# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-010367
**Filing Date:** 2026-2
**Character Count:** 132484
**Document Hash:** 4a4d4eb4b0ac18fa66b50b96ca1fe268
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010367.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010367

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 26605228

**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 Macquarie Diversified Floating Rate Fund (Series ID: S000028581)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000087494 | Standard Class |  |
| C000087495 | Service Class  |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

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

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

- **a. Name of Series:** LVIP Nomura Diversified Floating Rate Fund

- **b. EDGAR series identifier (if any):** S000028581

- **c. LEI of Series:** QZP45OZ911ZCPRF1PX25

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $798983271.20

**Total Liabilities:** $8606915.87

**Net Assets:** $790376355.33

**Cash Not Reported:** $4280104.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1825.23000000 | **1-Year:** -20979.94000000 | **5-Year:** -56638.09000000 | **10-Year:** -18150.36000000 | **30-Year:** -782.56000000

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

- **3-Month:** -121.81000000 | **1-Year:** -3804.72000000 | **5-Year:** -16742.53000000 | **10-Year:** -3949.64000000 | **30-Year:** -575.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087494 | 0.37%                | 0.29%                | 0.45%                |
| Class ID C000087495 | 0.35%                | 0.27%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $249574.34               | $-56744.43                                 |
| Month 2  | $811770.56               | $305030.40                                 |
| Month 3  | $312258.21               | $-1065439.92                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGL CLO 1 Ltd.                                             | AGL CLO 17 Ltd                                                                                                        | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1547041.05   | 0.20%             | 2035-01-21      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                              | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3770829.01   | 0.48%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    440000 | PA      | $443598.03    | 0.06%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Aimco                                                      | Aimco CLO 15 Ltd                                                                                                      | CUSIP: 00889BAH4<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $551356.85    | 0.07%             | 2038-04-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                                                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $536902.47    | 0.07%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                               | Alliance Laundry Systems LLC 2024 Term Loan B                                                                         | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    493373 | PA      | $495223.64    | 0.06%             | 2031-08-19      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                                        | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    745000 | PA      | $745812.21    | 0.09%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                   | Amentum Government Services Holdings LLC 2024 Term Loan B                                                             | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   1196250 | PA      | $1198115.75   | 0.15%             | 2031-09-29      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                       | Amentum Holdings Inc                                                                                                  | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $2023841.28   | 0.26%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                                                        | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491416.42    | 0.06%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                           | AmWINS Group Inc 2025 Term Loan B                                                                                     | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   2079000 | PA      | $2084197.50   | 0.26%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                   | Apollo Global Management Inc                                                                                          | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    445000 | PA      | $445802.95    | 0.06%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                   | Apollo Global Management Inc                                                                                          | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    585000 | PA      | $588247.83    | 0.07%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                   | Apollo Debt Solutions BDC                                                                                             | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    375000 | PA      | $395696.07    | 0.05%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                          | Ares Capital Corp                                                                                                     | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    790000 | PA      | $780289.64    | 0.10%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                      | ARI Fleet Lease Trust 2024-B                                                                                          | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3887480 | PA      | $3915454.21   | 0.50%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                           | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    238000 | PA      | $244332.33    | 0.03%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS Mortgage Trust 2020-C7                                                                                          | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1802755.00   | 0.23%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                           | Bain Capital Credit CLO 2021-7 Ltd                                                                                    | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $798646.40    | 0.10%             | 2035-01-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 27 Ltd                                                                                                  | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251307.50   | 0.16%             | 2037-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 18 Ltd                                                                                                  | CUSIP: 05875YAQ9<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650617.50    | 0.08%             | 2038-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                                                                    | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $600636.30    | 0.08%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1698058.15   | 0.21%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                  | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1366431.85   | 0.17%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    575000 | PA      | $599121.83    | 0.08%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                  | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1421988.40   | 0.18%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2020-BNK25                                                                                                       | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3713332.40   | 0.47%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B15 Mortgage Trust                                                                                     | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5185000 | PA      | $4857627.40   | 0.61%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B17 Mortgage Trust                                                                                     | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7228636.00   | 0.91%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B19 Mortgage Trust                                                                                     | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5855000 | PA      | $5167261.16   | 0.65%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B18 Mortgage Trust                                                                                     | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1996972.20   | 0.25%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2021-B24 Mortgage Trust                                                                                     | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2235726.50   | 0.28%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2022-B32 Mortgage Trust                                                                                     | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4475097.50   | 0.57%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                           | Black Hills Corp                                                                                                      | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    615000 | PA      | $615122.32    | 0.08%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                     | Blackstone Private Credit Fund                                                                                        | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600727.24    | 0.08%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                              | Boeing Co/The                                                                                                         | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    875000 | PA      | $897764.28    | 0.11%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                              | Boeing Co/The                                                                                                         | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    280000 | PA      | $303854.20    | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                                                        | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $431587.44    | 0.05%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                                                        | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $427939.61    | 0.05%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                   | Province of British Columbia Canada                                                                                   | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   8500000 | PA      | $8437279.61   | 1.07%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                     | Brookfield Finance Inc                                                                                                | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1165000 | PA      | $1166659.79   | 0.15%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                   | Brookfield Asset Management Ltd                                                                                       | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1158242.52   | 0.15%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                                                          | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $937714.87    | 0.12%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                        | CDW LLC / CDW Finance Corp                                                                                            | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $937580.04    | 0.12%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                           | CIFC Funding 2025-I Ltd                                                                                               | CUSIP: 12572VAG9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $549214.60    | 0.07%             | 2038-04-23      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                                       | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    485000 | PA      | $495025.26    | 0.06%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                                                             | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    687000 | PA      | $711496.34    | 0.09%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                                                             | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    810000 | PA      | $829783.57    | 0.10%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                        | Calpine Corporation 2024 Term Loan B10                                                                                | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   2042000 | PA      | $2041775.38   | 0.26%             | 2031-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                     | Canyon CLO 2020-2 Ltd                                                                                                 | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1149228.35   | 0.15%             | 2034-10-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                     | Canyon Capital CLO 2019-2 Ltd                                                                                         | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $848125.75    | 0.11%             | 2034-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                | Cargill Inc                                                                                                           | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    665000 | PA      | $662118.61    | 0.08%             | 2030-10-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                       | Celsius Holdings Inc 2025 Term Loan B                                                                                 | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1163750 | PA      | $1170150.63   | 0.15%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                      | Charter Communications Operating LLC 2024 Term Loan B5                                                                | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1677543 | PA      | $1678481.98   | 0.21%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                         | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    606000 | PA      | $616864.97    | 0.08%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                         | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1188667.31   | 0.15%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                         | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508135.90    | 0.06%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                | Citibank NA                                                                                                           | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    595000 | PA      | $597267.49    | 0.08%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2019-C7                                                                           | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7609308.80   | 0.96%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                                                                  | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    810000 | PA      | $830250.38    | 0.11%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                        | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                                                                  | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1078962 | PA      | $1077516.69   | 0.14%             | 2032-04-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                        | Clydesdale Acquisition Holdings Inc 2025 Delayed Draw Term Loan                                                       | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     15185 | PA      | $15164.18     | 0.00%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                        | CNH Equipment Trust 2024-B                                                                                            | CUSIP: 18978JAC2<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   1355286 | PA      | $1355461.22   | 0.17%             | 2027-10-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                     | Colossus Acquireco LLC Term Loan B                                                                                    | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    748125 | PA      | $747189.84    | 0.09%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                       | Commercial Metals Co                                                                                                  | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $2004179.73   | 0.25%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753BAA0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1587656 | PA      | $1594122.09   | 0.20%             | 2043-09-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753CAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    710000 | PA      | $712398.10    | 0.09%             | 2045-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753GAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1730090 | PA      | $1731804.17   | 0.22%             | 2044-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754TAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1570000 | PA      | $1574525.21   | 0.20%             | 2045-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754VAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    113481 | PA      | $113869.82    | 0.01%             | 2045-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755CAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    875396 | PA      | $876874.02    | 0.11%             | 2043-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755JAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1670000 | PA      | $1672239.97   | 0.21%             | 2045-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755TAC5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1445000 | PA      | $1447066.35   | 0.18%             | 2045-05-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                       | Cotiviti Corporation 2024 Term Loan                                                                                   | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1484962 | PA      | $1424331.39   | 0.18%             | 2031-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                                                          | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1055000 | PA      | $1045694.47   | 0.13%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                         | CrossCountry Intermediate HoldCo LLC                                                                                  | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039992.00   | 0.26%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                                      | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3025000 | PA      | $2974973.19   | 0.38%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    252000 | PA      | $268705.60    | 0.03%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    730000 | PA      | $747933.41    | 0.09%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1080000 | PA      | $1062127.77   | 0.13%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                           | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    640000 | PA      | $649766.89    | 0.08%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                     | Diamondback Energy Inc                                                                                                | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1532496.48   | 0.19%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                                                                   | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    535000 | PA      | $535364.42    | 0.07%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                          | Dragon Buyer Inc Term Loan B                                                                                          | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    786030 | PA      | $786030.16    | 0.10%             | 2031-09-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 109 CLO Ltd                                                                                                    | CUSIP: 26248KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    550000 | PA      | $550550.00    | 0.07%             | 2038-04-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                    | Duke Energy Florida LLC                                                                                               | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    670000 | PA      | $670235.09    | 0.08%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd                                         | Elmwood CLO 22 Ltd                                                                                                    | CUSIP: 29001YAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $553612.40    | 0.07%             | 2038-04-17      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                                          | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $490706.33    | 0.06%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                                    | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1365466.88   | 0.17%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                                    | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1410364.29   | 0.18%             | 2056-02-15      | Fixed         | 6.75%                 | 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        |    449962 | PA      | $451483.34    | 0.06%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | Equinor ASA                                                                                                           | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    175000 | PA      | $177532.48    | 0.02%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | Equinor ASA                                                                                                           | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    360000 | PA      | $358140.82    | 0.05%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                      | Export Finance & Insurance Corp                                                                                       | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   3900000 | PA      | $3967743.00   | 0.50%             | 2027-10-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                                                      | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306934.74    | 0.04%             | 2026-08-16      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                   | Fortescue Treasury Pty Ltd                                                                                            | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    415000 | PA      | $426768.65    | 0.05%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                   | Fortescue Treasury Pty Ltd                                                                                            | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    415000 | PA      | $433045.71    | 0.05%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                                                                    | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1169325.37   | 0.15%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    934744 | PA      | $794430.34    | 0.10%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1183005 | PA      | $1159475.06   | 0.15%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    763005 | PA      | $777633.56    | 0.10%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1504460 | PA      | $1505922.82   | 0.19%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                      | CUSIP: 3133GEGP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2555704 | PA      | $2367073.19   | 0.30%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1997689 | PA      | $2075126.50   | 0.26%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                          | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1132079.75   | 0.14%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                          | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1452340.95   | 0.18%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                          | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1015694.60   | 0.13%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.           | Freddie Mac Multifamily Structured Pass Through Certificates                                                          | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2450000 | PA      | $2538928.14   | 0.32%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 3140W04F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    967308 | PA      | $788508.64    | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2010947 | PA      | $2039511.65   | 0.26%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 3140W3EP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5401407 | PA      | $4780921.08   | 0.60%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 3140W3NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9116154 | PA      | $7776760.45   | 0.98%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14424531 | PA      | $11750763.54  | 1.49%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3440989 | PA      | $3188995.13   | 0.40%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1167423 | PA      | $1145046.30   | 0.14%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5142217 | PA      | $5312282.61   | 0.67%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1745883 | PA      | $1777003.96   | 0.22%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418FJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1578628 | PA      | $1574708.71   | 0.20%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418FS81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3340000 | PA      | $3169128.61   | 0.40%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                   | Ford Credit Floorplan Master Owner Trust A                                                                            | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8141509.60   | 1.03%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                               | Ford Credit Auto Lease Trust 2024-A                                                                                   | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34962 | PA      | $35027.13     | 0.00%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                      | Foundry JV Holdco LLC                                                                                                 | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $657006.65    | 0.08%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                      | Foundry JV Holdco LLC                                                                                                 | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    505000 | PA      | $527945.53    | 0.07%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2023-HQA3                                                                               | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   2609196 | PA      | $2632298.80   | 0.33%             | 2043-11-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                               | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |     15819 | PA      | $15818.73     | 0.00%             | 2044-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac Stacr Remic Trust 2025-Hqa1                                                                               | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $802219.60    | 0.10%             | 2045-02-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                               | CUSIP: 35564NJA2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    605000 | PA      | $605861.58    | 0.08%             | 2045-05-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                               | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    730000 | PA      | $731012.95    | 0.09%             | 2045-09-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                    | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3715860 | PA      | $3079556.97   | 0.39%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                    | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2632505 | PA      | $2368461.99   | 0.30%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                    | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3615145 | PA      | $3120004.19   | 0.39%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                    | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2263456 | PA      | $2288318.08   | 0.29%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    291000 | PA      | $303264.84    | 0.04%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    360000 | PA      | $374839.64    | 0.05%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                      | Kennedy Lewis CLO 10 Ltd                                                                                              | CUSIP: 37148DAY2<br>LEI: 549300HJXIXJNOK1KU82 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1202820.00   | 0.15%             | 2038-01-22      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                      | Gildan Activewear Inc                                                                                                 | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1980000 | PA      | $1970283.70   | 0.25%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                    | Global Medical Response Inc                                                                                           | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    448000 | PA      | $465639.48    | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1150627.65   | 0.15%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1217092.29   | 0.15%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $5162926.09   | 0.65%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                                                              | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $404018.35    | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                                                              | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $381259.63    | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                      | Huntington Auto Trust 2024-1                                                                                          | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8672833 | PA      | $8757471.84   | 1.11%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                                                          | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    710000 | PA      | $710599.95    | 0.09%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                             | Hyundai Auto Receivables Trust 2025-D                                                                                 | CUSIP: 44891XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4480000 | PA      | $4489448.32   | 0.57%             | 2028-11-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                    | Hyundai Auto Lease Securitization Trust 2024-A                                                                        | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3001186 | PA      | $3007568.42   | 0.38%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                             | ICG US CLO 2014-1 Ltd                                                                                                 | CUSIP: 44928XAY0<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001996.00   | 0.25%             | 2034-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                          | Iliad Holding SAS                                                                                                     | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |   1880000 | PA      | $2023348.12   | 0.26%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                    | Inter-American Development Bank                                                                                       | CUSIP: 4581X0DT2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   6000000 | PA      | $5999802.72   | 0.76%             | 2026-02-10      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                    | Inter-American Development Bank                                                                                       | CUSIP: 4581X0DW5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   7000000 | PA      | $6979700.00   | 0.88%             | 2031-06-10      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                    | Inter-American Development Bank                                                                                       | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $9983862.50   | 1.26%             | 2029-02-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                                                                   | CUSIP: 459058JU8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $9980900.00   | 1.26%             | 2031-02-11      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                                                                   | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   7000000 | PA      | $6989657.15   | 0.88%             | 2028-11-22      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                                                                   | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  12000000 | PA      | $12007080.00  | 1.52%             | 2026-06-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                                                                   | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   8000000 | PA      | $8009081.52   | 1.01%             | 2028-05-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2449468.35   | 0.31%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    850000 | PA      | $866908.65    | 0.11%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    670000 | PA      | $692507.71    | 0.09%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1006664.54   | 0.13%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                                                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    405000 | PA      | $358981.13    | 0.05%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| June Purchaser LLC                                         | June Purchaser LLC Term Loan                                                                                          | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1276071 | PA      | $1283778.89   | 0.16%             | 2031-11-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| June Purchaser LLC                                         | June Purchaser LLC Delayed Draw Term Loan                                                                             | CUSIP: 48171UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214286 | PA      | $215580.00    | 0.03%             | 2031-11-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                               | KKR & Co Inc                                                                                                          | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    780000 | PA      | $780002.54    | 0.10%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                 | Leidos Inc                                                                                                            | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    460000 | PA      | $478449.45    | 0.06%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                        | Lightning Power LLC Term Loan B                                                                                       | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   1484962 | PA      | $1491169.54   | 0.19%             | 2031-08-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                                                        | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    765000 | PA      | $761797.86    | 0.10%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MNSN Holdings Inc                                          | MNSN Holdings Inc                                                                                                     | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       852 | NS      | $50268.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Madison Avenue Trust                                       | MAD Commercial Mortgage Trust 2025-11MD                                                                               | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175000 | PA      | $2172238.62   | 0.27%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                   | Madison Park Funding XXVII Ltd                                                                                        | CUSIP: 55820YAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $551532.30    | 0.07%             | 2038-04-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite XL Ltd                                                                                                      | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004686.00   | 0.25%             | 2037-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite Xlv Ltd                                                                                                     | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550387.20    | 0.07%             | 2038-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                     | Province of Manitoba Canada                                                                                           | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   8000000 | PA      | $7962678.08   | 1.01%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                           | Marathon CLO 2021-16 Ltd                                                                                              | CUSIP: 56580KAS4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000302.00   | 0.25%             | 2034-04-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                     | Mauser Packaging Solutions Holding Co                                                                                 | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    830000 | PA      | $823451.59    | 0.10%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                             | Mercedes-Benz Auto Lease Trust 2024-A                                                                                 | CUSIP: 58770JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1192665 | PA      | $1192854.85   | 0.15%             | 2027-02-16      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                                                        | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    515000 | PA      | $514828.83    | 0.07%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                                                        | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1365704.82   | 0.17%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                                                        | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    725000 | PA      | $726010.49    | 0.09%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                   | Midcontinent Communications                                                                                           | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    830000 | PA      | $849608.75    | 0.11%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                        | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1065208.15   | 0.13%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                        | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $503839.32    | 0.06%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    455000 | PA      | $454853.49    | 0.06%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                                                     | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $374673.60    | 0.05%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman CLO XX Ltd                                                                                           | CUSIP: 64130TBS3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250825.75    | 0.03%             | 2039-04-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                   | New York Life Global Funding                                                                                          | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1228184.06   | 0.16%             | 2026-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                            | Nordea Bank Abp                                                                                                       | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    580000 | PA      | $595520.22    | 0.08%             | 2033-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                   | OHA Credit Partners VII Ltd                                                                                           | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550848.10    | 0.07%             | 2038-02-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                            | Oaktree CLO 2020-1 Ltd                                                                                                | CUSIP: 67402FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497927.50    | 0.06%             | 2038-01-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd                         | Octagon Investment Partners 51 Ltd                                                                                    | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1700992.80   | 0.22%             | 2034-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                        | OMERS Finance Trust                                                                                                   | CUSIP: 682142AF1<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $4967078.40   | 0.63%             | 2026-03-26      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                         | 1301 Trust 2025-AOA                                                                                                   | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6800000 | PA      | $6863372.60   | 0.87%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                       | OneMain Finance Corp                                                                                                  | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1594742.84   | 0.20%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                   | Ontario Teachers' Finance Trust                                                                                       | CUSIP: 68329AAL2<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $9906561.90   | 1.25%             | 2027-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                           | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    605000 | PA      | $591893.30    | 0.07%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                        | PFS Financing Corp                                                                                                    | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5052069.50   | 0.64%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                | PNC Bank NA                                                                                                           | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2285183.39   | 0.29%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                      | PennyMac Financial Services Inc                                                                                       | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1617452.59   | 0.20%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                                                            | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472176.89    | 0.06%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                 | Pfizer Inc                                                                                                            | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    715000 | PA      | $717137.57    | 0.09%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                                | Popular Inc                                                                                                           | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |    800000 | PA      | $843056.00    | 0.11%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                   | PUBLIC FIN AUTH WI TOLL REVENUE                                                                                       | CUSIP: 74448UAC2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1455420.33   | 0.18%             | 2065-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                         | Province of Quebec Canada                                                                                             | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $5115494.50   | 0.65%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                      | QXO Building Products Inc                                                                                             | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    379000 | PA      | $395834.68    | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                      | Quikrete Holdings Inc 2025 Term Loan B1                                                                               | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    990000 | PA      | $992524.50    | 0.13%             | 2031-04-14      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                              | Radnor Re 2024-1 Ltd                                                                                                  | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135142 | PA      | $136044.20    | 0.02%             | 2034-09-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                        | Resideo Funding Inc                                                                                                   | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    306000 | PA      | $313201.10    | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC           | Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B                                        | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1492929.90   | 0.19%             | 2029-11-22      | Floating      | 6.42%                 | 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        |  12286767 | NS      | $12286766.71  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                   | SMBC Aviation Capital Finance DAC                                                                                     | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1190000 | PA      | $1188235.50   | 0.15%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPX Flow Inc                                               | SPX Flow Inc 2025 Term Loan                                                                                           | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001970.00   | 0.13%             | 2029-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                        | SVB Financial Trust                                                                                                   | CUSIP: 78500B205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       971 | NS      | $462681.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2025-1                                                                         | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2386643.55   | 0.30%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                     | Santander Drive Auto Receivables Trust 2025-4                                                                         | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $878196.73    | 0.11%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                       | Signal Peak CLO 5 Ltd                                                                                                 | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501280.50    | 0.06%             | 2037-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                        | Sirius XM Radio LLC                                                                                                   | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    930000 | PA      | $884492.68    | 0.11%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                        | Sirius XM Radio LLC                                                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1578769.25   | 0.20%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                              | SoftBank Corp                                                                                                         | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   1350000 | PA      | $1354250.46   | 0.17%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                  | Block Inc                                                                                                             | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    862000 | PA      | $884936.96    | 0.11%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                   | Standard Building Solutions Inc                                                                                       | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    422000 | PA      | $431088.58    | 0.05%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                    | Standard Industries Inc 2021 Term Loan B                                                                              | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    570712 | PA      | $572595.83    | 0.07%             | 2028-09-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                  | Stonepeak Nile Parent LLC 2025 Term Loan B                                                                            | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1499190.00   | 0.19%             | 2032-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                                | TCW CLO 2019-2 Ltd                                                                                                    | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497160.50    | 0.06%             | 2038-01-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                              | Vistra Operations Company LLC 1st Lien Term Loan B3                                                                   | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    989899 | PA      | $994482.23    | 0.13%             | 2030-12-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                      | Time Warner Cable LLC                                                                                                 | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1301085.00   | 0.16%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $517092.06    | 0.07%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                        | Toyota Auto Receivables 2024-B Owner Trust                                                                            | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2609277 | PA      | $2636461.52   | 0.33%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                        | Toyota Auto Receivables 2024-A Owner Trust                                                                            | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835241 | PA      | $840659.12    | 0.11%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                            | Trans Union LLC 2024 Term Loan B8                                                                                     | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1970000 | PA      | $1973211.10   | 0.25%             | 2031-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                                                         | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    405000 | PA      | $421369.70    | 0.05%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                    | UKG Inc 2024 Term Loan B                                                                                              | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    903715 | PA      | $904076.75    | 0.11%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                                                            | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    435000 | PA      | $444508.25    | 0.06%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                                                            | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    895000 | PA      | $919300.11    | 0.12%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                   | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  47865000 | PA      | $47768182.99  | 6.04%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15635000 | PA      | $15655320.65  | 1.98%             | 2026-02-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Floating Rate Notes                                                                                     | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 197645000 | PA      | $197711624.15 | 25.01%            | 2027-04-30      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Floating Rate Notes                                                                                     | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $37025885.20  | 4.68%             | 2027-10-31      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24030000 | PA      | $23684568.75  | 3.00%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                   | USA Compression Partners LP / USA Compression Finance Corp                                                            | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $838440.19    | 0.11%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                              | VALVOLINE INC TERM LOAN B                                                                                             | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1005630.00   | 0.13%             | 2032-03-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC JP MORGAN COC                                    | SWAP CCPC JP MORGAN COC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6093429 | NS      | $6093429.44   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SWAP CCPC JP MORGAN COC                                    | SWAP CCPC JP MORGAN COC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |  -2495584 | NS      | $-2495583.97  | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Venture CDO Ltd                                            | Venture 42 CLO Ltd                                                                                                    | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500664.50   | 0.19%             | 2034-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                   | Venture Global Calcasieu Pass LLC                                                                                     | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    925000 | PA      | $793105.94    | 0.10%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                | Vistra Corp                                                                                                           | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1653378.46   | 0.21%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                           | Vmed O2 UK Financing I PLC                                                                                            | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    865000 | PA      | $788888.30    | 0.10%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1650776.04   | 0.21%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61932.19     | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2021-C61                                                                        | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2780000 | PA      | $2498705.42   | 0.32%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                             | Wheels Fleet Lease Funding 1 LLC                                                                                      | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3492283 | PA      | $3529123.23   | 0.45%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                                          | Zais Clo 16 Ltd                                                                                                       | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2296711.00   | 0.29%             | 2034-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE2LMDY1 IRS USD R V 12MSOFR BIE2LMDY1_FLO CCPOIS / Short: BIE2LMDY1 IRS USD P F   .72295 BIE2LMDY1_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | AU        |  19825000 | OU      | $135709.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE4DD5N9 IRS USD R V 00MSOFR BIE4DD5N9_FLO CCPOIS / Short: BIE4DD5N9 IRS USD P F  3.68000 BIE4DD5N9_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3605000 | OU      | $-29841.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE4PTGV1 IRS USD R V 00MSOFR BIE4PTGV1_FLO CCPOIS / Short: BIE4PTGV1 IRS USD P F  4.55603 BIE4PTGV1_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6795000 | OU      | $-330951.70   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE4RDLJ5 IRS USD R V 00MSOFR BIE4RDLJ5_FLO CCPOIS / Short: BIE4RDLJ5 IRS USD P F  4.26835 BIE4RDLJ5_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8585000 | OU      | $-217856.14   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE4V2QA8 IRS USD R V 12MSOFR BIE4V2QA8_FLO CCPOIS / Short: BIE4V2QA8 IRS USD P F  3.52060 BIE4V2QA8_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  19415000 | OU      | $-48050.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE5A22H9 IRS USD R V 12MSOFR BIE5A22H9_FLO CCPOIS / Short: BIE5A22H9 IRS USD P F  4.12877 BIE5A22H9_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  37820000 | OU      | $-1175333.65  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE5A22P1 IRS USD R V 12MSOFR BIE5A22P1_FLO CCPOIS / Short: BIE5A22P1 IRS USD P F  4.74200 BIE5A22P1_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  30245000 | OU      | $-140342.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE5KTW29 IRS USD R V 00MSOFR BIE5KTW29_FLO CCPOIS / Short: BIE5KTW29 IRS USD P F  3.26497 BIE5KTW29_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  13075000 | OU      | $174278.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE5MLL67 IRS USD R V 00MSOFR BIE5MLL67_FLO CCPOIS / Short: BIE5MLL67 IRS USD P F  3.50850 BIE5MLL67_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12065000 | OU      | $10285.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE67Q9R9 IRS USD R V 12MSOFR BIE67Q9R9_FLO CCPOIS / Short: BIE67Q9R9 IRS USD P F  3.75476 BIE67Q9R9_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8190000 | OU      | $5118.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE6HDPV0 IRS USD R V 00MSOFR BIE6HDPV0_FLO CCPOIS / Short: BIE6HDPV0 IRS USD P F  3.61222 BIE6HDPV0_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6810000 | OU      | $-49296.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE6HDPY4 IRS USD R V 00MSOFR BIE6HDPY4_FLO CCPOIS / Short: BIE6HDPY4 IRS USD P F  4.09950 BIE6HDPY4_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3485000 | OU      | $-23268.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE6HDPS7 IRS USD R V 00MSOFR BIE6HDPS7_FLO CCPOIS / Short: BIE6HDPS7 IRS USD P F  3.57600 BIE6HDPS7_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  49175000 | OU      | $-297507.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE6KN5J3 IRS USD R V 00MSOFR BIE6KN5J3_FLO CCPOIS / Short: BIE6KN5J3 IRS USD P F  3.73781 BIE6KN5J3_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  23490000 | OU      | $79395.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE6P0MY6 IRS USD R V 12MSOFR BIE6P0MY6_FLO CCPOIS / Short: BIE6P0MY6 IRS USD P F  3.17944 BIE6P0MY6_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  19280000 | OU      | $76255.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) MAR26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -57 | NC      | $93623.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)MAR26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -130 | NC      | $112437.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT MAR26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -33 | NC      | $26296.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc                                   | Instructure Holdings Inc 2025 Repriced Term Loan                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    708225 | PA      | $709025.29    | 0.09%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                             | Opal Bidco SAS USD Term Loan B2                                                                                       | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1504195.09   | 0.19%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Azorra Soar TLB Finance Ltd                                | Azorra Soar TLB Finance Ltd 2025 Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |    393012 | PA      | $394651.15    | 0.05%             | 2029-10-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                       | Flutter Financing BV 2024 Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1960000 | PA      | $1956726.80   | 0.25%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                       | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    992519 | PA      | $989422.07    | 0.13%             | 2031-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-15

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

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP