103 |
| &nbsp;&nbsp; Haleon U.S. Capital LLC <br> 3.38% 3/24/29<br>| 200000 | 194748 |
| Kenvue, Inc. 5.05% 3/22/28 | 250000 | 253815 |
| &nbsp;&nbsp; Procter & Gamble Co. 2.85% <br> 8/11/27<br>| 350000 | 345110 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp; 3.50% 3/22/28 | 250000 | 247424 |
| &nbsp;&nbsp; 4.25% 8/12/27 | 100000 | 100297 |
|  |  | **1488781** |
| **Distribution/Wholesale–0.08%** | **Distribution/Wholesale–0.08%** | **Distribution/Wholesale–0.08%** |
| LKQ Corp. 5.75% 6/15/28 | 250000 | 254439 |
|  |  | **254439** |
| **Diversified Financial Services–4.85%** | **Diversified Financial Services–4.85%** | **Diversified Financial Services–4.85%** |
| &nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust<br>|  |  |
| &nbsp;&nbsp; 3.00% 10/29/28 | 1500000 | 1443877 |
| &nbsp;&nbsp; 3.65% 7/21/27 | 250000 | 247329 |
| &nbsp;&nbsp; 4.13% 2/28/29 | 500000 | 493236 |
| &nbsp;&nbsp; 5.10% 1/19/29 | 250000 | 253266 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp; 2.10% 9/1/28 | 750000 | 705277 |
| &nbsp;&nbsp; 3.63% 4/1/27 | 250000 | 246268 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp; 4.75% 6/9/27 | 250000 | 250473 |
| μ6.85% 1/3/30 | 250000 | 260757 |
| μ6.99% 6/13/29 | 250000 | 260389 |
| μAmerican Express Co. |  |  |
| &nbsp;&nbsp; 4.01% 2/9/29 | 500000 | 496807 |
| &nbsp;&nbsp; 4.35% 7/20/29 | 420000 | 419700 |
| &nbsp;&nbsp; 4.73% 4/25/29 | 145000 | 145917 |
| &nbsp;&nbsp; 5.04% 7/26/28 | 500000 | 504304 |
| &nbsp;&nbsp; 5.28% 7/27/29 | 250000 | 254259 |
| &nbsp;&nbsp; BGC Group, Inc. 8.00% <br> 5/25/28<br>| 100000 | 105402 |
| BlackRock Funding, Inc. |  |  |
| &nbsp;&nbsp; 4.60% 7/26/27 | 170000 | 171155 |
| &nbsp;&nbsp; 4.70% 3/14/29 | 200000 | 203318 |

---

*LVIP SSGA Short-Term Bond Index Fund–5*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| Capital One Financial Corp. |  |  |
| μ3.27% 3/1/30 | 250000 | $240727 |
| &nbsp;&nbsp; 3.65% 5/11/27 | 750000 | 743732 |
| &nbsp;&nbsp; 3.80% 1/31/28 | 150000 | 148238 |
| μ4.93% 5/10/28 | 500000 | 501345 |
| μ5.47% 2/1/29 | 250000 | 253775 |
| μ6.31% 6/8/29 | 400000 | 413606 |
| Charles Schwab Corp. |  |  |
| &nbsp;&nbsp; 2.00% 3/20/28 | 150000 | 143891 |
| &nbsp;&nbsp; 3.20% 1/25/28 | 250000 | 245952 |
| &nbsp;&nbsp; 3.30% 4/1/27 | 250000 | 247766 |
| μ5.64% 5/19/29 | 250000 | 256863 |
| μ6.20% 11/17/29 | 250000 | 261286 |
| &nbsp;&nbsp; Intercontinental Exchange, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.10% 9/15/27 | 200000 | 196725 |
| &nbsp;&nbsp; 3.95% 12/1/28 | 190000 | 188367 |
| &nbsp;&nbsp; 4.00% 9/15/27 | 200000 | 199293 |
| &nbsp;&nbsp; Jefferies Financial Group, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 5.88% 7/21/28 | 250000 | 255267 |
| &nbsp;&nbsp; 6.45% 6/8/27 | 250000 | 254601 |
| Lazard Group LLC |  |  |
| &nbsp;&nbsp; 4.38% 3/11/29 | 100000 | 99020 |
| &nbsp;&nbsp; 4.50% 9/19/28 | 250000 | 248863 |
| LPL Holdings, Inc. |  |  |
| &nbsp;&nbsp; 4.90% 4/3/28 | 115000 | 115341 |
| &nbsp;&nbsp; 5.70% 5/20/27 | 200000 | 201847 |
| Mastercard, Inc. |  |  |
| &nbsp;&nbsp; 4.55% 3/15/28 | 175000 | 176588 |
| &nbsp;&nbsp; 4.88% 3/9/28 | 500000 | 507413 |
| Nomura Holdings, Inc. |  |  |
| &nbsp;&nbsp; 2.17% 7/14/28 | 500000 | 473729 |
| &nbsp;&nbsp; 2.71% 1/22/29 | 250000 | 237398 |
| &nbsp;&nbsp; 6.07% 7/12/28 | 250000 | 257866 |
| ORIX Corp. 5.00% 9/13/27 | 200000 | 201762 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp; 3.95% 12/1/27 | 250000 | 246908 |
| μ5.02% 7/29/29 | 20000 | 19980 |
| &nbsp;&nbsp; 5.15% 3/19/29 | 200000 | 200485 |
| Visa, Inc. |  |  |
| &nbsp;&nbsp; 1.90% 4/15/27 | 250000 | 244785 |
| &nbsp;&nbsp; 2.75% 9/15/27 | 200000 | 196472 |
| &nbsp;&nbsp; 3.80% 2/12/29 | 350000 | 347872 |
| &nbsp;&nbsp; μVoya Financial, Inc. 4.70% <br> 1/23/48<br>| 250000 | 236342 |
|  |  | **15025839** |
| **Electric–5.86%** | **Electric–5.86%** | **Electric–5.86%** |
| AEP Texas, Inc. 3.95% 6/1/28 | 150000 | 148473 |
| AES Corp. 5.45% 6/1/28 | 200000 | 201830 |
| Ameren Corp. 5.00% 1/15/29 | 250000 | 253943 |
| &nbsp;&nbsp; American Electric Power Co., <br> Inc. 5.20% 1/15/29<br>| 250000 | 255132 |
| &nbsp;&nbsp; CenterPoint Energy Houston <br> Electric LLC 5.20% 10/1/28<br>| 250000 | 255515 |
| &nbsp;&nbsp; CMS Energy Corp. 3.45% <br> 8/15/27<br>| 150000 | 148060 |
| &nbsp;&nbsp; Commonwealth Edison Co. <br> 2.95% 8/15/27<br>| 150000 | 147379 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc. 3.80% <br> 5/15/28<br>| 100000 | $98979 |
| &nbsp;&nbsp; Constellation Energy <br> Generation LLC<br>|  |  |
| &nbsp;&nbsp; 3.90% 1/8/28 | 155000 | 153754 |
| &nbsp;&nbsp; 4.63% 2/1/29 | 250000 | 246976 |
| &nbsp;&nbsp; Consumers Energy Co. 4.65% <br> 3/1/28<br>| 100000 | 100776 |
| &nbsp;&nbsp; Dominion Energy, Inc. 4.60% <br> 5/15/28<br>| 120000 | 120377 |
| &nbsp;&nbsp; DTE Electric Co. 4.25% <br> 5/14/27<br>| 50000 | 50022 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp; 4.88% 6/1/28 | 305000 | 307738 |
| &nbsp;&nbsp; 4.95% 7/1/27 | 65000 | 65420 |
| &nbsp;&nbsp; 5.10% 3/1/29 | 250000 | 254212 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp; 3.15% 8/15/27 | 350000 | 344774 |
| &nbsp;&nbsp; 4.30% 3/15/28 | 250000 | 249561 |
| &nbsp;&nbsp; Duke Energy Ohio, Inc. 3.65% <br> 2/1/29<br>| 350000 | 343879 |
| &nbsp;&nbsp; Duke Energy Progress LLC <br> 3.45% 3/15/29<br>| 200000 | 195988 |
| &nbsp;&nbsp; Edison International 4.13% <br> 3/15/28<br>| 100000 | 98295 |
| Enel Chile SA 4.88% 6/12/28 | 200000 | 201099 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp; 3.12% 9/1/27 | 400000 | 394207 |
| &nbsp;&nbsp; 3.25% 4/1/28 | 250000 | 245265 |
| &nbsp;&nbsp; Evergy Kansas Central, Inc. <br> 4.70% 3/13/28<br>| 65000 | 65300 |
| Evergy, Inc. 4.25% 3/15/29 | 105000 | 104198 |
| Eversource Energy |  |  |
| &nbsp;&nbsp; 3.30% 1/15/28 | 250000 | 244825 |
| &nbsp;&nbsp; 5.45% 3/1/28 | 150000 | 152434 |
| &nbsp;&nbsp; 5.95% 2/1/29 | 250000 | 259026 |
| Exelon Corp. 5.15% 3/15/28 | 200000 | 202360 |
| &nbsp;&nbsp; FirstEnergy Corp. 3.90% <br> 7/15/27<br>| 500000 | 495928 |
| &nbsp;&nbsp; FirstEnergy Pennsylvania <br> Electric Co. 4.15% 3/15/28<br>| 70000 | 69732 |
| &nbsp;&nbsp; Georgia Power Co. 4.00% <br> 10/1/28<br>| 85000 | 84502 |
| &nbsp;&nbsp; Indiana Michigan Power Co. <br> 3.85% 5/15/28<br>| 150000 | 148600 |
| &nbsp;&nbsp; Jersey Central Power & Light <br> Co. 4.15% 1/15/29<br>| 250000 | 248385 |
| &nbsp;&nbsp; MidAmerican Energy Co. <br> 3.10% 5/1/27<br>| 250000 | 247504 |
| &nbsp;&nbsp; National Rural Utilities <br> Cooperative Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 3.70% 3/15/29 | 100000 | 98312 |
| &nbsp;&nbsp; 3.95% 12/10/27 | 315000 | 313492 |
| &nbsp;&nbsp; 4.05% 2/9/29 | 140000 | 139074 |
| &nbsp;&nbsp; 4.15% 8/25/28 | 155000 | 154493 |
| &nbsp;&nbsp; 4.75% 2/7/28 | 190000 | 191407 |
| &nbsp;&nbsp; 4.80% 3/15/28 | 250000 | 252230 |
| &nbsp;&nbsp; 5.10% 5/6/27 | 250000 | 252009 |

---

*LVIP SSGA Short-Term Bond Index Fund–6*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; NextEra Energy Capital <br> Holdings, Inc.<br>|  |  |
| &nbsp;&nbsp; 1.90% 6/15/28 | 850000 | $806007 |
| &nbsp;&nbsp; 3.55% 5/1/27 | 500000 | 495645 |
| &nbsp;&nbsp; 4.63% 7/15/27 | 500000 | 501788 |
| &nbsp;&nbsp; 4.69% 9/1/27 | 145000 | 145700 |
| &nbsp;&nbsp; 4.90% 2/28/28 | 250000 | 252008 |
| &nbsp;&nbsp; 4.90% 3/15/29 | 250000 | 253917 |
| &nbsp;&nbsp; NSTAR Electric Co. 3.20% <br> 5/15/27<br>| 250000 | 247105 |
| &nbsp;&nbsp; Oncor Electric Delivery Co. <br> LLC 4.30% 5/15/28<br>| 250000 | 249936 |
| Pacific Gas & Electric Co. |  |  |
| &nbsp;&nbsp; 2.10% 8/1/27 | 350000 | 339208 |
| &nbsp;&nbsp; 3.75% 7/1/28 | 250000 | 245642 |
| &nbsp;&nbsp; 4.65% 8/1/28 | 250000 | 250275 |
| &nbsp;&nbsp; 5.00% 6/4/28 | 230000 | 231948 |
| &nbsp;&nbsp; 6.10% 1/15/29 | 325000 | 336304 |
| PacifiCorp 4.65% 4/15/29 | 75000 | 75004 |
| &nbsp;&nbsp; Pinnacle West Capital Corp. <br> 4.90% 5/15/28<br>| 60000 | 60451 |
| &nbsp;&nbsp; Public Service Co. of Colorado <br> 4.15% 3/13/29<br>| 70000 | 69800 |
| &nbsp;&nbsp; Public Service Co. of New <br> Hampshire 4.40% 7/1/28<br>| 315000 | 315413 |
| &nbsp;&nbsp; Public Service Electric & Gas <br> Co. 3.00% 5/15/27<br>| 250000 | 246773 |
| &nbsp;&nbsp; Public Service Enterprise <br> Group, Inc. 5.88% 10/15/28<br>| 250000 | 257986 |
| Sempra |  |  |
| &nbsp;&nbsp; 3.25% 6/15/27 | 150000 | 147873 |
| &nbsp;&nbsp; 3.40% 2/1/28 | 500000 | 490628 |
| &nbsp;&nbsp; Southern California Edison <br> Co.<br>|  |  |
| &nbsp;&nbsp; 4.20% 3/1/29 | 100000 | 98870 |
| &nbsp;&nbsp; 4.70% 6/1/27 | 250000 | 250155 |
| &nbsp;&nbsp; 5.65% 10/1/28 | 500000 | 512193 |
| &nbsp;&nbsp; 5.85% 11/1/27 | 500000 | 509239 |
| Southern Co. |  |  |
| &nbsp;&nbsp; 4.85% 6/15/28 | 250000 | 252384 |
| &nbsp;&nbsp; 5.11% 8/1/27 | 150000 | 151300 |
| &nbsp;&nbsp; 5.50% 3/15/29 | 250000 | 257865 |
| &nbsp;&nbsp; Southwestern Electric Power <br> Co. 4.10% 9/15/28<br>| 250000 | 248273 |
| &nbsp;&nbsp; Tampa Electric Co. 4.90% <br> 3/1/29<br>| 100000 | 101479 |
| &nbsp;&nbsp; Union Electric Co. 2.95% <br> 6/15/27<br>| 250000 | 246463 |
| &nbsp;&nbsp; Virginia Electric & Power Co. <br> 3.75% 5/15/27<br>| 250000 | 248457 |
| &nbsp;&nbsp; WEC Energy Group, Inc. <br> 4.75% 1/15/28<br>| 570000 | 574171 |
| &nbsp;&nbsp; Xcel Energy, Inc. 4.75% <br> 3/21/28<br>| 80000 | 80411 |
|  |  | **18156136** |
| **Electrical Components & Equipment–0.22%** | **Electrical Components & Equipment–0.22%** | **Electrical Components & Equipment–0.22%** |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp; 1.80% 10/15/27 | 350000 | 338357 |
| &nbsp;&nbsp; 2.00% 12/21/28 | 350000 | 331287 |
|  |  | **669644** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electronics–0.84%** | **Electronics–0.84%** | **Electronics–0.84%** |
| &nbsp;&nbsp; Allegion U.S. Holding Co., Inc. <br> 3.55% 10/1/27<br>| 250000 | $246439 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp; 3.80% 11/15/27 | 190000 | 188858 |
| &nbsp;&nbsp; 3.90% 11/15/28 | 415000 | 411917 |
| &nbsp;&nbsp; 4.38% 6/12/28 | 165000 | 165482 |
| Avnet, Inc. 6.25% 3/15/28 | 150000 | 154496 |
| Flex Ltd. 6.00% 1/15/28 | 100000 | 102043 |
| Hubbell, Inc. 3.15% 8/15/27 | 250000 | 245916 |
| Jabil, Inc. |  |  |
| &nbsp;&nbsp; 3.95% 1/12/28 | 150000 | 148608 |
| &nbsp;&nbsp; 4.20% 2/1/29 | 65000 | 64212 |
| &nbsp;&nbsp; 4.25% 5/15/27 | 250000 | 249358 |
| &nbsp;&nbsp; Keysight Technologies, Inc. <br> 4.60% 4/6/27<br>| 250000 | 250282 |
| &nbsp;&nbsp; TD SYNNEX Corp. 2.38% <br> 8/9/28<br>| 250000 | 237346 |
| &nbsp;&nbsp; Tyco Electronics Group SA <br> 3.13% 8/15/27<br>| 150000 | 147837 |
|  |  | **2612794** |
| **Engineering & Construction–0.08%** | **Engineering & Construction–0.08%** | **Engineering & Construction–0.08%** |
| &nbsp;&nbsp; Jacobs Engineering Group, <br> Inc. 6.35% 8/18/28<br>| 250000 | 259439 |
|  |  | **259439** |
| **Environmental Control–0.55%** | **Environmental Control–0.55%** | **Environmental Control–0.55%** |
| &nbsp;&nbsp; Republic Services, Inc. 3.95% <br> 5/15/28<br>| 250000 | 248535 |
| &nbsp;&nbsp; Waste Connections, Inc. 4.25% <br> 12/1/28<br>| 500000 | 499307 |
| Waste Management, Inc. |  |  |
| &nbsp;&nbsp; 1.15% 3/15/28 | 150000 | 141606 |
| &nbsp;&nbsp; 4.50% 3/15/28 | 150000 | 150978 |
| &nbsp;&nbsp; 4.88% 2/15/29 | 250000 | 254189 |
| &nbsp;&nbsp; 4.95% 7/3/27 | 400000 | 403871 |
|  |  | **1698486** |
| **Food–1.17%** | **Food–1.17%** | **Food–1.17%** |
| Campbell's Co. 4.15% 3/15/28 | 250000 | 246976 |
| &nbsp;&nbsp; Conagra Brands, Inc. 7.00% <br> 10/1/28<br>| 500000 | 526046 |
| &nbsp;&nbsp; General Mills, Inc. 5.50% <br> 10/17/28<br>| 500000 | 512555 |
| Hershey Co. 4.55% 2/24/28 | 85000 | 85621 |
| &nbsp;&nbsp; Hormel Foods Corp. 1.70% <br> 6/3/28<br>| 250000 | 236911 |
| Kellanova 4.30% 5/15/28 | 250000 | 250186 |
| &nbsp;&nbsp; Kraft Heinz Foods Co. 3.88% <br> 5/15/27<br>| 250000 | 248311 |
| McCormick & Co., Inc. |  |  |
| &nbsp;&nbsp; 3.40% 8/15/27 | 150000 | 148299 |
| &nbsp;&nbsp; 4.15% 2/15/29 | 120000 | 118836 |
| Mondelez International, Inc. |  |  |
| &nbsp;&nbsp; 4.25% 5/6/28 | 215000 | 214567 |
| &nbsp;&nbsp; 4.75% 2/20/29 | 250000 | 252623 |
| Sysco Corp. 3.25% 7/15/27 | 150000 | 147714 |
| Tyson Foods, Inc. |  |  |
| &nbsp;&nbsp; 3.55% 6/2/27 | 200000 | 198131 |
| &nbsp;&nbsp; 4.35% 3/1/29 | 250000 | 249187 |
| &nbsp;&nbsp; 5.40% 3/15/29 | 200000 | 205336 |
|  |  | **3641299** |

---

*LVIP SSGA Short-Term Bond Index Fund–7*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Forest Products & Paper–0.08%** | **Forest Products & Paper–0.08%** | **Forest Products & Paper–0.08%** |
| &nbsp;&nbsp; Celulosa Arauco y <br> Constitucion SA 3.88% <br> 11/2/27<br>| 250000 | $245826 |
|  |  | **245826** |
| **Gas–0.46%** | **Gas–0.46%** | **Gas–0.46%** |
| &nbsp;&nbsp; CenterPoint Energy <br> Resources Corp.<br>|  |  |
| &nbsp;&nbsp; 4.00% 4/1/28 | 250000 | 248249 |
| &nbsp;&nbsp; 5.25% 3/1/28 | 150000 | 152610 |
| &nbsp;&nbsp; National Fuel Gas Co. 3.95% <br> 9/15/27<br>| 200000 | 198298 |
| NiSource, Inc. 5.25% 3/30/28 | 250000 | 253941 |
| &nbsp;&nbsp; Southern California Gas Co. <br> 2.95% 4/15/27<br>| 250000 | 246711 |
| &nbsp;&nbsp; Southern Co. Gas Capital <br> Corp. 4.05% 9/15/28<br>| 70000 | 69485 |
| &nbsp;&nbsp; Southwest Gas Corp. 5.45% <br> 3/23/28<br>| 250000 | 254585 |
|  |  | **1423879** |
| **Hand Machine Tools–0.11%** | **Hand Machine Tools–0.11%** | **Hand Machine Tools–0.11%** |
| &nbsp;&nbsp; Kennametal, Inc. 4.63% <br> 6/15/28<br>| 100000 | 100417 |
| &nbsp;&nbsp; Stanley Black & Decker, Inc. <br> 4.25% 11/15/28<br>| 250000 | 249599 |
|  |  | **350016** |
| **Health Care Products–1.13%** | **Health Care Products–1.13%** | **Health Care Products–1.13%** |
| &nbsp;&nbsp; Abbott Laboratories 3.70% <br> 3/9/29<br>| 600000 | 592864 |
| &nbsp;&nbsp; Agilent Technologies, Inc. <br> 4.20% 9/9/27<br>| 200000 | 199586 |
| &nbsp;&nbsp; Baxter International, Inc. <br> 2.27% 12/1/28<br>| 350000 | 326145 |
| &nbsp;&nbsp; Boston Scientific Corp. 4.00% <br> 3/1/28<br>| 150000 | 149511 |
| &nbsp;&nbsp; GE HealthCare Technologies, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 4.15% 12/15/28 | 55000 | 54641 |
| &nbsp;&nbsp; 5.65% 11/15/27 | 350000 | 356952 |
| &nbsp;&nbsp; Medtronic Global Holdings <br> SCA 4.25% 3/30/28<br>| 250000 | 250499 |
| Revvity, Inc. 1.90% 9/15/28 | 250000 | 234902 |
| Solventum Corp. 5.40% 3/1/29 | 200000 | 204972 |
| Stryker Corp. 4.70% 2/10/28 | 145000 | 146243 |
| &nbsp;&nbsp; Thermo Fisher Scientific, Inc. <br> 1.75% 10/15/28<br>| 500000 | 470823 |
| &nbsp;&nbsp; Zimmer Biomet Holdings, Inc. <br> 5.35% 12/1/28<br>| 500000 | 511479 |
|  |  | **3498617** |
| **Health Care Services–2.54%** | **Health Care Services–2.54%** | **Health Care Services–2.54%** |
| Centene Corp. |  |  |
| &nbsp;&nbsp; 2.45% 7/15/28 | 350000 | 325954 |
| &nbsp;&nbsp; 4.25% 12/15/27 | 407000 | 399802 |
| &nbsp;&nbsp; CHRISTUS Health 4.34% <br> 7/1/28<br>| 100000 | 99671 |
| Cigna Group 4.38% 10/15/28 | 1500000 | 1498821 |
| &nbsp;&nbsp; CommonSpirit Health 6.07% <br> 11/1/27<br>| 500000 | 512433 |
| Elevance Health, Inc. |  |  |
| &nbsp;&nbsp; 4.00% 9/15/28 | 465000 | 460962 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Health Care Services (continued)** | **Health Care Services (continued)** | **Health Care Services (continued)** |
| &nbsp;&nbsp; Elevance Health, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 4.10% 3/1/28 | 250000 | $248333 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp; 5.00% 3/1/28 | 150000 | 151471 |
| &nbsp;&nbsp; 5.63% 9/1/28 | 250000 | 254960 |
| &nbsp;&nbsp; 5.88% 2/1/29 | 500000 | 514592 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp; 3.70% 3/23/29 | 150000 | 145803 |
| &nbsp;&nbsp; 5.75% 3/1/28 | 250000 | 254907 |
| &nbsp;&nbsp; 5.75% 12/1/28 | 350000 | 358898 |
| IQVIA, Inc. 5.70% 5/15/28 | 250000 | 254840 |
| &nbsp;&nbsp; Kaiser Foundation Hospitals <br> 3.15% 5/1/27<br>| 250000 | 247398 |
| &nbsp;&nbsp; Laboratory Corp. of America <br> Holdings 3.60% 9/1/27<br>| 200000 | 197869 |
| &nbsp;&nbsp; SSM Health Care Corp. 3.82% <br> 6/1/27<br>| 250000 | 248270 |
| Sutter Health 3.70% 8/15/28 | 250000 | 246486 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp; 2.95% 10/15/27 | 250000 | 245463 |
| &nbsp;&nbsp; 3.70% 5/15/27 | 250000 | 248440 |
| &nbsp;&nbsp; 3.88% 12/15/28 | 500000 | 495088 |
| &nbsp;&nbsp; 4.40% 6/15/28 | 220000 | 220715 |
| &nbsp;&nbsp; 4.60% 4/15/27 | 250000 | 250984 |
|  |  | **7882160** |
| **Home Builders–0.16%** | **Home Builders–0.16%** | **Home Builders–0.16%** |
| &nbsp;&nbsp; DR Horton, Inc. 1.40% <br> 10/15/27<br>| 250000 | 239272 |
| Lennar Corp. 4.75% 11/29/27 | 250000 | 250383 |
|  |  | **489655** |
| **Home Furnishings–0.03%** | **Home Furnishings–0.03%** | **Home Furnishings–0.03%** |
| &nbsp;&nbsp; Leggett & Platt, Inc. 4.40% <br> 3/15/29<br>| 100000 | 97799 |
|  |  | **97799** |
| **Household Products Wares–0.25%** | **Household Products Wares–0.25%** | **Household Products Wares–0.25%** |
| &nbsp;&nbsp; Avery Dennison Corp. 4.88% <br> 12/6/28<br>| 350000 | 353299 |
| Clorox Co. 3.10% 10/1/27 | 250000 | 245139 |
| &nbsp;&nbsp; Kimberly-Clark Corp. 1.05% <br> 9/15/27<br>| 200000 | 191551 |
|  |  | **789989** |
| **Insurance–0.93%** | **Insurance–0.93%** | **Insurance–0.93%** |
| μAegon Ltd. 5.50% 4/11/48 | 500000 | 498880 |
| &nbsp;&nbsp; American National Group, <br> Inc. 5.00% 6/15/27<br>| 250000 | 248625 |
| &nbsp;&nbsp; Aon North America, Inc. <br> 5.15% 3/1/29<br>| 250000 | 255560 |
| &nbsp;&nbsp; Brighthouse Financial, Inc. <br> 3.70% 6/22/27<br>| 250000 | 244933 |
| Corebridge Financial, Inc. |  |  |
| &nbsp;&nbsp; 3.65% 4/5/27 | 250000 | 247733 |
| μ6.88% 12/15/52 | 250000 | 251893 |
| &nbsp;&nbsp; F&G Annuities & Life, Inc. <br> 7.40% 1/13/28<br>| 250000 | 254452 |
| Marsh & McLennan Cos., Inc. |  |  |
| &nbsp;&nbsp; 4.38% 3/15/29 | 250000 | 250490 |
| &nbsp;&nbsp; 4.55% 11/8/27 | 80000 | 80364 |

---

*LVIP SSGA Short-Term Bond Index Fund–8*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp; μPrudential Financial, Inc. <br> 4.50% 9/15/47<br>| 400000 | $390163 |
| &nbsp;&nbsp; RenaissanceRe Finance, Inc. <br> 3.45% 7/1/27<br>| 150000 | 148377 |
|  |  | **2871470** |
| **Internet–2.00%** | **Internet–2.00%** | **Internet–2.00%** |
| &nbsp;&nbsp; Alibaba Group Holding Ltd. <br> 3.40% 12/6/27<br>| 500000 | 494154 |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp; 3.70% 2/15/29 | 250000 | 247851 |
| &nbsp;&nbsp; 3.88% 11/15/28 | 180000 | 179417 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp; 1.20% 6/3/27 | 250000 | 242045 |
| &nbsp;&nbsp; 1.65% 5/12/28 | 400000 | 380577 |
| &nbsp;&nbsp; 3.15% 8/22/27 | 1000000 | 987901 |
| &nbsp;&nbsp; 3.30% 4/13/27 | 500000 | 496232 |
| &nbsp;&nbsp; 3.85% 3/13/28 | 160000 | 159489 |
| &nbsp;&nbsp; 3.90% 11/20/28 | 875000 | 871260 |
| &nbsp;&nbsp; 4.00% 3/13/29 | 335000 | 333307 |
| Baidu, Inc. |  |  |
| &nbsp;&nbsp; 3.63% 7/6/27 | 250000 | 248157 |
| &nbsp;&nbsp; 4.38% 3/29/28 | 150000 | 150437 |
| eBay, Inc. 4.25% 3/6/29 | 250000 | 249070 |
| &nbsp;&nbsp; Expedia Group, Inc. 4.63% <br> 8/1/27<br>| 150000 | 150124 |
| &nbsp;&nbsp; Meta Platforms, Inc. 3.50% <br> 8/15/27<br>| 500000 | 496328 |
| Netflix, Inc. 4.88% 4/15/28 | 500000 | 506556 |
|  |  | **6192905** |
| **Investment Companies–1.52%** | **Investment Companies–1.52%** | **Investment Companies–1.52%** |
| ARES Capital Corp. |  |  |
| &nbsp;&nbsp; 2.88% 6/15/27 | 150000 | 146040 |
| &nbsp;&nbsp; 2.88% 6/15/28 | 250000 | 236053 |
| &nbsp;&nbsp; 5.88% 3/1/29 | 200000 | 201620 |
| &nbsp;&nbsp; ARES Strategic Income Fund <br> 4.85% 1/15/29<br>| 250000 | 242066 |
| &nbsp;&nbsp; Barings BDC, Inc. 5.20% <br> 9/15/28<br>| 135000 | 131906 |
| &nbsp;&nbsp; Blackstone Private Credit <br> Fund<br>|  |  |
| &nbsp;&nbsp; 4.00% 1/15/29 | 250000 | 235198 |
| &nbsp;&nbsp; 4.95% 9/26/27 | 110000 | 108625 |
| &nbsp;&nbsp; Blackstone Secured Lending <br> Fund 2.85% 9/30/28<br>| 250000 | 232548 |
| Blue Owl Capital Corp. |  |  |
| &nbsp;&nbsp; 2.88% 6/11/28 | 200000 | 185918 |
| &nbsp;&nbsp; 5.95% 3/15/29 | 200000 | 197595 |
| Blue Owl Credit Income Corp. |  |  |
| &nbsp;&nbsp; 7.75% 9/16/27 | 200000 | 202804 |
| &nbsp;&nbsp; 7.75% 1/15/29 | 250000 | 255830 |
| &nbsp;&nbsp; 7.95% 6/13/28 | 250000 | 256106 |
| &nbsp;&nbsp; Blue Owl Technology Finance <br> Corp. 6.10% 3/15/28<br>| 150000 | 148248 |
| &nbsp;&nbsp; Goldman Sachs BDC, Inc. <br> 5.10% 1/28/29<br>| 125000 | 121408 |
| &nbsp;&nbsp; Goldman Sachs Private Credit <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 5.05% 2/23/28 | 65000 | 64008 |
| &nbsp;&nbsp; 5.38% 1/31/29 | 250000 | 245729 |
| &nbsp;&nbsp; 5.88% 5/6/28 | 100000 | 99738 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Investment Companies (continued)** | **Investment Companies (continued)** | **Investment Companies (continued)** |
| HPS Corporate Lending Fund |  |  |
| &nbsp;&nbsp; 4.90% 9/11/28 | 250000 | $243548 |
| &nbsp;&nbsp; 5.30% 6/5/27 | 60000 | 59699 |
| &nbsp;&nbsp; 6.75% 1/30/29 | 250000 | 253334 |
| Main Street Capital Corp. |  |  |
| &nbsp;&nbsp; 5.40% 8/15/28 | 70000 | 69537 |
| &nbsp;&nbsp; 6.50% 6/4/27 | 60000 | 60513 |
| &nbsp;&nbsp; New Mountain Finance Corp. <br> 6.20% 10/15/27<br>| 250000 | 248794 |
| &nbsp;&nbsp; Sixth Street Lending Partners <br> 6.50% 3/11/29<br>| 200000 | 202956 |
| &nbsp;&nbsp; Sixth Street Specialty <br> Lending, Inc. 6.95% 8/14/28<br>| 250000 | 255571 |
|  |  | **4705392** |
| **Iron & Steel–0.24%** | **Iron & Steel–0.24%** | **Iron & Steel–0.24%** |
| &nbsp;&nbsp; ArcelorMittal SA 6.55% <br> 11/29/27<br>| 250000 | 257628 |
| Nucor Corp. 3.95% 5/1/28 | 150000 | 149012 |
| Steel Dynamics, Inc. |  |  |
| &nbsp;&nbsp; 1.65% 10/15/27 | 250000 | 239909 |
| &nbsp;&nbsp; 4.00% 12/15/28 | 110000 | 108805 |
|  |  | **755354** |
| **Leisure Time–0.07%** | **Leisure Time–0.07%** | **Leisure Time–0.07%** |
| Polaris, Inc. 6.95% 3/15/29 | 200000 | 209842 |
|  |  | **209842** |
| **Lodging–0.63%** | **Lodging–0.63%** | **Lodging–0.63%** |
| &nbsp;&nbsp; Hyatt Hotels Corp. 5.05% <br> 3/30/28<br>| 85000 | 85707 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp; 5.63% 6/15/28 | 250000 | 253255 |
| &nbsp;&nbsp; 5.90% 6/1/27 | 500000 | 506499 |
| Marriott International, Inc. |  |  |
| &nbsp;&nbsp; 4.00% 4/15/28 | 250000 | 247962 |
| &nbsp;&nbsp; 4.20% 7/15/27 | 60000 | 59908 |
| &nbsp;&nbsp; 5.00% 10/15/27 | 250000 | 252252 |
| Sands China Ltd. |  |  |
| &nbsp;&nbsp; 2.85% 3/8/29 | 200000 | 188454 |
| &nbsp;&nbsp; 5.40% 8/8/28 | 350000 | 352623 |
|  |  | **1946660** |
| **Machinery Construction & Mining–0.83%** | **Machinery Construction & Mining–0.83%** | **Machinery Construction & Mining–0.83%** |
| &nbsp;&nbsp; Caterpillar Financial Services <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 3.60% 8/12/27 | 250000 | 248588 |
| &nbsp;&nbsp; 3.70% 1/10/28 | 200000 | 198908 |
| &nbsp;&nbsp; 3.75% 2/23/29 | 200000 | 197608 |
| &nbsp;&nbsp; 3.95% 11/14/28 | 120000 | 119426 |
| &nbsp;&nbsp; 4.10% 8/15/28 | 135000 | 134882 |
| &nbsp;&nbsp; 4.40% 10/15/27 | 500000 | 502353 |
| &nbsp;&nbsp; 4.40% 3/3/28 | 250000 | 251233 |
| &nbsp;&nbsp; 4.85% 2/27/29 | 500000 | 508785 |
| &nbsp;&nbsp; 5.00% 5/14/27 | 250000 | 252426 |
| Oshkosh Corp. 4.60% 5/15/28 | 150000 | 149821 |
|  |  | **2564030** |
| **Machinery Diversified–1.29%** | **Machinery Diversified–1.29%** | **Machinery Diversified–1.29%** |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp; 4.50% 10/8/27 | 115000 | 114949 |
| &nbsp;&nbsp; 4.55% 4/10/28 | 250000 | 250205 |
| &nbsp;&nbsp; 5.50% 1/12/29 | 250000 | 256215 |

---

*LVIP SSGA Short-Term Bond Index Fund–9*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Machinery Diversified (continued)** | **Machinery Diversified (continued)** | **Machinery Diversified (continued)** |
| &nbsp;&nbsp; Ingersoll Rand, Inc. 5.40% <br> 8/14/28<br>| 250000 | $255699 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp; 1.50% 3/6/28 | 250000 | 238196 |
| &nbsp;&nbsp; 2.80% 9/8/27 | 400000 | 393079 |
| &nbsp;&nbsp; 3.05% 1/6/28 | 250000 | 245731 |
| &nbsp;&nbsp; 3.45% 3/7/29 | 200000 | 196136 |
| &nbsp;&nbsp; 3.90% 3/9/29 | 200000 | 198715 |
| &nbsp;&nbsp; 4.20% 7/15/27 | 125000 | 125393 |
| &nbsp;&nbsp; 4.25% 6/5/28 | 400000 | 401262 |
| &nbsp;&nbsp; 4.65% 1/7/28 | 85000 | 85777 |
| &nbsp;&nbsp; 4.90% 6/11/27 | 220000 | 222173 |
| &nbsp;&nbsp; 4.95% 7/14/28 | 250000 | 254845 |
| &nbsp;&nbsp; Otis Worldwide Corp. 5.25% <br> 8/16/28<br>| 250000 | 255167 |
| &nbsp;&nbsp; Regal Rexnord Corp. 6.05% <br> 4/15/28<br>| 500000 | 512825 |
|  |  | **4006367** |
| **Media–0.88%** | **Media–0.88%** | **Media–0.88%** |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br> Communications Operating <br> Capital 4.20% 3/15/28<br>| 600000 | 594760 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp; 3.30% 4/1/27 | 250000 | 247559 |
| &nbsp;&nbsp; 3.55% 5/1/28 | 250000 | 246395 |
| Fox Corp. 4.71% 1/25/29 | 500000 | 501292 |
| &nbsp;&nbsp; TCI Communications, Inc. <br> 7.13% 2/15/28<br>| 500000 | 524649 |
| &nbsp;&nbsp; TWDC Enterprises 18 Corp. <br> 2.95% 6/15/27<br>| 250000 | 246848 |
| &nbsp;&nbsp; Walt Disney Co. 3.75% <br> 3/14/29<br>| 370000 | 365783 |
|  |  | **2727286** |
| **Metal Fabricate & Hardware–0.11%** | **Metal Fabricate & Hardware–0.11%** | **Metal Fabricate & Hardware–0.11%** |
| Timken Co. 4.50% 12/15/28 | 350000 | 349157 |
|  |  | **349157** |
| **Mining–0.33%** | **Mining–0.33%** | **Mining–0.33%** |
| &nbsp;&nbsp; BHP Billiton Finance USA <br> Ltd.<br>|  |  |
| &nbsp;&nbsp; 4.75% 2/28/28 | 150000 | 151393 |
| &nbsp;&nbsp; 5.10% 9/8/28 | 250000 | 254614 |
| &nbsp;&nbsp; Freeport-McMoRan, Inc. <br> 4.38% 8/1/28<br>| 250000 | 248157 |
| &nbsp;&nbsp; Rio Tinto Finance USA Ltd. <br> 7.13% 7/15/28<br>| 350000 | 371460 |
|  |  | **1025624** |
| **Miscellaneous Manufacturing–0.70%** | **Miscellaneous Manufacturing–0.70%** | **Miscellaneous Manufacturing–0.70%** |
| 3M Co. |  |  |
| &nbsp;&nbsp; 2.88% 10/15/27 | 500000 | 490192 |
| &nbsp;&nbsp; 3.38% 3/1/29 | 200000 | 194624 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp; 3.10% 9/15/27 | 200000 | 197083 |
| &nbsp;&nbsp; 3.85% 3/6/28 | 500000 | 496332 |
| &nbsp;&nbsp; 3.95% 3/6/29 | 250000 | 247503 |
| &nbsp;&nbsp; 4.35% 5/18/28 | 150000 | 150361 |
| &nbsp;&nbsp; Parker-Hannifin Corp. 4.25% <br> 9/15/27<br>| 400000 | 400163 |
|  |  | **2176258** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Oil & Gas–2.28%** | **Oil & Gas–2.28%** | **Oil & Gas–2.28%** |
| &nbsp;&nbsp; BP Capital Markets America, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.59% 4/14/27 | 250000 | $248435 |
| &nbsp;&nbsp; 3.94% 9/21/28 | 350000 | 347410 |
| &nbsp;&nbsp; 4.23% 11/6/28 | 250000 | 250066 |
| &nbsp;&nbsp; 5.02% 11/17/27 | 250000 | 253281 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp; 3.28% 9/19/27 | 400000 | 394985 |
| &nbsp;&nbsp; 3.72% 11/28/28 | 250000 | 246352 |
| &nbsp;&nbsp; Canadian Natural Resources <br> Ltd. 3.85% 6/1/27<br>| 250000 | 248582 |
| Chevron Corp. 2.00% 5/11/27 | 500000 | 489403 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp; 1.02% 8/12/27 | 150000 | 144067 |
| &nbsp;&nbsp; 3.95% 8/13/27 | 200000 | 199951 |
| &nbsp;&nbsp; 4.05% 8/13/28 | 155000 | 155188 |
| &nbsp;&nbsp; 4.48% 2/26/28 | 250000 | 251892 |
| &nbsp;&nbsp; Continental Resources, Inc. <br> 4.38% 1/15/28<br>| 250000 | 248306 |
| &nbsp;&nbsp; Coterra Energy, Inc. 3.90% <br> 5/15/27<br>| 250000 | 248208 |
| &nbsp;&nbsp; Diamondback Energy, Inc. <br> 5.20% 4/18/27<br>| 350000 | 352755 |
| Eni USA, Inc. 7.30% 11/15/27 | 250000 | 261038 |
| EQT Corp. |  |  |
| &nbsp;&nbsp; 3.90% 10/1/27 | 350000 | 345734 |
| &nbsp;&nbsp; 5.00% 1/15/29 | 250000 | 251487 |
| &nbsp;&nbsp; Expand Energy Corp. 5.38% <br> 2/1/29<br>| 250000 | 249778 |
| &nbsp;&nbsp; Helmerich & Payne, Inc. <br> 4.65% 12/1/27<br>| 250000 | 250247 |
| Hess Corp. 4.30% 4/1/27 | 250000 | 250145 |
| &nbsp;&nbsp; Patterson-UTI Energy, Inc. <br> 3.95% 2/1/28<br>| 200000 | 196743 |
| Phillips 66 3.90% 3/15/28 | 250000 | 247895 |
| &nbsp;&nbsp; TotalEnergies Capital <br> International SA 3.46% <br> 2/19/29<br>| 250000 | 245545 |
| &nbsp;&nbsp; TotalEnergies Capital SA <br> 3.88% 10/11/28<br>| 500000 | 498858 |
| &nbsp;&nbsp; Valero Energy Corp. 2.15% <br> 9/15/27<br>| 200000 | 193895 |
|  |  | **7070246** |
| **Oil & Gas Services–0.08%** | **Oil & Gas Services–0.08%** | **Oil & Gas Services–0.08%** |
| &nbsp;&nbsp; Baker Hughes <br> Holdings LLC/Baker Hughes <br> Co-Obligor, Inc. 4.05% <br> 3/11/29<br>| 250000 | 248728 |
|  |  | **248728** |
| **Packaging & Containers–0.22%** | **Packaging & Containers–0.22%** | **Packaging & Containers–0.22%** |
| &nbsp;&nbsp; Amcor Finance USA, Inc. <br> 4.50% 5/15/28<br>| 200000 | 199965 |
| &nbsp;&nbsp; Amcor Flexibles North <br> America, Inc.<br>|  |  |
| &nbsp;&nbsp; 4.25% 3/8/29 | 165000 | 163484 |
| &nbsp;&nbsp; 4.80% 3/17/28 | 75000 | 75453 |
| WRKCo, Inc. 4.00% 3/15/28 | 250000 | 248567 |
|  |  | **687469** |

---

*LVIP SSGA Short-Term Bond Index Fund–10*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pharmaceuticals–4.09%** | **Pharmaceuticals–4.09%** | **Pharmaceuticals–4.09%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp; 3.78% 3/3/28 | 350000 | $347647 |
| &nbsp;&nbsp; 4.25% 11/14/28 | 250000 | 250691 |
| &nbsp;&nbsp; 4.65% 3/15/28 | 270000 | 272458 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp; 1.75% 5/28/28 | 200000 | 190330 |
| &nbsp;&nbsp; 4.85% 2/26/29 | 250000 | 254314 |
| &nbsp;&nbsp; 4.88% 3/3/28 | 250000 | 253835 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp; 3.13% 6/12/27 | 250000 | 247576 |
| &nbsp;&nbsp; 4.00% 1/17/29 | 250000 | 249414 |
| &nbsp;&nbsp; Becton Dickinson & Co. 3.70% <br> 6/6/27<br>| 250000 | 247942 |
| &nbsp;&nbsp; Cardinal Health, Inc. 3.41% <br> 6/15/27<br>| 250000 | 247040 |
| Cencora, Inc. |  |  |
| &nbsp;&nbsp; 3.45% 12/15/27 | 250000 | 246219 |
| &nbsp;&nbsp; 3.95% 2/13/29 | 75000 | 73956 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp; 1.30% 8/21/27 | 500000 | 479082 |
| &nbsp;&nbsp; 3.63% 4/1/27 | 850000 | 842703 |
| &nbsp;&nbsp; 4.30% 3/25/28 | 500000 | 498228 |
| &nbsp;&nbsp; 5.00% 1/30/29 | 250000 | 253251 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp; 3.10% 5/15/27 | 250000 | 247509 |
| &nbsp;&nbsp; 4.00% 10/15/28 | 500000 | 499446 |
| &nbsp;&nbsp; 4.15% 8/14/27 | 175000 | 175220 |
| &nbsp;&nbsp; 4.50% 2/9/29 | 250000 | 252497 |
| &nbsp;&nbsp; 4.55% 2/12/28 | 170000 | 171369 |
| &nbsp;&nbsp; GlaxoSmithKline Capital, Inc. <br> 3.88% 5/15/28<br>| 350000 | 348217 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp; 0.95% 9/1/27 | 400000 | 384571 |
| &nbsp;&nbsp; 2.90% 1/15/28 | 150000 | 147392 |
| &nbsp;&nbsp; 4.55% 3/1/28 | 135000 | 136571 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp; 1.70% 6/10/27 | 350000 | 340819 |
| &nbsp;&nbsp; 1.90% 12/10/28 | 500000 | 473407 |
| &nbsp;&nbsp; 3.40% 3/7/29 | 500000 | 490331 |
| &nbsp;&nbsp; 3.85% 9/15/27 | 350000 | 349553 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp; 3.10% 5/17/27 | 250000 | 247675 |
| &nbsp;&nbsp; 3.90% 11/5/28 | 95000 | 94534 |
| &nbsp;&nbsp; 4.10% 3/16/29 | 155000 | 154814 |
| &nbsp;&nbsp; Pfizer Investment Enterprises <br> Pte. Ltd. 4.45% 5/19/28<br>| 750000 | 754451 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp; 3.45% 3/15/29 | 350000 | 344057 |
| &nbsp;&nbsp; 3.88% 11/15/27 | 250000 | 249457 |
| &nbsp;&nbsp; Pharmacia LLC 6.60% <br> 12/1/28<br>| 350000 | 370254 |
| Sanofi SA |  |  |
| &nbsp;&nbsp; 3.63% 6/19/28 | 250000 | 247324 |
| &nbsp;&nbsp; 3.75% 11/3/27 | 250000 | 249035 |
| &nbsp;&nbsp; 3.80% 11/3/28 | 200000 | 198610 |
| &nbsp;&nbsp; Takeda Pharmaceutical Co. <br> Ltd. 5.00% 11/26/28<br>| 250000 | 253224 |
| Viatris, Inc. 2.30% 6/22/27 | 250000 | 242413 |
| Zoetis, Inc. |  |  |
| &nbsp;&nbsp; 3.00% 9/12/27 | 200000 | 196615 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Zoetis, Inc. (continued) |  |  |
| &nbsp;&nbsp; 4.15% 8/17/28 | 105000 | $104674 |
|  |  | **12678725** |
| **Pipelines–2.79%** | **Pipelines–2.79%** | **Pipelines–2.79%** |
| &nbsp;&nbsp; Boardwalk Pipelines LP 4.45% <br> 7/15/27<br>| 100000 | 99891 |
| &nbsp;&nbsp; Cheniere Corpus Christi <br> Holdings LLC 5.13% 6/30/27<br>| 250000 | 251291 |
| &nbsp;&nbsp; Cheniere Energy, Inc. 4.63% <br> 10/15/28<br>| 500000 | 498736 |
| &nbsp;&nbsp; DCP Midstream Operating LP <br> 5.63% 7/15/27<br>| 150000 | 151949 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp; 3.70% 7/15/27 | 150000 | 148573 |
| &nbsp;&nbsp; 4.20% 11/20/28 | 210000 | 208526 |
| &nbsp;&nbsp; 4.60% 6/20/28 | 45000 | 45117 |
| &nbsp;&nbsp; 5.25% 4/5/27 | 180000 | 181504 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp; 4.95% 5/15/28 | 150000 | 151279 |
| &nbsp;&nbsp; 4.95% 6/15/28 | 200000 | 202020 |
| &nbsp;&nbsp; 5.50% 6/1/27 | 250000 | 252317 |
| &nbsp;&nbsp; 5.55% 2/15/28 | 250000 | 254780 |
| &nbsp;&nbsp; Enterprise Products <br> Operating LLC<br>|  |  |
| &nbsp;&nbsp; 4.15% 10/16/28 | 250000 | 249495 |
| &nbsp;&nbsp; 4.30% 6/20/28 | 180000 | 180240 |
| μ5.25% 8/16/77 | 250000 | 247771 |
| Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp; 4.30% 3/1/28 | 250000 | 249682 |
| &nbsp;&nbsp; 5.00% 2/1/29 | 250000 | 253768 |
| MPLX LP |  |  |
| &nbsp;&nbsp; 4.00% 3/15/28 | 250000 | 247985 |
| &nbsp;&nbsp; 4.25% 12/1/27 | 250000 | 249268 |
| &nbsp;&nbsp; 4.80% 2/15/29 | 500000 | 504162 |
| &nbsp;&nbsp; Northwest Pipeline LLC <br> 4.00% 4/1/27<br>| 500000 | 498142 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp; 4.00% 7/13/27 | 150000 | 149146 |
| &nbsp;&nbsp; 4.25% 9/24/27 | 150000 | 149611 |
| &nbsp;&nbsp; 4.35% 3/15/29 | 200000 | 198974 |
| &nbsp;&nbsp; 4.55% 7/15/28 | 250000 | 250312 |
| &nbsp;&nbsp; Sabine Pass Liquefaction LLC <br> 4.20% 3/15/28<br>| 250000 | 248962 |
| &nbsp;&nbsp; South Bow USA <br> Infrastructure Holdings LLC <br> 4.91% 9/1/27<br>| 200000 | 200804 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp; 5.20% 7/1/27 | 250000 | 251962 |
| &nbsp;&nbsp; 6.15% 3/1/29 | 200000 | 208692 |
| &nbsp;&nbsp; Targa Resources <br> Partners LP/Targa <br> Resources Partners Finance <br> Corp. 5.00% 1/15/28<br>| 250000 | 249854 |
| &nbsp;&nbsp; TC PipeLines LP 3.90% <br> 5/25/27<br>| 250000 | 248161 |
| &nbsp;&nbsp; Tennessee Gas Pipeline Co. <br> LLC 7.00% 10/15/28<br>| 250000 | 265203 |
| &nbsp;&nbsp; TransCanada PipeLines Ltd. <br> 4.25% 5/15/28<br>| 350000 | 348425 |
| &nbsp;&nbsp; Western Midstream <br> Operating LP 6.35% 1/15/29<br>| 250000 | 260333 |

---

*LVIP SSGA Short-Term Bond Index Fund–11*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| Williams Cos., Inc. |  |  |
| &nbsp;&nbsp; 4.90% 3/15/29 | 250000 | $252935 |
| &nbsp;&nbsp; 5.30% 8/15/28 | 250000 | 255257 |
|  |  | **8665127** |
| **Private Equity–0.18%** | **Private Equity–0.18%** | **Private Equity–0.18%** |
| Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp; 3.90% 1/25/28 | 350000 | 346158 |
| &nbsp;&nbsp; 4.85% 3/29/29 | 200000 | 200902 |
|  |  | **547060** |
| **Real Estate Investment Trusts–3.43%** | **Real Estate Investment Trusts–3.43%** | **Real Estate Investment Trusts–3.43%** |
| &nbsp;&nbsp; Alexandria Real Estate <br> Equities, Inc. 3.95% 1/15/28<br>| 250000 | 247340 |
| &nbsp;&nbsp; American Homes 4 Rent LP <br> 4.25% 2/15/28<br>| 250000 | 248616 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp; 1.50% 1/31/28 | 350000 | 331572 |
| &nbsp;&nbsp; 5.20% 2/15/29 | 250000 | 254237 |
| &nbsp;&nbsp; 5.25% 7/15/28 | 250000 | 254330 |
| &nbsp;&nbsp; 5.50% 3/15/28 | 150000 | 152616 |
| &nbsp;&nbsp; 5.80% 11/15/28 | 250000 | 257815 |
| AvalonBay Communities, Inc. |  |  |
| &nbsp;&nbsp; 1.90% 12/1/28 | 350000 | 329222 |
| &nbsp;&nbsp; 3.35% 5/15/27 | 250000 | 247572 |
| &nbsp;&nbsp; Boston Properties LP 6.75% <br> 12/1/27<br>| 250000 | 258395 |
| &nbsp;&nbsp; Camden Property Trust 4.10% <br> 10/15/28<br>| 250000 | 248691 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp; 3.65% 9/1/27 | 200000 | 197606 |
| &nbsp;&nbsp; 3.80% 2/15/28 | 100000 | 98569 |
| &nbsp;&nbsp; 4.30% 2/15/29 | 500000 | 494047 |
| CubeSmart LP 4.38% 2/15/29 | 250000 | 248267 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp; 4.45% 7/15/28 | 250000 | 249327 |
| &nbsp;&nbsp; 5.55% 1/15/28 | 250000 | 254430 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp; 1.55% 3/15/28 | 250000 | 236657 |
| &nbsp;&nbsp; 2.00% 5/15/28 | 250000 | 237988 |
| &nbsp;&nbsp; ERP Operating LP 3.25% <br> 8/1/27<br>| 150000 | 147875 |
| &nbsp;&nbsp; Essex Portfolio LP 4.00% <br> 3/1/29<br>| 200000 | 196824 |
| &nbsp;&nbsp; Extra Space Storage LP 5.70% <br> 4/1/28<br>| 250000 | 255263 |
| Federal Realty OP LP |  |  |
| &nbsp;&nbsp; 3.25% 7/15/27 | 150000 | 147808 |
| &nbsp;&nbsp; 5.38% 5/1/28 | 100000 | 101523 |
| &nbsp;&nbsp; GLP Capital LP/GLP <br> Financing II, Inc.<br>|  |  |
| &nbsp;&nbsp; 5.30% 1/15/29 | 250000 | 252168 |
| &nbsp;&nbsp; 5.75% 6/1/28 | 150000 | 152284 |
| &nbsp;&nbsp; Healthcare Realty <br> Holdings LP 3.75% 7/1/27<br>| 250000 | 247589 |
| &nbsp;&nbsp; Mid-America Apartments LP <br> 4.20% 6/15/28<br>| 200000 | 199627 |
| &nbsp;&nbsp; Omega Healthcare Investors, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 4.50% 4/1/27 | 250000 | 249667 |
| &nbsp;&nbsp; 4.75% 1/15/28 | 250000 | 249786 |
| Prologis LP 2.13% 4/15/27 | 250000 | 245119 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp; Public Storage Operating Co. <br> 1.85% 5/1/28<br>| 150000 | $142903 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp; 2.20% 6/15/28 | 200000 | 190960 |
| &nbsp;&nbsp; 3.40% 1/15/28 | 250000 | 245823 |
| &nbsp;&nbsp; 3.95% 2/1/29 | 250000 | 247103 |
| &nbsp;&nbsp; 4.70% 12/15/28 | 250000 | 251405 |
| &nbsp;&nbsp; 4.75% 2/15/29 | 250000 | 252443 |
| &nbsp;&nbsp; Rexford Industrial Realty LP <br> 5.00% 6/15/28<br>| 100000 | 100936 |
| &nbsp;&nbsp; Simon Property Group LP <br> 1.75% 2/1/28<br>| 250000 | 239149 |
| &nbsp;&nbsp; Store Capital LLC 4.50% <br> 3/15/28<br>| 150000 | 149025 |
| &nbsp;&nbsp; Tanger Properties LP 3.88% <br> 7/15/27<br>| 200000 | 198363 |
| UDR, Inc. 3.50% 1/15/28 | 250000 | 245894 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp; 3.85% 4/1/27 | 250000 | 248439 |
| &nbsp;&nbsp; 4.00% 3/1/28 | 200000 | 197997 |
| &nbsp;&nbsp; VICI Properties LP 4.75% <br> 4/1/28<br>| 130000 | 130132 |
| &nbsp;&nbsp; Welltower OP LLC 2.05% <br> 1/15/29<br>| 250000 | 235144 |
| &nbsp;&nbsp; Weyerhaeuser Co. 6.95% <br> 10/1/27<br>| 250000 | 258247 |
|  |  | **10626793** |
| **Retail–2.22%** | **Retail–2.22%** | **Retail–2.22%** |
| &nbsp;&nbsp; AutoNation, Inc. 3.80% <br> 11/15/27<br>| 250000 | 246917 |
| &nbsp;&nbsp; Best Buy Co., Inc. 4.45% <br> 10/1/28<br>| 250000 | 250022 |
| &nbsp;&nbsp; Costco Wholesale Corp. 1.38% <br> 6/20/27<br>| 250000 | 242522 |
| &nbsp;&nbsp; Darden Restaurants, Inc. <br> 4.35% 10/15/27<br>| 325000 | 324245 |
| &nbsp;&nbsp; Dollar General Corp. 5.20% <br> 7/5/28<br>| 250000 | 252742 |
| &nbsp;&nbsp; Dollar Tree, Inc. 4.20% <br> 5/15/28<br>| 250000 | 248314 |
| &nbsp;&nbsp; Genuine Parts Co. 6.50% <br> 11/1/28<br>| 250000 | 259328 |
| Home Depot, Inc. |  |  |
| &nbsp;&nbsp; 2.50% 4/15/27 | 250000 | 246067 |
| &nbsp;&nbsp; 2.88% 4/15/27 | 250000 | 246927 |
| &nbsp;&nbsp; 3.75% 9/15/28 | 90000 | 89427 |
| &nbsp;&nbsp; 4.88% 6/25/27 | 585000 | 590643 |
| Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp; 1.70% 9/15/28 | 250000 | 234948 |
| &nbsp;&nbsp; 3.10% 5/3/27 | 250000 | 247018 |
| &nbsp;&nbsp; 3.35% 4/1/27 | 250000 | 248033 |
| &nbsp;&nbsp; 3.95% 10/15/27 | 190000 | 189346 |
| &nbsp;&nbsp; 4.00% 10/15/28 | 150000 | 148761 |
| &nbsp;&nbsp; 6.50% 3/15/29 | 200000 | 211286 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp; 3.50% 7/1/27 | 250000 | 247770 |
| &nbsp;&nbsp; 4.80% 8/14/28 | 500000 | 506122 |
| &nbsp;&nbsp; O'Reilly Automotive, Inc. <br> 3.60% 9/1/27<br>| 200000 | 197931 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp; 3.50% 3/1/28 | 250000 | 246231 |

---

*LVIP SSGA Short-Term Bond Index Fund–12*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| Starbucks Corp. (continued) |  |  |
| &nbsp;&nbsp; 4.50% 5/15/28 | 130000 | $130264 |
| Target Corp. 4.35% 6/15/28 | 440000 | 442047 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp; 1.50% 9/22/28 | 250000 | 235944 |
| &nbsp;&nbsp; 3.70% 6/26/28 | 250000 | 248693 |
| &nbsp;&nbsp; 3.90% 4/15/28 | 250000 | 249799 |
| &nbsp;&nbsp; 4.10% 4/28/27 | 100000 | 100164 |
|  |  | **6881511** |
| **Semiconductors–2.46%** | **Semiconductors–2.46%** | **Semiconductors–2.46%** |
| &nbsp;&nbsp; Advanced Micro Devices, Inc. <br> 4.32% 3/24/28<br>| 500000 | 503159 |
| Analog Devices, Inc. |  |  |
| &nbsp;&nbsp; 1.70% 10/1/28 | 500000 | 470464 |
| &nbsp;&nbsp; 4.25% 6/15/28 | 190000 | 190300 |
| &nbsp;&nbsp; Applied Materials, Inc. 3.30% <br> 4/1/27<br>| 250000 | 247894 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp; 1.95% 2/15/28 | 500000 | 479858 |
| &nbsp;&nbsp; 5.05% 7/12/27 | 99000 | 100015 |
| Intel Corp. |  |  |
| &nbsp;&nbsp; 1.60% 8/12/28 | 250000 | 234255 |
| &nbsp;&nbsp; 3.15% 5/11/27 | 250000 | 246444 |
| &nbsp;&nbsp; 3.75% 8/5/27 | 250000 | 247886 |
| &nbsp;&nbsp; 4.88% 2/10/28 | 500000 | 503519 |
| KLA Corp. 4.10% 3/15/29 | 200000 | 199358 |
| &nbsp;&nbsp; Lam Research Corp. 4.00% <br> 3/15/29<br>| 350000 | 347918 |
| Marvell Technology, Inc. |  |  |
| &nbsp;&nbsp; 2.45% 4/15/28 | 250000 | 240387 |
| &nbsp;&nbsp; 5.75% 2/15/29 | 250000 | 258120 |
| Microchip Technology, Inc. |  |  |
| &nbsp;&nbsp; 4.90% 3/15/28 | 250000 | 251514 |
| &nbsp;&nbsp; 5.05% 3/15/29 | 250000 | 253685 |
| NVIDIA Corp. 1.55% 6/15/28 | 250000 | 237500 |
| &nbsp;&nbsp; NXP BV/NXP Funding LLC <br> 5.55% 12/1/28<br>| 350000 | 358050 |
| &nbsp;&nbsp; NXP BV/NXP <br> Funding LLC/NXP USA, Inc.<br>|  |  |
| &nbsp;&nbsp; 3.15% 5/1/27 | 250000 | 246495 |
| &nbsp;&nbsp; 4.30% 8/19/28 | 20000 | 19903 |
| &nbsp;&nbsp; 4.40% 6/1/27 | 250000 | 249903 |
| QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp; 1.30% 5/20/28 | 250000 | 235966 |
| &nbsp;&nbsp; 3.25% 5/20/27 | 250000 | 247743 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp; 2.90% 11/3/27 | 500000 | 491871 |
| &nbsp;&nbsp; 4.60% 2/8/29 | 250000 | 253251 |
| &nbsp;&nbsp; TSMC Arizona Corp. 3.88% <br> 4/22/27<br>| 500000 | 498278 |
|  |  | **7613736** |
| **Shipbuilding–0.08%** | **Shipbuilding–0.08%** | **Shipbuilding–0.08%** |
| &nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc. 2.04% <br> 8/16/28<br>| 250000 | 236753 |
|  |  | **236753** |
| **Software–2.49%** | **Software–2.49%** | **Software–2.49%** |
| Adobe, Inc. |  |  |
| &nbsp;&nbsp; 4.75% 1/17/28 | 250000 | 253064 |
| &nbsp;&nbsp; 4.85% 4/4/27 | 85000 | 85592 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Concentrix Corp. |  |  |
| &nbsp;&nbsp; 6.50% 3/1/29 | 250000 | $243162 |
| &nbsp;&nbsp; 6.60% 8/2/28 | 250000 | 248472 |
| &nbsp;&nbsp; Fidelity National Information <br> Services, Inc. 4.55% 3/10/29<br>| 750000 | 746497 |
| Fiserv, Inc. |  |  |
| &nbsp;&nbsp; 2.25% 6/1/27 | 250000 | 243301 |
| &nbsp;&nbsp; 4.20% 10/1/28 | 500000 | 494232 |
| &nbsp;&nbsp; 5.45% 3/2/28 | 250000 | 253551 |
| Microsoft Corp. 3.40% 6/15/27 | 500000 | 497408 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp; 2.30% 3/25/28 | 750000 | 714419 |
| &nbsp;&nbsp; 2.80% 4/1/27 | 1000000 | 982837 |
| &nbsp;&nbsp; 3.25% 11/15/27 | 250000 | 243969 |
| &nbsp;&nbsp; 4.55% 2/4/29 | 405000 | 399882 |
| &nbsp;&nbsp; Roper Technologies, Inc. <br> 4.20% 9/15/28<br>| 250000 | 248460 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp; 1.50% 7/15/28 | 500000 | 469416 |
| &nbsp;&nbsp; 4.50% 3/15/28 | 500000 | 500129 |
| &nbsp;&nbsp; 4.65% 3/15/29 | 600000 | 601243 |
| &nbsp;&nbsp; Take-Two Interactive <br> Software, Inc. 4.95% 3/28/28<br>| 250000 | 252286 |
| Workday, Inc. 3.50% 4/1/27 | 250000 | 247803 |
|  |  | **7725723** |
| **Telecommunications–2.41%** | **Telecommunications–2.41%** | **Telecommunications–2.41%** |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp; 1.65% 2/1/28 | 600000 | 571724 |
| &nbsp;&nbsp; 2.30% 6/1/27 | 500000 | 488748 |
| &nbsp;&nbsp; 4.35% 3/1/29 | 750000 | 750672 |
| &nbsp;&nbsp; British Telecommunications <br> PLC 5.13% 12/4/28<br>| 350000 | 355348 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp; 4.55% 2/24/28 | 565000 | 570715 |
| &nbsp;&nbsp; 4.85% 2/26/29 | 250000 | 254578 |
| &nbsp;&nbsp; Rogers Communications, Inc. <br> 5.00% 2/15/29<br>| 250000 | 252579 |
| &nbsp;&nbsp; Sprint Capital Corp. 6.88% <br> 11/15/28<br>| 500000 | 528654 |
| TELUS Corp. 3.70% 9/15/27 | 200000 | 197707 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp; 2.05% 2/15/28 | 250000 | 239793 |
| &nbsp;&nbsp; 2.40% 3/15/29 | 200000 | 188707 |
| &nbsp;&nbsp; 2.63% 2/15/29 | 250000 | 237781 |
| &nbsp;&nbsp; 3.75% 4/15/27 | 1250000 | 1242262 |
| &nbsp;&nbsp; 4.95% 3/15/28 | 350000 | 353637 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp; 2.10% 3/22/28 | 500000 | 480097 |
| &nbsp;&nbsp; 3.88% 2/8/29 | 500000 | 495218 |
| &nbsp;&nbsp; 4.33% 9/21/28 | 250000 | 250074 |
|  |  | **7458294** |
| **Toys Games Hobby–0.06%** | **Toys Games Hobby–0.06%** | **Toys Games Hobby–0.06%** |
| Hasbro, Inc. 3.50% 9/15/27 | 200000 | 197944 |
|  |  | **197944** |
| **Transportation–0.66%** | **Transportation–0.66%** | **Transportation–0.66%** |
| &nbsp;&nbsp; Canadian Pacific Railway Co. <br> 4.00% 3/15/29<br>| 50000 | 49453 |
| CSX Corp. |  |  |
| &nbsp;&nbsp; 3.25% 6/1/27 | 250000 | 247190 |
| &nbsp;&nbsp; 4.25% 3/15/29 | 250000 | 249733 |

---

*LVIP SSGA Short-Term Bond Index Fund–13*

------

**LVIP SSGA Short-Term Bond Index Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp; Fedex Freight Holding Co., <br> Inc. 4.30% 3/15/29<br>| 200000 | $197750 |
| Kirby Corp. 4.20% 3/1/28 | 250000 | 248532 |
| Ryder System, Inc. |  |  |
| &nbsp;&nbsp; 5.65% 3/1/28 | 250000 | 255322 |
| &nbsp;&nbsp; 6.30% 12/1/28 | 350000 | 365618 |
| &nbsp;&nbsp; Union Pacific Corp. 3.70% <br> 3/1/29<br>| 250000 | 246725 |
| &nbsp;&nbsp; United Parcel Service, Inc. <br> 3.40% 3/15/29<br>| 200000 | 195535 |
|  |  | **2055858** |
| **Total Corporate Bonds** <br>**(Cost $304,907,992)** | **Total Corporate Bonds** <br>**(Cost $304,907,992)** | **304768290** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **MONEY MARKET FUND–5.17%** | **MONEY MARKET FUND–5.17%** | **MONEY MARKET FUND–5.17%** |
| &nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Premier Class <br> (seven-day effective yield <br> 3.60%)<br>| 16016408 | $16016408 |
| **Total Money Market Fund** <br>**(Cost $16,016,408)** | **Total Money Market Fund** <br>**(Cost $16,016,408)** | **16016408** |

---

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

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

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–103.47% (Cost $320,924,400)** | **320784698** |

---

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

---

| | |
|:---|:---|
| **LIABILITIES NET OF RECEIVABLES AND OTHER ASSETS–(3.47%)** | **(10750438)**<br>|
| **NET ASSETS APPLICABLE TO 31,072,627 SHARES OUTSTANDING–100.00%** | **$310034260** |

---

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

------

---

| |
|:---|
| °Principal amount shown is stated in U.S. dollars unless noted that the security is denominated in another currency. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ♦Pass Through Agreement. Security represents the contractual right to receive a proportionate amount of underlying payments due to the <br> counterparty pursuant to various agreements related to the rescheduling of obligations and the exchange of certain notes. |
| μFixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2026. Rate will reset at a future date. |

---

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

---

| |
|:---|
| **Summary of Abbreviations:** |
| HSBC–Hong Kong and Shanghai Banking Corporation |
| S&P–Standard & Poor's |

---

*LVIP SSGA Short-Term Bond Index Fund–14*

------

## 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 SSGA Short-Term Bond Index Fund

- **b. EDGAR series identifier (if any):** S000061557

- **c. LEI of Series:** 549300QLF5V4S2G6WT32

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $310122468.43

**Total Liabilities:** $443242.30

**Net Assets:** $309679226.13

**Delayed Delivery Securities:** $250000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -375.87000000 | **1-Year:** -38802.90000000 | **5-Year:** -14574.87000000 | **10-Year:** -147.26000000 | **30-Year:** -103.42000000

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

- **3-Month:** -2.07000000 | **1-Year:** -262.53000000 | **5-Year:** -66.43000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000199417 | 0.37%                | 0.39%                | -0.54%               |
| Class ID C000199418 | 0.34%                | 0.37%                | -0.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $174488.69               | $-112794.61                                |
| Month 2  | $236610.73               | $-100946.18                                |
| Month 3  | $166563.16               | $-2869584.38                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP TEXAS INC                                              | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148473.37    | 0.05%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201830.15    | 0.07%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488747.67    | 0.16%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $571723.53    | 0.18%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                        | Abbott Laboratories                                                             | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592863.75    | 0.19%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250690.94    | 0.08%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272457.80    | 0.09%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347647.46    | 0.11%             | 2028-03-03      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                  | Adobe Inc                                                                       | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85592.17     | 0.03%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                  | Adobe Inc                                                                       | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253064.31    | 0.08%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $247328.52    | 0.08%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1443876.71   | 0.47%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $253266.01    | 0.08%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $493236.29    | 0.16%             | 2029-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                     | Advanced Micro Devices Inc                                                      | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503159.32    | 0.16%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                  | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $498879.85    | 0.16%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                   | Agilent Technologies Inc                                                        | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199586.53    | 0.06%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246267.66    | 0.08%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $705277.36    | 0.23%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                   | Air Products and Chemicals Inc                                                  | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504876.61    | 0.16%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                   | Air Products and Chemicals Inc                                                  | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200662.15    | 0.06%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    250000 | PA      | $247340.17    | 0.08%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $494154.27    | 0.16%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                     | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246439.42    | 0.08%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250472.99    | 0.08%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260389.30    | 0.08%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260756.70    | 0.08%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                    | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179416.56    | 0.06%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                    | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247851.38    | 0.08%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504043.71    | 0.16%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260747.73    | 0.08%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146198.56    | 0.05%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987900.57    | 0.32%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242045.18    | 0.08%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380576.77    | 0.12%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496232.48    | 0.16%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    875000 | PA      | $871259.94    | 0.28%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159489.36    | 0.05%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333306.59    | 0.11%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                      | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199964.90    | 0.06%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                   | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75452.99     | 0.02%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                   | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163484.10    | 0.05%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                | Ameren Corp                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253943.22    | 0.08%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                   | American Airlines 2016-1 Class AA Pass Through Trust                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137050 | PA      | $135130.86    | 0.04%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                   | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143420 | PA      | $138971.86    | 0.04%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                     | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263106 | PA      | $259943.04    | 0.08%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255132.09    | 0.08%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                    | American National Group Inc                                                     | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248625.29    | 0.08%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254259.18    | 0.08%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504303.55    | 0.16%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145916.58    | 0.05%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419700.07    | 0.14%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                             | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496806.54    | 0.16%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237974.92    | 0.08%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70319.64     | 0.02%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169759.04    | 0.05%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249893.85    | 0.08%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210087.14    | 0.07%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247930.28    | 0.08%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                     | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69144.69     | 0.02%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    250000 | PA      | $248616.19    | 0.08%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    350000 | PA      | $331572.19    | 0.11%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $152615.59    | 0.05%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $254329.57    | 0.08%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $257814.95    | 0.08%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $254237.34    | 0.08%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                | Cencora Inc                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246218.99    | 0.08%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                | Cencora Inc                                                                     | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73956.45     | 0.02%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241224.14    | 0.08%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $862456.42    | 0.28%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165482.19    | 0.05%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188858.47    | 0.06%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                   | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411917.37    | 0.13%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470463.97    | 0.15%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                         | Analog Devices Inc                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190300.41    | 0.06%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506356.02    | 0.16%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248333.13    | 0.08%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                        | Elevance Health Inc                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    465000 | PA      | $460961.79    | 0.15%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247302.59    | 0.08%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985552.91    | 0.32%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238079.60    | 0.08%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    750000 | PA      | $708489.66    | 0.23%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                  | Apple Inc                                                                       | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500547.30    | 0.16%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                      | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247894.09    | 0.08%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                           | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $257628.15    | 0.08%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                          | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236052.85    | 0.08%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                          | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146039.93    | 0.05%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                   | Ares Strategic Income Fund                                                      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242065.86    | 0.08%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                            | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $247575.48    | 0.08%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                            | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $249414.39    | 0.08%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190330.18    | 0.06%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253835.06    | 0.08%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254313.73    | 0.08%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                 | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB42<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $449047.33    | 0.15%             | 2027-09-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                 | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251032.31    | 0.08%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                                   | Australia & New Zealand Banking Group Ltd/New York NY                           | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $248344.71    | 0.08%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                   | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190531.76    | 0.06%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                             | AutoNation Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246917.18    | 0.08%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                      | AvalonBay Communities Inc                                                       | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    350000 | PA      | $329221.80    | 0.11%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                      | AvalonBay Communities Inc                                                       | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    250000 | PA      | $247571.93    | 0.08%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                        | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353299.03    | 0.11%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                  | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154495.64    | 0.05%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247256.47    | 0.08%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250551.59    | 0.08%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239950.24    | 0.08%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                       | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $150059.90    | 0.05%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $151392.56    | 0.05%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $254614.29    | 0.08%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $246352.05    | 0.08%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $394984.70    | 0.13%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                  | Baidu Inc                                                                       | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $248157.49    | 0.08%             | 2027-07-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                  | Baidu Inc                                                                       | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $150436.51    | 0.05%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                    | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248727.72    | 0.08%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                   | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197670.78    | 0.06%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $399573.32    | 0.13%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197493.88    | 0.06%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $398676.07    | 0.13%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $403848.90    | 0.13%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204864.60    | 0.07%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $210201.81    | 0.07%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                              | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $202157.45    | 0.07%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1587815.09   | 0.51%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989244.50    | 0.32%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2210335.85   | 0.71%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495464.35    | 0.16%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746942.84    | 0.24%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493120.55    | 0.16%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770470.02    | 0.25%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031589.17   | 0.33%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    585000 | PA      | $587543.29    | 0.19%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $354259.26    | 0.11%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $257431.90    | 0.08%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $504483.93    | 0.16%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $169254.88    | 0.05%             | 2030-03-19      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $178961.59    | 0.06%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                    | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503556.32    | 0.16%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330904.84    | 0.11%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248894.90    | 0.08%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251247.52    | 0.08%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523492.00    | 0.17%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554292.42    | 0.18%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113848.81    | 0.04%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165218.28    | 0.05%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204025.33    | 0.07%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126592.71    | 0.04%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $189795.58    | 0.06%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $605037.29    | 0.20%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $496815.95    | 0.16%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    302000 | PA      | $299247.38    | 0.10%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1006083.42   | 0.32%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252859.26    | 0.08%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $624879.28    | 0.20%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $260268.91    | 0.08%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200769.40    | 0.06%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $248628.58    | 0.08%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                            | Barings BDC Inc                                                                 | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131905.53    | 0.04%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326144.54    | 0.11%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                      | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247942.08    | 0.08%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                            | Best Buy Co Inc                                                                 | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250021.92    | 0.08%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                              | BGC Group Inc                                                                   | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105402.31    | 0.03%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235198.51    | 0.08%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108625.41    | 0.04%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                    | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232547.93    | 0.08%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                      | BlackRock Funding Inc                                                           | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $171154.78    | 0.06%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                        | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $236213.01    | 0.08%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                   | Blue Owl Technology Finance Corp                                                | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148247.89    | 0.05%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                     | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99890.99     | 0.03%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502814.65    | 0.16%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                              | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71208.54     | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                             | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244310.27    | 0.08%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                       | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    250000 | PA      | $258395.24    | 0.08%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                     | Boston Scientific Corp                                                          | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149511.47    | 0.05%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347410.16    | 0.11%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250065.77    | 0.08%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248434.50    | 0.08%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253281.48    | 0.08%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                   | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244933.05    | 0.08%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                   | British Telecommunications PLC                                                  | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $355347.51    | 0.11%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100015.28    | 0.03%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479857.71    | 0.15%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $346157.58    | 0.11%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                     | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396677.20    | 0.13%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                            | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498821.02   | 0.48%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                   | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153780.44    | 0.05%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                 | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148060.09    | 0.05%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250205.08    | 0.08%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256214.74    | 0.08%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114949.37    | 0.04%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                   | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247190.17    | 0.08%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498227.85    | 0.16%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $842702.61    | 0.27%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479081.97    | 0.15%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253251.20    | 0.08%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                         | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248207.97    | 0.08%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                      | Camden Property Trust                                                           | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    250000 | PA      | $248691.05    | 0.08%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                      | Campbell's Company/The                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246976.01    | 0.08%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252743.00    | 0.08%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $253092.21    | 0.08%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $518196.37    | 0.17%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151200.01    | 0.05%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $234386.96    | 0.08%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $114224.96    | 0.04%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $248582.02    | 0.08%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RR CO                                     | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49453.21     | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148238.46    | 0.05%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743732.27    | 0.24%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501344.92    | 0.16%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253775.14    | 0.08%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413605.67    | 0.13%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                        | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247040.29    | 0.08%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248588.29    | 0.08%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508785.06    | 0.16%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252425.92    | 0.08%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502353.30    | 0.16%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251233.07    | 0.08%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134881.95    | 0.04%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119425.50    | 0.04%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBF6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198907.56    | 0.06%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197607.98    | 0.06%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                   | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $245825.93    | 0.08%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    407000 | PA      | $399802.08    | 0.13%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                               | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325954.48    | 0.11%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                     | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248249.40    | 0.08%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                   | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255514.76    | 0.08%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                     | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152609.48    | 0.05%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $594759.94    | 0.19%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                        | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498736.48    | 0.16%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                   | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251290.62    | 0.08%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144066.86    | 0.05%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251892.29    | 0.08%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199951.20    | 0.06%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                            | Chevron USA Inc                                                                 | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155188.15    | 0.05%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                               | Chevron Corp                                                                    | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $489402.97    | 0.16%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHRISTUS HEALTH                                            | CHRISTUS Health                                                                 | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99670.74     | 0.03%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                   | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248801.60    | 0.08%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                   | Cintas Corp No 2                                                                | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114804.65    | 0.04%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                          | Cisco Systems Inc                                                               | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254578.16    | 0.08%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                          | Cisco Systems Inc                                                               | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    565000 | PA      | $570715.36    | 0.18%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495800.45    | 0.16%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1187220.34   | 0.38%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1231400.05   | 0.40%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1340068.89   | 0.43%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400661.72    | 0.13%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                | Citibank NA                                                                     | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    415000 | PA      | $416651.00    | 0.13%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502521.16    | 0.16%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                   | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257457.89    | 0.08%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                             | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245138.75    | 0.08%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                               | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248870.86    | 0.08%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246895.73    | 0.08%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242864.70    | 0.08%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                           | Coca-Cola Co/The                                                                | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236221.70    | 0.08%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                       | Colgate-Palmolive Co                                                            | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247283.68    | 0.08%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246395.26    | 0.08%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247559.29    | 0.08%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP                                   | Fifth Third Financial Corp                                                      | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257964.37    | 0.08%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                             | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512433.17    | 0.17%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                   | Commonwealth Bank of Australia/New York NY                                      | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251490.57    | 0.08%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                   | Commonwealth Bank of Australia/New York NY                                      | CUSIP: 20271RAX8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250717.80    | 0.08%             | 2029-03-27      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                     | Commonwealth Edison Co                                                          | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147378.51    | 0.05%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                         | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526046.11    | 0.17%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                            | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248472.40    | 0.08%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                            | Concentrix Corp                                                                 | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243161.91    | 0.08%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98979.12     | 0.03%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                   | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247351.70    | 0.08%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                   | Constellation Brands Inc                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251084.59    | 0.08%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                   | Constellation Brands Inc                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251472.75    | 0.08%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                             | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246976.00    | 0.08%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                   | Constellation Energy Generation LLC                                             | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153753.54    | 0.05%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                        | Consumers Energy Co                                                             | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100776.01    | 0.03%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248305.71    | 0.08%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                    | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $253522.65    | 0.08%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                    | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $250662.80    | 0.08%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                    | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $249051.37    | 0.08%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                    | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $248269.44    | 0.08%             | 2028-01-14      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                    | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $250633.90    | 0.08%             | 2029-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247733.14    | 0.08%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251892.56    | 0.08%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                      | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242522.09    | 0.08%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                         | UBS AG/Stamford CT                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $528899.52    | 0.17%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    200000 | PA      | $197606.40    | 0.06%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $98569.13     | 0.03%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    500000 | PA      | $494046.88    | 0.16%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                               | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    250000 | PA      | $248267.15    | 0.08%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                | Cummins Inc                                                                     | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254271.36    | 0.08%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                    | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151949.02    | 0.05%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                            | DR Horton Inc                                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239271.64    | 0.08%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307737.56    | 0.10%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65420.41     | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                            | DTE Electric Co                                                                 | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50021.64     | 0.02%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                          | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234759.58    | 0.08%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                     | Darden Restaurants Inc                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324245.22    | 0.10%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393079.28    | 0.13%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245730.74    | 0.08%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238195.78    | 0.08%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254844.63    | 0.08%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222173.11    | 0.07%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125393.06    | 0.04%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85777.01     | 0.03%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401261.78    | 0.13%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                    | John Deere Capital Corp                                                         | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198715.11    | 0.06%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                   | Dell Inc                                                                        | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262567.59    | 0.08%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110773.03    | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                        | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250920.08    | 0.08%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                        | Delta Air Lines Inc                                                             | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248244.66    | 0.08%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $248908.12    | 0.08%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $362615.87    | 0.12%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $524983.95    | 0.17%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203400.27    | 0.07%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    165000 | PA      | $166900.20    | 0.05%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                         | Diageo Capital PLC                                                              | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $148952.52    | 0.05%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                         | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $355558.06    | 0.11%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352755.20    | 0.11%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                    | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    250000 | PA      | $249327.08    | 0.08%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                    | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    250000 | PA      | $254430.30    | 0.08%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                    | Walt Disney Co/The                                                              | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365783.13    | 0.12%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                   | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246847.88    | 0.08%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                        | Dollar General Corp                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252742.26    | 0.08%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                            | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248313.66    | 0.08%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120377.45    | 0.04%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                        | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250767.38    | 0.08%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344774.25    | 0.11%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249560.69    | 0.08%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                       | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343879.34    | 0.11%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                      | DuPont de Nemours Inc                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351319.86    | 0.11%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                           | ERP Operating LP                                                                | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    150000 | PA      | $147874.51    | 0.05%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345733.86    | 0.11%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251487.07    | 0.08%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                        | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95775.47     | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                        | Eastman Chemical Co                                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250130.49    | 0.08%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496331.47    | 0.16%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247503.33    | 0.08%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197082.60    | 0.06%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150360.90    | 0.05%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246703.87    | 0.08%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                 | Ecolab Inc                                                                      | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45108.37     | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                       | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98294.94     | 0.03%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                        | Emerson Electric Co                                                             | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338357.13    | 0.11%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                        | Emerson Electric Co                                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331287.19    | 0.11%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151279.28    | 0.05%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148573.04    | 0.05%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $181503.63    | 0.06%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45117.57     | 0.01%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                    | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $208526.35    | 0.07%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254780.42    | 0.08%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                              | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $201099.33    | 0.06%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202019.69    | 0.07%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252316.75    | 0.08%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                      | Entergy Louisiana LLC                                                           | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245265.31    | 0.08%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                      | Entergy Louisiana LLC                                                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394206.56    | 0.13%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247770.90    | 0.08%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249495.34    | 0.08%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180239.63    | 0.06%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253184.84    | 0.08%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    250000 | PA      | $236656.51    | 0.08%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                | Equinix Inc                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    250000 | PA      | $237988.41    | 0.08%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                        | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100102.68    | 0.03%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                 | Evergy Inc                                                                      | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104198.39    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                      | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65299.88     | 0.02%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244824.50    | 0.08%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152434.11    | 0.05%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259026.07    | 0.08%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                | Exelon Corp                                                                     | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202359.57    | 0.07%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                   | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $254451.74    | 0.08%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                          | Expedia Group Inc                                                               | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150123.50    | 0.05%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    250000 | PA      | $255263.28    | 0.08%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                        | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228304.41    | 0.07%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                        | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192130.33    | 0.06%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496328.41    | 0.16%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                       | Federal Realty OP LP                                                            | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    150000 | PA      | $147807.89    | 0.05%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                       | Federal Realty OP LP                                                            | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $101523.12    | 0.03%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102826.64    | 0.03%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259166.38    | 0.08%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                   | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 33767QAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69732.03     | 0.02%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494232.01    | 0.16%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243300.97    | 0.08%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                 | Fiserv Inc                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253550.97    | 0.08%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                           | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495928.32    | 0.16%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                   | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $102043.13    | 0.03%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592227.38    | 0.19%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    550000 | PA      | $527355.90    | 0.17%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467635.89    | 0.15%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349894.59    | 0.11%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360535.20    | 0.12%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258797.34    | 0.08%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455703.44    | 0.15%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                   | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501291.35    | 0.16%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248157.01    | 0.08%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                    | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    150000 | PA      | $152284.20    | 0.05%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                    | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $252168.25    | 0.08%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                     | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54640.82     | 0.02%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                     | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356952.10    | 0.12%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                      | General Dynamics Corp                                                           | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488764.56    | 0.16%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                          | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512555.18    | 0.17%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252035.28    | 0.08%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                          | General Motors Co                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365128.12    | 0.12%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255697.91    | 0.08%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341067.09    | 0.11%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479494.11    | 0.15%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473976.77    | 0.15%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251107.80    | 0.08%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706163.90    | 0.23%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151419.84    | 0.05%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252170.34    | 0.08%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110562.73    | 0.04%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94021.42     | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                           | Genuine Parts Co                                                                | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259327.81    | 0.08%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84502.08     | 0.03%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                        | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239597.09    | 0.08%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                    | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348217.27    | 0.11%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94069.79     | 0.03%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214045.13    | 0.07%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523072.33    | 0.17%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301465.70    | 0.10%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    845000 | PA      | $837115.05    | 0.27%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743367.89    | 0.24%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1479695.24   | 0.48%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745768.12    | 0.24%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    690000 | PA      | $685742.36    | 0.22%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                      | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121408.04    | 0.04%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                   | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99737.82     | 0.03%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                   | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245729.03    | 0.08%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                   | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64008.21     | 0.02%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514592.29    | 0.17%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151470.98    | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254960.53    | 0.08%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399712.92    | 0.13%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $578400.01    | 0.19%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $473296.30    | 0.15%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $601274.33    | 0.19%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $352828.74    | 0.11%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $521185.89    | 0.17%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $360057.17    | 0.12%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $758425.34    | 0.24%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $221603.81    | 0.07%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $286557.01    | 0.09%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                               | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $248145.90    | 0.08%             | 2030-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                               | HSBC USA Inc                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201245.55    | 0.06%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                     | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245608.06    | 0.08%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                     | HP Inc                                                                          | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251092.59    | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                   | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253333.92    | 0.08%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                   | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59698.56     | 0.02%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                   | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243548.35    | 0.08%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                 | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197944.03    | 0.06%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                   | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    250000 | PA      | $247589.28    | 0.08%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                      | Helmerich & Payne Inc                                                           | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250246.68    | 0.08%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                            | Hershey Co/The                                                                  | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85621.27     | 0.03%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                  | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250145.07    | 0.08%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253779.83    | 0.08%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339497.46    | 0.11%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79359.73     | 0.03%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89417.39     | 0.03%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100006.07    | 0.03%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84921.90     | 0.03%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246067.29    | 0.08%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246927.30    | 0.08%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    585000 | PA      | $590642.96    | 0.19%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89426.51     | 0.03%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                         | Honda Motor Co Ltd                                                              | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $498850.41    | 0.16%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                          | Hormel Foods Corp                                                               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236910.91    | 0.08%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                       | Howmet Aerospace Inc                                                            | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133445.09    | 0.04%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245916.41    | 0.08%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254907.28    | 0.08%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358897.63    | 0.12%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518709.47    | 0.17%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                   | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236752.83    | 0.08%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                   | Huntington National Bank/The                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250005.47    | 0.08%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                          | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85706.63     | 0.03%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                     | Indiana Michigan Power Co                                                       | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148599.83    | 0.05%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $500574.67    | 0.16%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201252.82    | 0.06%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255698.48    | 0.08%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246443.73    | 0.08%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234254.65    | 0.08%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247886.30    | 0.08%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503519.25    | 0.16%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188367.01    | 0.06%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196725.34    | 0.06%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199292.74    | 0.06%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                   | International Business Machines Corp                                            | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256134.81    | 0.08%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                   | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340299.98    | 0.11%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                   | International Business Machines Corp                                            | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249526.99    | 0.08%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                   | International Business Machines Corp                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251545.78    | 0.08%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                   | International Business Machines Corp                                            | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123737.40    | 0.04%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                  | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254840.00    | 0.08%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                  | Jabil Inc                                                                       | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148608.21    | 0.05%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                  | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249357.81    | 0.08%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238396.04   | 0.40%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491920.14    | 0.16%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1242813.80   | 0.40%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001195.43   | 0.32%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243703.93    | 0.08%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190299.07    | 0.06%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499315.10   | 0.48%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1507382.43   | 0.49%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509331.51    | 0.16%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253497.64    | 0.08%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247991.24    | 0.08%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394916.34    | 0.13%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                  | Jabil Inc                                                                       | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64211.48     | 0.02%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                   | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259439.40    | 0.08%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254600.85    | 0.08%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255267.38    | 0.08%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                    | Jersey Central Power & Light Co                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248385.22    | 0.08%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                               | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147391.86    | 0.05%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                               | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384570.96    | 0.12%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | Johnson & Johnson                                                               | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136571.10    | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247398.43    | 0.08%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                  | Kellanova                                                                       | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250186.22    | 0.08%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                             | Kennametal Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100417.37    | 0.03%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                 | Kenvue Inc                                                                      | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253815.30    | 0.08%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249107.07    | 0.08%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN                                      | Keybank National Association                                                    | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250191.35    | 0.08%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                    | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244597.14    | 0.08%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                      | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250281.50    | 0.08%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                        | Kimberly-Clark Corp                                                             | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191551.52    | 0.06%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253768.03    | 0.08%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249681.88    | 0.08%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                          | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248532.07    | 0.08%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                       | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248310.46    | 0.08%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                       | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231241.67    | 0.07%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                   | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254439.27    | 0.08%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                           | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201846.91    | 0.07%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                           | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115341.44    | 0.04%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350216.90    | 0.11%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                    | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197869.29    | 0.06%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506498.95    | 0.16%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253255.45    | 0.08%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $261038.19    | 0.08%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                           | Lazard Group LLC                                                                | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248863.04    | 0.08%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250383.44    | 0.08%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                   | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145024.19    | 0.05%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                   | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254662.92    | 0.08%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247509.07    | 0.08%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252497.41    | 0.08%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175220.32    | 0.06%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171368.72    | 0.06%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499445.79    | 0.16%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $493205.42    | 0.16%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $249537.59    | 0.08%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250337.22    | 0.08%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $256176.62    | 0.08%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201188.41    | 0.06%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201823.77    | 0.07%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                            | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150893.10    | 0.05%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                            | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504074.79    | 0.16%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                            | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75054.82     | 0.02%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247018.22    | 0.08%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234947.97    | 0.08%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248032.60    | 0.08%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189346.14    | 0.06%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148760.53    | 0.05%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                   | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149894.36    | 0.05%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534328.19    | 0.17%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                   | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45210.39     | 0.01%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                   | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147780.16    | 0.05%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                   | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251472.51    | 0.08%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247985.23    | 0.08%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504162.24    | 0.16%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249267.62    | 0.08%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                   | Main Street Capital Corp                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60513.21     | 0.02%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                   | Main Street Capital Corp                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69537.40     | 0.02%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                       | Maple Parent Holdings Corp                                                      | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109982.28    | 0.04%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80364.19     | 0.03%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                     | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247962.32    | 0.08%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                     | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252251.89    | 0.08%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                     | Marriott International Inc/MD                                                   | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59907.70     | 0.02%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                   | Martin Marietta Materials Inc                                                   | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246375.73    | 0.08%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240387.12    | 0.08%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                     | Marvell Technology Inc                                                          | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258119.79    | 0.08%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                 | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236595.35    | 0.08%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                             | Mastercard Inc                                                                  | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507412.99    | 0.16%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                             | Mastercard Inc                                                                  | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176588.42    | 0.06%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148298.68    | 0.05%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118835.64    | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247770.26    | 0.08%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                            | McDonald's Corp                                                                 | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506122.11    | 0.16%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                   | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $250499.15    | 0.08%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340819.04    | 0.11%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473406.95    | 0.15%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                  | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349552.77    | 0.11%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                             | Microsoft Corp                                                                  | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497408.11    | 0.16%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                   | Microchip Technology Inc                                                        | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251513.47    | 0.08%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                     | Mid-America Apartments LP                                                       | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    200000 | PA      | $199626.98    | 0.06%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                      | MidAmerican Energy Co                                                           | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247504.45    | 0.08%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $597726.84    | 0.19%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $251554.79    | 0.08%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $506026.07    | 0.16%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $254013.86    | 0.08%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $507416.23    | 0.16%             | 2029-04-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $248591.36    | 0.08%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $248345.52    | 0.08%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $405393.83    | 0.13%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205172.44    | 0.07%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $513787.39    | 0.17%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                     | Mondelez International Inc                                                      | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252622.57    | 0.08%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                     | Mondelez International Inc                                                      | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214567.24    | 0.07%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                     | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283184.41    | 0.09%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                     | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508896.77   | 0.49%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995498.13    | 0.32%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246650.79    | 0.08%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513085.20    | 0.17%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505468.18    | 0.16%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505759.10    | 0.16%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017829.04   | 0.33%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043695.96   | 0.34%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156852.41    | 0.05%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580271.52    | 0.19%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266867.53    | 0.09%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    610000 | PA      | $603844.19    | 0.19%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                    | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    870000 | PA      | $861190.51    | 0.28%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                    | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249990.74    | 0.08%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                    | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    690000 | PA      | $687610.43    | 0.22%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                     | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    350000 | PA      | $358049.56    | 0.12%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    250000 | PA      | $246495.04    | 0.08%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    250000 | PA      | $249902.49    | 0.08%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     20000 | PA      | $19903.39     | 0.01%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                   | National Australia Bank Ltd/New York                                            | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251361.19    | 0.08%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                   | National Australia Bank Ltd/New York                                            | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    255000 | PA      | $255686.50    | 0.08%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                   | National Australia Bank Ltd/New York                                            | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $248108.73    | 0.08%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                   | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $253823.36    | 0.08%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                   | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252769.61    | 0.08%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                   | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249466.78    | 0.08%             | 2027-06-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                    | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $772600.49    | 0.25%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                    | National Bank of Canada                                                         | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $248642.22    | 0.08%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                       | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198298.09    | 0.06%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252230.42    | 0.08%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252009.03    | 0.08%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191406.57    | 0.06%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154493.12    | 0.05%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313492.38    | 0.10%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139073.53    | 0.04%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202931.23    | 0.07%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $257225.89    | 0.08%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                | Netflix Inc                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506556.15    | 0.16%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                   | New Mountain Finance Corp                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248794.01    | 0.08%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495644.52    | 0.16%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    850000 | PA      | $806006.97    | 0.26%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501787.68    | 0.16%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145699.54    | 0.05%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252007.57    | 0.08%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253941.19    | 0.08%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $473729.43    | 0.15%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $237397.76    | 0.08%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                             | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $257865.76    | 0.08%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                        | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248082.52    | 0.08%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                      | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491065.48    | 0.16%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                      | Northrop Grumman Corp                                                           | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251610.75    | 0.08%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                                     | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498141.74    | 0.16%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247675.27    | 0.08%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                           | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94534.26     | 0.03%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                           | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154814.33    | 0.05%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                          | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247104.60    | 0.08%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                 | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149012.13    | 0.05%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                | NVIDIA Corp                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237499.72    | 0.08%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                     | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111060.12    | 0.04%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197930.69    | 0.06%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                          | Omnicom Group Inc                                                               | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34628.68     | 0.01%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    250000 | PA      | $249666.82    | 0.08%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    250000 | PA      | $249785.67    | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249936.17    | 0.08%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149146.13    | 0.05%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250311.67    | 0.08%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149611.06    | 0.05%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243968.69    | 0.08%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982837.48    | 0.32%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $714419.03    | 0.23%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    405000 | PA      | $399881.50    | 0.13%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                  | ORIX Corp                                                                       | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201762.45    | 0.07%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                               | Oshkosh Corp                                                                    | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149821.39    | 0.05%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                        | Otis Worldwide Corp                                                             | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255167.37    | 0.08%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                              | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70832.10     | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                     | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202804.06    | 0.07%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                     | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255829.52    | 0.08%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                     | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256106.09    | 0.08%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                      | Blue Owl Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185917.80    | 0.06%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507789.39    | 0.16%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409890.60    | 0.13%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104445.95    | 0.03%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495553.12    | 0.16%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245842.62    | 0.08%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254289.08    | 0.08%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253652.50    | 0.08%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202092.79    | 0.07%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236324.74    | 0.08%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150500.54    | 0.05%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89935.88     | 0.03%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114589.24    | 0.04%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                      | PACCAR Financial Corp                                                           | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74430.77     | 0.02%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250274.96    | 0.08%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339207.68    | 0.11%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245642.50    | 0.08%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336303.84    | 0.11%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231948.31    | 0.07%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75004.29     | 0.02%             | 2029-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400163.03    | 0.13%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                   | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196742.84    | 0.06%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125264.27    | 0.04%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246193.01    | 0.08%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151228.54    | 0.05%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252003.38    | 0.08%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                | PepsiCo Inc                                                                     | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249855.61    | 0.08%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                      | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    350000 | PA      | $353558.72    | 0.11%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                | Revvity Inc                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234901.59    | 0.08%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                    | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    750000 | PA      | $754451.31    | 0.24%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                      | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249456.52    | 0.08%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                              | Pharmacia LLC                                                                   | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $370253.53    | 0.12%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246556.39    | 0.08%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506704.37    | 0.16%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507446.19    | 0.16%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155378.25    | 0.05%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144759.63    | 0.05%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297459.28    | 0.10%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247895.47    | 0.08%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                      | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60451.20     | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                    | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345110.06    | 0.11%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    250000 | PA      | $245119.43    | 0.08%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390162.76    | 0.13%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                    | Public Service Co of Colorado                                                   | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69799.72     | 0.02%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                           | Public Service Co of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315412.98    | 0.10%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246773.39    | 0.08%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                   | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257985.74    | 0.08%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                       | Public Storage Operating Co                                                     | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    150000 | PA      | $142903.23    | 0.05%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                               | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247742.62    | 0.08%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                               | QUALCOMM Inc                                                                    | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235966.46    | 0.08%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                        | Quanta Services Inc                                                             | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349459.44    | 0.11%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259350.75    | 0.08%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                        | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350177.27    | 0.11%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                        | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248430.83    | 0.08%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                         | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    250000 | PA      | $245823.30    | 0.08%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                         | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $190960.33    | 0.06%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                         | Realty Income Corp                                                              | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    250000 | PA      | $251405.20    | 0.08%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                         | Realty Income Corp                                                              | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    250000 | PA      | $252443.12    | 0.08%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                         | Realty Income Corp                                                              | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    250000 | PA      | $247102.61    | 0.08%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                         | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512825.26    | 0.17%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                     | Regions Financial Corp                                                          | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234639.88    | 0.08%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                      | RenaissanceRe Finance Inc                                                       | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148377.27    | 0.05%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                      | Republic Services Inc                                                           | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248534.95    | 0.08%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                   | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    100000 | PA      | $100935.51    | 0.03%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                      | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $371459.88    | 0.12%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252578.89    | 0.08%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                          | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248459.98    | 0.08%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $352446.01    | 0.11%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $245983.79    | 0.08%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252754.23    | 0.08%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $496995.90    | 0.16%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249910.52    | 0.08%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $254954.06    | 0.08%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $292700.46    | 0.09%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $394999.37    | 0.13%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $188640.43    | 0.06%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                            | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $660732.07    | 0.21%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                           | Ryder System Inc                                                                | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255322.30    | 0.08%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                           | Ryder System Inc                                                                | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365617.54    | 0.12%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  16016408 | NS      | $16016407.87  | 5.17%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                             | S&P Global Inc                                                                  | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252650.84    | 0.08%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                            | SSM Health Care Corp                                                            | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248269.78    | 0.08%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248961.98    | 0.08%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                  | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469415.75    | 0.15%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                  | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500128.76    | 0.16%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601242.55    | 0.19%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                            | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $352622.55    | 0.11%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                  | Sanofi SA                                                                       | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $247323.61    | 0.08%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                  | Sanofi SA                                                                       | CUSIP: 801060AE4<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249035.28    | 0.08%             | 2027-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                  | Sanofi SA                                                                       | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $198609.59    | 0.06%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $246782.36    | 0.08%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103180.73    | 0.03%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198124.06    | 0.06%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249468.96    | 0.08%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154678.32    | 0.05%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206934.50    | 0.07%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258310.26    | 0.08%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157157.20    | 0.05%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245952.22    | 0.08%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143890.79    | 0.05%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247766.34    | 0.08%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256862.57    | 0.08%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261285.89    | 0.08%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147873.12    | 0.05%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490628.12    | 0.16%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247340.81    | 0.08%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194580.05    | 0.06%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                    | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $239148.86    | 0.08%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                   | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200803.72    | 0.06%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                     | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255570.96    | 0.08%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250155.19    | 0.08%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509239.25    | 0.16%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                   | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512192.91    | 0.17%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246711.09    | 0.08%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151299.72    | 0.05%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252383.81    | 0.08%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                    | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69485.14     | 0.02%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                      | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250802.57    | 0.08%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                      | Southwest Airlines Co                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    335000 | PA      | $330658.18    | 0.11%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                         | Southwest Gas Corp                                                              | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254584.57    | 0.08%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                    | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248273.15    | 0.08%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                         | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249778.17    | 0.08%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                        | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528654.40    | 0.17%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                                   | Standard Chartered Bank/New York                                                | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252619.28    | 0.08%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                   | Stanley Black & Decker Inc                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249598.92    | 0.08%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246230.56    | 0.08%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                             | Starbucks Corp                                                                  | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130264.00    | 0.04%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                         | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239908.64    | 0.08%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                         | Steel Dynamics Inc                                                              | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108804.67    | 0.04%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                          | Store Capital LLC                                                               | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    150000 | PA      | $149025.01    | 0.05%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                                    | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146243.30    | 0.05%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $246561.66    | 0.08%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $234793.06    | 0.08%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $237149.14    | 0.08%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $765057.89    | 0.25%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $721197.04    | 0.23%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $257024.83    | 0.08%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                              | Sutter Health                                                                   | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246485.76    | 0.08%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                             | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237345.72    | 0.08%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                        | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246907.85    | 0.08%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                        | Synchrony Financial                                                             | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19980.37     | 0.01%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                             | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202204.25    | 0.07%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                          | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147714.35    | 0.05%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TCI COMMUNICATIONS INC                                     | TCI Communications Inc                                                          | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $524649.03    | 0.17%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                            | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248160.75    | 0.08%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1242262.24   | 0.40%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237781.22    | 0.08%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239793.13    | 0.08%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353636.69    | 0.11%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                          | TSMC Arizona Corp                                                               | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498277.91    | 0.16%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                   | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252285.93    | 0.08%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $253224.18    | 0.08%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                       | Tanger Properties LP                                                            | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    200000 | PA      | $198362.44    | 0.06%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249853.81    | 0.08%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                | Target Corp                                                                     | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442047.20    | 0.14%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                       | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251962.34    | 0.08%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197706.97    | 0.06%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                     | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $265202.58    | 0.09%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491871.40    | 0.16%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                      | Texas Instruments Inc                                                           | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253251.30    | 0.08%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470822.87    | 0.15%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                 | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490192.30    | 0.16%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                  | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349157.43    | 0.11%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $402099.05    | 0.13%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $512340.49    | 0.17%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $705104.05    | 0.23%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252011.75    | 0.08%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250770.49    | 0.08%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $248655.41    | 0.08%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99284.24     | 0.03%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                   | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $498857.60    | 0.16%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $245545.06    | 0.08%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                             | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148752.37    | 0.05%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                          | Toyota Motor Corp                                                               | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $254537.29    | 0.08%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                          | Toyota Motor Corp                                                               | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    125000 | PA      | $125126.39    | 0.04%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240355.43    | 0.08%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402278.98    | 0.13%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255991.06    | 0.08%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200592.91    | 0.06%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80315.08     | 0.03%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    410000 | PA      | $408669.35    | 0.13%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312700.54    | 0.10%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218679.68    | 0.07%             | 2029-03-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                      | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $348424.98    | 0.11%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                | Truist Bank                                                                     | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459976.01    | 0.15%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                | Truist Bank                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495240.61    | 0.16%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                | Truist Bank                                                                     | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248658.87    | 0.08%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236610.21    | 0.08%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503289.95    | 0.16%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531416.84    | 0.17%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255889.75    | 0.08%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                   | Tyco Electronics Group SA                                                       | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $147836.76    | 0.05%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                            | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198131.34    | 0.06%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                         | UBS AG/Stamford CT                                                              | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $249676.68    | 0.08%             | 2029-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                    | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    250000 | PA      | $245893.91    | 0.08%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                           | UL Solutions Inc                                                                | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261612.19    | 0.08%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                      | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247424.39    | 0.08%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                      | Unilever Capital Corp                                                           | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100296.98    | 0.03%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246463.14    | 0.08%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                    | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162803 | PA      | $165522.82    | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                                   | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137873 | PA      | $134248.17    | 0.04%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350314.36    | 0.11%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351601.02    | 0.11%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028579.70   | 0.33%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512050.85    | 0.17%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493535.95    | 0.16%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248950.50    | 0.08%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245462.66    | 0.08%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495087.77    | 0.16%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248439.94    | 0.08%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250983.67    | 0.08%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220714.61    | 0.07%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                         | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193894.80    | 0.06%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    250000 | PA      | $248438.45    | 0.08%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                           | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    200000 | PA      | $197996.61    | 0.06%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250074.18    | 0.08%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495217.92    | 0.16%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480096.83    | 0.16%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242413.06    | 0.08%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                         | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    130000 | PA      | $130132.38    | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248457.21    | 0.08%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                   | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196472.30    | 0.06%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                   | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244784.82    | 0.08%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                   | Visa Inc                                                                        | CUSIP: 92826CAY8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347871.80    | 0.11%             | 2029-02-12      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                         | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236342.35    | 0.08%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                        | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249178.75    | 0.08%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                       | WEC Energy Group Inc                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    570000 | PA      | $574170.83    | 0.19%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248693.15    | 0.08%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235943.68    | 0.08%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249799.24    | 0.08%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                | Walmart Inc                                                                     | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100164.25    | 0.03%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                           | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $499306.56    | 0.16%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141605.60    | 0.05%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254189.31    | 0.08%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403871.12    | 0.13%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                       | Waste Management Inc                                                            | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150978.20    | 0.05%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742912.52    | 0.24%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488028.02    | 0.16%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004150.79   | 0.32%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1534458.83   | 0.50%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $781119.92    | 0.25%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761756.36    | 0.25%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379837.29    | 0.12%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317731.30    | 0.10%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321424.60    | 0.10%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332031.84    | 0.11%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                           | Welltower OP LLC                                                                | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    250000 | PA      | $235144.43    | 0.08%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260332.88    | 0.08%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $246967.55    | 0.08%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $472504.70    | 0.15%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | Westpac Banking Corp                                                            | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249884.78    | 0.08%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                  | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248567.17    | 0.08%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                            | Weyerhaeuser Co                                                                 | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    250000 | PA      | $258246.55    | 0.08%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255257.21    | 0.08%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247803.33    | 0.08%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                            | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80410.63     | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                     | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511479.35    | 0.17%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196614.89    | 0.06%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104673.88    | 0.03%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP