# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-046957
**Filing Date:** 2026-5
**Character Count:** 363327
**Document Hash:** 441b89347248cbc771bf21d0f14c716d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-046957.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0001410368-26-046957

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260518

**DATE AS OF CHANGE**: 20260518

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 26992522

**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  |  |

## Nport-Ex

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments**

March 31, 2026 (unaudited)

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

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>| **Value** <br>**(U.S. $)**<br>|
| **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–16.82%** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–16.82%** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–16.82%** |
| Federal Home Loan Mortgage Corp. REMICS  | Federal Home Loan Mortgage Corp. REMICS  | Federal Home Loan Mortgage Corp. REMICS  |
| &nbsp;&nbsp;&nbsp; Series 4141 Class PA 1.50% <br> 12/15/42<br>| 4361031 | $3729759 |
| &nbsp;&nbsp;&nbsp; •Series 4347 Class WF 4.20% <br> (30 day USD SOFR Average <br> + 0.51%) 1/15/40<br>| 470587 | 465937 |
| &nbsp;&nbsp;&nbsp; •Series 4367 Class GF 4.15% <br> (30 day USD SOFR Average <br> + 0.46%) 3/15/37<br>| 1207558 | 1194945 |
| &nbsp;&nbsp;&nbsp; •Series 4419 Class AF 4.14% <br> (30 day USD SOFR Average <br> + 0.45%) 6/15/40<br>| 724845 | 716731 |
| &nbsp;&nbsp;&nbsp; •Series 4730 Class WF 4.15% <br> (30 day USD SOFR Average <br> + 0.46%) 8/15/38<br>| 1347826 | 1333556 |
| &nbsp;&nbsp;&nbsp; •Series 4906 Class WF 4.20% <br> (30 day USD SOFR Average <br> + 0.51%) 12/15/38<br>| 1734841 | 1713821 |
| &nbsp;&nbsp;&nbsp; Series 4948 Class E 2.50% <br> 10/25/48<br>| 252239 | 231840 |
| &nbsp;&nbsp;&nbsp; Series 5115 Class CD 1.00% <br> 8/15/44<br>| 3937586 | 3415009 |
| &nbsp;&nbsp;&nbsp; •Series 5480 Class FG 4.81% <br> (30 day USD SOFR Average <br> + 1.15%) 12/25/54<br>| 2124788 | 2138409 |
| &nbsp;&nbsp;&nbsp; •Series 5484 Class FA 4.86% <br> (30 day USD SOFR Average <br> + 1.20%) 12/25/54<br>| 1430374 | 1437369 |
| &nbsp;&nbsp;&nbsp; •Series 5493 Class FK 4.81% <br> (30 day USD SOFR Average <br> + 1.15%) 1/25/55<br>| 2029483 | 2035554 |
| &nbsp;&nbsp;&nbsp; •Series 5500 Class AF 4.66% <br> (30 day USD SOFR Average <br> + 1.00%) 2/25/55<br>| 292579 | 291983 |
| &nbsp;&nbsp;&nbsp; •Series 5500 Class FA 4.86% <br> (30 day USD SOFR Average <br> + 1.20%) 2/25/55<br>| 2506700 | 2518016 |
| &nbsp;&nbsp;&nbsp; •Series 5500 Class GF 4.61% <br> (30 day USD SOFR Average <br> + 0.95%) 10/25/54<br>| 2478220 | 2495438 |
| &nbsp;&nbsp;&nbsp; •Series 5508 Class DF 4.66% <br> (30 day USD SOFR Average <br> + 1.00%) 2/25/55<br>| 1771293 | 1776919 |
| &nbsp;&nbsp;&nbsp; •Series 5508 Class FB 4.66% <br> (30 day USD SOFR Average <br> + 1.00%) 2/25/55<br>| 308713 | 307907 |
| &nbsp;&nbsp;&nbsp; •Series 5511 Class FG 4.81% <br> (30 day USD SOFR Average <br> + 1.15%) 3/25/55<br>| 1596111 | 1602029 |
| &nbsp;&nbsp;&nbsp; •Series 5513 Class MF 4.60% <br> (30 day USD SOFR Average <br> + 0.94%) 11/25/54<br>| 9098624 | 9160837 |
| &nbsp;&nbsp;&nbsp; •Series 5517 Class FE 4.61% <br> (30 day USD SOFR Average <br> + 0.95%) 3/25/55<br>| 596189 | 599218 |
| &nbsp;&nbsp;&nbsp; •Series 5517 Class VF 4.61% <br> (30 day USD SOFR Average <br> + 0.95%) 3/25/55<br>| 3832346 | 3837092 |
| &nbsp;&nbsp;&nbsp; •Series 5532 Class FA 4.61% <br> (30 day USD SOFR Average <br> + 0.95%) 4/25/55<br>| 4622132 | 4628818 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** |
| Federal Home Loan Mortgage Corp. REMICS (continued)  | Federal Home Loan Mortgage Corp. REMICS (continued)  | Federal Home Loan Mortgage Corp. REMICS (continued)  |
| &nbsp;&nbsp;&nbsp; •Series 5534 Class FM 4.59% <br> (30 day USD SOFR Average <br> + 0.93%) 5/25/55<br>| 4402166 | $4432614 |
| &nbsp;&nbsp;&nbsp; •Series 5544 Class F 4.66% <br> (30 day USD SOFR Average <br> + 1.00%) 6/25/55<br>| 2744382 | 2766725 |
| &nbsp;&nbsp;&nbsp; •Series 5549 Class CF 4.66% <br> (30 day USD SOFR Average <br> + 1.00%) 10/25/52<br>| 3900325 | 3942621 |
| &nbsp;&nbsp;&nbsp; •Series 5557 Class FM 4.76% <br> (30 day USD SOFR Average <br> + 1.10%) 7/25/55<br>| 1390586 | 1399051 |
| &nbsp;&nbsp;&nbsp; •Series 5560 Class FB 4.66% <br> (30 day USD SOFR Average <br> + 1.00%) 6/25/55<br>| 1195820 | 1206638 |
| &nbsp;&nbsp;&nbsp; •Series 5564 Class FB 4.86% <br> (30 day USD SOFR Average <br> + 1.20%) 8/25/55<br>| 1496341 | 1512757 |
| &nbsp;&nbsp;&nbsp; •Series 5564 Class PF 4.86% <br> (30 day USD SOFR Average <br> + 1.20%) 8/25/55<br>| 965882 | 977193 |
| &nbsp;&nbsp;&nbsp; •Series 5565 Class FA 4.81% <br> (30 day USD SOFR Average <br> + 1.15%) 8/25/55<br>| 1654545 | 1668274 |
| &nbsp;&nbsp;&nbsp; •Series 5565 Class FB 4.61% <br> (30 day USD SOFR Average <br> + 0.95%) 8/25/55<br>| 683492 | 690776 |
| &nbsp;&nbsp;&nbsp; •Series 5584 Class DF 4.56% <br> (30 day USD SOFR Average <br> + 0.90%) 10/25/55<br>| 452567 | 454994 |
| &nbsp;&nbsp;&nbsp; •Series 5593 Class FB 4.56% <br> (30 day USD SOFR Average <br> + 0.90%) 11/25/55<br>| 661843 | 667574 |
| &nbsp;&nbsp;&nbsp; •Series 5601 Class F 4.56% <br> (30 day USD SOFR Average <br> + 0.90%) 11/25/55<br>| 768875 | 775453 |
| •Federal Home Loan Mortgage Corp. STRIPS | •Federal Home Loan Mortgage Corp. STRIPS | •Federal Home Loan Mortgage Corp. STRIPS |
| &nbsp;&nbsp;&nbsp; Series 328 Class F4 4.15% <br> (30 day USD SOFR Average <br> + 0.46%) 2/15/38<br>| 1239061 | 1217712 |
| &nbsp;&nbsp;&nbsp; Series 330 Class F4 4.15% <br> (30 day USD SOFR Average <br> + 0.46%) 10/15/37<br>| 572138 | 568360 |
| Federal National Mortgage Association REMICS  | Federal National Mortgage Association REMICS  | Federal National Mortgage Association REMICS  |
| &nbsp;&nbsp;&nbsp; •Series 2011-86 Class NF <br> 4.33% (30 day USD SOFR <br> Average + 0.66%) 9/25/41<br>| 487732 | 487565 |
| &nbsp;&nbsp;&nbsp; Series 2013-6 Class JB 1.50% <br> 2/25/43<br>| 4073690 | 3558114 |
| &nbsp;&nbsp;&nbsp; •Series 2014-49 Class AF <br> 4.12% (30 day USD SOFR <br> Average + 0.43%) 8/25/44<br>| 210481 | 209362 |
| &nbsp;&nbsp;&nbsp; •Series 2017-95 Class FA <br> 4.15% (30 day USD SOFR <br> Average + 0.46%) 11/25/47<br>| 1199896 | 1193287 |
| &nbsp;&nbsp;&nbsp; •Series 2019-53 Class FA <br> 4.20% (30 day USD SOFR <br> Average + 0.51%) 9/25/49<br>| 1185260 | 1152608 |

---

*LVIP PIMCO Low Duration Bond Fund–1*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** |
| Federal National Mortgage Association REMICS (continued)  | Federal National Mortgage Association REMICS (continued)  | Federal National Mortgage Association REMICS (continued)  |
| &nbsp;&nbsp;&nbsp; •Series 2020-29 Class FC <br> 4.60% (30 day USD SOFR <br> Average + 0.91%) 5/25/50<br>| 1521918 | $1533439 |
| &nbsp;&nbsp;&nbsp; •Series 2024-100 Class FA <br> 4.76% (30 day USD SOFR <br> Average + 1.10%) 6/25/54<br>| 2052797 | 2057223 |
| &nbsp;&nbsp;&nbsp; •Series 2024-101 Class FB <br> 4.76% (30 day USD SOFR <br> Average + 1.10%) 1/25/55<br>| 2901684 | 2908591 |
| &nbsp;&nbsp;&nbsp; •Series 2024-103 Class FC <br> 4.81% (30 day USD SOFR <br> Average + 1.15%) 1/25/55<br>| 3244057 | 3255293 |
| &nbsp;&nbsp;&nbsp; •Series 2024-104 Class FA <br> 4.71% (30 day USD SOFR <br> Average + 1.05%) 1/25/55<br>| 3276194 | 3278694 |
| &nbsp;&nbsp;&nbsp; •Series 2024-90 Class FB <br> 4.91% (30 day USD SOFR <br> Average + 1.25%) 11/25/53<br>| 2308459 | 2329014 |
| &nbsp;&nbsp;&nbsp; •Series 2024-95 Class KF <br> 4.76% (30 day USD SOFR <br> Average + 1.10%) 12/25/54<br>| 1254430 | 1257182 |
| &nbsp;&nbsp;&nbsp; •Series 2025-12 Class EF <br> 4.57% (30 day USD SOFR <br> Average + 0.91%) 3/25/55<br>| 633212 | 637070 |
| &nbsp;&nbsp;&nbsp; •Series 2025-12 Class FG <br> 4.61% (30 day USD SOFR <br> Average + 0.95%) 3/25/55<br>| 275435 | 277410 |
| &nbsp;&nbsp;&nbsp; •Series 2025-16 Class FA <br> 4.81% (30 day USD SOFR <br> Average + 1.15%) 3/25/55<br>| 1909681 | 1915748 |
| &nbsp;&nbsp;&nbsp; •Series 2025-16 Class FM <br> 4.61% (30 day USD SOFR <br> Average + 0.95%) 1/25/55<br>| 429789 | 432775 |
| &nbsp;&nbsp;&nbsp; •Series 2025-18 Class FM <br> 4.56% (30 day USD SOFR <br> Average + 0.90%) 9/25/54<br>| 9418837 | 9473405 |
| &nbsp;&nbsp;&nbsp; •Series 2025-19 Class FC <br> 4.82% (30 day USD SOFR <br> Average + 1.16%) 3/25/55<br>| 2144654 | 2160748 |
| &nbsp;&nbsp;&nbsp; •Series 2025-35 Class FB <br> 4.66% (30 day USD SOFR <br> Average + 1.00%) 5/25/55<br>| 1109091 | 1112266 |
| &nbsp;&nbsp;&nbsp; •Series 2025-35 Class FM <br> 4.71% (30 day USD SOFR <br> Average + 1.05%) 5/25/55<br>| 911009 | 916076 |
| &nbsp;&nbsp;&nbsp; •Series 2025-4 Class FB 4.86% <br> (30 day USD SOFR Average <br> + 1.20%) 12/25/53<br>| 746148 | 749750 |
| &nbsp;&nbsp;&nbsp; •Series 2025-54 Class FM <br> 4.76% (30 day USD SOFR <br> Average + 1.10%) 7/25/55<br>| 765148 | 769828 |
| &nbsp;&nbsp;&nbsp; •Series 2025-6 Class FA 4.91% <br> (30 day USD SOFR Average <br> + 1.25%) 2/25/55<br>| 628236 | 632043 |
| &nbsp;&nbsp;&nbsp; •Series 2025-88 Class FM <br> 4.56% (30 day USD SOFR <br> Average + 0.90%) 8/25/55<br>| 876014 | 881728 |
| &nbsp;&nbsp;&nbsp; •Series 2025-93 Class FA <br> 4.76% (30 day USD SOFR <br> Average + 1.10%) 11/25/55<br>| 1199919 | 1201653 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** |
| Federal National Mortgage Association REMICS (continued)  | Federal National Mortgage Association REMICS (continued)  | Federal National Mortgage Association REMICS (continued)  |
| &nbsp;&nbsp;&nbsp; •Series 2025-95 Class F 4.56% <br> (30 day USD SOFR Average <br> + 0.90%) 12/25/53<br>| 1005622 | $1008822 |
| &nbsp;&nbsp;&nbsp; •Series 2025-99 Class KF <br> 4.66% (30 day USD SOFR <br> Average + 1.00%) 11/25/55<br>| 591161 | 593704 |
| &nbsp;&nbsp;&nbsp; •Series 2026-25 Class FD <br> 4.75% (30 day USD SOFR <br> Average + 1.05%) 4/25/56<br>| 6500000 | 6464647 |
| Government National Mortgage Association REMICS  | Government National Mortgage Association REMICS  | Government National Mortgage Association REMICS  |
| &nbsp;&nbsp;&nbsp; •Series 2016-H17 Class FC <br> 4.61% (1 mo. USD Term <br> SOFR + 0.94%) 8/20/66<br>| 387258 | 388926 |
| &nbsp;&nbsp;&nbsp; •Series 2016-H19 Class FA <br> 4.56% (1 mo. USD Term <br> SOFR + 0.89%) 9/20/66<br>| 221622 | 222583 |
| &nbsp;&nbsp;&nbsp; •Series 2022-H22 Class EF <br> 4.42% (30 day USD SOFR <br> Average + 0.75%) 10/20/72<br>| 1233373 | 1239792 |
| &nbsp;&nbsp;&nbsp; •Series 2023-H02 Class FA <br> 4.57% (30 day USD SOFR <br> Average + 0.90%) 1/20/73<br>| 3275227 | 3281995 |
| &nbsp;&nbsp;&nbsp; •Series 2023-H23 Class JF <br> 4.65% (30 day USD SOFR <br> Average + 0.98%) 9/20/73<br>| 7220810 | 7331649 |
| &nbsp;&nbsp;&nbsp; •Series 2023-H26 Class DF <br> 3.97% (30 day USD SOFR <br> Average + 0.30%) 9/20/73<br>| 2237820 | 2232671 |
| &nbsp;&nbsp;&nbsp; •Series 2024-13 Class FA <br> 4.62% (30 day USD SOFR <br> Average + 0.95%) 1/20/54<br>| 274957 | 275820 |
| &nbsp;&nbsp;&nbsp; •Series 2025-100 Class FA <br> 4.82% (30 day USD SOFR <br> Average + 1.15%) 6/20/55<br>| 524467 | 529669 |
| &nbsp;&nbsp;&nbsp; •Series 2025-118 Class FA <br> 4.82% (30 day USD SOFR <br> Average + 1.15%) 7/20/55<br>| 476148 | 481792 |
| &nbsp;&nbsp;&nbsp; Series 2025-79 Class NA <br> 3.50% 11/20/49<br>| 2598621 | 2503254 |
| &nbsp;&nbsp;&nbsp; •Series 2025-89 Class PF <br> 4.62% (30 day USD SOFR <br> Average + 0.95%) 5/20/55<br>| 937437 | 946895 |
| &nbsp;&nbsp;&nbsp; •Series 2025-98 Class GF <br> 4.57% (30 day USD SOFR <br> Average + 0.90%) 6/20/55<br>| 5025710 | 5071473 |
| **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $145,878,389)** | **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $145,878,389)** | **144866493** |
| **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.33%** | **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.33%** | **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.33%** |
| &nbsp;&nbsp; ♦•Federal Home Loan Mortgage <br> Corp. Multifamily <br> Structured Pass-Through <br> Certificates Series Q029 <br> Class A 4.22% (30 day USD <br> SOFR Average + 0.55%) <br> 8/25/27<br>| 716615 | 716613 |

---

*LVIP PIMCO Low Duration Bond Fund–2*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** | **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** | **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** |
| •Federal National Mortgage Association-ACES | •Federal National Mortgage Association-ACES | •Federal National Mortgage Association-ACES |
| &nbsp;&nbsp;&nbsp; Series 2017-M2 Class A2 <br> 2.86% 2/25/27<br>| 1435554 | $1422100 |
| &nbsp;&nbsp;&nbsp; Series 2017-M4 Class A2 <br> 2.56% 12/25/26<br>| 750592 | 742448 |
| **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $2,881,937)** | **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $2,881,937)** | **2881161** |
| **AGENCY MORTGAGE-BACKED SECURITIES–19.50%** | **AGENCY MORTGAGE-BACKED SECURITIES–19.50%** | **AGENCY MORTGAGE-BACKED SECURITIES–19.50%** |
| &nbsp;&nbsp; Federal National Mortgage <br> Association 4.30% 12/1/32<br>| 8700000 | 8616917 |
| Uniform Mortgage-Backed Security, TBA | Uniform Mortgage-Backed Security, TBA | Uniform Mortgage-Backed Security, TBA |
| &nbsp;&nbsp; 5.00% 5/1/56 | 43400000 | 42748732 |
| &nbsp;&nbsp; 6.00% 5/1/56 | 114500000 | 116574404 |
| **Total Agency Mortgage-Backed Securities** <br>**(Cost $168,347,947)** | **Total Agency Mortgage-Backed Securities** <br>**(Cost $168,347,947)** | **167940053** |
| **CORPORATE BONDS–37.68%** | **CORPORATE BONDS–37.68%** | **CORPORATE BONDS–37.68%** |
| **Aerospace & Defense–0.06%** | **Aerospace & Defense–0.06%** | **Aerospace & Defense–0.06%** |
| Boeing Co. 6.26% 5/1/27 | 500000 | 508632 |
|  |  | **508632** |
| **Agriculture–0.32%** | **Agriculture–0.32%** | **Agriculture–0.32%** |
| &nbsp;&nbsp; Bunge Ltd. Finance Corp. <br> 2.00% 4/21/26<br>| 2800000 | 2795967 |
|  |  | **2795967** |
| **Airlines–0.33%** | **Airlines–0.33%** | **Airlines–0.33%** |
| &nbsp;&nbsp; ♦American Airlines <br> Pass-Through Trust 3.70% <br> 4/1/28<br>| 658697 | 656359 |
| &nbsp;&nbsp; Southwest Airlines Co. 5.13% <br> 6/15/27<br>| 1173000 | 1176766 |
| &nbsp;&nbsp; ♦United Airlines Pass-Through <br> Trust 3.75% 3/3/28<br>| 1004623 | 1002187 |
|  |  | **2835312** |
| **Auto Manufacturers–3.94%** | **Auto Manufacturers–3.94%** | **Auto Manufacturers–3.94%** |
| &nbsp;&nbsp; •American Honda Finance <br> Corp. 4.38% (1 day USD <br> SOFR + 0.73%) 3/8/27<br>| 7200000 | 7200810 |
| &nbsp;&nbsp; •BMW U.S. Capital LLC 4.57% <br> (1 day USD SOFR Index + <br> 0.92%) 3/21/28<br>| 2000000 | 2005751 |
| Ford Motor Co. 4.35% 12/8/26 | 500000 | 498529 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp; 4.13% 8/17/27 | 300000 | 296114 |
| &nbsp;&nbsp; 4.27% 1/9/27 | 2366000 | 2355187 |
| &nbsp;&nbsp; 4.95% 5/28/27 | 1200000 | 1199639 |
| &nbsp;&nbsp; 5.13% 11/5/26 | 6200000 | 6212811 |
| Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp; •4.69% (1 day USD SOFR + <br> 1.04%) 6/24/27<br>| 900000 | 902196 |
| &nbsp;&nbsp; 5.15% 3/27/30 | 1100000 | 1111741 |
| &nbsp;&nbsp; 5.30% 3/19/27 | 1100000 | 1108400 |
| &nbsp;&nbsp; Hyundai Capital Services, Inc. <br> 5.13% 2/5/27<br>| 5500000 | 5527996 |
| &nbsp;&nbsp; Nissan Motor Acceptance Co. <br> LLC 1.85% 9/16/26<br>| 2500000 | 2457136 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; •4.71% (1 day USD SOFR + <br> 1.06%) 3/25/27<br>| 200000 | $200394 |
| &nbsp;&nbsp; 4.95% 3/25/27 | 2800000 | 2811236 |
|  |  | **33887940** |
| **Banks–12.85%** | **Banks–12.85%** | **Banks–12.85%** |
| &nbsp;&nbsp; Bank Hapoalim BM 4.72% <br> 7/14/29<br>| 2600000 | 2568143 |
| μBarclays PLC |  |  |
| &nbsp;&nbsp; 5.67% 3/12/28 | 4500000 | 4542373 |
| &nbsp;&nbsp; 5.83% 5/9/27 | 1600000 | 1601732 |
| BPCE SA |  |  |
| &nbsp;&nbsp; 3.50% 10/23/27 | 1600000 | 1576040 |
| &nbsp;&nbsp; 4.75% 7/19/27 | 1700000 | 1708316 |
| μ6.61% 10/19/27 | 2700000 | 2729835 |
| &nbsp;&nbsp; •Canadian Imperial Bank of <br> Commerce 4.39% (1 day USD <br> SOFR + 0.72%) 1/13/28<br>| 3000000 | 3000949 |
| •Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 4.27% (1 day USD SOFR <br> Index + 0.62%) 8/28/26<br>| 300000 | 300296 |
| &nbsp;&nbsp;&nbsp; 4.58% (1 day USD SOFR <br> Index + 0.90%) 10/5/26<br>| 1300000 | 1302900 |
| &nbsp;&nbsp; Federation des Caisses <br> Desjardins du Quebec 5.70% <br> 3/14/28<br>| 2231000 | 2286221 |
| Goldman Sachs Group, Inc. |  |  |
| μ1.95% 10/21/27 | 6400000 | 6312653 |
| &nbsp;&nbsp;&nbsp; •4.59% (1 day USD SOFR + <br> 0.92%) 10/21/27<br>| 4700000 | 4710133 |
| &nbsp;&nbsp;&nbsp; •5.68% (3 mo. USD Term <br> SOFR + 2.01%) 10/28/27<br>| 700000 | 705177 |
| μING Groep NV 1.73% 4/1/27 | 3124000 | 3124000 |
| &nbsp;&nbsp; •JPMorgan Chase & Co. 4.55% <br> (1 day USD SOFR + 0.89%) <br> 4/22/27<br>| 9300000 | 9302463 |
| μLloyds Banking Group PLC |  |  |
| &nbsp;&nbsp; 4.24% 2/10/30 | 3300000 | 3264455 |
| &nbsp;&nbsp; 5.46% 1/5/28 | 2300000 | 2316967 |
| &nbsp;&nbsp; Mizrahi Tefahot Bank Ltd. <br> 5.05% 1/28/31<br>| 3400000 | 3358076 |
| &nbsp;&nbsp; μMizuho Financial Group, Inc. <br> 1.23% 5/22/27<br>| 3700000 | 3682551 |
| &nbsp;&nbsp; •Morgan Stanley 4.69% (1 day <br> USD SOFR + 1.02%) 4/13/28<br>| 3315000 | 3326889 |
| National Bank of Canada |  |  |
| μ4.17% 1/20/29 | 3000000 | 2983707 |
| &nbsp;&nbsp;&nbsp; •4.71% (1 day USD SOFR <br> Index + 1.03%) 7/2/27<br>| 5300000 | 5307253 |
| &nbsp;&nbsp; NatWest Markets PLC 4.65% <br> 3/27/29<br>| 6500000 | 6517308 |
| •Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.12% (1 day USD SOFR <br> Index + 0.46%) 8/3/26<br>| 6000000 | 6002675 |
| &nbsp;&nbsp;&nbsp; 4.39% (1 day USD SOFR <br> Index + 0.72%) 10/18/27<br>| 1400000 | 1400150 |
| &nbsp;&nbsp;&nbsp; 4.47% (1 day USD SOFR <br> Index + 0.82%) 3/27/28<br>| 1600000 | 1601712 |
| &nbsp;&nbsp; Santander Holdings USA, Inc. <br> 3.24% 10/5/26<br>| 8800000 | 8749938 |

---

*LVIP PIMCO Low Duration Bond Fund–3*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; •Skandinaviska Enskilda <br> Banken AB 4.54% (1 day <br> USD SOFR + 0.89%) 3/5/27<br>| 2043000 | $2050914 |
| &nbsp;&nbsp; Toronto-Dominion Bank <br> 3.91% 1/13/28<br>| 8200000 | 8141307 |
| &nbsp;&nbsp; μWells Fargo & Co. 4.90% <br> 1/24/28<br>| 6200000 | 6222486 |
|  |  | **110697619** |
| **Diversified Financial Services–3.26%** | **Diversified Financial Services–3.26%** | **Diversified Financial Services–3.26%** |
| Air Lease Corp. 2.20% 1/15/27 | 3920000 | 3847308 |
| Aircastle Ltd. 2.85% 1/26/28 | 1200000 | 1162503 |
| &nbsp;&nbsp; μAmerican Express Co. 4.01% <br> 2/9/29<br>| 1000000 | 993613 |
| &nbsp;&nbsp; Citadel Finance LLC 4.75% <br> 2/14/29<br>| 1100000 | 1077763 |
| DLR Kredit AS 1.00% 1/1/27 | 16800000 | 2572893 |
| Nomura Holdings, Inc. |  |  |
| &nbsp;&nbsp; 2.33% 1/22/27 | 1584000 | 1557494 |
| &nbsp;&nbsp; 5.59% 7/2/27 | 2200000 | 2226877 |
| ORIX Corp. 4.65% 9/10/29 | 2000000 | 2016208 |
| &nbsp;&nbsp; •PSP Capital, Inc. 4.00% (1 day <br> USD SOFR + 0.35%) 12/1/27<br>| 6500000 | 6513893 |
| &nbsp;&nbsp; Realkredit Danmark AS 1.00% <br> 1/1/27<br>| 39700000 | 6071296 |
|  |  | **28039848** |
| **Electric–2.79%** | **Electric–2.79%** | **Electric–2.79%** |
| &nbsp;&nbsp; Algonquin Power & Utilities <br> Corp. 5.37% 6/15/26<br>| 8800000 | 8807254 |
| &nbsp;&nbsp; ENEL Finance International <br> NV<br>|  |  |
| &nbsp;&nbsp; 1.63% 7/12/26 | 2000000 | 1984909 |
| &nbsp;&nbsp; 5.13% 6/26/29 | 1400000 | 1419854 |
| &nbsp;&nbsp; FirstEnergy Corp. 3.90% <br> 7/15/27<br>| 800000 | 793485 |
| &nbsp;&nbsp; FirstEnergy <br> Transmission LLC 4.55% <br> 1/15/30<br>| 3300000 | 3294829 |
| &nbsp;&nbsp; Pacific Gas & Electric Co. <br> 2.10% 8/1/27<br>| 1300000 | 1259914 |
| &nbsp;&nbsp; Southern California Edison <br> Co.<br>|  |  |
| &nbsp;&nbsp; 3.65% 3/1/28 | 1500000 | 1476221 |
| &nbsp;&nbsp; 4.70% 6/1/27 | 1300000 | 1300807 |
| &nbsp;&nbsp; 5.85% 11/1/27 | 200000 | 203696 |
| &nbsp;&nbsp; Vistra Operations Co. LLC <br> 5.05% 12/30/26<br>| 3500000 | 3510581 |
|  |  | **24051550** |
| **Electronics–0.36%** | **Electronics–0.36%** | **Electronics–0.36%** |
| &nbsp;&nbsp; Arrow Electronics, Inc. 5.15% <br> 8/21/29<br>| 2200000 | 2222570 |
| Vontier Corp. 1.80% 4/1/26 | 900000 | 900000 |
|  |  | **3122570** |
| **Food–0.05%** | **Food–0.05%** | **Food–0.05%** |
| &nbsp;&nbsp; General Mills, Inc. 3.20% <br> 2/10/27<br>| 400000 | 396543 |
|  |  | **396543** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Gas–0.39%** | **Gas–0.39%** | **Gas–0.39%** |
| &nbsp;&nbsp; SGSP Australia Assets Pty. <br> Ltd. 3.50% 7/7/27<br>| 3400000 | $3357149 |
|  |  | **3357149** |
| **Health Care Services–1.07%** | **Health Care Services–1.07%** | **Health Care Services–1.07%** |
| &nbsp;&nbsp; Adventist Health System <br> 4.74% 12/1/30<br>| 480000 | 475330 |
| HCA, Inc. 5.38% 9/1/26 | 8700000 | 8706756 |
|  |  | **9182086** |
| **Insurance–3.17%** | **Insurance–3.17%** | **Insurance–3.17%** |
| Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; •4.42% (1 day USD SOFR <br> Index + 0.75%) 7/16/26<br>| 5000000 | 5002900 |
| &nbsp;&nbsp;&nbsp; •4.68% (1 day USD SOFR <br> Index + 1.03%) 8/27/26<br>| 1000000 | 1001782 |
| &nbsp;&nbsp;&nbsp; •4.68% (1 day USD SOFR <br> Index + 1.03%) 8/27/26<br>| 400000 | 400713 |
| &nbsp;&nbsp;&nbsp; •4.86% (1 day USD SOFR <br> Index + 1.21%) 3/25/27<br>| 2300000 | 2302530 |
| &nbsp;&nbsp; 5.62% 5/8/26 | 4100000 | 4103442 |
| &nbsp;&nbsp; Brighthouse Financial Global <br> Funding 1.55% 5/24/26<br>| 1000000 | 995572 |
| &nbsp;&nbsp; Equitable Financial Life <br> Global Funding 4.88% <br> 11/19/27<br>| 4375000 | 4401285 |
| &nbsp;&nbsp; F&G Global Funding 4.50% <br> 1/9/29<br>| 6000000 | 5877167 |
| &nbsp;&nbsp; GA Global Funding Trust <br> 4.40% 9/23/27<br>| 3200000 | 3179581 |
|  |  | **27264972** |
| **Internet–0.13%** | **Internet–0.13%** | **Internet–0.13%** |
| &nbsp;&nbsp; Beignet Investor LLC 6.58% <br> 5/30/49<br>| 1110000 | 1141253 |
|  |  | **1141253** |
| **Investment Company–0.49%** | **Investment Company–0.49%** | **Investment Company–0.49%** |
| &nbsp;&nbsp; KKR Financial Holdings LLC <br> 5.40% 5/23/33<br>| 4500000 | 4244714 |
|  |  | **4244714** |
| **Lodging–1.21%** | **Lodging–1.21%** | **Lodging–1.21%** |
| &nbsp;&nbsp; Hyatt Hotels Corp. 5.05% <br> 3/30/28<br>| 1700000 | 1714132 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp; 3.50% 8/18/26 | 4700000 | 4675032 |
| &nbsp;&nbsp; 5.90% 6/1/27 | 4000000 | 4051992 |
|  |  | **10441156** |
| **Oil & Gas–0.51%** | **Oil & Gas–0.51%** | **Oil & Gas–0.51%** |
| &nbsp;&nbsp; Canadian Natural Resources <br> Ltd. 5.00% 12/15/29<br>| 800000 | 812272 |
| &nbsp;&nbsp; Diamondback Energy, Inc. <br> 3.25% 12/1/26<br>| 700000 | 695470 |
| &nbsp;&nbsp; Petronas Energy Canada Ltd. <br> 2.11% 3/23/28<br>| 2400000 | 2299255 |
| &nbsp;&nbsp; Qatarenergy LNG S3 6.33% <br> 9/30/27<br>| 610500 | 611263 |
|  |  | **4418260** |
| **Pharmaceuticals–1.16%** | **Pharmaceuticals–1.16%** | **Pharmaceuticals–1.16%** |
| &nbsp;&nbsp; Bayer U.S. Finance II LLC <br> 4.38% 12/15/28<br>| 4200000 | 4157869 |

---

*LVIP PIMCO Low Duration Bond Fund–4*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp; =Constellation <br> Pharmaceutical, Inc. 5.55% <br> 7/1/33<br>| 5602407 | $5834196 |
|  |  | **9992065** |
| **Pipelines–1.00%** | **Pipelines–1.00%** | **Pipelines–1.00%** |
| &nbsp;&nbsp; Energy Transfer LP 4.40% <br> 3/15/27<br>| 1814000 | 1813014 |
| ONEOK, Inc. 4.40% 10/15/29 | 2700000 | 2682180 |
| &nbsp;&nbsp; Sabine Pass Liquefaction LLC <br> 5.00% 3/15/27<br>| 500000 | 500936 |
| &nbsp;&nbsp; South Bow USA <br> Infrastructure Holdings LLC <br> 4.91% 9/1/27<br>| 2000000 | 2008037 |
| &nbsp;&nbsp; Spectra Energy Partners LP <br> 3.38% 10/15/26<br>| 1600000 | 1591982 |
|  |  | **8596149** |
| **Real Estate–0.08%** | **Real Estate–0.08%** | **Real Estate–0.08%** |
| &nbsp;&nbsp; Lendlease Finance Ltd. 3.40% <br> 10/27/27<br>| 1000000 | 664532 |
|  |  | **664532** |
| **Real Estate Investment Trusts–2.56%** | **Real Estate Investment Trusts–2.56%** | **Real Estate Investment Trusts–2.56%** |
| American Tower Corp. |  |  |
| &nbsp;&nbsp; 1.60% 4/15/26 | 7400000 | 7392156 |
| &nbsp;&nbsp; 5.00% 1/31/30 | 1700000 | 1719815 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp; 2.90% 3/15/27 | 3000000 | 2955133 |
| &nbsp;&nbsp; 3.70% 6/15/26 | 6500000 | 6489567 |
| &nbsp;&nbsp; EPR Properties 4.75% <br> 12/15/26<br>| 500000 | 499698 |
| &nbsp;&nbsp; VICI Properties LP/VICI <br> Note Co., Inc.<br>|  |  |
| &nbsp;&nbsp; 4.25% 12/1/26 | 200000 | 199454 |
| &nbsp;&nbsp; 4.50% 9/1/26 | 1100000 | 1098714 |
| &nbsp;&nbsp; Weyerhaeuser Co. 4.75% <br> 5/15/26<br>| 1667000 | 1667462 |
|  |  | **22021999** |
| **Shipbuilding–0.51%** | **Shipbuilding–0.51%** | **Shipbuilding–0.51%** |
| &nbsp;&nbsp; Huntington Ingalls <br> Industries, Inc. 5.35% <br> 1/15/30<br>| 4300000 | 4383422 |
|  |  | **4383422** |
| **Software–0.52%** | **Software–0.52%** | **Software–0.52%** |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp; 4.50% 3/15/28 | 2900000 | 2900747 |
| &nbsp;&nbsp; 4.65% 3/15/29 | 1600000 | 1603313 |
|  |  | **4504060** |
| **Telecommunications–0.78%** | **Telecommunications–0.78%** | **Telecommunications–0.78%** |
| &nbsp;&nbsp; Rogers Communications, Inc. <br> 3.20% 3/15/27<br>| 3100000 | 3061708 |
| &nbsp;&nbsp; Telefonica Emisiones SA <br> 4.10% 3/8/27<br>| 3700000 | 3684607 |
|  |  | **6746315** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Transportation–0.14%** | **Transportation–0.14%** | **Transportation–0.14%** |
| &nbsp;&nbsp; Canadian Pacific Railway Co. <br> 3.13% 6/1/26<br>| 1200000 | $1197165 |
|  |  | **1197165** |
| **Total Corporate Bonds** <br>**(Cost $324,616,055)** | **Total Corporate Bonds** <br>**(Cost $324,616,055)** | **324491278** |
| **MUNICIPAL BONDS–0.54%** | **MUNICIPAL BONDS–0.54%** | **MUNICIPAL BONDS–0.54%** |
| &nbsp;&nbsp; County of Williamson 0.92% <br> 2/15/27<br>| 2200000 | 2145249 |
| &nbsp;&nbsp; •Tulane University Series C <br> 4.21% 2/15/36<br>| 2630000 | 2532798 |
| **Total Municipal Bonds** <br>**(Cost $4,568,179)** | **Total Municipal Bonds** <br>**(Cost $4,568,179)** | **4678047** |
| **NON-AGENCY ASSET-BACKED SECURITIES–28.29%** | **NON-AGENCY ASSET-BACKED SECURITIES–28.29%** | **NON-AGENCY ASSET-BACKED SECURITIES–28.29%** |
| &nbsp;&nbsp; •37 Capital CLO 1 Ltd. Series <br> 2021-1A Class AR 4.95% (3 <br> mo. USD Term SOFR + <br> 1.28%) 10/15/34<br>| 3400000 | 3395832 |
| &nbsp;&nbsp; •522 Funding CLO Ltd. Series <br> 2018-3A Class AR 4.97% (3 <br> mo. USD Term SOFR + <br> 1.30%) 10/20/31<br>| 6948 | 6948 |
| &nbsp;&nbsp; •Accredited Mortgage Loan <br> Trust Series 2004-3 Class <br> 2A2 4.99% (1 mo. USD Term <br> SOFR + 1.31%) 10/25/34<br>| 2197 | 2186 |
| &nbsp;&nbsp; •AGL CLO 14 Ltd. Series <br> 2021-14A Class AR 4.80% (3 <br> mo. USD Term SOFR + <br> 1.13%) 12/2/34<br>| 3500000 | 3496990 |
| &nbsp;&nbsp; •AlbaCore Euro CLO IV DAC <br> Series 4A Class AR 3.01% (3 <br> mo. EURIBOR + 0.99%) <br> 7/15/35<br>| 1649728 | 1907445 |
| &nbsp;&nbsp; •AMMC CLO 27 Ltd. Series <br> 2022-27A Class A1R 4.75% (3 <br> mo. USD Term SOFR + <br> 1.08%) 1/20/37<br>| 300000 | 299112 |
| &nbsp;&nbsp; •Amortizing Residential <br> Collateral Trust Series <br> 2004-1 Class A5 4.79% (1 mo. <br> USD Term SOFR + 1.11%) <br> 10/25/34<br>| 20638 | 20432 |
| &nbsp;&nbsp; •Asset-Backed Securities Corp. <br> Home Equity Loan Trust <br> Series 2004-HE2 Class M1 <br> 4.62% (1 mo. USD Term <br> SOFR + 0.94%) 4/25/34<br>| 1209283 | 1310482 |
| &nbsp;&nbsp; Avis Budget Rental Car <br> Funding AESOP LLC Series <br> 2023-7A Class A 5.90% <br> 8/21/28<br>| 7600000 | 7738837 |
| &nbsp;&nbsp; BA Credit Card Trust Series <br> 2023-A2 Class A2 4.98% <br> 11/15/28<br>| 4300000 | 4327365 |
| •Bain Capital Credit CLO Ltd. | •Bain Capital Credit CLO Ltd. | •Bain Capital Credit CLO Ltd. |
| &nbsp;&nbsp;&nbsp; Series 2019-3A Class ARR <br> 4.70% (3 mo. USD Term <br> SOFR + 1.03%) 10/21/34<br>| 3500000 | 3489038 |

---

*LVIP PIMCO Low Duration Bond Fund–5*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| •Bain Capital Credit CLO Ltd. (continued) | •Bain Capital Credit CLO Ltd. (continued) | •Bain Capital Credit CLO Ltd. (continued) |
| &nbsp;&nbsp;&nbsp; Series 2021-6A Class A1R <br> 4.76% (3 mo. USD Term <br> SOFR + 1.09%) 10/21/34<br>| 3500000 | $3496255 |
| &nbsp;&nbsp; •Bain Capital Euro CLO DAC <br> Series 2018-2A Class AR <br> 2.77% (3 mo. EURIBOR + <br> 0.74%) 1/20/32<br>| 196089 | 226583 |
| &nbsp;&nbsp; Bank of America Auto Trust <br> Series 2023-1A Class A3 <br> 5.53% 2/15/28<br>| 1344481 | 1351280 |
| &nbsp;&nbsp; •Barings Euro CLO DAC Series <br> 2020-1A Class ARR 3.27% (3 <br> mo. EURIBOR + 1.24%) <br> 10/21/38<br>| 3700000 | 4257392 |
| &nbsp;&nbsp; •Bear Stearns Asset-Backed <br> Securities I Trust Series <br> 2005-AQ1 Class M3 4.92% (1 <br> mo. USD Term SOFR + <br> 1.24%) 3/25/35<br>| 48794 | 48777 |
| &nbsp;&nbsp; •Bear Stearns Asset-Backed <br> Securities Trust Series <br> 2003-2 Class A3 5.29% (1 mo. <br> USD Term SOFR + 1.61%) <br> 3/25/43<br>| 24620 | 24845 |
| &nbsp;&nbsp; CARDS II Trust Series <br> 2025-1A Class A 4.63% <br> 3/15/31<br>| 4000000 | 4014410 |
| •Carlyle Euro CLO DAC | •Carlyle Euro CLO DAC | •Carlyle Euro CLO DAC |
| &nbsp;&nbsp;&nbsp; Series 2017-3A Class A1R <br> 2.72% (3 mo. EURIBOR + <br> 0.70%) 1/15/31<br>| 97620 | 112821 |
| &nbsp;&nbsp;&nbsp; Series 2019-2A Class A1R <br> 2.87% (3 mo. EURIBOR + <br> 0.89%) 8/15/32<br>| 1015020 | 1171718 |
| CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-4 Class A3 6.00% <br> 7/17/28<br>| 3679214 | 3715906 |
| &nbsp;&nbsp;&nbsp; Series 2024-4 Class A2A <br> 4.67% 12/15/27<br>| 499992 | 500365 |
| &nbsp;&nbsp;&nbsp; Series 2025-1 Class A3 4.84% <br> 1/15/30<br>| 4000000 | 4027430 |
| &nbsp;&nbsp; •Cars Alliance Auto Loans <br> Germany V Series 2024-G1V <br> Class A 2.48% (1 mo. <br> EURIBOR + 0.52%) 1/18/36<br>| 3537108 | 4090803 |
| Carvana Auto Receivables Trust | Carvana Auto Receivables Trust | Carvana Auto Receivables Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-P3 Class A3 <br> 4.26% 10/10/29<br>| 654812 | 654703 |
| &nbsp;&nbsp;&nbsp; Series 2024-P4 Class A3 <br> 4.64% 1/10/30<br>| 1298659 | 1302478 |
| &nbsp;&nbsp;&nbsp; Series 2025-P1 Class A3 <br> 4.55% 5/10/30<br>| 3000000 | 3009908 |
| Chase Auto Owner Trust | Chase Auto Owner Trust | Chase Auto Owner Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-AA Class A3 <br> 5.68% 1/25/29<br>| 1078684 | 1087903 |
| &nbsp;&nbsp;&nbsp; Series 2024-5A Class A3 <br> 4.18% 8/27/29<br>| 800000 | 800274 |
| Citizens Auto Receivables Trust | Citizens Auto Receivables Trust | Citizens Auto Receivables Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-1 Class A4 5.78% <br> 10/15/30<br>| 4735000 | 4786780 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| Citizens Auto Receivables Trust (continued) | Citizens Auto Receivables Trust (continued) | Citizens Auto Receivables Trust (continued) |
| &nbsp;&nbsp;&nbsp; Series 2023-2 Class A3 5.83% <br> 2/15/28<br>| 785715 | $789584 |
| &nbsp;&nbsp; •Countrywide Asset-Backed <br> Certificates Trust Series <br> 2004-6 Class 1A1 4.33% (1 <br> mo. USD Term SOFR + <br> 0.65%) 12/25/34<br>| 979362 | 960112 |
| &nbsp;&nbsp; •Cumulus Static CLO DAC <br> Series 2024-1A Class A 3.18% <br> (3 mo. EURIBOR + 1.20%) <br> 11/15/33<br>| 2050130 | 2370538 |
| &nbsp;&nbsp; •Dryden 27 R Euro CLO DAC <br> Series 2017-27A Class AR <br> 2.68% (3 mo. EURIBOR + <br> 0.66%) 4/15/33<br>| 639565 | 738502 |
| &nbsp;&nbsp; •Dryden 86 CLO Ltd. Series <br> 2020-86A Class A1R2 4.80% <br> (3 mo. USD Term SOFR + <br> 1.13%) 7/17/34<br>| 1300000 | 1300000 |
| &nbsp;&nbsp; •Dryden 95 CLO Ltd. Series <br> 2021-95A Class AR 4.70% (3 <br> mo. USD Term SOFR + <br> 1.04%) 8/20/34<br>| 3500000 | 3496315 |
| &nbsp;&nbsp; •Elevation CLO Ltd. Series <br> 2018-3A Class A1R2 4.97% (3 <br> mo. USD Term SOFR + <br> 1.30%) 1/25/35<br>| 3000000 | 2996667 |
| &nbsp;&nbsp; ELFI Graduate Loan <br> Program LLC Series 2021-A <br> Class A 1.53% 12/26/46<br>| 1723801 | 1558669 |
| Enterprise Fleet Financing LLC | Enterprise Fleet Financing LLC | Enterprise Fleet Financing LLC |
| &nbsp;&nbsp;&nbsp; Series 2022-4 Class A2 5.76% <br> 10/22/29<br>| 150700 | 150879 |
| &nbsp;&nbsp;&nbsp; Series 2025-4 Class A2 4.05% <br> 8/20/28<br>| 4500000 | 4494621 |
| &nbsp;&nbsp; •Evergreen Credit Card Trust <br> Series 2025-1A Class A 4.23% <br> (1 day USD SOFR + 0.59%) <br> 10/15/29<br>| 5200000 | 5214886 |
| &nbsp;&nbsp; •FACT SA Series 2024-1 <br> Class A 2.59% (1 mo. <br> EURIBOR + 0.65%) 9/22/31<br>| 2784289 | 3220149 |
| &nbsp;&nbsp; •Finance America Mortgage <br> Loan Trust Series 2004-2 <br> Class M1 4.62% (1 mo. USD <br> Term SOFR + 0.94%) <br> 8/25/34<br>| 249288 | 242755 |
| &nbsp;&nbsp; Ford Auto Securitization <br> Trust II Series 2024-BA <br> Class A2 3.72% 11/15/28<br>| 1123715 | 811012 |
| Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-1 Class A 4.85% <br> 8/15/35<br>| 6000000 | 6062305 |
| &nbsp;&nbsp;&nbsp; Series 2023-2 Class A 5.28% <br> 2/15/36<br>| 3400000 | 3475864 |
| &nbsp;&nbsp; •Gallatin CLO VIII Ltd. Series <br> 2017-1A Class A1R 5.02% (3 <br> mo. USD Term SOFR + <br> 1.35%) 7/15/31<br>| 510952 | 511301 |

---

*LVIP PIMCO Low Duration Bond Fund–6*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; GM Financial Consumer <br> Automobile Receivables <br> Trust Series 2024-4 Class A3 <br> 4.40% 8/16/29<br>| 3000000 | $3007030 |
| &nbsp;&nbsp; •GoldenTree Loan <br> Management U.S. CLO 8 Ltd. <br> Series 2020-8A Class ARR <br> 4.82% (3 mo. USD Term <br> SOFR + 1.15%) 10/20/34<br>| 3000000 | 3000321 |
| &nbsp;&nbsp; •Greywolf CLO III Ltd. Series <br> 2020-3RA Class A1R2 4.90% <br> (3 mo. USD Term SOFR + <br> 1.23%) 4/22/33<br>| 2622605 | 2624525 |
| &nbsp;&nbsp; •Greywolf CLO IV Ltd. Series <br> 2019-1A Class A1R2 4.91% (3 <br> mo. USD Term SOFR + <br> 1.24%) 4/17/34<br>| 300000 | 299853 |
| &nbsp;&nbsp; •Harvest CLO XVI DAC Series <br> 16A Class AR3 3.34% (3 mo. <br> EURIBOR + 1.26%) <br> 10/15/38<br>| 3900000 | 4487341 |
| &nbsp;&nbsp; Harvest CLO XXI DAC Series <br> 21A Class A2R 1.04% <br> 7/15/31<br>| 692297 | 791294 |
| &nbsp;&nbsp; •Hayfin Emerald CLO VI DAC <br> Series 6A Class AR 3.27% (3 <br> mo. EURIBOR + 1.25%) <br> 10/15/38<br>| 2900000 | 3336962 |
| &nbsp;&nbsp; Honda Auto Receivables <br> Owner Trust Series 2024-4 <br> Class A3 4.33% 5/15/29<br>| 3300000 | 3306442 |
| &nbsp;&nbsp; HPEFS Equipment Trust <br> Series 2025-2A Class A2 <br> 4.07% 11/22/32<br>| 8000000 | 8000271 |
| &nbsp;&nbsp; Huntington Auto Trust Series <br> 2024-1A Class A3 5.23% <br> 1/16/29<br>| 1426387 | 1436509 |
| &nbsp;&nbsp; Hyundai Auto Lease <br> Securitization Trust Series <br> 2025-A Class A3 4.83% <br> 1/18/28<br>| 3500000 | 3520402 |
| &nbsp;&nbsp; Hyundai Auto Receivables <br> Trust Series 2024-C Class A3 <br> 4.41% 5/15/29<br>| 2500000 | 2508963 |
| &nbsp;&nbsp; •Invesco Euro CLO I DAC <br> Series 1A Class A1R 2.67% <br> (3 mo. EURIBOR + 0.65%) <br> 7/15/31<br>| 375189 | 432102 |
| &nbsp;&nbsp; •KKR CLO 16 Ltd. Series 16 <br> Class A1R3 4.81% (3 mo. <br> USD Term SOFR + 1.14%) <br> 10/20/34<br>| 4400000 | 4395415 |
| &nbsp;&nbsp; •KKR CLO 36 Ltd. Series 36A <br> Class AR 4.82% (3 mo. USD <br> Term SOFR + 1.15%) <br> 10/15/34<br>| 1000000 | 998957 |
| &nbsp;&nbsp; Kubota Credit Owner Trust <br> Series 2023-2A Class A3 <br> 5.28% 1/18/28<br>| 1925448 | 1937301 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; •Marble Point CLO XXIV Ltd. <br> Series 2022-1A Class A1R <br> 4.75% (3 mo. USD Term <br> SOFR + 1.09%) 4/20/35<br>| 4300000 | $4292638 |
| &nbsp;&nbsp; •MV Credit Euro CLO III DAC <br> Series 3A Class AR 3.28% (3 <br> mo. EURIBOR + 1.30%) <br> 2/15/38<br>| 4400000 | 5057551 |
| &nbsp;&nbsp; Navient Education Loan Trust <br> Series 2025-A Class A 5.02% <br> 7/15/55<br>| 651149 | 652290 |
| &nbsp;&nbsp; Navient Private Education <br> Loan Trust Series 2020-A <br> Class A2A 2.46% 11/15/68<br>| 889876 | 863020 |
| Navient Private Education Refi Loan Trust | Navient Private Education Refi Loan Trust | Navient Private Education Refi Loan Trust |
| &nbsp;&nbsp;&nbsp; Series 2020-HA Class A <br> 1.31% 1/15/69<br>| 468184 | 444864 |
| &nbsp;&nbsp;&nbsp; Series 2020-IA Class A1A <br> 1.33% 4/15/69<br>| 1011064 | 927497 |
| &nbsp;&nbsp;&nbsp; Series 2021-GA Class A <br> 1.58% 4/15/70<br>| 1379999 | 1246009 |
| &nbsp;&nbsp;&nbsp; Series 2022-A Class A 2.23% <br> 7/15/70<br>| 2520700 | 2288794 |
| Navient Refinance Loan Trust | Navient Refinance Loan Trust | Navient Refinance Loan Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-A Class A 5.15% <br> 2/16/55<br>| 2036341 | 2045607 |
| &nbsp;&nbsp;&nbsp; Series 2025-C Class A 4.80% <br> 10/15/55<br>| 1774474 | 1765054 |
| &nbsp;&nbsp; Navient Student Loan Trust <br> Series 2023-BA Class A1A <br> 6.48% 3/15/72<br>| 725423 | 743077 |
| Nelnet Student Loan Trust | Nelnet Student Loan Trust | Nelnet Student Loan Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-BA Class A1A <br> 4.84% 5/17/55<br>| 3524354 | 3506469 |
| &nbsp;&nbsp;&nbsp; Series 2025-CA Class A1A <br> 4.67% 6/22/65<br>| 3766532 | 3723705 |
| &nbsp;&nbsp;&nbsp; Series 2026-A Class A1A <br> 4.61% 2/21/61<br>| 1918131 | 1892233 |
| &nbsp;&nbsp;&nbsp; •Series 2026-A Class A1B <br> 4.97% (30 day USD SOFR <br> Average + 1.30%) 2/21/61<br>| 575439 | 577661 |
| &nbsp;&nbsp; •OFSI BSL X Ltd. Series <br> 2021-10A Class AR 4.94% (3 <br> mo. USD Term SOFR + <br> 1.27%) 4/20/34<br>| 4000000 | 3997196 |
| &nbsp;&nbsp; PFS Financing Corp. Series <br> 2023-C Class A 5.52% <br> 10/15/28<br>| 5000000 | 5035210 |
| &nbsp;&nbsp; Post Road Equipment <br> Finance LLC Series 2025-1A <br> Class A2 4.90% 5/15/31<br>| 981368 | 987686 |
| &nbsp;&nbsp; •Rockford Tower CLO Ltd. <br> Series 2021-2A Class A1R <br> 4.80% (3 mo. USD Term <br> SOFR + 1.13%) 7/20/34<br>| 2300000 | 2297233 |
| &nbsp;&nbsp; SFS Auto Receivables <br> Securitization Trust Series <br> 2026-1A Class A2A 3.91% <br> 8/20/29<br>| 300000 | 299248 |
| SMB Private Education Loan Trust | SMB Private Education Loan Trust | SMB Private Education Loan Trust |
| &nbsp;&nbsp;&nbsp; Series 2020-A Class A2A <br> 2.23% 9/15/37<br>| 718984 | 698198 |

---

*LVIP PIMCO Low Duration Bond Fund–7*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| SMB Private Education Loan Trust (continued) | SMB Private Education Loan Trust (continued) | SMB Private Education Loan Trust (continued) |
| &nbsp;&nbsp;&nbsp; •Series 2020-PTA Class A2B <br> 4.64% (1 mo. USD Term <br> SOFR + 0.96%) 9/15/54<br>| 1620304 | $1615298 |
| &nbsp;&nbsp;&nbsp; Series 2022-C Class A1A <br> 4.48% 5/16/50<br>| 1415194 | 1401398 |
| &nbsp;&nbsp;&nbsp; Series 2023-C Class A1A <br> 5.67% 11/15/52<br>| 2858950 | 2915089 |
| &nbsp;&nbsp;&nbsp; Series 2024-A Class A1A <br> 5.24% 3/15/56<br>| 741955 | 748156 |
| &nbsp;&nbsp;&nbsp; •Series 2024-A Class A1B <br> 5.12% (30 day USD SOFR <br> Average + 1.45%) 3/15/56<br>| 3190407 | 3217154 |
| &nbsp;&nbsp;&nbsp; Series 2024-C Class A1A <br> 5.50% 6/17/52<br>| 1657690 | 1689642 |
| &nbsp;&nbsp;&nbsp; Series 2024-D Class A1A <br> 5.38% 7/15/53<br>| 1955538 | 1982951 |
| &nbsp;&nbsp;&nbsp; Series 2024-E Class A1A <br> 5.09% 10/16/56<br>| 620012 | 624451 |
| &nbsp;&nbsp;&nbsp; •Series 2024-E Class A1B <br> 5.02% (30 day USD SOFR <br> Average + 1.35%) 10/16/56<br>| 2635049 | 2656368 |
| &nbsp;&nbsp;&nbsp; Series 2024-F Class A1A <br> 5.06% 3/16/54<br>| 954787 | 960669 |
| &nbsp;&nbsp;&nbsp; Series 2025-A Class A1A <br> 5.13% 4/15/54<br>| 2228106 | 2243140 |
| &nbsp;&nbsp;&nbsp; •Series 2026-A Class A1B <br> 4.77% (30 day USD SOFR <br> Average + 1.10%) 12/15/53<br>| 2900000 | 2899954 |
| &nbsp;&nbsp; SoFi Consumer Loan Program <br> Trust Series 2025-1 Class A <br> 4.80% 2/27/34<br>| 963023 | 965041 |
| &nbsp;&nbsp; •Toro European CLO 6 DAC <br> Series 6A Class AR 2.95% (3 <br> mo. EURIBOR + 0.92%) <br> 1/12/32<br>| 1908953 | 2204322 |
| &nbsp;&nbsp; Toyota Auto Receivables <br> Owner Trust Series 2023-C <br> Class A3 5.16% 4/17/28<br>| 1898514 | 1907124 |
| &nbsp;&nbsp; Toyota Lease Owner Trust <br> Series 2025-A Class A3 4.75% <br> 2/22/28<br>| 8000000 | 8039858 |
| &nbsp;&nbsp; •Trillium Credit Card Trust II <br> Series 2025-1A Class A 4.22% <br> (1 day USD SOFR + 0.59%) <br> 9/26/30<br>| 4000000 | 4015860 |
| &nbsp;&nbsp; •Trinitas CLO VI Ltd. Series <br> 2017-6A Class AR4 4.78% (3 <br> mo. USD Term SOFR + <br> 1.11%) 1/25/34<br>| 4400000 | 4395776 |
| &nbsp;&nbsp; •Unity-Peace Park CLO Ltd. <br> Series 2022-1A Class A1R <br> 4.72% (3 mo. USD Term <br> SOFR + 1.06%) 4/20/35<br>| 4300000 | 4288558 |
| &nbsp;&nbsp; •Wellfleet CLO Ltd. Series <br> 2021-2A Class A1R 4.82% (3 <br> mo. USD Term SOFR + <br> 1.15%) 7/15/34<br>| 4300000 | 4296040 |
| **Total Non-Agency Asset-Backed Securities** <br>**(Cost $243,720,225)** | **Total Non-Agency Asset-Backed Securities** <br>**(Cost $243,720,225)** | **243561234** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–2.58%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–2.58%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–2.58%** |
| &nbsp;&nbsp; •Bear Stearns ARM Trust <br> Series 2003-1 Class 5A1 <br> 5.91% 4/25/33<br>| 8267 | $8007 |
| &nbsp;&nbsp; •GCAT Trust Series 2022-HX1 <br> Class A1 2.89% 12/27/66<br>| 1081070 | 1007857 |
| &nbsp;&nbsp; •GS Mortgage-Backed <br> Securities Trust Series <br> 2024-PJ7 Class A25 5.01% <br> (30 day USD SOFR Average <br> + 1.35%) 11/25/54<br>| 1215418 | 1219771 |
| &nbsp;&nbsp; •GSR Mortgage Loan Trust <br> Series 2005-5F Class 8A1 <br> 4.29% (1 mo. USD Term <br> SOFR + 0.61%) 6/25/35<br>| 87718 | 84874 |
| &nbsp;&nbsp; •JP Morgan Mortgage Trust <br> Series 2025-NQM2 Class A1 <br> 5.57% 9/25/65<br>| 2515174 | 2525469 |
| &nbsp;&nbsp; •Merrill Lynch Mortgage <br> Investors Trust Series <br> 2003-A3 Class 1A 5.45% <br> 5/25/33<br>| 2441 | 2343 |
| MFA Trust | MFA Trust | MFA Trust |
| &nbsp;&nbsp;&nbsp; •Series 2020-NQM2 Class A1 <br> 1.38% 4/25/65<br>| 161439 | 157970 |
| &nbsp;&nbsp;&nbsp; •Series 2021-RPL1 Class A1 <br> 1.13% 7/25/60<br>| 1296005 | 1190813 |
| &nbsp;&nbsp;&nbsp; φSeries 2023-NQM4 Class A1 <br> 6.11% 12/25/68<br>| 535595 | 537101 |
| &nbsp;&nbsp; •New Residential Mortgage <br> Loan Trust Series 2018-3A <br> Class A1 4.50% 5/25/58<br>| 233092 | 228066 |
| &nbsp;&nbsp; •New York Mortgage Trust <br> Series 2005-3 Class A1 4.27% <br> (1 mo. USD Term SOFR + <br> 0.59%) 2/25/36<br>| 38107 | 37901 |
| φOBX Trust | φOBX Trust | φOBX Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM6 Class A1 <br> 6.52% 7/25/63<br>| 1301964 | 1302420 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5 Class A1 <br> 5.99% 1/25/64<br>| 749494 | 752740 |
| &nbsp;&nbsp; •Oceanview Mortgage Trust <br> Series 2025-3 Class AF1 <br> 4.61% (30 day USD SOFR <br> Average + 0.95%) 5/25/55<br>| 800295 | 800408 |
| &nbsp;&nbsp; φPRET Trust Series 2025-RPL4 <br> Class A1 4.00% 3/25/65<br>| 2863125 | 2777963 |
| &nbsp;&nbsp; φPRPM Trust Series <br> 2023-NQM3 Class A1 6.22% <br> 11/25/68<br>| 233401 | 234379 |
| &nbsp;&nbsp; •Sequoia Mortgage Trust <br> Series 2004-6 Class A1 4.64% <br> 7/20/34<br>| 2310 | 2129 |
| •Towd Point Mortgage Trust | •Towd Point Mortgage Trust | •Towd Point Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2018-5 Class A1 3.25% <br> 7/25/58<br>| 4745265 | 4587346 |
| &nbsp;&nbsp;&nbsp; Series 2019-4 Class A1 2.90% <br> 10/25/59<br>| 1400763 | 1350064 |
| &nbsp;&nbsp;&nbsp; Series 2019-HY2 Class A1 <br> 4.79% (1 mo. USD Term <br> SOFR + 1.11%) 5/25/58<br>| 351208 | 358336 |

---

*LVIP PIMCO Low Duration Bond Fund–8*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** |
| •Towd Point Mortgage Trust (continued) | •Towd Point Mortgage Trust (continued) | •Towd Point Mortgage Trust (continued) | •Towd Point Mortgage Trust (continued) |
| &nbsp;&nbsp;&nbsp; Series 2020-1 Class A1 2.71% <br> 1/25/60<br>|  | 700802 | $678118 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |
| &nbsp;&nbsp;&nbsp; •Series 2021-6 Class A1 1.63% <br> 10/25/66<br>|  | 1788619 | 1566231 |
| &nbsp;&nbsp;&nbsp; φSeries 2024-1 Class A1 5.71% <br> 1/25/69<br>|  | 831725 | 833087 |
| **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $22,621,536)** | **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $22,621,536)** | **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $22,621,536)** | **22243393** |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.77%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.77%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.77%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.77%** |
| &nbsp;&nbsp; •Arbor Realty Commercial <br> Real Estate Notes Ltd. <br> Series 2021-FL4 Class A <br> 5.14% (1 mo. USD Term <br> SOFR + 1.46%) 11/15/36<br>|  | 915528 | 915972 |
| &nbsp;&nbsp; •AREIT LLC Series 2022-CRE7 <br> Class A 5.92% (1 mo. USD <br> Term SOFR + 2.24%) <br> 6/17/39<br>|  | 2366578 | 2367327 |
| &nbsp;&nbsp; Benchmark Mortgage Trust <br> Series 2019-B12 Class AAB <br> 3.04% 8/15/52<br>|  | 3467000 | 3397871 |
| &nbsp;&nbsp; •BSREP Commercial Mortgage <br> Trust Series 2021-DC Class A <br> 4.74% (1 mo. USD Term <br> SOFR + 1.06%) 8/15/38<br>|  | 3152845 | 3042271 |
| &nbsp;&nbsp; •JP Morgan Chase Commercial <br> Mortgage Securities Trust <br> Series 2019-FL12 Class A <br> 5.17% (1 mo. USD Term <br> SOFR + 1.50%) 12/15/31<br>|  | 551299 | 544927 |
| &nbsp;&nbsp; •NYO Commercial Mortgage <br> Trust Series 2021-1290 <br> Class A 4.88% (1 mo. USD <br> Term SOFR + 1.21%) <br> 11/15/38<br>|  | 4500000 | 4488754 |
| &nbsp;&nbsp; •Starwood Ltd. Series <br> 2022-FL3 Class A 5.02% (30 <br> day USD SOFR Average + <br> 1.35%) 11/15/38<br>|  | 39134 | 39117 |
| &nbsp;&nbsp; •VNDO Trust Series 2016-350P <br> Class D 3.90% 1/10/35<br>|  | 400000 | 399333 |
| **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $15,115,128)** | **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $15,115,128)** | **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $15,115,128)** | **15195572** |
| **ΔSOVEREIGN BONDS–3.63%** | **ΔSOVEREIGN BONDS–3.63%** | **ΔSOVEREIGN BONDS–3.63%** | **ΔSOVEREIGN BONDS–3.63%** |
| **Brazil—1.68%** | **Brazil—1.68%** | **Brazil—1.68%** | **Brazil—1.68%** |
| ^Brazil Letras do Tesouro Nacional | ^Brazil Letras do Tesouro Nacional | ^Brazil Letras do Tesouro Nacional | ^Brazil Letras do Tesouro Nacional |
| &nbsp;&nbsp; 0.00% 7/1/26 | BRL | 41600000 | 7766238 |
| &nbsp;&nbsp; 0.00% 10/1/26 | BRL | 37000000 | 6681136 |
|  |  |  | **14447374** |
| **Chile—0.04%** | **Chile—0.04%** | **Chile—0.04%** | **Chile—0.04%** |
| &nbsp;&nbsp; Bonos de la Tesoreria de la <br> Republica en pesos 5.80% <br> 10/1/29<br>| CLP | 270000000 | 305283 |
|  |  |  | **305283** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Italy—0.30%** | **Italy—0.30%** | **Italy—0.30%** |
| &nbsp;&nbsp; Cassa Depositi e Prestiti SpA <br> 5.88% 4/30/29<br>| 2500000 | $2607164 |
|  |  | **2607164** |
| **Luxembourg—0.61%** | **Luxembourg—0.61%** | **Luxembourg—0.61%** |
| &nbsp;&nbsp; Eagle Funding Luxco SARL <br> 5.50% 8/17/30<br>| 5200000 | 5227300 |
|  |  | **5227300** |
| **Panama—0.17%** | **Panama—0.17%** | **Panama—0.17%** |
| &nbsp;&nbsp; Panama Government <br> International Bonds 8.88% <br> 9/30/27<br>| 1400000 | 1484126 |
|  |  | **1484126** |
| **Saudi Arabia—0.83%** | **Saudi Arabia—0.83%** | **Saudi Arabia—0.83%** |
| KSA Sukuk Ltd. 5.25% 6/4/27 | 5100000 | 5138250 |
| &nbsp;&nbsp; Saudi Government <br> International Bonds 5.13% <br> 1/13/28<br>| 2000000 | 2018330 |
|  |  | **7156580** |
| **Total Sovereign Bonds** <br>**(Cost $31,078,858)** | **Total Sovereign Bonds** <br>**(Cost $31,078,858)** | **31227827** |
| **U.S. TREASURY OBLIGATION–0.35%** | **U.S. TREASURY OBLIGATION–0.35%** | **U.S. TREASURY OBLIGATION–0.35%** |
| &nbsp;&nbsp; U.S. Treasury Inflation <br> Indexed Notes 2.13% 4/15/29 <br>| 2913201 | 2990511 |
| **Total U.S. Treasury Obligation** <br>**(Cost $2,927,457)** | **Total U.S. Treasury Obligation** <br>**(Cost $2,927,457)** | **2990511** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>|  |
| **MONEY MARKET FUND–0.13%** | **MONEY MARKET FUND–0.13%** | **MONEY MARKET FUND–0.13%** |
| &nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Premier Class <br> (seven-day effective yield <br> 3.60%)<br>| 1129323 | 1129323 |
| **Total Money Market Fund** <br>**(Cost $1,129,323)** | **Total Money Market Fund** <br>**(Cost $1,129,323)** | **1129323** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Notional** <br>**Amount**<br>|  |
| **OPTIONS PURCHASED–0.18%** | **OPTIONS PURCHASED–0.18%** | **OPTIONS PURCHASED–0.18%** |
| **Over-The-Counter–0.18%** | **Over-The-Counter–0.18%** | **Over-The-Counter–0.18%** |
| **Put Swaptions–0.15%** | **Put Swaptions–0.15%** | **Put Swaptions–0.15%** |
| &nbsp;&nbsp; 1 Year Interest Rate Swap <br> Strike price $3.65, <br> expiration date 9/9/26, <br> notional amount <br> $362,700,000 MSC<br>| 362700000 | 991129 |
| &nbsp;&nbsp; 1 Year Interest Rate Swap <br> Strike price $4.25, <br> expiration date 12/9/26, <br> notional amount <br> $225,300,000 BNP<br>| 225300000 | 271545 |
|  |  | **1262674** |

---

*LVIP PIMCO Low Duration Bond Fund–9*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Notional**<br> **Amount**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** |
| **Over-The-Counter (continued)** | **Over-The-Counter (continued)** | **Over-The-Counter (continued)** |
| **Call Swaptions–0.03%** | **Call Swaptions–0.03%** | **Call Swaptions–0.03%** |
| &nbsp;&nbsp; 1 Year Interest Rate Swap <br> Strike price $3.00, <br> expiration date 7/28/26, <br> notional amount <br> $179,200,000 GSB<br>| 179200000 | $97241 |
| &nbsp;&nbsp; 1 Year Interest Rate Swap <br> Strike price $3.00, <br> expiration date 8/3/26, <br> notional amount <br> $134,100,000 MSC<br>| 134100000 | 77688 |
| &nbsp;&nbsp; 1 Year Interest Rate Swap <br> Strike price $3.00, <br> expiration date 8/11/26, <br> notional amount $64,200,000 <br> GSB<br>| 64200000 | 40283 |
| &nbsp;&nbsp; 1 Year Interest Rate Swap <br> Strike price $3.00, <br> expiration date 8/11/26, <br> notional amount $70,500,000 <br> MSC<br>| 70500000 | 44236 |
|  |  | **259448** |
| **Total Options Purchased** <br>**(Cost $871,853)** | **Total Options Purchased** <br>**(Cost $871,853)** | **1522122** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>|  |
| **SHORT-TERM INVESTMENTS—9.20%** | **SHORT-TERM INVESTMENTS—9.20%** | **SHORT-TERM INVESTMENTS—9.20%** |
| **Discounted Commercial Paper–7.48%** | **Discounted Commercial Paper–7.48%** | **Discounted Commercial Paper–7.48%** |
| ≠Alimentation Couche-Tard, Inc. | ≠Alimentation Couche-Tard, Inc. | ≠Alimentation Couche-Tard, Inc. |
| &nbsp;&nbsp; 4.10% 4/21/26 | 8700000 | 8680183 |
| ≠Constellation Energy Generation LLC | ≠Constellation Energy Generation LLC | ≠Constellation Energy Generation LLC |
| &nbsp;&nbsp; 3.87% 4/1/26 | 2400000 | 2400000 |
| &nbsp;&nbsp; 3.87% 4/2/26 | 4100000 | 4099559 |
| &nbsp;&nbsp; 4.03% 4/24/26 | 600000 | 598455 |
| ≠Elevance Health, Inc. | ≠Elevance Health, Inc. | ≠Elevance Health, Inc. |
| &nbsp;&nbsp; 4.05% 4/1/26 | 3600000 | 3600000 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **SHORT-TERM INVESTMENTS (continued)** | **SHORT-TERM INVESTMENTS (continued)** | **SHORT-TERM INVESTMENTS (continued)** |
| **Discounted Commercial Paper (continued)** | **Discounted Commercial Paper (continued)** | **Discounted Commercial Paper (continued)** |
| ≠Elevance Health, Inc. (continued) | ≠Elevance Health, Inc. (continued) | ≠Elevance Health, Inc. (continued) |
| &nbsp;&nbsp; 4.05% 4/13/26 | 5100000 | $5093115 |
| ≠ERAC USA Finance LLC | ≠ERAC USA Finance LLC | ≠ERAC USA Finance LLC |
| &nbsp;&nbsp; 4.15% 4/13/26 | 700000 | 699032 |
| ≠Jones Lang LaSalle Finance BV | ≠Jones Lang LaSalle Finance BV | ≠Jones Lang LaSalle Finance BV |
| &nbsp;&nbsp; 4.03% 4/9/26 | 8700000 | 8692209 |
| ≠JTI Financial Services North America LLC | ≠JTI Financial Services North America LLC | ≠JTI Financial Services North America LLC |
| &nbsp;&nbsp; 3.88% 5/4/26 | 700000 | 697510 |
| &nbsp;&nbsp; 4.07% 5/20/26 | 8100000 | 8055128 |
| ≠NextEra Energy Capital Holdings, Inc. | ≠NextEra Energy Capital Holdings, Inc. | ≠NextEra Energy Capital Holdings, Inc. |
| &nbsp;&nbsp; 4.02% 4/20/26 | 8700000 | 8681542 |
| ≠Phillips 66 | ≠Phillips 66 | ≠Phillips 66 |
| &nbsp;&nbsp; 4.30% 4/24/26 | 13100000 | 13064011 |
|  |  | **64360744** |
| **U.S. Treasury Obligations–0.06%** | **U.S. Treasury Obligations–0.06%** | **U.S. Treasury Obligations–0.06%** |
| ≠U.S. Treasury Bills | ≠U.S. Treasury Bills | ≠U.S. Treasury Bills |
| &nbsp;&nbsp; 3.72% 7/21/26 | 464000 | 458850 |
| &nbsp;&nbsp; 3.72% 7/21/26 | 79000 | 78123 |
|  |  | **536973** |
| **Repurchase Agreement–1.66%** | **Repurchase Agreement–1.66%** | **Repurchase Agreement–1.66%** |
| &nbsp;&nbsp; JPMorgan Securities LLC <br> 3.70%, dated 3/31/26, to be <br> repurchased on 4/1/26, <br> repurchase price <br> $14,301,450 (collateralized <br> by U.S. Treasury Notes 4.00% <br> 2/28/30; market value <br> $14,639,184)<br>| 14300000 | 14300000 |
|  |  | **14300000** |
| **Total Short-Term** <br> **Investments** <br>**(Cost $79,197,675)**<br>|  | **79197717** |

---

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

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

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–121.00% (Cost $1,042,954,562)** | **1041924731** |

---

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

---

| | |
|:---|:---|
| **LIABILITIES NET OF RECEIVABLES AND OTHER ASSETS–(21.00%)** | **(180829098)**<br>|
| **NET ASSETS APPLICABLE TO 90,991,203 SHARES OUTSTANDING–100.00%** | **$861095633** |

---

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

------

---

| |
|:---|
| °Principal amount shown is stated in U.S. dollars unless noted that the security is denominated in another currency. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; •Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at March 31, 2026. For securities based on a <br> published reference rate and spread, the reference rate and spread are indicated in their description above and may be subject to caps <br> and/or floors or include a multiplier. Certain variable rate securities are not based on a published reference rate and spread but are <br> determined by the issuer or agent and are based on current market conditions such as changes in current interest rate and prepayments <br> on the underlying pool of assets. These securities do not indicate a reference rate and spread in their description above. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ♦Pass Through Agreement. Security represents the contractual right to receive a proportionate amount of underlying payments due to the <br> counterparty pursuant to various agreements related to the rescheduling of obligations and the exchange of certain notes. |
| μFixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2026. Rate will reset at a future date. |
| =The value of this security was determined using significant unobservable inputs. |
| φStep coupon bond. Coupon increases/decreases periodically based on predetermined schedule. Stated rate in effect at March 31, 2026. |
| ΔSecurities have been classified by country of origin. |
| ^Zero coupon security. |
| ≠The rate shown is the effective yield at the time of purchase. |

---

*LVIP PIMCO Low Duration Bond Fund–10*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

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

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

**Foreign Currency Exchange Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Receive (Deliver)** | **Contracts to**<br> **Receive (Deliver)** | **In Exchange For** | **In Exchange For** | **Settlement Date** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| BNP | AUD | &nbsp;&nbsp; (12905000)<br>| USD | &nbsp;&nbsp; 9141250 | 4/2/26 | &nbsp;&nbsp; $237683 | &nbsp;&nbsp; $— |
| BNP | AUD | &nbsp;&nbsp; 6937000 | USD | &nbsp;&nbsp; (4870634)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (84579)<br>|
| BNP | BRL | &nbsp;&nbsp; (42320161)<br>| USD | &nbsp;&nbsp; 7905224 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (261999)<br>|
| BNP | BRL | &nbsp;&nbsp; 42320161 | USD | &nbsp;&nbsp; (8081785)<br>| 4/2/26 | &nbsp;&nbsp; 85438 | &nbsp;&nbsp; — |
| BNP | BRL | &nbsp;&nbsp; 1678005 | USD | &nbsp;&nbsp; (320000)<br>| 5/5/26 | &nbsp;&nbsp; 1669 | &nbsp;&nbsp; — |
| BNP | BRL | &nbsp;&nbsp; 7698288 | USD | &nbsp;&nbsp; (1448727)<br>| 6/2/26 | &nbsp;&nbsp; 17296 | &nbsp;&nbsp; — |
| BNP | BRL | &nbsp;&nbsp; (8600000)<br>| USD | &nbsp;&nbsp; 1604359 | 7/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (21585)<br>|
| BNP | BRL | &nbsp;&nbsp; 23337820 | USD | &nbsp;&nbsp; (4344280)<br>| 7/2/26 | &nbsp;&nbsp; 68043 | &nbsp;&nbsp; — |
| BNP | BRL | &nbsp;&nbsp; (10700000)<br>| USD | &nbsp;&nbsp; 1947128 | 10/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (32372)<br>|
| BNP | CAD | &nbsp;&nbsp; (6845933)<br>| USD | &nbsp;&nbsp; 5016969 | 4/2/26 | &nbsp;&nbsp; 95290 | &nbsp;&nbsp; — |
| BNP | CAD | &nbsp;&nbsp; 5919728 | USD | &nbsp;&nbsp; (4244464)<br>| 4/2/26 | &nbsp;&nbsp; 11348 | &nbsp;&nbsp; — |
| BNP | CAD | &nbsp;&nbsp; (5911387)<br>| USD | &nbsp;&nbsp; 4244464 | 5/4/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (11336)<br>|
| BNP | CLP | &nbsp;&nbsp; (281588589)<br>| USD | &nbsp;&nbsp; 314182 | 4/9/26 | &nbsp;&nbsp; 10118 | &nbsp;&nbsp; — |
| BNP | CNH | &nbsp;&nbsp; 963000 | USD | &nbsp;&nbsp; (140249)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (411)<br>|
| BNP | CNH | &nbsp;&nbsp; 1429000 | USD | &nbsp;&nbsp; (207330)<br>| 4/2/26 | &nbsp;&nbsp; 175 | &nbsp;&nbsp; — |
| BNP | CNH | &nbsp;&nbsp; (1380000)<br>| USD | &nbsp;&nbsp; 200011 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (378)<br>|
| BNP | CNH | &nbsp;&nbsp; (345000)<br>| USD | &nbsp;&nbsp; 50159 | 4/2/26 | &nbsp;&nbsp; 61 | &nbsp;&nbsp; — |
| BNP | EUR | &nbsp;&nbsp; (28433595)<br>| USD | &nbsp;&nbsp; 33616812 | 4/2/26 | &nbsp;&nbsp; 748773 | &nbsp;&nbsp; — |
| BNP | EUR | &nbsp;&nbsp; (148000)<br>| USD | &nbsp;&nbsp; 170446 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (636)<br>|
| BNP | GBP | &nbsp;&nbsp; 969200 | USD | &nbsp;&nbsp; (1309310)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (26482)<br>|
| BNP | GBP | &nbsp;&nbsp; (659000)<br>| USD | &nbsp;&nbsp; 873791 | 4/2/26 | &nbsp;&nbsp; 1542 | &nbsp;&nbsp; — |
| BNP | IDR | &nbsp;&nbsp; 4659944002 | USD | &nbsp;&nbsp; (276000)<br>| 4/13/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1444)<br>|
| BNP | IDR | &nbsp;&nbsp; 5201001252 | USD | &nbsp;&nbsp; (307501)<br>| 4/16/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1088)<br>|
| BNP | IDR | &nbsp;&nbsp; 1695200000 | USD | &nbsp;&nbsp; (100000)<br>| 4/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (132)<br>|
| BNP | IDR | &nbsp;&nbsp; 3739264760 | USD | &nbsp;&nbsp; (220000)<br>| 4/27/26 | &nbsp;&nbsp; 233 | &nbsp;&nbsp; — |
| BNP | IDR | &nbsp;&nbsp; 11829066396 | USD | &nbsp;&nbsp; (700000)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3300)<br>|
| BNP | IDR | &nbsp;&nbsp; 7024565327 | USD | &nbsp;&nbsp; (414000)<br>| 5/4/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (375)<br>|
| BNP | IDR | &nbsp;&nbsp; 11987613291 | USD | &nbsp;&nbsp; (712626)<br>| 6/10/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (7859)<br>|
| BNP | ILS | &nbsp;&nbsp; (1920162)<br>| USD | &nbsp;&nbsp; 621871 | 4/6/26 | &nbsp;&nbsp; 10940 | &nbsp;&nbsp; — |
| BNP | ILS | &nbsp;&nbsp; 489438 | USD | &nbsp;&nbsp; (154526)<br>| 4/6/26 | &nbsp;&nbsp; 1197 | &nbsp;&nbsp; — |
| BNP | ILS | &nbsp;&nbsp; (488897)<br>| USD | &nbsp;&nbsp; 154526 | 5/5/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1181)<br>|
| BNP | ILS | &nbsp;&nbsp; (467000)<br>| USD | &nbsp;&nbsp; 148989 | 6/10/26 | &nbsp;&nbsp; 140 | &nbsp;&nbsp; — |
| BNP | INR | &nbsp;&nbsp; (44042729)<br>| USD | &nbsp;&nbsp; 466100 | 5/6/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (832)<br>|
| BNP | KRW | &nbsp;&nbsp; 64960004 | USD | &nbsp;&nbsp; (44000)<br>| 4/13/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (801)<br>|
| BNP | KRW | &nbsp;&nbsp; (65246300)<br>| USD | &nbsp;&nbsp; 42946 | 4/13/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (443)<br>|
| BNP | KRW | &nbsp;&nbsp; (566346790)<br>| USD | &nbsp;&nbsp; 387086 | 4/15/26 | &nbsp;&nbsp; 10442 | &nbsp;&nbsp; — |
| BNP | KRW | &nbsp;&nbsp; 65242864 | USD | &nbsp;&nbsp; (42946)<br>| 4/15/26 | &nbsp;&nbsp; 443 | &nbsp;&nbsp; — |
| BNP | KRW | &nbsp;&nbsp; 67051388 | USD | &nbsp;&nbsp; (45000)<br>| 4/16/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (407)<br>|
| BNP | KRW | &nbsp;&nbsp; 29864000 | USD | &nbsp;&nbsp; (20000)<br>| 4/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (138)<br>|
| BNP | KRW | &nbsp;&nbsp; 45153728 | USD | &nbsp;&nbsp; (30000)<br>| 4/20/26 | &nbsp;&nbsp; 33 | &nbsp;&nbsp; — |
| BNP | KRW | &nbsp;&nbsp; 44766603 | USD | &nbsp;&nbsp; (30000)<br>| 4/23/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (222)<br>|
| BNP | KRW | &nbsp;&nbsp; (126248707)<br>| USD | &nbsp;&nbsp; 84000 | 4/27/26 | &nbsp;&nbsp; 12 | &nbsp;&nbsp; — |
| BNP | MXN | &nbsp;&nbsp; 37153561 | USD | &nbsp;&nbsp; (2111198)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (52215)<br>|
| BNP | MXN | &nbsp;&nbsp; (8168000)<br>| USD | &nbsp;&nbsp; 455380 | 6/17/26 | &nbsp;&nbsp; 2725 | &nbsp;&nbsp; — |
| BNP | PLN | &nbsp;&nbsp; 4437361 | USD | &nbsp;&nbsp; (1231530)<br>| 4/15/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (36214)<br>|
| BNP | PLN | &nbsp;&nbsp; (572000)<br>| USD | &nbsp;&nbsp; 159880 | 4/15/26 | &nbsp;&nbsp; 5797 | &nbsp;&nbsp; — |
| BNP | SGD | &nbsp;&nbsp; 1664647 | USD | &nbsp;&nbsp; (1301336)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (6412)<br>|
| BNP | SGD | &nbsp;&nbsp; 2284063 | USD | &nbsp;&nbsp; (1774305)<br>| 4/2/26 | &nbsp;&nbsp; 2461 | &nbsp;&nbsp; — |
| BNP | SGD | &nbsp;&nbsp; (1660926)<br>| USD | &nbsp;&nbsp; 1301336 | 5/4/26 | &nbsp;&nbsp; 6178 | &nbsp;&nbsp; — |
| BNP | SGD | &nbsp;&nbsp; (2278953)<br>| USD | &nbsp;&nbsp; 1774305 | 5/4/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2778)<br>|
| BNP | THB | &nbsp;&nbsp; (19075594)<br>| USD | &nbsp;&nbsp; 595001 | 4/16/26 | &nbsp;&nbsp; 15842 | &nbsp;&nbsp; — |
| BNP | THB | &nbsp;&nbsp; (3239897)<br>| USD | &nbsp;&nbsp; 100000 | 4/17/26 | &nbsp;&nbsp; 1624 | &nbsp;&nbsp; — |
| BNP | THB | &nbsp;&nbsp; 12776 | USD | &nbsp;&nbsp; (403)<br>| 4/20/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (15)<br>|
| BNP | THB | &nbsp;&nbsp; (10492101)<br>| USD | &nbsp;&nbsp; 321557 | 4/20/26 | &nbsp;&nbsp; 2892 | &nbsp;&nbsp; — |
| BNP | THB | &nbsp;&nbsp; 2750351 | USD | &nbsp;&nbsp; (84000)<br>| 5/5/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (361)<br>|
| BNP | TWD | &nbsp;&nbsp; 1274097 | USD | &nbsp;&nbsp; (40000)<br>| 4/13/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (200)<br>|
| BNP | TWD | &nbsp;&nbsp; 1579830 | USD | &nbsp;&nbsp; (49225)<br>| 4/13/26 | &nbsp;&nbsp; 125 | &nbsp;&nbsp; — |
| BNP | TWD | &nbsp;&nbsp; 321220 | USD | &nbsp;&nbsp; (10000)<br>| 4/17/26 | &nbsp;&nbsp; 29 | &nbsp;&nbsp; — |

---

*LVIP PIMCO Low Duration Bond Fund–11*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

**Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Receive (Deliver)** | **Contracts to**<br> **Receive (Deliver)** | **In Exchange For** | **In Exchange For** | **Settlement Date** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| BNP | TWD | &nbsp;&nbsp; 6568586 | USD | &nbsp;&nbsp; (205000)<br>| 4/20/26 | &nbsp;&nbsp; $13 | &nbsp;&nbsp; $— |
| BNP | TWD | &nbsp;&nbsp; 8055881 | USD | &nbsp;&nbsp; (252000)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (782)<br>|
| BNP | TWD | &nbsp;&nbsp; (17770585)<br>| USD | &nbsp;&nbsp; 552000 | 5/4/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1860)<br>|
| BNP | ZAR | &nbsp;&nbsp; (5239000)<br>| USD | &nbsp;&nbsp; 307936 | 4/20/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1188)<br>|
| BNP | ZAR | &nbsp;&nbsp; (4108000)<br>| USD | &nbsp;&nbsp; 242610 | 4/20/26 | &nbsp;&nbsp; 221 | &nbsp;&nbsp; — |
| GSB | BRL | &nbsp;&nbsp; (56995165)<br>| USD | &nbsp;&nbsp; 10204266 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (795036)<br>|
| GSB | BRL | &nbsp;&nbsp; 56995165 | USD | &nbsp;&nbsp; (10841155)<br>| 4/2/26 | &nbsp;&nbsp; 158148 | &nbsp;&nbsp; — |
| GSB | BRL | &nbsp;&nbsp; (12235830)<br>| USD | &nbsp;&nbsp; 2272274 | 6/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (57856)<br>|
| GSB | BRL | &nbsp;&nbsp; 1209880 | USD | &nbsp;&nbsp; (227371)<br>| 6/2/26 | &nbsp;&nbsp; 3033 | &nbsp;&nbsp; — |
| GSB | BRL | &nbsp;&nbsp; 4055398 | USD | &nbsp;&nbsp; (758680)<br>| 7/2/26 | &nbsp;&nbsp; 8046 | &nbsp;&nbsp; — |
| GSB | BRL | &nbsp;&nbsp; (19600000)<br>| USD | &nbsp;&nbsp; 3654025 | 7/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (51614)<br>|
| GSB | BRL | &nbsp;&nbsp; (17000000)<br>| USD | &nbsp;&nbsp; 3137979 | 10/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (7021)<br>|
| GSB | CNH | &nbsp;&nbsp; 1164781 | USD | &nbsp;&nbsp; (170154)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1015)<br>|
| GSB | IDR | &nbsp;&nbsp; 4538580000 | USD | &nbsp;&nbsp; (269902)<br>| 6/10/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3073)<br>|
| GSB | ILS | &nbsp;&nbsp; (2078265)<br>| USD | &nbsp;&nbsp; 668532 | 4/13/26 | &nbsp;&nbsp; 7110 | &nbsp;&nbsp; — |
| GSB | ILS | &nbsp;&nbsp; 88943 | USD | &nbsp;&nbsp; (28594)<br>| 6/10/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (245)<br>|
| GSB | INR | &nbsp;&nbsp; (3634855)<br>| USD | &nbsp;&nbsp; 39850 | 4/7/26 | &nbsp;&nbsp; 1075 | &nbsp;&nbsp; — |
| GSB | INR | &nbsp;&nbsp; 1211504 | USD | &nbsp;&nbsp; (12896)<br>| 4/7/26 | &nbsp;&nbsp; 28 | &nbsp;&nbsp; — |
| GSB | INR | &nbsp;&nbsp; (1216933)<br>| USD | &nbsp;&nbsp; 12896 | 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (36)<br>|
| GSB | INR | &nbsp;&nbsp; (33436047)<br>| USD | &nbsp;&nbsp; 353900 | 5/6/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (582)<br>|
| GSB | JPY | &nbsp;&nbsp; 345551533 | USD | &nbsp;&nbsp; (2171484)<br>| 5/7/26 | &nbsp;&nbsp; 13426 | &nbsp;&nbsp; — |
| GSB | KRW | &nbsp;&nbsp; (304140713)<br>| USD | &nbsp;&nbsp; 207872 | 4/15/26 | &nbsp;&nbsp; 5606 | &nbsp;&nbsp; — |
| GSB | MXN | &nbsp;&nbsp; 3829000 | USD | &nbsp;&nbsp; (207209)<br>| 4/13/26 | &nbsp;&nbsp; 6194 | &nbsp;&nbsp; — |
| GSB | MXN | &nbsp;&nbsp; 26333482 | USD | &nbsp;&nbsp; (1509428)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (50074)<br>|
| GSB | PLN | &nbsp;&nbsp; 656000 | USD | &nbsp;&nbsp; (181987)<br>| 4/15/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (5277)<br>|
| GSB | THB | &nbsp;&nbsp; 11924392 | USD | &nbsp;&nbsp; (363380)<br>| 4/16/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1341)<br>|
| GSB | THB | &nbsp;&nbsp; (11671142)<br>| USD | &nbsp;&nbsp; 371536 | 4/20/26 | &nbsp;&nbsp; 17062 | &nbsp;&nbsp; — |
| GSB | THB | &nbsp;&nbsp; (10178241)<br>| USD | &nbsp;&nbsp; 310767 | 6/17/26 | &nbsp;&nbsp; 185 | &nbsp;&nbsp; — |
| GSB | THB | &nbsp;&nbsp; (1724970)<br>| USD | &nbsp;&nbsp; 52613 | 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (23)<br>|
| GSB | TWD | &nbsp;&nbsp; 1437210 | USD | &nbsp;&nbsp; (45000)<br>| 4/16/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (121)<br>|
| GSB | TWD | &nbsp;&nbsp; 6700470 | USD | &nbsp;&nbsp; (210000)<br>| 4/23/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (947)<br>|
| GSB | TWD | &nbsp;&nbsp; (1142410)<br>| USD | &nbsp;&nbsp; 35891 | 6/17/26 | &nbsp;&nbsp; 344 | &nbsp;&nbsp; — |
| JPM | AUD | &nbsp;&nbsp; (961000)<br>| USD | &nbsp;&nbsp; 679086 | 4/2/26 | &nbsp;&nbsp; 16062 | &nbsp;&nbsp; — |
| JPM | BRL | &nbsp;&nbsp; 21700000 | USD | &nbsp;&nbsp; (4107790)<br>| 4/2/26 | &nbsp;&nbsp; 80018 | &nbsp;&nbsp; — |
| JPM | BRL | &nbsp;&nbsp; (21700000)<br>| USD | &nbsp;&nbsp; 4157566 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (30243)<br>|
| JPM | BRL | &nbsp;&nbsp; (13400000)<br>| USD | &nbsp;&nbsp; 2476890 | 7/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (56557)<br>|
| JPM | BRL | &nbsp;&nbsp; (9300000)<br>| USD | &nbsp;&nbsp; 1693388 | 10/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (27112)<br>|
| JPM | CAD | &nbsp;&nbsp; 930000 | USD | &nbsp;&nbsp; (674578)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (5982)<br>|
| JPM | CHF | &nbsp;&nbsp; (662000)<br>| USD | &nbsp;&nbsp; 857382 | 4/2/26 | &nbsp;&nbsp; 29286 | &nbsp;&nbsp; — |
| JPM | CHF | &nbsp;&nbsp; (660224)<br>| USD | &nbsp;&nbsp; 827707 | 5/4/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1256)<br>|
| JPM | CNH | &nbsp;&nbsp; (1275304)<br>| USD | &nbsp;&nbsp; 184483 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (704)<br>|
| JPM | CNH | &nbsp;&nbsp; 583874 | USD | &nbsp;&nbsp; (84585)<br>| 5/7/26 | &nbsp;&nbsp; 427 | &nbsp;&nbsp; — |
| JPM | EUR | &nbsp;&nbsp; (3700000)<br>| USD | &nbsp;&nbsp; 4308687 | 4/2/26 | &nbsp;&nbsp; 31643 | &nbsp;&nbsp; — |
| JPM | EUR | &nbsp;&nbsp; 200000 | USD | &nbsp;&nbsp; (232273)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1082)<br>|
| JPM | EUR | &nbsp;&nbsp; (32255595)<br>| USD | &nbsp;&nbsp; 37100882 | 5/4/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (245061)<br>|
| JPM | GBP | &nbsp;&nbsp; (398000)<br>| USD | &nbsp;&nbsp; 532781 | 4/2/26 | &nbsp;&nbsp; 5990 | &nbsp;&nbsp; — |
| JPM | GBP | &nbsp;&nbsp; 500000 | USD | &nbsp;&nbsp; (670899)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (9102)<br>|
| JPM | GBP | &nbsp;&nbsp; 412200 | USD | &nbsp;&nbsp; (545863)<br>| 5/5/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (305)<br>|
| JPM | IDR | &nbsp;&nbsp; 2516787000 | USD | &nbsp;&nbsp; (149734)<br>| 6/10/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1769)<br>|
| JPM | ILS | &nbsp;&nbsp; 618000 | USD | &nbsp;&nbsp; (200115)<br>| 4/6/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3488)<br>|
| JPM | ILS | &nbsp;&nbsp; (7178193)<br>| USD | &nbsp;&nbsp; 2325212 | 6/10/26 | &nbsp;&nbsp; 37269 | &nbsp;&nbsp; — |
| JPM | INR | &nbsp;&nbsp; 39025742 | USD | &nbsp;&nbsp; (422434)<br>| 4/7/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (6122)<br>|
| JPM | INR | &nbsp;&nbsp; (8283919)<br>| USD | &nbsp;&nbsp; 91048 | 4/7/26 | &nbsp;&nbsp; 2679 | &nbsp;&nbsp; — |
| JPM | INR | &nbsp;&nbsp; (109721058)<br>| USD | &nbsp;&nbsp; 1166997 | 4/7/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3463)<br>|
| JPM | INR | &nbsp;&nbsp; 109908944 | USD | &nbsp;&nbsp; (1166997)<br>| 4/24/26 | &nbsp;&nbsp; 963 | &nbsp;&nbsp; — |
| JPM | JPY | &nbsp;&nbsp; 28723255 | USD | &nbsp;&nbsp; (184550)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3534)<br>|
| JPM | KRW | &nbsp;&nbsp; (116560800)<br>| USD | &nbsp;&nbsp; 79665 | 4/15/26 | &nbsp;&nbsp; 2148 | &nbsp;&nbsp; — |
| JPM | KRW | &nbsp;&nbsp; (90061800)<br>| USD | &nbsp;&nbsp; 60000 | 4/27/26 | &nbsp;&nbsp; 86 | &nbsp;&nbsp; — |
| JPM | MXN | &nbsp;&nbsp; 1787748 | USD | &nbsp;&nbsp; (97118)<br>| 4/9/26 | &nbsp;&nbsp; 2553 | &nbsp;&nbsp; — |
| JPM | MXN | &nbsp;&nbsp; 6551000 | USD | &nbsp;&nbsp; (355430)<br>| 4/15/26 | &nbsp;&nbsp; 9619 | &nbsp;&nbsp; — |
| JPM | MXN | &nbsp;&nbsp; 24148269 | USD | &nbsp;&nbsp; (1347154)<br>| 5/21/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (5892)<br>|

---

*LVIP PIMCO Low Duration Bond Fund–12*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

**Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Receive (Deliver)** | **Contracts to**<br> **Receive (Deliver)** | **In Exchange For** | **In Exchange For** | **Settlement Date** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| JPM | MXN | &nbsp;&nbsp; (2688000)<br>| USD | &nbsp;&nbsp; 150093 | 6/17/26 | &nbsp;&nbsp; $1129 | &nbsp;&nbsp; $— |
| JPM | MXN | &nbsp;&nbsp; (1514000)<br>| USD | &nbsp;&nbsp; 83867 | 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (36)<br>|
| JPM | PLN | &nbsp;&nbsp; 8698000 | USD | &nbsp;&nbsp; (2404810)<br>| 4/15/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (61782)<br>|
| JPM | PLN | &nbsp;&nbsp; (2049000)<br>| USD | &nbsp;&nbsp; 557037 | 4/15/26 | &nbsp;&nbsp; 5087 | &nbsp;&nbsp; — |
| JPM | PLN | &nbsp;&nbsp; (653000)<br>| USD | &nbsp;&nbsp; 175159 | 4/15/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (744)<br>|
| JPM | SGD | &nbsp;&nbsp; (6890806)<br>| USD | &nbsp;&nbsp; 5467848 | 4/2/26 | &nbsp;&nbsp; 107509 | &nbsp;&nbsp; — |
| JPM | SGD | &nbsp;&nbsp; 2943465 | USD | &nbsp;&nbsp; (2281756)<br>| 4/2/26 | &nbsp;&nbsp; 7957 | &nbsp;&nbsp; — |
| JPM | SGD | &nbsp;&nbsp; (2936871)<br>| USD | &nbsp;&nbsp; 2281756 | 5/4/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (8359)<br>|
| JPM | THB | &nbsp;&nbsp; (4271124)<br>| USD | &nbsp;&nbsp; 130000 | 4/23/26 | &nbsp;&nbsp; 243 | &nbsp;&nbsp; — |
| JPM | TWD | &nbsp;&nbsp; (1558689)<br>| USD | &nbsp;&nbsp; 48822 | 4/13/26 | &nbsp;&nbsp; 132 | &nbsp;&nbsp; — |
| JPM | ZAR | &nbsp;&nbsp; 22052291 | USD | &nbsp;&nbsp; (1320621)<br>| 4/20/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (19440)<br>|
| MSC | DKK | &nbsp;&nbsp; (56500000)<br>| USD | &nbsp;&nbsp; 8956660 | 1/4/27 | &nbsp;&nbsp; 102191 | &nbsp;&nbsp; — |
| MSC | EUR | &nbsp;&nbsp; (174000)<br>| USD | &nbsp;&nbsp; 199554 | 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1582)<br>|
| MSC | IDR | &nbsp;&nbsp; 3726756000 | USD | &nbsp;&nbsp; (220000)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (504)<br>|
| MSC | IDR | &nbsp;&nbsp; (2547975000)<br>| USD | &nbsp;&nbsp; 151464 | 6/10/26 | &nbsp;&nbsp; 1665 | &nbsp;&nbsp; — |
| MSC | INR | &nbsp;&nbsp; 433270640 | USD | &nbsp;&nbsp; (4688569)<br>| 4/7/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (66611)<br>|
| MSC | INR | &nbsp;&nbsp; (351879511)<br>| USD | &nbsp;&nbsp; 3705945 | 4/7/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (47764)<br>|
| MSC | INR | &nbsp;&nbsp; 353547186 | USD | &nbsp;&nbsp; (3705945)<br>| 4/24/26 | &nbsp;&nbsp; 51064 | &nbsp;&nbsp; — |
| MSC | JPY | &nbsp;&nbsp; 317954192 | USD | &nbsp;&nbsp; (2042940)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (39172)<br>|
| MSC | MXN | &nbsp;&nbsp; 4909000 | USD | &nbsp;&nbsp; (266354)<br>| 4/10/26 | &nbsp;&nbsp; 7311 | &nbsp;&nbsp; — |
| MSC | NZD | &nbsp;&nbsp; 1585000 | USD | &nbsp;&nbsp; (949337)<br>| 4/2/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (38458)<br>|
| MSC | NZD | &nbsp;&nbsp; 1585000 | USD | &nbsp;&nbsp; (908194)<br>| 5/4/26 | &nbsp;&nbsp; 3719 | &nbsp;&nbsp; — |
| MSC | TWD | &nbsp;&nbsp; 5432962 | USD | &nbsp;&nbsp; (170000)<br>| 4/27/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (576)<br>|
| MSC | ZAR | &nbsp;&nbsp; (3256000)<br>| USD | &nbsp;&nbsp; 192253 | 4/20/26 | &nbsp;&nbsp; 135 | &nbsp;&nbsp; — |
| **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | &nbsp;&nbsp; $2065925 | &nbsp;&nbsp; $(2220986)<br>|

---

**Futures Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts to Buy (Sell)** | **Contracts to Buy (Sell)** | **Notional** <br>**Amount**<br>| **Notional** <br>**Cost (Proceeds)**<br>| **Expiration** <br>**Date**<br>| **Value/** <br>**Unrealized** <br>**Appreciation**<sup>1</sup> <br>| **Value/** <br>**Unrealized** <br>**Depreciation**<sup>1</sup> <br>|
| **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** |
| 304 | 3 Month Euro Euribor Futures | &nbsp;&nbsp; $85367399 | &nbsp;&nbsp; $85542646 | &nbsp;&nbsp; 12/14/26 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(175247)<br>|
| (143) | CBOT 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; (15879703)<br>| &nbsp;&nbsp; (16191293)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; 311590 | &nbsp;&nbsp; — |
| 3745 | CBOT 2 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; 776882693 | &nbsp;&nbsp; 779105429 | &nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2222736)<br>|
| (148) | CBOT 5 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; (16010594)<br>| &nbsp;&nbsp; (15982166)<br>| &nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (28428)<br>|
| 19 | SFE 10 Year Australian Bond Futures | &nbsp;&nbsp; 1412550 | &nbsp;&nbsp; 1420650 | &nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (8100)<br>|
| 648 | SFE 3 Year Australian Bond Futures | &nbsp;&nbsp; 46342833 | &nbsp;&nbsp; 46524719 | &nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (181886)<br>|
| 263 | Three Month SONIA Index Futures | &nbsp;&nbsp; 83232365 | &nbsp;&nbsp; 83654686 | &nbsp;&nbsp; 3/16/27 | &nbsp;&nbsp; — | &nbsp;&nbsp; (422321)<br>|
| 861 | Three-Month SOFR Futures | &nbsp;&nbsp; 207920737 | &nbsp;&nbsp; 208341029 | &nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp; — | &nbsp;&nbsp; (420292)<br>|
| (698) | Ultra 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; (79233906)<br>| &nbsp;&nbsp; (80418588)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; 1184682 | &nbsp;&nbsp; — |
| (106) | Ultra U.S. Treasury Bond Futures | &nbsp;&nbsp; (12355625)<br>| &nbsp;&nbsp; (12769770)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; 414145 | &nbsp;&nbsp; — |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp; $1910417 | &nbsp;&nbsp; $(3459010)<br>|

---

**Reverse Repurchase Agreements** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Interest** <br>**Rate**<br>| **Trade** <br>**Date**<br>| **Maturity** <br>**Date**<br>| **Principal** <br>**Amount**<br>| **Face Value Including** <br>**Accrued Interest**<br>|
| BNP-collateralized by FHLMC and GNMA <br> 4.573%-4.653% 4/25/55-9/20/73; market value <br> $17,042,188<br>| 3.91<br> %<br>| &nbsp;&nbsp; 3/31/26 | &nbsp;&nbsp; 4/9/26 | &nbsp;&nbsp; $(15834520)<br>| &nbsp;&nbsp; $(15836239)<br>|
| CITI-collateralized by FHLMC 4.602% <br> 11/25/54; market value $5,083,827<br>| 3.80<br> %<br>| &nbsp;&nbsp; 3/31/26 | &nbsp;&nbsp; 4/6/26 | &nbsp;&nbsp; (4918214)<br>| &nbsp;&nbsp; (4920810)<br>|
| JPM-collateralized by U.S. Treasury Notes <br> 4.00% 2/28/30; market value $2,420,067<br>| 3.74<br> %<br>| &nbsp;&nbsp; 3/31/26 | &nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp; (2418000)<br>| &nbsp;&nbsp; (2418000)<br>|
| RBC-collateralized by FNMA 4.562% 9/25/54; <br> market value $9,458,556<br>| 3.83<br> %<br>| &nbsp;&nbsp; 3/31/26 | &nbsp;&nbsp; 4/9/26 | &nbsp;&nbsp; (9183217)<br>| &nbsp;&nbsp; (9185171)<br>|
| **Total Reverse Repurchase Agreements** |  |  |  | &nbsp;&nbsp; $(32353951)<br>| &nbsp;&nbsp; $(32360220)<br>|

---

*LVIP PIMCO Low Duration Bond Fund–13*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

**Swap Contracts**

**Credit Default Swap (CDS) Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Reference**<br> **Obligation/**<br> **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount**<sup>2</sup> <br>| **Annual**<br> **Protection**<br> **Payments**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Over-The-Counter:** |  |  |  |  |  |  |  |
| **Protection Purchased** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; MSC Korea International <br> Bonds 3.75% 01/19/2027 - <br> Quarterly<br>| 6000000 | (1.00%) | 12/20/30 | $(178142) | $(211747) | $33605 | $— |
| **Protection Sold** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; BNP ITRAXX Europe.44 <br> - Quarterly<sup>3</sup> <br>| EUR 2,800,000 | (5.00%) | 12/20/30 | 560340 | 589906 |  | (29566) |
| &nbsp;&nbsp; JPM ITRAXX Europe.44 <br> - Quarterly<sup>3</sup> <br>| EUR 6,300,000 | (5.00%) | 12/20/30 | 1260766 | 1302097 |  | (41331) |
|  |  |  |  |  | 1892003 |  | (70897) |
| **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | $1680256 | $33605 | $(70897) |

---

**Swap Contracts**

**Interest Rate Swap (IRS) Contracts** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional**<br> **Amount**<sup>2</sup> <br>| **Fixed**<br> **Interest**<br> **Rate**<br>| **Floating**<br> **Rate Index**<br>| **Pay/Receive**<br> **Floating**<br> **Rate**<br>| **Payment**<br> **Frequency (Fixed**<br> **Rate/Floating Rate)**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<sup>1</sup> <br>| **Unrealized**<br> **Depreciation**<sup>1</sup> <br>|
| **Centrally Cleared** |  |  |  |  |  |  |  |  |  |
| 10300000 | 3.75 | SOFR12M | Receive | Annual | 12/18/29 | $(59372) | $12739 | $— | $(72111) |
| 8100000 | 3.75 | SOFR12M | Receive | Annual | 12/17/32 | (18971) | (172448) | 153477 |  |
| CLP 245,300,000 | 4.59 | 1 day CLP CAMARA | Receive | Semi-annual | 10/1/29 | 3710 |  | 3710 |  |
| EUR 1,100,000 | 3.00 | EURIBOR06M | Receive | Annual/Semiannual | 9/16/56 | 26309 | 9756 | 16553 |  |
| 82610000 | 3.33 | SOFR12M | Receive | Annual | 8/31/30 | 846847 | 354248 | 492599 |  |
| 10378200 | 3.33 | SOFR12M | Receive | Annual | 8/31/30 | 106388 | (53342) | 159730 |  |
| 3700000 | 3.34 | SOFR12M | Receive | Annual | 8/31/30 | 36274 |  | 36274 |  |
| 5100000 | 3.38 | SOFR12M | Receive | Annual | 8/31/30 | 42291 |  | 42291 |  |
| 500000 | 3.41 | SOFR12M | Receive | Annual | 8/31/30 | 3565 |  | 3565 |  |
| 800000 | 3.42 | SOFR12M | Receive | Annual | 8/31/30 | 5263 |  | 5263 |  |
| AUD 15,700,000 | 4.25 | BBSW6M | Pay | Semi-annual | 3/18/36 | (688192) | 31441 |  | (719633) |
| EUR 2,600,000 | 2.75 | EURIBOR06M | Pay | Annual/Semiannual | 9/16/36 | (93124) | (91567) |  | (1557) |
| GBP 28,300,000 | 3.50 | SONIA12M | Pay | Annual | 3/18/31 | (1171182) | (391889) |  | (779293) |
| **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** |  | $(301062) | $913462 | $(1572594) |

---

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

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

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

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>1</sup> Includes cumulative appreciation (depreciation) of futures and centrally cleared swap contracts from the date the contracts were opened <br> through March 31, 2026. |
| &nbsp;&nbsp;&nbsp;&nbsp; <sup>2</sup> Notional amount shown is stated in U.S. dollars unless noted that the swap is denominated in another currency. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>3</sup> The Markit iTraxx Europe index, or ITRAXX Europe comprises 125 equally-weighted European names. Constituents for the index can be <br> found at www.markit.com/Documentation. |

---

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

---

| |
|:---|
| **Summary of Abbreviations:** |
| ARM–Adjustable Rate Mortgage |
| AUD–Australian Dollar |
| BBSW6M–Bank Bill Swap Rate 6 Months |
| BNP–BNP Paribas |
| BRL–Brazilian Real |
| CAD–Canadian Dollar |
| CBOT–Chicago Board of Trade |
| CHF–Swiss Franc |
| CITI–Citigroup Global Markets |
| CLO–Collateralized Loan Obligation |
| CLP–Chilean Peso |
| CNH–Chinese Yuan Renminbi |
| DKK–Danish Krone |
| EUR–Euro |
| EURIBOR–Euro Interbank Offer Rate |

---

*LVIP PIMCO Low Duration Bond Fund–14*

------

**LVIP PIMCO Low Duration Bond Fund**

**Schedule of Investments (continued)**

---

| |
|:---|
| **Summary of Abbreviations: (continued)** |
| EURIBOR06M–Euro InterBank Offered Rate EUR 6 Month |
| GBP–British Pound Sterling |
| GNMA–Government National Mortgage Association |
| GS–Goldman Sachs |
| GSB–Goldman Sachs Bank USA |
| IDR–Indonesia Rupiah |
| ILS–Israeli Shekel |
| INR–Indian Rupee |
| IRS–Interest Rate Swap |
| ITRAXX Europe–Markit iTraxx Europe Index |
| JPM–JPMorgan Chase Bank NA |
| JPY–Japanese Yen |
| KRW–South Korean Won |
| LNG–Liquefied Natural Gas |
| MSC–Morgan Stanley & Co. |
| MXN–Mexican Peso |
| NZD–New Zealand Dollar |
| PLN–Polish Zloty |
| RBC–Royal Bank of Canada |
| REMIC–Real Estate Mortgage Investment Conduits |
| SFE–Sydney Futures Exchange |
| SGD–Singapore Dollar |
| SOFR–Secured Overnight Financing Rate |
| SOFR12M–Secured Overnight Financing Rate 12 Months |
| SONIA–Sterling Overnight Index Average |
| SONIA12M–Sterling Overnight Index Average Offered Rate GBP 12 Month |
| TBA–To be announced |
| THB–Thailand Baht |
| TWD–Taiwan New Dollar |
| USD–United States Dollar |
| ZAR–South African Rand |

---

*LVIP PIMCO Low Duration Bond Fund–15*

------

## 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:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1223310186.49

**Total Liabilities:** $362014262.20

**Net Assets:** $861295924.29

**Delayed Delivery Securities:** $320848118.60

**Cash Not Reported:** $7168014.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5188.07000000 | **1-Year:** -42122.79000000 | **5-Year:** -25218.35000000 | **10-Year:** -9018.44000000 | **30-Year:** -1452.68000000

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

- **3-Month:** -394.26000000 | **1-Year:** -1867.44000000 | **5-Year:** -11593.10000000 | **10-Year:** -7251.67000000 | **30-Year:** -3108.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139574 | 0.31%                | 0.45%                | -0.61%               |
| Class ID C000139575 | 0.29%                | 0.44%                | -0.64%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $360615.06               | $994338.01                                 |
| Month 2  | $179927.98               | $2056454.93                                |
| Month 3  | $-1304226.00             | $-6684688.20                               |

**Designated Index Information**

- **Index Name:** 50% FTSE US Treasury 1-3 Years Index, 50% Bloomberg US Intermediate Credit TR Index

- **Index Identifier:** 50% CFIIU13L, 50% LUICTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Money Management Corporation                      | AMMC CLO 27 Ltd                                                                                                        | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299112.30    | 0.03%             | 2037-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                            | AREIT 2022-CRE7 LLC                                                                                                    | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2366578 | PA      | $2367327.38   | 0.27%             | 2039-06-17      | Floating      | 5.92%                 | 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        |      2197 | PA      | $2186.38      | 0.00%             | 2034-10-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                     | Adventist Health System/West                                                                                           | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475330.32    | 0.06%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14, LTD.                                           | AGL CLO 14 Ltd                                                                                                         | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3496990.00   | 0.41%             | 2034-12-02      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                                                         | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $3847308.42   | 0.45%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                              | Aircastle Ltd                                                                                                          | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $1162502.48   | 0.13%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                                                       | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   8800000 | PA      | $8807254.19   | 1.02%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                               | Alimentation Couche-Tard Inc                                                                                           | CUSIP: 01626VDM2<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |   8700000 | PA      | $8680183.31   | 1.01%             | 2026-04-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43400000 | PA      | $42748732.22  | 4.96%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 114500000 | PA      | $116574403.37 | 13.53%            | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1 A PTT                                      | American Airlines 2014-1 Class A Pass Through Trust                                                                    | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    658697 | PA      | $656359.14    | 0.08%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                        | American Express Co                                                                                                    | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993613.07    | 0.12%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                     | American Honda Finance Corp                                                                                            | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7200809.93   | 0.84%             | 2027-03-08      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   7400000 | PA      | $7392156.30   | 0.86%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                        | American Tower Corp                                                                                                    | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1700000 | PA      | $1719815.35   | 0.20%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amortizing Residential Collateral Trust                    | Amortizing Residential Collateral Trust 2004-1                                                                         | CUSIP: 031733AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20637 | PA      | $20432.10     | 0.00%             | 2034-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd            | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                                                                 | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    915528 | PA      | $915971.61    | 0.11%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                      | Arrow Electronics Inc                                                                                                  | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2222570.55   | 0.26%             | 2029-08-21      | Fixed         | 5.15%                 | 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        |   1209283 | PA      | $1310482.00   | 0.15%             | 2034-04-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                                                                  | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2302530.00   | 0.27%             | 2027-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                                                                  | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4103442.20   | 0.48%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                                                                  | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001782.14   | 0.12%             | 2026-08-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                                                                  | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5002899.95   | 0.58%             | 2026-07-16      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                                                                  | CUSIP: 04686E4J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400712.86    | 0.05%             | 2026-08-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                   | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7600000 | PA      | $7738836.80   | 0.90%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                          | BA Credit Card Trust                                                                                                   | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4327364.77   | 0.50%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                         | BMW US Capital LLC                                                                                                     | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005751.32   | 0.23%             | 2028-03-21      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                                                                | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2700000 | PA      | $2729835.41   | 0.32%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                                                                | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1700000 | PA      | $1708315.60   | 0.20%             | 2027-07-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                                                                                                | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1576039.74   | 0.18%             | 2027-10-23      | Fixed         | 3.50%                 | 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        |   3152845 | PA      | $3042271.12   | 0.35%             | 2038-08-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Limited                            | Bain Capital Credit Clo 2019-3 Ltd                                                                                     | CUSIP: 05683TBA6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3489038.00   | 0.41%             | 2034-10-21      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                           | Bain Capital Credit CLO 2021-6 Ltd                                                                                     | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3496255.00   | 0.41%             | 2034-10-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust                                 | Bank of America Auto Trust 2023-1                                                                                      | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1344481 | PA      | $1351279.95   | 0.16%             | 2028-02-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                                                           | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1601731.84   | 0.19%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                                                           | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4542372.72   | 0.53%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                    | Bayer US Finance II LLC                                                                                                | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4157869.09   | 0.48%             | 2028-12-15      | Fixed         | 4.38%                 | 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        |      8267 | PA      | $8007.17      | 0.00%             | 2033-04-25      | Variable      | 5.91%                 | 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        |     24620 | PA      | $24845.02     | 0.00%             | 2043-03-25      | Floating      | 5.29%                 | 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        |     48794 | PA      | $48776.62     | 0.01%             | 2035-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                       | Beignet Investor LLC                                                                                                   | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1141253.33   | 0.13%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B12 Mortgage Trust                                                                                      | CUSIP: 08162FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3467000 | PA      | $3397871.21   | 0.39%             | 2052-08-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                              | Boeing Co/The                                                                                                          | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508632.46    | 0.06%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                    | Brighthouse Financial Global Funding                                                                                   | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995571.98    | 0.12%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                     | Bunge Ltd Finance Corp                                                                                                 | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2795967.47   | 0.32%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                      | CWABS Inc Asset-Backed Certificates Trust 2004-6                                                                       | CUSIP: 126673AW2<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |    979362 | PA      | $960112.24    | 0.11%             | 2034-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                                                                     | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3000949.47   | 0.35%             | 2028-01-13      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                    | Canadian Natural Resources Ltd                                                                                         | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $812272.25    | 0.09%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                                                            | CUSIP: 13648TAB3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1197165.04   | 0.14%             | 2026-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2024-P4                                                                                 | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1298659 | PA      | $1302477.90   | 0.15%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                                             | CARDS II Trust                                                                                                         | CUSIP: 14161GCM0<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4014410.40   | 0.47%             | 2031-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                    | CarMax Auto Owner Trust 2024-4                                                                                         | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499992 | PA      | $500365.42    | 0.06%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                    | CarMax Auto Owner Trust 2023-4                                                                                         | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3679214 | PA      | $3715905.57   | 0.43%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                    | Carmax Auto Owner Trust 2025-1                                                                                         | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4027429.60   | 0.47%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2025-P1                                                                                 | CUSIP: 14689MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3009908.10   | 0.35%             | 2030-05-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                             | Carvana Auto Receivables Trust 2024-P3                                                                                 | CUSIP: 146919AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    654812 | PA      | $654702.85    | 0.08%             | 2029-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                   | Cassa Depositi e Prestiti SpA                                                                                          | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |   2500000 | PA      | $2607164.28   | 0.30%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                     | Chase Auto Owner Trust 2023-A                                                                                          | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1078684 | PA      | $1087903.22   | 0.13%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                     | Chase Auto Owner Trust 2024-5                                                                                          | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $800274.40    | 0.09%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                        | Citadel Finance LLC                                                                                                    | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1077763.43   | 0.13%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                            | Citizens Auto Receivables Trust 2023-2                                                                                 | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785715 | PA      | $789584.40    | 0.09%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                            | Citizens Auto Receivables Trust 2023-1                                                                                 | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4735000 | PA      | $4786779.59   | 0.56%             | 2030-10-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                        | Constellation Energy Generation LLC                                                                                    | CUSIP: 21038QD19<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   2400000 | PA      | $2400000.00   | 0.28%             | 2026-04-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                        | Constellation Energy Generation LLC                                                                                    | CUSIP: 21038QD27<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   4100000 | PA      | $4099559.25   | 0.48%             | 2026-04-02      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                        | Constellation Energy Generation LLC                                                                                    | CUSIP: 21038QDQ4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |    600000 | PA      | $598455.17    | 0.07%             | 2026-04-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                    | Cooperatieve Rabobank UA/NY                                                                                            | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1302899.82   | 0.15%             | 2026-10-05      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                    | Cooperatieve Rabobank UA/NY                                                                                            | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $300296.08    | 0.03%             | 2026-08-28      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                                       | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   6500000 | PA      | $6489566.98   | 0.75%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                                       | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3000000 | PA      | $2955132.36   | 0.34%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                                 | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695470.29    | 0.08%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-54975.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-34883.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-38278.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-150669.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-153023.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-103049.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-43115.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-130135.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-213588.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-29937.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED USD / SOLD DKK                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $102191.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $2552.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |         1 | NC      | $7310.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |         1 | NC      | $6194.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $9619.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 86 CLO Ltd                                                                                                      | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1300000.00   | 0.15%             | 2034-07-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 95 CLO Ltd                                                                                                      | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3496314.50   | 0.41%             | 2034-08-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                       | ERAC USA Finance LLC                                                                                                   | CUSIP: 26882SDD5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |    700000 | PA      | $699031.67    | 0.08%             | 2026-04-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                             | EPR Properties                                                                                                         | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    500000 | PA      | $499698.20    | 0.06%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                   | Eagle Funding Luxco Sarl                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   5200000 | PA      | $5227300.00   | 0.61%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED PLN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |         1 | NC      | $-25655.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED PLN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |         1 | NC      | $-739.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $10118.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED PLN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |         1 | NC      | $-847.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED PLN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |         1 | NC      | $-8970.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED PLN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |         1 | NC      | $-4895.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED PLN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |         1 | NC      | $-53933.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $-5892.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED PLN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |         1 | NC      | $-2953.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED INR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |         1 | NC      | $-66611.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $24266.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED PLN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PL        |         1 | NC      | $-5277.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED INR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $-4734.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |         1 | NC      | $-50074.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD ILS                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $10939.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD PLN                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $5796.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ILS / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |         1 | NC      | $-3488.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD ILS                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $7109.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ID        |         1 | NC      | $-1858.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-7859.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |         1 | NC      | $-440.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED USD / SOLD IDR                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $1665.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD PLN                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $2340.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $35910.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $13.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED ILS / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IL        |         1 | NC      | $-158.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD SGD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $107508.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD INR                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $2678.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD ILS                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $139.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |         1 | NC      | $-26482.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $25018.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |         1 | NC      | $-39997.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-7020.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1358.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ID        |         1 | NC      | $-1215.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |         1 | NC      | $-1329.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD INR                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $1075.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED NZD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-38457.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $-3533.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD CAD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $95290.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |         1 | NC      | $-39171.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED CNH / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CN        |         1 | NC      | $-1015.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $748772.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $237682.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD CHF                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $29285.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $5709.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD KRW                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $10442.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD KRW                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $2147.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD KRW                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $5606.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED AUD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |         1 | NC      | $-84578.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED THB / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |         1 | NC      | $-15.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $13156.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-13102.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED INR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $-1388.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $5649.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $6604.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-6755.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $11338.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $10411.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $31434.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-1106.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-336.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $5637.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $3456.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED KRW / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |         1 | NC      | $-801.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-106.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED TWD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $-199.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED CNH / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |         1 | NC      | $-411.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD TWD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $344.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1129.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ZAR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |         1 | NC      | $-19440.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED TWD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TW        |         1 | NC      | $-121.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-710.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $3428.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2468.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED KRW / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |         1 | NC      | $-406.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-378.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1137.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $2183.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-131.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED TWD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $29.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-851.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED KRW / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |         1 | NC      | $-138.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1624.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED TWD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $125.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED CNH / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |         1 | NC      | $110.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $701.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1582.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED CNH / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |         1 | NC      | $65.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED ILS / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IL        |         1 | NC      | $-86.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $658.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD PLN                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-75.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED MXN / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |         1 | NC      | $-12217.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1864.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $232.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED KRW / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |         1 | NC      | $33.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED TWD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $12.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $351.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $11142.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-12514.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $243.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |         1 | NC      | $-503.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED KRW / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |         1 | NC      | $-221.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED TWD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TW        |         1 | NC      | $-947.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD CNH                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-106.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD PLN                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-668.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED USD / SOLD ZAR                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $134.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-36.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $24519.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-27112.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-12785.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $12678.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $58004.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-57852.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-34469.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $33624.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD CNH                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $61.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD ZAR                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-339.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD PLN                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $271.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $5990.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $207.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $431.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |         1 | NC      | $21875.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-22086.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD TWD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $131.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-1836.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $1816.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $840.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-3311.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-1219.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $3301.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $1215.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-22605.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $22228.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $8518.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-8798.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-68741.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $68042.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-1094.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1162.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD KRW                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $11.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED TWD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $-781.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $675.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD INR                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-3463.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED INR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $963.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $23634.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-24066.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-17416.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $17296.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-343.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED IDR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $-2204.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED TWD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $-576.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $4.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-4.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD KRW                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $85.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD CNH                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-272.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED SGD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |         1 | NC      | $-6411.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD ZAR                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $220.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD SGD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $6178.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD PLN                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1887.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1184.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-1081.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $-9101.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED CAD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |         1 | NC      | $-5981.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $4991.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-4942.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-4830.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $4745.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD CNH                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-296.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD ZAR                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-848.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $450.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD PLN                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $587.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED THB / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TH        |         1 | NC      | $-1196.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $184.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED THB / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TH        |         1 | NC      | $-145.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | PURCHASED USD / SOLD THB                                                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-23.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-635.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD CNH                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-407.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED CNH / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |         1 | NC      | $426.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED SGD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |         1 | NC      | $2461.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD SGD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2777.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED ILS / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IL        |         1 | NC      | $1196.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD ILS                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1181.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD KRW                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-443.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED KRW / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KR        |         1 | NC      | $443.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED SGD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |         1 | NC      | $7957.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD SGD                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-8358.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED INR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |         1 | NC      | $51064.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                     | PURCHASED USD / SOLD INR                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-47764.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                        | Elevance Health Inc                                                                                                    | CUSIP: 28621BD10<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | STIV             | CORP              | US        |   3600000 | PA      | $3600000.00   | 0.42%             | 2026-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                        | Elevance Health Inc                                                                                                    | CUSIP: 28621BDD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | STIV             | CORP              | US        |   5100000 | PA      | $5093115.00   | 0.59%             | 2026-04-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                          | Elevation Clo 2021-15 Ltd                                                                                              | CUSIP: 28623VAN9<br>LEI: 5493005VN5WX000OV470 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2996667.00   | 0.35%             | 2035-01-25      | Floating      | 4.97%                 | 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        |   1723801 | PA      | $1558669.46   | 0.18%             | 2046-12-26      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                                     | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1813013.31   | 0.21%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | ENEL Finance International NV                                                                                          | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1419853.90   | 0.16%             | 2029-06-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2025-4 LLC                                                                                  | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4494620.70   | 0.52%             | 2028-08-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2022-4 LLC                                                                                  | CUSIP: 29374GAB7<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    150700 | PA      | $150879.29    | 0.02%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                   | Equitable Financial Life Global Funding                                                                                | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4401284.69   | 0.51%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                | Evergreen Credit Card Trust                                                                                            | CUSIP: 30023JCZ9<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   5200000 | PA      | $5214885.52   | 0.61%             | 2029-10-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                         | F&G Global Funding                                                                                                     | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5877166.80   | 0.68%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                                                                     | CUSIP: 31351DC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1239061 | PA      | $1217711.63   | 0.14%             | 2038-02-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                                                                     | CUSIP: 31351DDT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    572138 | PA      | $568360.30    | 0.07%             | 2037-10-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136A0J65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487732 | PA      | $487565.09    | 0.06%             | 2041-09-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136ABM83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4073690 | PA      | $3558114.44   | 0.41%             | 2043-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AKWD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210481 | PA      | $209362.20    | 0.02%             | 2044-08-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                             | Fannie Mae-Aces                                                                                                        | CUSIP: 3136AVKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1435554 | PA      | $1422099.97   | 0.17%             | 2027-02-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                             | Fannie Mae-Aces                                                                                                        | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750592 | PA      | $742447.50    | 0.09%             | 2026-12-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136AYN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1199896 | PA      | $1193287.01   | 0.14%             | 2047-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B5K95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1185260 | PA      | $1152608.31   | 0.13%             | 2049-09-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B9TM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1521918 | PA      | $1533438.61   | 0.18%             | 2050-05-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BTS53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1254430 | PA      | $1257181.66   | 0.15%             | 2054-12-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BTXD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2308459 | PA      | $2329014.48   | 0.27%             | 2053-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BU5D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1909681 | PA      | $1915747.98   | 0.22%             | 2055-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BU5M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429789 | PA      | $432775.42    | 0.05%             | 2055-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BUEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3276194 | PA      | $3278694.32   | 0.38%             | 2055-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BUFJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2901684 | PA      | $2908590.92   | 0.34%             | 2055-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BUFY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2052797 | PA      | $2057222.63   | 0.24%             | 2054-06-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BUQH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3244057 | PA      | $3255292.95   | 0.38%             | 2055-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BUTN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628236 | PA      | $632043.05    | 0.07%             | 2055-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BUU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    746148 | PA      | $749750.34    | 0.09%             | 2053-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BVBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2144654 | PA      | $2160747.74   | 0.25%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BVF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1109091 | PA      | $1112266.16   | 0.13%             | 2055-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BVFH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275435 | PA      | $277410.21    | 0.03%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BVGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633212 | PA      | $637069.84    | 0.07%             | 2055-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BVJ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911009 | PA      | $916075.81    | 0.11%             | 2055-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BVKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9418837 | PA      | $9473405.47   | 1.10%             | 2054-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BWNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    765148 | PA      | $769827.84    | 0.09%             | 2055-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BXN67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005622 | PA      | $1008821.88   | 0.12%             | 2053-12-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BXS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1199919 | PA      | $1201653.26   | 0.14%             | 2055-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BXY40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591161 | PA      | $593704.00    | 0.07%             | 2055-11-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BXZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    876015 | PA      | $881728.24    | 0.10%             | 2055-08-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                      | CUSIP: 3136G5JT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6500000 | PA      | $6464647.15   | 0.75%             | 2056-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137AX2H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4361031 | PA      | $3729758.81   | 0.43%             | 2042-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137BBVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    470587 | PA      | $465936.85    | 0.05%             | 2040-01-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137BCL48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1207558 | PA      | $1194944.65   | 0.14%             | 2037-03-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137BFMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724845 | PA      | $716730.57    | 0.08%             | 2040-06-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137FBCF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1347826 | PA      | $1333555.86   | 0.15%             | 2038-08-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137FNWL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1734841 | PA      | $1713820.54   | 0.20%             | 2038-12-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137FQZF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252239 | PA      | $231839.93    | 0.03%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137H0VA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3937586 | PA      | $3415008.60   | 0.40%             | 2044-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137HHH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    716614 | PA      | $716612.98    | 0.08%             | 2027-08-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HHKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1430374 | PA      | $1437368.94   | 0.17%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HHUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2124788 | PA      | $2138409.36   | 0.25%             | 2054-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HHWV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2029483 | PA      | $2035553.87   | 0.24%             | 2055-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HJ7M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292579 | PA      | $291982.69    | 0.03%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HJAP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2506700 | PA      | $2518016.40   | 0.29%             | 2055-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HJB30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2478221 | PA      | $2495437.73   | 0.29%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HJG84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1771293 | PA      | $1776919.11   | 0.21%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HJGE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308713 | PA      | $307907.24    | 0.04%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HKEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9098624 | PA      | $9160837.34   | 1.06%             | 2054-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HKGJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    596189 | PA      | $599217.52    | 0.07%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HKKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1596111 | PA      | $1602029.23   | 0.19%             | 2055-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HKP40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3832346 | PA      | $3837091.59   | 0.45%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HKPJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4622132 | PA      | $4628818.33   | 0.54%             | 2055-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HLEP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4402166 | PA      | $4432614.18   | 0.51%             | 2055-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HLNN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2744382 | PA      | $2766724.69   | 0.32%             | 2055-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HLSA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3900325 | PA      | $3942621.52   | 0.46%             | 2052-10-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HLZ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1390586 | PA      | $1399050.75   | 0.16%             | 2055-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HLZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1195820 | PA      | $1206638.44   | 0.14%             | 2055-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HMD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1496341 | PA      | $1512756.99   | 0.18%             | 2055-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HMDP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    965882 | PA      | $977193.11    | 0.11%             | 2055-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HMGJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1654545 | PA      | $1668274.24   | 0.19%             | 2055-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HMGK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    683492 | PA      | $690775.71    | 0.08%             | 2055-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HNCM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    452567 | PA      | $454993.61    | 0.05%             | 2055-10-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HNQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    768875 | PA      | $775453.15    | 0.09%             | 2055-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                     | CUSIP: 3137HNV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    661843 | PA      | $667574.37    | 0.08%             | 2055-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                        | CUSIP: 3140Q1EY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8700000 | PA      | $8616917.35   | 1.00%             | 2032-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                     | Federation des Caisses Desjardins du Quebec                                                                            | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   2231000 | PA      | $2286221.18   | 0.27%             | 2028-03-14      | Fixed         | 5.70%                 | 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        |    249288 | PA      | $242754.95    | 0.03%             | 2034-08-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                   | FirstEnergy Transmission LLC                                                                                           | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3294829.33   | 0.38%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                           | FirstEnergy Corp                                                                                                       | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793485.31    | 0.09%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                        | 522 Funding CLO 2018-3A Ltd                                                                                            | CUSIP: 33835NAA9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      6948 | PA      | $6948.38      | 0.00%             | 2031-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                             | Ford Auto Securitization Trust II                                                                                      | CUSIP: 345214BT6<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-O            | CORP              | CA        |   1123715 | PA      | $811012.11    | 0.09%             | 2028-11-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                   | Ford Credit Auto Owner Trust 2023-REV2                                                                                 | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3475864.20   | 0.40%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                   | Ford Credit Auto Owner Trust 2023-REV1                                                                                 | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6062304.60   | 0.70%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                         | Ford Motor Co                                                                                                          | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498529.23    | 0.06%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2355187.40   | 0.27%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296113.69    | 0.03%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1199638.60   | 0.14%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6212811.06   | 0.72%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                    | GA Global Funding Trust                                                                                                | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3179581.25   | 0.37%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GCAT                                                       | GCAT 2022-CM1 Trust                                                                                                    | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081070 | PA      | $1007856.47   | 0.12%             | 2066-12-27      | Variable      | 2.89%                 | 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        |     87718 | PA      | $84873.46     | 0.01%             | 2035-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                        | GS Mortgage-Backed Securities Trust 2024-PJ7                                                                           | CUSIP: 362949BR9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   1215418 | PA      | $1219770.60   | 0.14%             | 2054-11-25      | Floating      | 5.01%                 | 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        |    510952 | PA      | $511301.36    | 0.06%             | 2031-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                          | General Mills Inc                                                                                                      | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396542.73    | 0.05%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr          | GM Financial Consumer Automobile Receivables Trust 2024-4                                                              | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3007029.90   | 0.35%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                    | Goldentree Loan Management US Clo 8 Ltd                                                                                | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000321.00   | 0.35%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705177.19    | 0.08%             | 2027-10-28      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6312652.54   | 0.73%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4710132.92   | 0.55%             | 2027-10-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38376RXT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387258 | PA      | $388925.61    | 0.05%             | 2066-08-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38376RZN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221622 | PA      | $222583.40    | 0.03%             | 2066-09-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38381ND21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    476148 | PA      | $481791.53    | 0.06%             | 2055-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38381NNT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5025710 | PA      | $5071473.22   | 0.59%             | 2055-06-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38382YA52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1233373 | PA      | $1239792.09   | 0.14%             | 2072-10-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38382YN82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3275227 | PA      | $3281994.64   | 0.38%             | 2073-01-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38383KFR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7220810 | PA      | $7331649.46   | 0.85%             | 2073-09-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38383KKA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2237820 | PA      | $2232671.44   | 0.26%             | 2073-09-20      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38384GP87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274957 | PA      | $275819.57    | 0.03%             | 2054-01-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38385GMK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    937437 | PA      | $946894.78    | 0.11%             | 2055-05-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38385GQ77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    524467 | PA      | $529668.80    | 0.06%             | 2055-06-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                               | CUSIP: 38385GWL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2598621 | PA      | $2503253.60   | 0.29%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                           | Greywolf CLO III Ltd                                                                                                   | CUSIP: 39809CAY0<br>LEI: 5493002TWMA4NNPZ2B66 | Long             | ABS-CBDO         | CORP              | KY        |   2622605 | PA      | $2624524.94   | 0.30%             | 2033-04-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                           | Greywolf CLO IV Ltd                                                                                                    | CUSIP: 39809TAW7<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299852.70    | 0.03%             | 2034-04-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                                                                | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8706756.07   | 1.01%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                         | Honda Auto Receivables 2024-4 Owner Trust                                                                              | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3306441.93   | 0.38%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                      | HPEFS Equipment Trust 2025-2                                                                                           | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8000271.20   | 0.93%             | 2032-11-22      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                      | Huntington Auto Trust 2024-1                                                                                           | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1426387 | PA      | $1436509.04   | 0.17%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                   | Huntington Ingalls Industries Inc                                                                                      | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4383421.59   | 0.51%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                          | Hyatt Hotels Corp                                                                                                      | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1714132.58   | 0.20%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                                                                | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1108400.32   | 0.13%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                                                                | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $902196.00    | 0.10%             | 2027-06-24      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                    | Hyundai Capital America                                                                                                | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1111740.66   | 0.13%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                             | Hyundai Auto Receivables Trust 2024-C                                                                                  | CUSIP: 448976AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2508962.75   | 0.29%             | 2029-05-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                    | Hyundai Auto Lease Securitization Trust 2025-A                                                                         | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3520401.50   | 0.41%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                                                           | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3124000 | PA      | $3124000.00   | 0.36%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust Series 2025-NQM2                                                                              | CUSIP: 46590SAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2515174 | PA      | $2525469.38   | 0.29%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9302462.64   | 1.08%             | 2027-04-22      | Floating      | 4.55%                 | 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        |    551299 | PA      | $544926.98    | 0.06%             | 2031-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | J P MORGAN TERM REPO                                                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  14300000 | PA      | $14300000.00  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Finance BV                              | Jones Lang LaSalle Finance BV                                                                                          | CUSIP: 48002BD90<br>LEI: 7245008JNMAJF7J71W93 | Long             | STIV             | CORP              | NL        |   8700000 | PA      | $8692208.63   | 1.01%             | 2026-04-09      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JTI Financial Services North America LLC                   | JTI Financial Services North America LLC                                                                               | CUSIP: 48130PE44<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    700000 | PA      | $697510.33    | 0.08%             | 2026-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JTI Financial Services North America LLC                   | JTI Financial Services North America LLC                                                                               | CUSIP: 48130PEL6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   8100000 | PA      | $8055128.27   | 0.94%             | 2026-05-20      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL HOLDINGS                                     | KKR Financial Holdings LLC                                                                                             | CUSIP: 48248AAG3<br>LEI: 549300U5WMP5TYFNKW68 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4244713.56   | 0.49%             | 2033-05-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                      | KKR Clo 16 Ltd                                                                                                         | CUSIP: 48251BBE9<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4395415.20   | 0.51%             | 2034-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                      | KKR CLO 36 Ltd                                                                                                         | CUSIP: 48255AAJ7<br>LEI: 25490057CIZ1GI9ZCN22 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998957.00    | 0.12%             | 2034-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                  | Kubota Credit Owner Trust 2023-2                                                                                       | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925448 | PA      | $1937300.85   | 0.22%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4675031.72   | 0.54%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4051991.60   | 0.47%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2316966.99   | 0.27%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3264455.44   | 0.38%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                 | MFA 2020-NQM2 Trust                                                                                                    | CUSIP: 552751AA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    161439 | PA      | $157970.31    | 0.02%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                 | MFA 2021-RPL1 Trust                                                                                                    | CUSIP: 55283QAA2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   1296005 | PA      | $1190812.48   | 0.14%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                 | MFA 2023-NQM4 Trust                                                                                                    | CUSIP: 55286LAA0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    535595 | PA      | $537101.18    | 0.06%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIV Ltd                                  | Marble Point Clo XXIV Ltd                                                                                              | CUSIP: 56607WAU2<br>LEI: 549300110Z5KVNWF6X83 | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4292638.40   | 0.50%             | 2035-04-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                     | Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3                                                             | CUSIP: 589929R26<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      2441 | PA      | $2343.17      | 0.00%             | 2033-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                     | Mizuho Financial Group Inc                                                                                             | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3700000 | PA      | $3682551.50   | 0.43%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                         | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3326889.35   | 0.39%             | 2028-04-13      | Floating      | 4.69%                 | 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      | $4488753.60   | 0.52%             | 2038-11-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                    | National Bank of Canada                                                                                                | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   5300000 | PA      | $5307252.79   | 0.62%             | 2027-07-02      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                    | National Bank of Canada                                                                                                | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2983706.61   | 0.35%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                               | Navient Refinance Loan Trust 2025-C                                                                                    | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1774474 | PA      | $1765053.88   | 0.20%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                        | NatWest Markets PLC                                                                                                    | CUSIP: 63906YAV0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $6517308.20   | 0.76%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2020-H                                                                       | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    468184 | PA      | $444863.77    | 0.05%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Loan Trust 2020-A                                                                            | CUSIP: 63941FAB2<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |    889876 | PA      | $863020.33    | 0.10%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2020-H                                                                       | CUSIP: 63942AAA4<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1011064 | PA      | $927497.30    | 0.11%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2021-G                                                                       | CUSIP: 63942KAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1379999 | PA      | $1246008.57   | 0.14%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Private Education Refi Loan Trust 2022-A                                                                       | CUSIP: 63942MAA8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2520700 | PA      | $2288793.56   | 0.27%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                 | Navient Student Loan Trust                                                                                             | CUSIP: 63942TAA3<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    725423 | PA      | $743076.73    | 0.09%             | 2072-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                               | Navient Education Loan Trust 2025-A                                                                                    | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651149 | PA      | $652289.92    | 0.08%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                               | Navient Refinance Loan Trust 2025-A                                                                                    | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2036341 | PA      | $2045607.38   | 0.24%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                  | Nelnet Student Loan Trust 2025-B                                                                                       | CUSIP: 64032BAA1<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   3524354 | PA      | $3506469.33   | 0.41%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                  | Nelnet Student Loan Trust 2026-A                                                                                       | CUSIP: 64032UAA9<br>LEI: 54930035ESY1D7J97S77 | Long             | ABS-O            | CORP              | US        |   1918131 | PA      | $1892233.16   | 0.22%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                  | Nelnet Student Loan Trust 2026-A                                                                                       | CUSIP: 64032UAB7<br>LEI: 54930035ESY1D7J97S77 | Long             | ABS-O            | CORP              | US        |    575439 | PA      | $577660.67    | 0.07%             | 2061-02-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                  | Nelnet Student Loan Trust 2025-C                                                                                       | CUSIP: 64035UAA6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   3766532 | PA      | $3723704.71   | 0.43%             | 2065-06-22      | Fixed         | 4.67%                 | 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        |    233092 | PA      | $228065.56    | 0.03%             | 2058-05-25      | Variable      | 4.50%                 | 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        |     38107 | PA      | $37901.18     | 0.00%             | 2036-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                        | NextEra Energy Capital Holdings Inc                                                                                    | CUSIP: 65339NDL5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |   8700000 | PA      | $8681541.47   | 1.01%             | 2026-04-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                                                                    | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1584000 | PA      | $1557493.60   | 0.18%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                                                                    | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2200000 | PA      | $2226877.25   | 0.26%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                              | OFSI BSL X Ltd                                                                                                         | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3997196.00   | 0.46%             | 2034-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2023-NQM6 Trust                                                                                                    | CUSIP: 67117VAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   1301964 | PA      | $1302420.41   | 0.15%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                   | OBX 2024-NQM5 Trust                                                                                                    | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    749494 | PA      | $752740.26    | 0.09%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                   | Oceanview Mortgage Trust 2025-INV3                                                                                     | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800295 | PA      | $800407.49    | 0.09%             | 2055-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                                                              | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2682180.11   | 0.31%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                  | ORIX Corp                                                                                                              | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2016207.80   | 0.23%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                        | PFS Financing Corp                                                                                                     | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5035209.50   | 0.58%             | 2028-10-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2023-NQM3 Trust                                                                                                   | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233401 | PA      | $234378.59    | 0.03%             | 2068-11-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1259914.25   | 0.15%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                         | Panama Government International Bond                                                                                   | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1400000 | PA      | $1484126.00   | 0.17%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PETRONAS ENERGY CANADA                                     | Petronas Energy Canada Ltd                                                                                             | CUSIP: 71675BAA8<br>LEI: 5493001PEB90YGTDC638 | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2299254.65   | 0.27%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                | Phillips 66                                                                                                            | CUSIP: 71855BDQ2<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |  13100000 | PA      | $13064011.42  | 1.52%             | 2026-04-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                | Post Road Equipment Finance 2025-1 LLC                                                                                 | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981368 | PA      | $987686.32    | 0.11%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                       | PRET 2025-RPL4 Trust                                                                                                   | CUSIP: 740943AA3<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |   2863126 | PA      | $2777962.69   | 0.32%             | 2065-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                     | Rockford Tower CLO 2021-2 Ltd                                                                                          | CUSIP: 77341LAQ2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2297233.10   | 0.27%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                                                              | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $3061707.59   | 0.36%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                                                                   | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $6002675.10   | 0.70%             | 2026-08-03      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                                                                   | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1601712.00   | 0.19%             | 2028-03-27      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                                                                   | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1400150.11   | 0.16%             | 2027-10-18      | Floating      | 4.39%                 | 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        |   1129323 | NS      | $1129323.29   | 0.13%             |  |  |  | No            |                  1 | 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        |   1415194 | PA      | $1401398.01   | 0.16%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2020-A                                                                                | CUSIP: 78449UAB4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    718984 | PA      | $698198.25    | 0.08%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2020-PT-A                                                                             | CUSIP: 78449VAC0<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1620303 | PA      | $1615298.33   | 0.19%             | 2054-09-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2024-E                                                                                | CUSIP: 78450XAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    620012 | PA      | $624451.37    | 0.07%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2024-E                                                                                | CUSIP: 78450XAB4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   2635049 | PA      | $2656367.85   | 0.31%             | 2056-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2026-A                                                                                | CUSIP: 78451MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2899954.18   | 0.34%             | 2053-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                         | STWD 2022-FL3 Ltd                                                                                                      | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     39134 | PA      | $39116.48     | 0.00%             | 2038-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                   | Sabine Pass Liquefaction LLC                                                                                           | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500935.84    | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                                                         | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2900746.81   | 0.34%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                                                         | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603313.46   | 0.19%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                     | Santander Holdings USA Inc                                                                                             | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8749938.12   | 1.02%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2004-6                                                                                          | CUSIP: 81744FCG0<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |      2310 | PA      | $2129.13      | 0.00%             | 2034-07-20      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                  | SFS Auto Receivables Securitization Trust 2026-1                                                                       | CUSIP: 81885FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299247.84    | 0.03%             | 2029-08-20      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                   | South Bow USA Infrastructure Holdings LLC                                                                              | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008037.24   | 0.23%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                     | Skandinaviska Enskilda Banken AB                                                                                       | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2043000 | PA      | $2050913.58   | 0.24%             | 2027-03-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2024-A                                                                                | CUSIP: 831943AA3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    741955 | PA      | $748155.79    | 0.09%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2024-A                                                                                | CUSIP: 831943AB1<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   3190407 | PA      | $3217154.43   | 0.37%             | 2056-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2024-C                                                                                | CUSIP: 83206EAA5<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1657690 | PA      | $1689642.45   | 0.20%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2023-C                                                                                | CUSIP: 83207DAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   2858950 | PA      | $2915088.72   | 0.34%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2025-A                                                                                | CUSIP: 83207EAA4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   2228105 | PA      | $2243139.63   | 0.26%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2024-D                                                                                | CUSIP: 83207QAA7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1955538 | PA      | $1982951.17   | 0.23%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                           | SMB Private Education Loan Trust 2024-F                                                                                | CUSIP: 83207VAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    954787 | PA      | $960668.99    | 0.11%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                           | SoFi Consumer Loan Program 2025-1 Trust                                                                                | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    963023 | PA      | $965040.78    | 0.11%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                          | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1476220.88   | 0.17%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                          | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300806.98   | 0.15%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                          | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203695.70    | 0.02%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                      | Southwest Airlines Co                                                                                                  | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1176765.67   | 0.14%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                    | Spectra Energy Partners LP                                                                                             | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1591982.14   | 0.18%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                   | Telefonica Emisiones SA                                                                                                | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   3700000 | PA      | $3684607.41   | 0.43%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                         | 37 Capital Clo 1 Ltd                                                                                                   | CUSIP: 88430TAQ4<br>LEI: 549300GZ8MP9ZGVMJ424 | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3395831.60   | 0.39%             | 2034-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   8200000 | PA      | $8141307.27   | 0.95%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2018-5                                                                                       | CUSIP: 89176VAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   4745265 | PA      | $4587346.42   | 0.53%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2019-HY2                                                                                     | CUSIP: 89177HAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    351208 | PA      | $358336.23    | 0.04%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2019-4                                                                                       | CUSIP: 89178BAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1400763 | PA      | $1350064.06   | 0.16%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                  | Towd Point Mortgage Trust 2020-1                                                                                       | CUSIP: 89178WAU2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    700802 | PA      | $678118.24    | 0.08%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                        | Toyota Auto Receivables 2023-C Owner Trust                                                                             | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1898514 | PA      | $1907123.99   | 0.22%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                   | Toyota Lease Owner Trust 2025-A                                                                                        | CUSIP: 89239NAD7<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8039858.40   | 0.93%             | 2028-02-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                              | Trillium Credit Card Trust II                                                                                          | CUSIP: 89621ACC1<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4015859.60   | 0.47%             | 2030-09-26      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                           | Trinitas CLO VI Ltd                                                                                                    | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4395776.00   | 0.51%             | 2034-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Tulane University                                          | TULANE LA UNIV                                                                                                         | CUSIP: 899062BQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2630000 | PA      | $2532797.57   | 0.29%             | 2036-02-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                    | United Airlines 2014-2 Class A Pass Through Trust                                                                      | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1004623 | PA      | $1002186.77   | 0.12%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                    | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    543000 | PA      | $536972.70    | 0.06%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Inflation-Indexed Notes                                                                                  | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2913201 | PA      | $2990511.33   | 0.35%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO, Ltd.                                 | Unity-Peace Park CLO Ltd                                                                                               | CUSIP: 913318AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4300000 | PA      | $4288557.70   | 0.50%             | 2035-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | REVERSE REPO JPM CHASE                                                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -2418000 | PA      | $-2418000.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Regions Bank                                               | REVERSE REPO PARIBAS                                                                                                   | CUSIP: 000000000<br>LEI: EQTWLK1G7ODGC2MGLV11 | Short            | RA               | CORP              | US        | -15834520 | PA      | $-15834519.62 | -1.84%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | CITIGROUP REVERSE REPO                                                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Short            | RA               | CORP              | US        |  -4918214 | PA      | $-4918214.03  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| SWAP CCPC MORGAN STANLEY COC                               | SWAP CCPC MORGAN STANLEY COC                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    538000 | NS      | $538000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CCWFSXUS7 BMO HARRIS MGCC COC                              | CCWFSXUS7 BMO HARRIS MGCC COC                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5220000 | NS      | $5220000.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-6                                                                                      | CUSIP: 92538MAA7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1788619 | PA      | $1566231.25   | 0.18%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2024-1                                                                                      | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    831725 | PA      | $833087.39    | 0.10%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                     | VICI Properties LP / VICI Note Co Inc                                                                                  | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $199453.39    | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                     | VICI Properties LP / VICI Note Co Inc                                                                                  | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |   1100000 | PA      | $1098714.18   | 0.13%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                                                               | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3510580.50   | 0.41%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                   | Volkswagen Group of America Finance LLC                                                                                | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2811236.18   | 0.33%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                   | Volkswagen Group of America Finance LLC                                                                                | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200394.00    | 0.02%             | 2027-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                               | Vontier Corp                                                                                                           | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900000.00    | 0.10%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CCPC CCMSCHUS2 COC                                         | CCPC CCMSCHUS2 COC                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2060000 | NS      | $2060000.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION PHARMACEUTICAL 4                             | CONSTELLATION PHARMACEUTICAL 4                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5602407 | PA      | $5834196.11   | 0.68%             | 2033-07-01      | Fixed         | 5.55%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6222485.91   | 0.72%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                          | Wellfleet CLO 2021-2 Ltd                                                                                               | CUSIP: 95023AAL4<br>LEI: 2549005MTORTL04RYQ32 | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4296039.70   | 0.50%             | 2034-07-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                            | Weyerhaeuser Co                                                                                                        | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |   1667000 | PA      | $1667462.03   | 0.19%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| County of Williamson TX                                    | WILLIAMSON CNTY TX                                                                                                     | CUSIP: 9698878H4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2200000 | PA      | $2145249.26   | 0.25%             | 2027-02-15      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                       | REVERSE REPO ROYAL BANK OF CAN                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -9183217 | PA      | $-9183217.40  | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SWAP BNP PARIBAS BOC                                       | SWAP BNP PARIBAS BOC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |  -1840000 | NS      | $-1840000.00  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| SWAP JP MORGAN BOC                                         | SWAP JP MORGAN BOC                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |  -1350000 | NS      | $-1350000.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY CAP SVCS BOC                                | MORGAN STANLEY CAP SVCS BOC                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |  -1160000 | NS      | $-1160000.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                   | Long: BWU025TR4 IRS USD R V 12MSOFR SWUV25TR6 CCPOIS / Short: BWU025TR4 IRS USD P F  3.75000 SWU025TR4 CCPOIS          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  10300000 | OU      | $-56911.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SWU02K0G6 IRS AUD R F  4.25000 SWU02K0G6 CCPVANILLA / Short: SWU02K0G6 IRS AUD P V 06MBBSW SWUV2K0G8 CCPVANILLA  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15700000 | OU      | $-686175.07   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BWU02L231 IRS USD R V 12MSOFR SWUV2L233 CCPOIS / Short: BWU02L231 IRS USD P F  3.75000 SWU02L231 CCPOIS          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8100000 | OU      | $-17036.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                        | Long: SWPC0NUE4 CDS USD R V 03MEVENT FLO SOVEREIGN / Short: SWPC0NUE4 CDS USD P F  1.00000 FIX SOVEREIGN               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |   6000000 | OU      | $-176141.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | Long: SWPC44TD6 CDS EUR R F  5.00000 FIX ITRAXXTRANCHE / Short: SWPC44TD6 CDS EUR P V 03MEVENT FLO ITRAXXTRANCHE       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |   6300000 | OU      | $1248642.27   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | Long: SWPC44DR2 CDS EUR R F  5.00000 FIX ITRAXXTRANCHE / Short: SWPC44DR2 CDS EUR P V 03MEVENT FLO ITRAXXTRANCHE       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |   2800000 | OU      | $554952.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BWU02N8I8 IRS CLP R V 06MCLICP SWUV2N8I0 CCPVANILLA / Short: BWU02N8I8 IRS CLP P F  4.59000 SWU02N8I8 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 245300000 | OU      | $3726.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BWU02NYT5 IRS EUR R V 06MEURIB SWUV2NYT7 CCPVANILLA / Short: BWU02NYT5 IRS EUR P F  3.00000 SWU02NYT5 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1100000 | OU      | $26308.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SWU02NYS7 IRS EUR R F  2.75000 SWU02NYS7 CCPVANILLA / Short: SWU02NYS7 IRS EUR P V 06MEURIB SWUV2NYS9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2600000 | OU      | $-93123.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SWU02NZ98 IRS GBP R F  3.50000 SWU02NZ98 CCPOIS / Short: SWU02NZ98 IRS GBP P V 12MSONIA SWUV2NZ90 CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  28300000 | OU      | $-1167886.53  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BWU02O3L4 IRS USD R V 12MSOFR SWUV2O3L6 CCPOIS / Short: BWU02O3L4 IRS USD P F  3.32500 SWU02O3L4 CCPOIS          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  82610000 | OU      | $846846.68    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BWU02O3R1 IRS USD R V 12MSOFR SWUV2O3R3 CCPOIS / Short: BWU02O3R1 IRS USD P F  3.32500 SWU02O3R1 CCPOIS          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  10378200 | OU      | $106388.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BWU02OEK4 IRS USD R V 12MSOFR SWUV2OEK6 CCPOIS / Short: BWU02OEK4 IRS USD P F  3.33675 SWU02OEK4 CCPOIS          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3700000 | OU      | $36273.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BWU02OFS6 IRS USD R V 12MSOFR SWUV2OFS8 CCPOIS / Short: BWU02OFS6 IRS USD P F  3.37644 SWU02OFS6 CCPOIS          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5100000 | OU      | $42290.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BWU02OFZ0 IRS USD R V 12MSOFR SWUV2OFZ2 CCPOIS / Short: BWU02OFZ0 IRS USD P F  3.40694 SWU02OFZ0 CCPOIS          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $3565.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BWU02OIS3 IRS USD R V 12MSOFR SWUV2OIS5 CCPOIS / Short: BWU02OIS3 IRS USD P F  3.42145 SWU02OIS3 CCPOIS          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $5262.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGSP AUSTRALIA ASSETS                                      | SGSP Australia Assets Pty Ltd                                                                                          | CUSIP: 000000000<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |   3400000 | PA      | $3357149.02   | 0.39%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LENDLEASE FINANCE LTD                                      | Lendlease Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5493002EE2IQRQ3JUP44 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $664532.42    | 0.08%             | 2027-10-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                           | Invesco Euro CLO I DAC                                                                                                 | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |    375189 | PA      | $432101.62    | 0.05%             | 2031-07-15      | Floating      | 2.67%                 | 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        |    639565 | PA      | $738502.17    | 0.09%             | 2033-04-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                                | Harvest CLO XXI DAC                                                                                                    | CUSIP: 000000000<br>LEI: 635400UREZHY9PWJR290 | Long             | ABS-CBDO         | CORP              | IE        |    692297 | PA      | $791293.57    | 0.09%             | 2031-07-15      | Fixed         | 1.04%                 | 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        |    196089 | PA      | $226583.49    | 0.03%             | 2032-01-20      | Floating      | 2.77%                 | 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        |     97620 | PA      | $112820.89    | 0.01%             | 2031-01-15      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO                                           | Carlyle Euro CLO 2019-2 DAC                                                                                            | CUSIP: 000000000<br>LEI: 63540012YBWEYXRWOE16 | Long             | ABS-CBDO         | CORP              | IE        |   1015020 | PA      | $1171718.32   | 0.14%             | 2032-08-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                          | Toro European CLO 6 DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400SBMZDOVHEFNA56 | Long             | ABS-CBDO         | CORP              | IE        |   1908953 | PA      | $2204321.62   | 0.26%             | 2032-01-12      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  41600000 | PA      | $7766238.17   | 0.90%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cars Alliance                                              | Cars Alliance Auto Loans Germany V 2024-1                                                                              | CUSIP: 000000000<br>LEI: 969500KJR887I60U6F15 | Long             | ABS-O            | CORP              | DE        |   3537108 | PA      | $4090803.44   | 0.47%             | 2036-01-18      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| CUMULUS STATIC CLO                                         | Cumulus Static CLO 2024-1 DAC                                                                                          | CUSIP: 000000000<br>LEI: 2549005ZFHRHIZ9ONM43 | Long             | ABS-CBDO         | CORP              | IE        |   2050129 | PA      | $2370538.33   | 0.28%             | 2033-11-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                              | KSA Sukuk Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |   5100000 | PA      | $5138250.00   | 0.60%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AlbaCore Euro CLO                                          | AlbaCore Euro CLO IV DAC                                                                                               | CUSIP: 000000000<br>LEI: 635400OMGYX1QQYCTI48 | Long             | ABS-CBDO         | CORP              | IE        |   1649728 | PA      | $1907444.73   | 0.22%             | 2035-07-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  37000000 | PA      | $6681136.33   | 0.78%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                      | Bonos de la Tesoreria de la Republica en pesos                                                                         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 270000000 | PA      | $305282.53    | 0.04%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fact SA                                                    | FACT SA/LU                                                                                                             | CUSIP: 000000000<br>LEI: 529900S1VYMIDC5XAC48 | Long             | ABS-O            | CORP              | LU        |   2784289 | PA      | $3220149.17   | 0.37%             | 2031-09-22      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                   | Saudi Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2000000 | PA      | $2018329.86   | 0.23%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hayfin Emerald CLO                                         | Hayfin Emerald CLO VI DAC                                                                                              | CUSIP: 000000000<br>LEI: 635400KMHFAB5ZUQED83 | Long             | ABS-CBDO         | CORP              | IE        |   2900000 | PA      | $3336962.24   | 0.39%             | 2038-10-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Barings Euro CLO                                           | Barings Euro CLO 2020-1 DAC                                                                                            | CUSIP: 000000000<br>LEI: 5493007R4SFFXIAHHB67 | Long             | ABS-CBDO         | CORP              | IE        |   3700000 | PA      | $4257392.36   | 0.49%             | 2038-10-21      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                                | Harvest CLO XVI DAC                                                                                                    | CUSIP: 000000000<br>LEI: 635400HU8ASOJYEX2I14 | Long             | ABS-CBDO         | CORP              | IE        |   3900000 | PA      | $4487341.36   | 0.52%             | 2038-10-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK                                         | Realkredit Danmark A/S                                                                                                 | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |  39700000 | PA      | $6071296.22   | 0.70%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DLR KREDIT A/S                                             | DLR Kredit A/S                                                                                                         | CUSIP: 000000000<br>LEI: 529900PR2ELW8QI1B775 | Long             | DBT              | CORP              | DK        |  16800000 | PA      | $2572893.03   | 0.30%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MV Credit Euro CLO                                         | MV Credit Euro CLO III DAC                                                                                             | CUSIP: 000000000<br>LEI: 635400BDB6DLUVKYJO21 | Long             | ABS-CBDO         | CORP              | IE        |   4400000 | PA      | $5057550.71   | 0.59%             | 2038-02-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                              | Bank Hapoalim BM                                                                                                       | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   2600000 | PA      | $2568142.54   | 0.30%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                   | Mizrahi Tefahot Bank Ltd                                                                                               | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |   3400000 | PA      | $3358075.99   | 0.39%             | 2031-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division           | ICE 3MTH SONIA FU DEC26                                                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       263 | NC      | $-422320.66   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | 3 MONTH SOFR FUT DEC27                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       861 | NC      | $-420292.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division           | 3MO EURO EURIBOR DEC26                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       304 | NC      | $-175247.14   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -106 | NC      | $414144.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -143 | NC      | $311589.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                        | AUST 10Y BOND FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        19 | NC      | $-8099.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -148 | NC      | $-28427.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3745 | NC      | $-2222736.42  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -698 | NC      | $1184681.71   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                        | AUST 3YR BOND FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       648 | NC      | $-181886.16   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PSP CAPITAL INC                                            | PSP Capital Inc                                                                                                        | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |   6500000 | PA      | $6513892.84   | 0.76%             | 2027-12-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | ENEL Finance International NV                                                                                          | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1984908.60   | 0.23%             | 2026-07-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                        | 317UADSA1 PIMCO                                                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        | 362700000 | NC      | $991128.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | 317UBAKA4 PIMCO                                                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        | 225300000 | NC      | $271545.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | 317UBODA2 PIMCO                                                                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        | 179200000 | NC      | $97241.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                        | 317UBPOA7 PIMCO                                                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        | 134100000 | NC      | $77688.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | 317UBU0A2 PIMCO                                                                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |  64200000 | NC      | $40282.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                        | 317UBTZA7 PIMCO                                                                                                        | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  70500000 | NC      | $44235.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                    | Nissan Motor Acceptance Co LLC                                                                                         | CUSIP: 000000000<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2457135.85   | 0.29%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                   | Hyundai Capital Services Inc                                                                                           | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   5500000 | PA      | $5527995.44   | 0.64%             | 2027-02-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP