# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001752724-23-020351
**Filing Date:** 2023-2
**Character Count:** 176205
**Document Hash:** 7f889e1bcbbab17a10288c492dd7f0e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-020351.hdr.sgml**: 20230208

**ACCESSION NUMBER**: 0001752724-23-020351

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230208

**DATE AS OF CHANGE**: 20230208

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036
- **IRS NUMBER:** 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:** 23598240

**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 PIMCO Low Duration Bond Fund (Series ID: S000045002)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000139574 | Standard Class |  |
| C000139575 | Service Class  |  |

## 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 PIMCO Low Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000045002

- **c. LEI of Series:** 549300G0ZUNHVUP0B510

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1193435160.97

**Total Liabilities:** $28594029.85

**Net Assets:** $1164841131.12

**Delayed Delivery Securities:** $9195490.15

**Cash Not Reported:** $18845913.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5521.41000000 | **1-Year:** -73257.57000000 | **5-Year:** -53525.40000000 | **10-Year:** -4869.21000000 | **30-Year:** -1201.28000000

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

- **3-Month:** -71.16000000 | **1-Year:** 1444.55000000 | **5-Year:** 65261.20000000 | **10-Year:** -1666.51000000 | **30-Year:** -61.70000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139575 | -0.57%               | 0.58%                | 0.41%                |
| Class ID C000139574 | -0.55%               | 0.61%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-346879.96              | $-3318399.98                               |
| Month 2  | $-2379788.47             | $14666974.38                               |
| Month 3  | $1442982.13              | $3836129.23                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Virginia College Building Authority                        | VIRGINIA ST CLG BLDG AUTH EDUCTNL FACS REVENUE PUBLIC HGR ED                                                                | CUSIP: 92778WKS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3500000 | PA      | $3011940.05   | 0.26%             | 2026-09-01      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                   | Volkswagen Group of America Finance LLC                                                                                     | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3366612.38   | 0.29%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                | MF1 2020-FL4 Ltd                                                                                                            | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1955139 | PA      | $1916259.84   | 0.16%             | 2035-11-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                        | Sound Point Clo XII Ltd                                                                                                     | CUSIP: 83610CAW1<br>LEI: 549300EBWPUX52MGF160 | Long             | ABS-CBDO         | CORP              | KY        |    1253213 | PA      | $1241692.55   | 0.11%             | 2028-10-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                 | MMAF Equipment Finance LLC 2022-A                                                                                           | CUSIP: 55317RAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8500000 | PA      | $8342886.85   | 0.72%             | 2025-02-13      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD ILS                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $81190.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                            | Madison Park Funding XLI Ltd                                                                                                | CUSIP: 04965CAJ7<br>LEI: 549300O252OCTN35RH57 | Long             | ABS-CBDO         | CORP              | KY        |    4182441 | PA      | $4137212.11   | 0.36%             | 2027-04-22      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                             | Palmer Square Loan Funding 2020-1 Ltd                                                                                       | CUSIP: 69701EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1095110 | PA      | $1087454.96   | 0.09%             | 2028-02-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trust 2021-DC                    | BSREP Commercial Mortgage Trust 2021-DC                                                                                     | CUSIP: 05591UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3519310.13   | 0.30%             | 2038-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                                             | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1372412.40   | 0.12%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst           | Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE2                                                         | CUSIP: 04541GHW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1672118 | PA      | $1544881.42   | 0.13%             | 2034-04-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: BWPC0KBZ4 CDS USD R V 03MEVENT 2 CCPCDX / Short: BWPC0KBZ4 CDS USD P F  1.00000 1 CCPCDX                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   16800000 | OU      | $-185358.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     300000 | PA      | $204773.49    | 0.02%             | 2024-05-02      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 19 LTD                                   | CK Hutchison International 19 Ltd                                                                                           | CUSIP: 12564CAA4<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $1953171.60   | 0.17%             | 2024-04-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                     | Federal Home Loan Banks                                                                                                     | CUSIP: 3130AU2C7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   23300000 | PA      | $23310710.54  | 2.00%             | 2024-12-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                          | CUSIP: 3137FNWL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2833845 | PA      | $2796246.97   | 0.24%             | 2038-12-15      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                | Lennar Corp                                                                                                                 | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1104741.36   | 0.09%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                                                               | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7595000 | PA      | $7580942.57   | 0.65%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | Long: SWU01IQ17 IRS USD R F  2.60683 SWU01IQ17 CCPOIS / Short: SWU01IQ17 IRS USD P V 12MSOFR SWUV1IQ19 CCPOIS               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DIR              |  | US        |   22000000 | OU      | $-633675.68   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                                                                          | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6300000 | PA      | $5792549.36   | 0.50%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                  | ORIX Corp                                                                                                                   | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    1300000 | PA      | $1251982.64   | 0.11%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                             | LoanCore 2021-CRE5 Issuer Ltd                                                                                               | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $480435.20    | 0.04%             | 2036-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Resimac                                                    | Resimac Bastille Trust Series 2021-2NC                                                                                      | CUSIP: 76120BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    2312272 | PA      | $2284869.23   | 0.20%             | 2053-02-03      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2021-G                                                                            | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2395330 | PA      | $2028279.02   | 0.17%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                   | PURCHASED USD / SOLD JPY                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-101949.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp                                                                                                            | CUSIP: 26244JNB1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    9100000 | PA      | $9088321.70   | 0.78%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD JPY                                                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-874690.33   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                           | WFRBS Commercial Mortgage Trust 2014-C25                                                                                    | CUSIP: 92939LAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1876142 | PA      | $1832258.56   | 0.16%             | 2047-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                           | CUSIP: 3136A0J65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     878309 | PA      | $866205.68    | 0.07%             | 2041-09-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                                                                         | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    6300000 | PA      | $5742183.32   | 0.49%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2019-HY2                                                                                          | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     929027 | PA      | $917628.21    | 0.08%             | 2058-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                 | MFA 2021-RPL1 Trust                                                                                                         | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2324501 | PA      | $2039271.33   | 0.18%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Bill                                                                                                 | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     206000 | PA      | $204925.03    | 0.02%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                         | STWD 2021-HTS Mortgage Trust                                                                                                | CUSIP: 78486DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4600000 | PA      | $4418311.96   | 0.38%             | 2034-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                           | SoFi Consumer Loan Program 2022-1S Trust                                                                                    | CUSIP: 83406QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5000275.50   | 0.43%             | 2031-04-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                               | Ford Credit Auto Owner Trust 2022-D                                                                                         | CUSIP: 345295AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6013225.20   | 0.52%             | 2025-08-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Great Hall Mortgages Plc                                   | Great Hall Mortgages No 1 PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800TM9KICQKGTYR78 | Long             | ABS-MBS          | CORP              | GB        |      92701 | PA      | $97841.75     | 0.01%             | 2038-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                   | Cooperatieve Rabobank UA                                                                                                    | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4200000 | PA      | $3650602.83   | 0.31%             | 2027-12-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $681123.07    | 0.06%             | 2023-05-16      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE/SYDNEY                                       | Credit Suisse AG/Sydney                                                                                                     | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $1351535.47   | 0.12%             | 2023-05-26      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD USD                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |          1 | NC      | $118596.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Loan Trust 2020-A                                                                                 | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2291400 | PA      | $2092339.99   | 0.18%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| UBS AG AUSTRALIA                                           | UBS AG/Australia                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $1357806.38   | 0.12%             | 2025-07-30      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                                   | LeasePlan Corp NV                                                                                                           | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4691203.55   | 0.40%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                   | Israel Electric Corp Ltd                                                                                                    | CUSIP: 465077AK1<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    4000000 | PA      | $3955000.00   | 0.34%             | 2024-11-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                      | Stellantis Finance US Inc                                                                                                   | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1716125.72   | 0.15%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                                 | CUSIP: 694308HG5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97932.38     | 0.01%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS ENERGY CANADA                                     | Petronas Energy Canada Ltd                                                                                                  | CUSIP: 71675BAA8<br>LEI: 5493001PEB90YGTDC638 | Long             | DBT              | CORP              | CA        |    2400000 | PA      | $2096864.69   | 0.18%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                   | PURCHASED USD / SOLD JPY                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1182470.19  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                              | NYO Commercial Mortgage Trust 2021-1290                                                                                     | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4090207.05   | 0.35%             | 2038-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                     | Natixis Commercial Mortgage Securities Trust                                                                                | CUSIP: 63875JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $485798.40    | 0.04%             | 2035-03-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                        | LCM XIII LP                                                                                                                 | CUSIP: 50184KBL1<br>LEI: 549300WD241FFLNM0E69 | Long             | ABS-CBDO         | CORP              | KY        |    1054974 | PA      | $1043238.45   | 0.09%             | 2027-07-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                      | Palmer Square CLO 2013-2 Ltd                                                                                                | CUSIP: 69688AAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4520677.60   | 0.39%             | 2031-10-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                               | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3419148.31   | 0.29%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                     | BP Capital Markets PLC                                                                                                      | CUSIP: 05568UPA8<br>LEI: 549300CRVT18MXX0AG93 | Long             | STIV             | CORP              | GB        |    7500000 | PA      | $7460416.65   | 0.64%             | 2023-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                            | Nordea Bank Abp                                                                                                             | CUSIP: 65558RAB5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    4000000 | PA      | $3978181.40   | 0.34%             | 2025-06-06      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                                                                | CUSIP: 251526CM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5553000 | PA      | $5342700.12   | 0.46%             | 2023-11-08      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO                                           | Carlyle Euro CLO 2019-2 DAC                                                                                                 | CUSIP: 000000000<br>LEI: 63540012YBWEYXRWOE16 | Long             | ABS-CBDO         | CORP              | IE        |    2900000 | PA      | $3007654.14   | 0.26%             | 2032-08-15      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                          | CUSIP: 3137AX2H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6232063 | PA      | $5266542.53   | 0.45%             | 2042-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                | SREIT Trust 2021-IND                                                                                                        | CUSIP: 78473JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $288108.39    | 0.02%             | 2038-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                            | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54600000 | PA      | $53461077.85  | 4.59%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                           | Invesco Euro CLO I DAC                                                                                                      | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |     900000 | PA      | $933023.58    | 0.08%             | 2031-07-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                                                                         | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2500000 | PA      | $2277918.78   | 0.20%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                                                                          | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2300000 | PA      | $2219780.44   | 0.19%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                             | Air Lease Corp                                                                                                              | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5110409.62   | 0.44%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                           | CUSIP: 3136ABM83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5985865 | PA      | $5014682.74   | 0.43%             | 2043-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                    | Capital One Multi-Asset Execution Trust                                                                                     | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4030526.40   | 0.35%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                             | Fannie Mae-Aces                                                                                                             | CUSIP: 3136AYP31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     810337 | PA      | $807654.53    | 0.07%             | 2024-10-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                                    | Greenwood Park CLO Ltd                                                                                                      | CUSIP: 39729RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1080924.90   | 0.09%             | 2031-04-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                    | Carmax Auto Owner Trust 2022-4                                                                                              | CUSIP: 14318UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4600000 | PA      | $4612332.60   | 0.40%             | 2025-12-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                       | Mercedes-Benz Finance North America LLC                                                                                     | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1709608.77   | 0.15%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                                  | GPMT 2021-FL3 Ltd                                                                                                           | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2967348 | PA      | $2907281.41   | 0.25%             | 2035-07-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CCMSCZUS2 CCPC COC EQUITY                                  | CCMSCZUS2 CCPC COC EQUITY                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    3122000 | NS      | $3122000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amortizing Residential Collateral Trust                    | Amortizing Residential Collateral Trust 2004-1                                                                              | CUSIP: 031733AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      30754 | PA      | $29846.08     | 0.00%             | 2034-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                                                                         | CUSIP: 459058JT1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    2800000 | PA      | $2431542.12   | 0.21%             | 2027-02-10      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO                                               | OCP Euro CLO                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    5600000 | PA      | $5948145.97   | 0.51%             | 2033-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                                | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6253000 | PA      | $5891784.89   | 0.51%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                            | Venture XVII CLO Ltd                                                                                                        | CUSIP: 92329YAL0<br>LEI: 549300SNYYGJ2M6QEK53 | Long             | ABS-CBDO         | CORP              | KY        |    3417139 | PA      | $3376119.21   | 0.29%             | 2027-04-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                              | Stratton Mortgage Funding                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     729299 | PA      | $874226.66    | 0.08%             | 2060-07-20      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                           | BAT Capital Corp                                                                                                            | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3785000 | PA      | $3644527.11   | 0.31%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                    | Park Aerospace Holdings Ltd                                                                                                 | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |    1700000 | PA      | $1695803.94   | 0.15%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                                                           | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    4200000 | PA      | $4160960.96   | 0.36%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                     | Federal Home Loan Banks                                                                                                     | CUSIP: 3130AL5A8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    4700000 | PA      | $4056555.20   | 0.35%             | 2027-02-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Corp II                                                                                              | CUSIP: 36266DAA2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4511007.45   | 0.39%             | 2039-08-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT MAR23                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -363 | NC      | $124778.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BXMT Ltd                                                   | BXMT 2020-FL3 Ltd                                                                                                           | CUSIP: 05608XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $3541095.72   | 0.30%             | 2037-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                                 | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1110240.86   | 0.10%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                                                                          | CUSIP: 31351DC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2527767 | PA      | $2464667.87   | 0.21%             | 2038-02-15      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                          | HSBC Holdings PLC                                                                                                           | CUSIP: 404280CA5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2350000 | PA      | $2328842.46   | 0.20%             | 2025-03-11      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                                                                | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $3970096.88   | 0.34%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                            | Danske Bank A/S                                                                                                             | CUSIP: 23636AAQ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6200000 | PA      | $6200531.40   | 0.53%             | 2023-09-12      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2019-MH1                                                                                          | CUSIP: 89177WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     641058 | PA      | $628197.06    | 0.05%             | 2058-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                            | AREIT 2022-CRE7 LLC                                                                                                         | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4600000 | PA      | $4548006.20   | 0.39%             | 2039-06-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2020-1                                                                                            | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1481292 | PA      | $1342819.51   | 0.12%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                   | Electricite de France SA                                                                                                    | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $963866.18    | 0.08%             | 2025-10-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                            | Danske Bank A/S                                                                                                             | CUSIP: 23636BAP4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     700000 | PA      | $700060.00    | 0.06%             | 2023-09-12      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                                   | Japan Treasury Discount Bill                                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 2000000000 | PA      | $15243352.94  | 1.31%             | 2023-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tikehau                                                    | Tikehau CLO DAC                                                                                                             | CUSIP: 000000000<br>LEI: 549300JRN5DH0UN2QJ46 | Long             | ABS-CBDO         | CORP              | IE        |    3900000 | PA      | $4044596.75   | 0.35%             | 2034-08-04      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                             | Synchrony Bank                                                                                                              | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4809110.34   | 0.41%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                                 | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    4700000 | PA      | $4341697.80   | 0.37%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                       | Woodside Finance Ltd                                                                                                        | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    4100000 | PA      | $3935696.52   | 0.34%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                          | CUSIP: 3137BBVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     819484 | PA      | $806284.88    | 0.07%             | 2040-01-15      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                                   | Japan Treasury Discount Bill                                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |  300000000 | PA      | $2286097.74   | 0.20%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2020-PT-A                                                                                  | CUSIP: 78449VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900801 | PA      | $3745353.89   | 0.32%             | 2054-09-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                                                             | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    5500000 | PA      | $5571066.49   | 0.48%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                    | CUSIP: 38376RZN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1188733 | PA      | $1188686.13   | 0.10%             | 2066-09-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro                      | Carlyle Euro CLO 2021-2 DAC                                                                                                 | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |     799635 | PA      | $834978.11    | 0.07%             | 2031-01-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                   | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                 | CUSIP: 38122NC34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2600000 | PA      | $2474187.30   | 0.21%             | 2024-06-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                          | Elevation CLO 2017-8 Ltd                                                                                                    | CUSIP: 28622VAN0<br>LEI: 549300OBPZDY731NEI33 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3439145.50   | 0.30%             | 2030-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2020-2                                                                                            | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4594465 | PA      | $3997881.65   | 0.34%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                                | Harvest CLO XXI DAC                                                                                                         | CUSIP: 000000000<br>LEI: 635400UREZHY9PWJR290 | Long             | ABS-CBDO         | CORP              | IE        |    2050000 | PA      | $1989719.24   | 0.17%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                   | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4000000 | PA      | $3689601.16   | 0.32%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                        | CommonSpirit Health                                                                                                         | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3596718.44   | 0.31%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                    | Goldentree Loan Management US Clo 2 Ltd                                                                                     | CUSIP: 38136MAU2<br>LEI: 549300UYD6YMBA6XSE43 | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4639623.80   | 0.40%             | 2030-11-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MBARC Credit Canada Inc                                    | MBarc Credit Canada Inc                                                                                                     | CUSIP: 552755BQ2<br>LEI: 549300T0LAPKEKVWBV33 | Long             | ABS-O            | CORP              | CA        |    2758453 | PA      | $2012503.29   | 0.17%             | 2024-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                                          | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1695842.51   | 0.15%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                 | Bear Stearns Asset Backed Securities Trust 2003-2                                                                           | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31175 | PA      | $30127.30     | 0.00%             | 2043-03-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                             | Palmer Square Loan Funding 2021-4 Ltd                                                                                       | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     758817 | PA      | $749068.81    | 0.06%             | 2029-10-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                                                              | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $6930024.78   | 0.59%             | 2025-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                    | Dell International LLC / EMC Corp                                                                                           | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1307000 | PA      | $1307826.89   | 0.11%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LUXE Commercial Mortgage Trust                             | LUXE Trust 2021-TRIP                                                                                                        | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1384399 | PA      | $1323906.44   | 0.11%             | 2038-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                           | CUSIP: 3136B9TM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2600659 | PA      | $2561162.09   | 0.22%             | 2050-05-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                     | Mitsubishi UFJ Financial Group Inc                                                                                          | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $3632357.72   | 0.31%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-5F                            | GSR Mortgage Loan Trust 2005-5F                                                                                             | CUSIP: 36242D7K3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     141297 | PA      | $122893.92    | 0.01%             | 2035-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                       | RBC CAPITAL MARKETS REPO                                                                                                    | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | RA               | CORP              | US        |   15300000 | PA      | $15300000.00  | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                   | PURCHASED USD / SOLD JPY                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-13521.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2018-I                                                                                                      | CUSIP: 06760GAA9<br>LEI: 549300MY0JQGDVPG6R89 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $4908820.00   | 0.42%             | 2031-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                | Bear Stearns ARM Trust 2003-1                                                                                               | CUSIP: 07384MTM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15945 | PA      | $14710.65     | 0.00%             | 2033-04-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                       | Cantor Fitzgerald LP                                                                                                        | CUSIP: 138616AE7<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5101948.38   | 0.44%             | 2024-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr          | GM Financial Consumer Automobile Receivables Trust 2022-4                                                                   | CUSIP: 36265QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4480143.75   | 0.38%             | 2025-11-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JAPAN (2 YEAR ISSUE)                                       | Japan Government Two Year Bond                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1281000000 | PA      | $9763867.11   | 0.84%             | 2023-03-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities             | CSFB Mortgage-Backed Pass-Through Certificates Series 2003-AR18                                                             | CUSIP: 22541QFC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1886 | PA      | $1793.49      | 0.00%             | 2033-07-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                                 | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197140.15    | 0.02%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Loan Trust 2015-A                                                                                 | CUSIP: 63939EAC7<br>LEI: 549300YZ4ZMNDBNO4U12 | Long             | ABS-O            | CORP              | US        |     181374 | PA      | $181405.09    | 0.02%             | 2028-12-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                                                              | CUSIP: 05581KAB7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4085000 | PA      | $4013808.83   | 0.34%             | 2024-01-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | 3 MONTH SOFR FUT JUN23                                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       1963 | NC      | $-182420.40   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBAM CLO Management                                        | CBAM 2018-8 Ltd/KY                                                                                                          | CUSIP: 12478CAA9<br>LEI: 254900YSCN4KH02DQ033 | Long             | ABS-CBDO         | CORP              | KY        |     235073 | PA      | $232314.65    | 0.02%             | 2029-10-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                     | Federal Home Loan Banks                                                                                                     | CUSIP: 3130ALCE2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    9400000 | PA      | $8158764.03   | 0.70%             | 2027-02-26      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                                                                    | CUSIP: 471048CG1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    8500000 | PA      | $8486824.49   | 0.73%             | 2023-01-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Finance America Mortgage Loan Trust                        | Finance America Mortgage Loan Trust 2004-2                                                                                  | CUSIP: 317350BD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     351305 | PA      | $322926.25    | 0.03%             | 2034-08-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SWU01H5H7 IRS USD R F  1.75000 SWU01H5H7 CCPOIS / Short: SWU01H5H7 IRS USD P V 12MSOFR SWUV1H5H9 CCPOIS               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  146400000 | OU      | $-6163792.82  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                      | Arrow Electronics Inc                                                                                                       | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     250000 | PA      | $240223.09    | 0.02%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Trinity Square                                             | Trinity Square 2021-1 PLC                                                                                                   | CUSIP: 000000000<br>LEI: 6354001L6FRKQUMWRQ12 | Long             | ABS-MBS          | CORP              | GB        |    2664174 | PA      | $3187047.32   | 0.27%             | 2059-07-15      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| CCWFSXUS7 BMO HARRIS MGCC COC                              | CCWFSXUS7 BMO HARRIS MGCC COC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2135000 | NS      | $2135000.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                                                                    | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5752048.98   | 0.49%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                               | Illumina Inc                                                                                                                | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1409513.13   | 0.12%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                       | Pretium Mortgage Credit Partners LLC                                                                                        | CUSIP: 74140QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1453868 | PA      | $1310455.38   | 0.11%             | 2061-02-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX 2021-MFM1                                                                                                                | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $4258573.00   | 0.37%             | 2034-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                 | Federal National Mortgage Association                                                                                       | CUSIP: 3136G4W41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   18300000 | PA      | $16535876.34  | 1.42%             | 2025-08-25      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| State of Hawaii                                            | HAWAII ST                                                                                                                   | CUSIP: 419792ZK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2812155.00   | 0.24%             | 2024-10-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                | Federal Home Loan Mortgage Corp                                                                                             | CUSIP: 3134GY3S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   28200000 | PA      | $28244918.65  | 2.42%             | 2024-11-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                      | CWABS Inc Asset-Backed Certificates Trust 2004-6                                                                            | CUSIP: 126673AW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1539621 | PA      | $1443386.42   | 0.12%             | 2034-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ISRAEL MAKAM BILL                                          | Bank of Israel Bill - Makam                                                                                                 | CUSIP: 000000000<br>LEI: M8LYVLF5DOB9X0LZOW72 | Long             | STIV             | NUSS              | IL        |    9000000 | PA      | $2546044.21   | 0.22%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                               | Ares XXXIX CLO Ltd                                                                                                          | CUSIP: 04015WBA1<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $687065.40    | 0.06%             | 2031-04-18      | Floating      | 5.24%                 | 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        |    2651624 | NS      | $2651624.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                                                                | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $1870083.92   | 0.16%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD JPY                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-9134.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding                        | Palmer Square European Loan Funding 2021-1 DAC                                                                              | CUSIP: 000000000<br>LEI: 549300EWDSB2XVX0CY09 | Long             | ABS-CBDO         | CORP              | IE        |     213377 | PA      | $221541.73    | 0.02%             | 2031-04-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                         | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     700000 | PA      | $697908.29    | 0.06%             | 2024-03-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2022-C                                                                                     | CUSIP: 78449CAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    2743791 | PA      | $2623863.04   | 0.23%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                                      | Bain Capital Euro Clo 2018-2 DAC                                                                                            | CUSIP: 000000000<br>LEI: 635400CJJQJHYAMATG34 | Long             | ABS-CBDO         | CORP              | IE        |    3000000 | PA      | $3098835.67   | 0.27%             | 2032-01-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                      | GM Financial Automobile Leasing Trust 2022-3                                                                                | CUSIP: 380130AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $7935960.80   | 0.68%             | 2024-10-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                    | GA Global Funding Trust                                                                                                     | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $976603.01    | 0.08%             | 2026-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                                                                         | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2440640.38   | 0.21%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12                                                              | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1060456 | PA      | $1042634.15   | 0.09%             | 2031-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                          | CUSIP: 3137FQZF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     358490 | PA      | $321743.20    | 0.03%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER                                       | Korea Southern Power Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |    2500000 | PA      | $1696529.77   | 0.15%             | 2024-10-30      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                         | STWD 2022-FL3 Ltd                                                                                                           | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $287351.58    | 0.02%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                        | Toyota Auto Receivables 2022-C Owner Trust                                                                                  | CUSIP: 89231CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4952526.00   | 0.43%             | 2025-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                       | Mercedes-Benz Finance North America LLC                                                                                     | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4747481.50   | 0.41%             | 2024-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2018-3                                                                                  | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |     390113 | PA      | $363793.33    | 0.03%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                          | CUSIP: 3137FBCF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2611401 | PA      | $2544980.44   | 0.22%             | 2038-08-15      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                        | Toyota Auto Receivables 2022-D Owner Trust                                                                                  | CUSIP: 89239HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5008051.00   | 0.43%             | 2026-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD GBP                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $156876.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                                                                      | CUSIP: 853254CF5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3100000 | PA      | $3011852.59   | 0.26%             | 2025-11-23      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HERA Commercial Mortgage Ltd                               | HERA Commercial Mortgage 2021-FL1 Ltd                                                                                       | CUSIP: 42704RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $3573676.08   | 0.31%             | 2038-02-18      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                            | Venture XXVI CLO Ltd                                                                                                        | CUSIP: 92331MAE8<br>LEI: 549300XGJ8CFTLD6FC04 | Long             | ABS-CBDO         | CORP              | KY        |    1739476 | PA      | $1710741.24   | 0.15%             | 2029-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                | Federal Home Loan Mortgage Corp                                                                                             | CUSIP: 3134GY2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   17000000 | PA      | $16991480.96  | 1.46%             | 2024-11-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                                                                                  | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2300000 | PA      | $2244326.78   | 0.19%             | 2024-07-10      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                                                                          | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4362343.43   | 0.37%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Avon Finance                                               | Avon Finance NO 2 PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400IPAZCDVVZHDJ84 | Long             | ABS-MBS          | CORP              | GB        |    2623422 | PA      | $3099940.07   | 0.27%             | 2048-09-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Finsbury Square                                            | Finsbury Square 2020-2 PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400O5ID5O4HXMUA47 | Long             | ABS-MBS          | CORP              | GB        |    1486322 | PA      | $1794254.68   | 0.15%             | 2070-06-16      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| County of Williamson TX                                    | WILLIAMSON CNTY TX                                                                                                          | CUSIP: 9698878H4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2200000 | PA      | $1862065.48   | 0.16%             | 2027-02-15      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                       | Woodside Finance Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $1869878.02   | 0.16%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                   | Golden Credit Card Trust                                                                                                    | CUSIP: 380881FP2<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | CA        |    9000000 | PA      | $8855865.00   | 0.76%             | 2027-09-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Man GLG Euro CLO                                           | Man GLG Euro Clo III DAC                                                                                                    | CUSIP: 000000000<br>LEI: 635400MYXY3VFWZIIW08 | Long             | ABS-CBDO         | CORP              | IE        |    3567133 | PA      | $3733517.82   | 0.32%             | 2030-10-15      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2021-A LLC                      | ELFI Graduate Loan Program 2021-A LLC                                                                                       | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3003784 | PA      | $2624421.06   | 0.23%             | 2046-12-26      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| University of California                                   | UNIV OF CALIFORNIA CA REVENUES                                                                                              | CUSIP: 91412HGE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2751353.10   | 0.24%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-6                                                                                           | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2784606 | PA      | $2243625.73   | 0.19%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                                                                    | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1584724.17   | 0.14%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                                                                                  | CUSIP: 60687YBM0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $2979705.30   | 0.26%             | 2024-09-08      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                            | Nissan Motor Co Ltd                                                                                                         | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    4053000 | PA      | $3971012.92   | 0.34%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                          | World Omni Auto Receivables Trust 2022-D                                                                                    | CUSIP: 98163VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5010925.50   | 0.43%             | 2026-03-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Accredited Mortgage Loan Trust                             | Accredited Mortgage Loan Trust 2004-3                                                                                       | CUSIP: 004375BL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5544 | PA      | $5403.11      | 0.00%             | 2034-10-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                | Taurus 2021-1 UK DAC                                                                                                        | CUSIP: 000000000<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |    2581043 | PA      | $2972534.73   | 0.26%             | 2031-05-17      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                    | Imperial Brands Finance PLC                                                                                                 | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7169878.05   | 0.62%             | 2024-07-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                                                                                  | CUSIP: 60687YBC2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     917000 | PA      | $911789.57    | 0.08%             | 2024-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD CAD                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $155512.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                        | CUSIP: 060505FJ8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4401425.41   | 0.38%             | 2024-04-24      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GCAT                                                       | GCAT 2022-CM1 Trust                                                                                                         | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1721037 | PA      | $1539023.27   | 0.13%             | 2066-12-27      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                          | BA Credit Card Trust                                                                                                        | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    8800000 | PA      | $8884957.84   | 0.76%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                   | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2500000 | PA      | $2483578.78   | 0.21%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                               | Barclays PLC                                                                                                                | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5500000 | PA      | $5499086.56   | 0.47%             | 2024-05-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                                   | Japan Treasury Discount Bill                                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 4025000000 | PA      | $30680114.12  | 2.63%             | 2023-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                                 | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $494379.63    | 0.04%             | 2023-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD CAD                                                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-2045.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                        | 522 Funding CLO 2018-3A Ltd                                                                                                 | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $587335.20    | 0.05%             | 2031-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                 | Federal National Mortgage Association                                                                                       | CUSIP: 3135G05M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    7000000 | PA      | $6344685.13   | 0.54%             | 2025-07-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                                                                 | CUSIP: 6840C3NS8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |    8534000 | PA      | $8505553.36   | 0.73%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                       | Parker-Hannifin Corp                                                                                                        | CUSIP: 70109MNK6<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |     750000 | PA      | $748237.50    | 0.06%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                       | Sofi Professional Loan Program 2016-F LLC                                                                                   | CUSIP: 78471AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     667932 | PA      | $636954.15    | 0.05%             | 2040-02-25      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                   | AT&T Inc                                                                                                                    | CUSIP: 0020A3N30<br>LEI: 549300Z40J86GGSTL398 | Long             | STIV             | CORP              | US        |     700000 | PA      | $699819.17    | 0.06%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                           | Berry Global Inc                                                                                                            | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3741426.15   | 0.32%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                       | Royal Bank of Canada                                                                                                        | CUSIP: 780088A91<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |     200000 | PA      | $147569.53    | 0.01%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                               | SK Hynix Inc                                                                                                                | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    2000000 | PA      | $1899961.38   | 0.16%             | 2024-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                           | CUSIP: 3136AYN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2312413 | PA      | $2253746.19   | 0.19%             | 2047-11-25      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2020-H                                                                            | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1375640 | PA      | $1234603.67   | 0.11%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                             | Hyundai Auto Receivables Trust 2022-C                                                                                       | CUSIP: 44933DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5010252.00   | 0.43%             | 2025-11-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                             | CUSIP: 161175BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5023021.85   | 0.43%             | 2024-02-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2020-A                                                                                     | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2076196 | PA      | $1894267.18   | 0.16%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                       | Kansas City Southern/Old                                                                                                    | CUSIP: 485170AV6<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1238977.03   | 0.11%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                         | One New York Plaza Trust 2020-1NYP                                                                                          | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2839933.80   | 0.24%             | 2036-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                                 | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $479756.30    | 0.04%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                                | Harvest CLO XVI DAC                                                                                                         | CUSIP: 000000000<br>LEI: 635400HU8ASOJYEX2I14 | Long             | ABS-CBDO         | CORP              | IE        |    3900000 | PA      | $4035771.32   | 0.35%             | 2031-10-15      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                     | Credit Suisse Group AG                                                                                                      | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    9000000 | PA      | $8774919.36   | 0.75%             | 2024-06-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                                   | Industrial Bank of Korea                                                                                                    | CUSIP: 45604GAF6<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    9500000 | PA      | $9024103.49   | 0.77%             | 2024-10-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                               | Entergy Corp                                                                                                                | CUSIP: 29366GNC1<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9985638.90   | 0.86%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO II, Ltd.                                   | Halseypoint CLO II Ltd                                                                                                      | CUSIP: 40638TAA0<br>LEI: 549300PIQILNPH8UJT31 | Long             | ABS-CBDO         | CORP              | KY        |    3783871 | PA      | $3742532.53   | 0.32%             | 2031-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                                   | Japan Treasury Discount Bill                                                                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        |   39000000 | PA      | $297174.10    | 0.03%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                    | New York Mortgage Trust 2005-3                                                                                              | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     149311 | PA      | $144846.14    | 0.01%             | 2036-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                                                                    | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $2375083.70   | 0.20%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| PFP III                                                    | PFP 2021-8 Ltd                                                                                                              | CUSIP: 69357XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3838834 | PA      | $3659138.03   | 0.31%             | 2037-08-09      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                   | Sumitomo Mitsui Trust Bank Ltd                                                                                              | CUSIP: 86563VAW9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    6000000 | PA      | $5542272.54   | 0.48%             | 2024-09-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD EUR                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1158962.93  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HANA BANK                                                  | Hana Bank                                                                                                                   | CUSIP: 48723RAC9<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    2000000 | PA      | $1861965.12   | 0.16%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                   | Sumitomo Mitsui Financial Group Inc                                                                                         | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $2855941.98   | 0.25%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                   | PURCHASED USD / SOLD AUD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-85135.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                   | International Flavors & Fragrances Inc                                                                                      | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3709982.81   | 0.32%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                               | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $950551.48    | 0.08%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc                                              | VW Credit Inc                                                                                                               | CUSIP: 91842KNR3<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |    2400000 | PA      | $2392399.99   | 0.21%             | 2023-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                            | National Grid North America Inc                                                                                             | CUSIP: 63627BNP7<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | STIV             | CORP              | US        |   11700000 | PA      | $11665823.01  | 1.00%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | Nationwide Building Society                                                                                                 | CUSIP: 63859UBE2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5400000 | PA      | $5389163.55   | 0.46%             | 2023-01-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                   | Santander UK Group Holdings PLC                                                                                             | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $2949571.53   | 0.25%             | 2024-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                                                                | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1800000 | PA      | $1769087.16   | 0.15%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $1481126.26   | 0.13%             | 2023-09-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                                 | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3312319.03   | 0.28%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                                 | CUSIP: 694308HC4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98885.01     | 0.01%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                                                                | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4617541.08   | 0.40%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                | CRSNT Trust 2021-MOON                                                                                                       | CUSIP: 22877LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4230364.05   | 0.36%             | 2036-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                                                                         | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2600000 | PA      | $2276097.23   | 0.20%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                                                              | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $498770.17    | 0.04%             | 2023-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                            | Danske Bank A/S                                                                                                             | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     900000 | PA      | $892545.09    | 0.08%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                | Federal Home Loan Mortgage Corp                                                                                             | CUSIP: 3134GW4C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    9000000 | PA      | $7855692.21   | 0.67%             | 2026-10-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| County of Williamson TX                                    | WILLIAMSON CNTY TX                                                                                                          | CUSIP: 9698878G6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2200000 | PA      | $1921289.04   | 0.16%             | 2026-02-15      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2019-4                                                                                            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2558948 | PA      | $2307108.67   | 0.20%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                                                                               | CUSIP: 29278GAV0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $2904669.48   | 0.25%             | 2025-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2022-4 LLC                                                                                       | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6027390.00   | 0.52%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 36 Senior Loan Fund                                                                                                  | CUSIP: 26249KAZ4<br>LEI: 549300XLLT7H0EYXK263 | Long             | ABS-CBDO         | CORP              | KY        |     273889 | PA      | $271114.01    | 0.02%             | 2029-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | Long: SWU01IVD5 IRS USD R F  2.59430 SWU01IVD5 CCPOIS / Short: SWU01IVD5 IRS USD P V 12MSOFR SWUV1IVD7 CCPOIS               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DIR              |  | US        |  158900000 | OU      | $-4647769.38  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SWU0DL411 IRS USD R V 03MLIBOR CCP CME US0003M+0BPS / Short: SWU0DL411 IRS USD P V 01MLIBOR CCP CME  US0001M+9.75BPS  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   24400000 | OU      | $-4312.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                                           | CUSIP: 404280DB2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $493714.10    | 0.04%             | 2026-03-10      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                                        | CUSIP: 06051GHE2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1928000 | PA      | $1926877.85   | 0.17%             | 2024-03-05      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                                 | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $183300.13    | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2022-A                                                                            | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4174747 | PA      | $3622446.51   | 0.31%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                    | Nissan Motor Acceptance Co LLC                                                                                              | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     215000 | PA      | $211058.20    | 0.02%             | 2023-09-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) MAR23                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1426 | NC      | $139564.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GCT Commercial Mortgage Trust                              | GCT Commercial Mortgage Trust 2021-GCT                                                                                      | CUSIP: 36167RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $835305.84    | 0.07%             | 2038-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc                                              | VW Credit Inc                                                                                                               | CUSIP: 91842KNQ5<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |    5900000 | PA      | $5882095.15   | 0.50%             | 2023-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2004-6                                                                                               | CUSIP: 81744FCG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3704 | PA      | $3354.51      | 0.00%             | 2034-07-20      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                    | CUSIP: 38376RXT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1390602 | PA      | $1381824.64   | 0.12%             | 2066-08-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) MAR23                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -839 | NC      | $13706.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Massachusetts School Building Authority                    | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                                                            | CUSIP: 576000ZF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3100000 | PA      | $2721029.03   | 0.23%             | 2026-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Gemgarto                                                   | Gemgarto 2021-1 PLC                                                                                                         | CUSIP: 000000000<br>LEI: 635400KLHB2FIID9TE45 | Long             | ABS-MBS          | CORP              | GB        |    1346748 | PA      | $1602512.78   | 0.14%             | 2067-12-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                      | Jackson Financial Inc                                                                                                       | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4621692.82   | 0.40%             | 2023-11-22      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                                                                    | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $2935301.10   | 0.25%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Canterbury Finance Plc                                     | Canterbury Finance NO 1 PLC                                                                                                 | CUSIP: 000000000<br>LEI: 635400HEIVHFXOFUWV28 | Long             | ABS-MBS          | CORP              | GB        |    1425098 | PA      | $1719733.02   | 0.15%             | 2056-05-16      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners Clo XII Ltd                                                                                         | CUSIP: 08179HAE0<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $296323.20    | 0.03%             | 2030-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                   | PURCHASED USD / SOLD JPY                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-456716.07   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                                                                           | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3136426.52   | 0.27%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                            | CUSIP: 949746SG7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $5769802.07   | 0.50%             | 2023-10-27      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                                             | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7966913.36   | 0.68%             | 2023-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                                                                | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5800000 | PA      | $5668708.65   | 0.49%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1080871.62   | 0.09%             | 2023-09-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                              | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4602558.85   | 0.40%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                   | PURCHASED USD / SOLD CAD                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1096.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                        | LSEGA Financing PLC                                                                                                         | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $6101710.29   | 0.52%             | 2024-04-06      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: BWPC0LB90 CDS USD R V 03MEVENT 2 CCPCDX / Short: BWPC0LB90 CDS USD P F  1.00000 1 CCPCDX                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  142300000 | OU      | $-1134140.96  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                    | Nissan Motor Acceptance Co LLC                                                                                              | CUSIP: 000000000<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1751443.83   | 0.15%             | 2024-03-08      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO                                        | Capital Four US CLO II Ltd                                                                                                  | CUSIP: 14016CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3800000 | PA      | $3794322.80   | 0.33%             | 2030-10-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO                                          | Toro European CLO 6 DAC                                                                                                     | CUSIP: 000000000<br>LEI: 635400SBMZDOVHEFNA56 | Long             | ABS-CBDO         | CORP              | IE        |    3000000 | PA      | $3087159.21   | 0.27%             | 2032-01-12      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                    | CUSIP: 38382YA52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5111476 | PA      | $5095026.39   | 0.44%             | 2072-10-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                          | CUSIP: 3137BFMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1378123 | PA      | $1358632.51   | 0.12%             | 2040-06-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                            | Venture XXVII CLO Ltd                                                                                                       | CUSIP: 92331LBC3<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |     199859 | PA      | $196032.29    | 0.02%             | 2030-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                                       | Kansas City Southern/Old                                                                                                    | CUSIP: 485170BA1<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1126734.72   | 0.10%             | 2026-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TCW CLO                                                    | TCW CLO 2018-1 Ltd                                                                                                          | CUSIP: 87240UAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4632766.50   | 0.40%             | 2031-04-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                          | CUSIP: 3137BCL48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2382158 | PA      | $2347541.71   | 0.20%             | 2037-03-15      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Metro/OR                                                   | METRO OR                                                                                                                    | CUSIP: 59163PKJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2200000 | PA      | $2082274.92   | 0.18%             | 2026-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                | Lennar Corp                                                                                                                 | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2959893.18   | 0.25%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                                    | Daimler Trucks Finance North America LLC                                                                                    | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2882071.05   | 0.25%             | 2023-12-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                               | CUSIP: 709599BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4828254.85   | 0.41%             | 2024-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2020-RPL1                                                                               | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2594407 | PA      | $2344419.74   | 0.20%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                   | Enel Finance America LLC                                                                                                    | CUSIP: 29279HNC5<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |    3600000 | PA      | $3593400.01   | 0.31%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | Credit Agricole SA                                                                                                          | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     350000 | PA      | $306089.24    | 0.03%             | 2027-01-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                 | MFA 2020-NQM2 Trust                                                                                                         | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     720746 | PA      | $643020.14    | 0.06%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL HOLDINGS                                     | KKR Financial Holdings LLC                                                                                                  | CUSIP: 48248AAG3<br>LEI: 549300U5WMP5TYFNKW68 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3966497.69   | 0.34%             | 2033-05-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                            | QNB Finance Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    3000000 | PA      | $2991480.00   | 0.26%             | 2024-03-21      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                                                                         | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3100000 | PA      | $2914429.23   | 0.25%             | 2025-01-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRS                                   | Five Corners Funding Trust                                                                                                  | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2974158.81   | 0.26%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                                 | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2362954.63   | 0.20%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cheshire                                                   | Cheshire 2020-1 PLC                                                                                                         | CUSIP: 000000000<br>LEI: 635400BD1CVGTZGODD61 | Long             | ABS-MBS          | CORP              | GB        |    2011960 | PA      | $2391230.53   | 0.21%             | 2045-08-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                    | Long: SWU01IQB5 IRS USD R F  2.61125 SWU01IQB5 CCPOIS / Short: SWU01IQB5 IRS USD P V 12MSOFR SWUV1IQB7 CCPOIS               | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DIR              |  | US        |  111800000 | OU      | $-3213763.67  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| 3839KF904                                                  | 3839KF904                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3402195.11   | 0.29%             | 2073-01-20      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                                                                         | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3800000 | PA      | $3587886.13   | 0.31%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                       | Mercedes-Benz Auto Receivables Trust 2022-1                                                                                 | CUSIP: 58768PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6009139.20   | 0.52%             | 2025-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                       | Parker-Hannifin Corp                                                                                                        | CUSIP: 70109MNJ9<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |    6750000 | PA      | $6735018.78   | 0.58%             | 2023-01-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                     | CenterPoint Energy Resources Corp                                                                                           | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     402000 | PA      | $401795.56    | 0.03%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                                                                     | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1318069.54   | 0.11%             | 2023-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                                  | Dryden 27 R Euro CLO 2017 DAC                                                                                               | CUSIP: 000000000<br>LEI: 635400RDG3EM9CGEVD60 | Long             | ABS-CBDO         | CORP              | IE        |    1800000 | PA      | $1857865.93   | 0.16%             | 2033-04-15      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                 | MMAF Equipment Finance LLC 2022-B                                                                                           | CUSIP: 606940AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7400000 | PA      | $7409721.38   | 0.64%             | 2025-09-09      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                                 | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3065600.70   | 0.26%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2019-RPL3                                                                               | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3043011 | PA      | $2815167.88   | 0.24%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                     | CenterPoint Energy Resources Corp                                                                                           | CUSIP: 15189WAM2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1191343.64   | 0.10%             | 2023-03-02      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                 | Federal National Mortgage Association                                                                                       | CUSIP: 3135G06L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    5000000 | PA      | $4372652.35   | 0.38%             | 2026-12-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Bill                                                                                                 | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1163000 | PA      | $1155057.53   | 0.10%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                                                                         | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5600000 | PA      | $4867314.31   | 0.42%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                                                                | CUSIP: 251526CL1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $993414.18    | 0.09%             | 2023-11-08      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                      | AMMC CLO 16 Ltd                                                                                                             | CUSIP: 00176JAT3<br>LEI: 549300I1YCI83LUUYL82 | Long             | ABS-CBDO         | CORP              | KY        |     299535 | PA      | $297709.15    | 0.03%             | 2029-04-14      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2020-H                                                                            | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2077431 | PA      | $1770348.91   | 0.15%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                          | CUSIP: 3137H0VA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6279961 | PA      | $5274976.05   | 0.45%             | 2044-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                                           | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3100000 | PA      | $2870234.51   | 0.25%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Gallatin Loan Management, LLC                              | Gallatin CLO VIII 2017-1 Ltd                                                                                                | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1077697.50   | 0.09%             | 2031-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4700000 | PA      | $3197089.73   | 0.27%             | 2024-02-16      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                                                                          | CUSIP: 31351DDT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1146213 | PA      | $1130048.07   | 0.10%             | 2037-10-15      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SWU0DL478 IRS USD R V 03MLIBOR US0003M +0BPS CCP CME / Short: SWU0DL478 IRS USD P V 01MLIBOR US0001M +9.8 BPS CCP CME | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   18600000 | OU      | $-3291.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                           | CUSIP: 3136AKWD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394931 | PA      | $388575.27    | 0.03%             | 2044-08-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                 | Bear Stearns Asset Backed Securities I Trust 2005-AQ1                                                                       | CUSIP: 073879UQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     617113 | PA      | $607050.95    | 0.05%             | 2035-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN QLD FINANCE                                     | Transurban Queensland Finance Pty Ltd                                                                                       | CUSIP: 000000000<br>LEI: 549300RSN9SFNT54IZ82 | Long             | DBT              | CORP              | AU        |    1200000 | PA      | $827641.43    | 0.07%             | 2024-12-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                     | Federation des Caisses Desjardins du Quebec                                                                                 | CUSIP: 31429KAD5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    3571000 | PA      | $3327876.32   | 0.29%             | 2025-02-10      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Canada Square Funding                                      | Canada Square Funding 2020-2 PLC                                                                                            | CUSIP: 000000000<br>LEI: 635400ZJDK4HQXUORE50 | Long             | ABS-MBS          | CORP              | GB        |    1451234 | PA      | $1738825.09   | 0.15%             | 2057-12-17      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                   | TWDC Enterprises 18 Corp                                                                                                    | CUSIP: 254687CD6<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2842824.22   | 0.24%             | 2024-10-07      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                           | Berry Global Inc                                                                                                            | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3884380.30   | 0.33%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                                                                      | CUSIP: 853254CK4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $4426425.00   | 0.38%             | 2026-03-30      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                   | Equitable Financial Life Global Funding                                                                                     | CUSIP: 29449WAE7<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3958422.62   | 0.34%             | 2026-01-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                       | SoFi Professional Loan Program 2017-D LLC                                                                                   | CUSIP: 78471CAB5<br>LEI: 549300RC6OGKQI1MHM67 | Long             | ABS-O            | CORP              | US        |     302516 | PA      | $289127.29    | 0.02%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                         | VICI Properties LP                                                                                                          | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    1300000 | PA      | $1260776.34   | 0.11%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                                                                    | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2483386.20   | 0.21%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                         | Ready Capital Mortgage Financing 2021-FL6 LLC                                                                               | CUSIP: 75575TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3120801 | PA      | $2945785.01   | 0.25%             | 2036-07-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                                                                       | CUSIP: 04685A2T7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4460881.37   | 0.38%             | 2024-01-08      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                                                                | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    5600000 | PA      | $5388687.81   | 0.46%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                    | KT Corp                                                                                                                     | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    5600000 | PA      | $5447836.18   | 0.47%             | 2025-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                    | BDS 2022-FL12 LLC                                                                                                           | CUSIP: 07336CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4900000 | PA      | $4810332.45   | 0.41%             | 2038-08-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                             | Ford Auto Securitization Trust                                                                                              | CUSIP: 345213JB9<br>LEI: 549300UXPSVB9J11GQ87 | Long             | ABS-O            | CORP              | CA        |    1886173 | PA      | $1378976.30   | 0.12%             | 2024-08-15      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                         | CUSIP: 46647PBZ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2176862.75   | 0.19%             | 2024-03-16      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                           | CUSIP: 3136B5K95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2321090 | PA      | $2259558.53   | 0.19%             | 2049-09-25      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT MAR23                                                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -64 | NC      | $-19594.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                     | CNH Industrial Capital LLC                                                                                                  | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    3683000 | PA      | $3630121.47   | 0.31%             | 2024-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | 3 MONTH SOFR FUT JUN24                                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       -700 | NC      | $425878.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                     | Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3                                                                  | CUSIP: 589929R26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5055 | PA      | $4674.64      | 0.00%             | 2033-05-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                | Federal Home Loan Mortgage Corp                                                                                             | CUSIP: 3134GW5R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   12000000 | PA      | $10766146.32  | 0.92%             | 2025-10-27      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                             | American Electric Power Co Inc                                                                                              | CUSIP: 0255E3N46<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |   11550000 | PA      | $11545380.00  | 0.99%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                                  | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $4631297.55   | 0.40%             | 2023-02-17      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

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

**Signature:** William Flory

**Name of Signer:** William Flory

**Title:** VP