# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-046952
**Filing Date:** 2026-5
**Character Count:** 183258
**Document Hash:** 16cc6fb7d17b65eff3d39ba0cad65b21
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-046952.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0001410368-26-046952

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260518

**DATE AS OF CHANGE**: 20260518

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 26992514

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

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

## Nport-Ex

**LVIP Nomura Diversified Floating Rate Fund**

**Schedule of Investments**

March 31, 2026 (unaudited)

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

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>| **Value** <br>**(U.S. $)**<br>|
| **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–2.56%** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–2.56%** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–2.56%** |
| &nbsp;&nbsp; •Federal Home Loan Mortgage <br> Corp. STACR REMICS Trust <br> Series 2026-DNA2 Class B1 <br> 5.77% (30 day USD SOFR <br> Average + 2.10%) 3/25/46<br>| 2390000 | $2386842 |
| •Federal Home Loan Mortgage Corp. STACR REMICS Trust  | •Federal Home Loan Mortgage Corp. STACR REMICS Trust  | •Federal Home Loan Mortgage Corp. STACR REMICS Trust  |
| &nbsp;&nbsp;&nbsp; Series 2023-HQA3 Class A1 <br> 5.51% (30 day USD SOFR <br> Average + 1.85%) 11/25/43<br>| 2564812 | 2575161 |
| &nbsp;&nbsp;&nbsp; Series 2025-DNA2 Class M2 <br> 5.16% (30 day USD SOFR <br> Average + 1.50%) 5/25/45<br>| 605000 | 602592 |
| &nbsp;&nbsp;&nbsp; Series 2025-DNA3 Class M2 <br> 5.16% (30 day USD SOFR <br> Average + 1.50%) 9/25/45<br>| 730000 | 727807 |
| &nbsp;&nbsp;&nbsp; Series 2025-HQA1 Class M2 <br> 5.31% (30 day USD SOFR <br> Average + 1.65%) 2/25/45<br>| 800000 | 796593 |
| &nbsp;&nbsp; •Federal National Mortgage Association Connecticut Avenue <br> Securities Trust | &nbsp;&nbsp; •Federal National Mortgage Association Connecticut Avenue <br> Securities Trust | &nbsp;&nbsp; •Federal National Mortgage Association Connecticut Avenue <br> Securities Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-R07 Class 2M1 <br> 5.61% (30 day USD SOFR <br> Average + 1.95%) 9/25/43<br>| 1196605 | 1198227 |
| &nbsp;&nbsp;&nbsp; Series 2023-R08 Class 1M1 <br> 5.16% (30 day USD SOFR <br> Average + 1.50%) 10/25/43<br>| 632359 | 632357 |
| &nbsp;&nbsp;&nbsp; Series 2024-R04 Class 1A1 <br> 4.66% (30 day USD SOFR <br> Average + 1.00%) 5/25/44<br>| 1640716 | 1638431 |
| &nbsp;&nbsp;&nbsp; Series 2025-R01 Class 1M2 <br> 5.16% (30 day USD SOFR <br> Average + 1.50%) 1/25/45<br>| 1670000 | 1661518 |
| &nbsp;&nbsp;&nbsp; Series 2025-R02 Class 1M2 <br> 5.26% (30 day USD SOFR <br> Average + 1.60%) 2/25/45<br>| 1570000 | 1569092 |
| &nbsp;&nbsp;&nbsp; Series 2025-R03 Class 2M1 <br> 5.26% (30 day USD SOFR <br> Average + 1.60%) 3/25/45<br>| 88777 | 88847 |
| &nbsp;&nbsp;&nbsp; Series 2025-R04 Class 1M2 <br> 5.16% (30 day USD SOFR <br> Average + 1.50%) 5/25/45<br>| 1445000 | 1438400 |
| &nbsp;&nbsp;&nbsp; Series 2025-R05 Class 2M2 <br> 5.26% (30 day USD SOFR <br> Average + 1.60%) 7/25/45<br>| 710000 | 709211 |
| &nbsp;&nbsp;&nbsp; Series 2026-R01 Class 2M2 <br> 5.01% (30 day USD SOFR <br> Average + 1.35%) 1/25/46<br>| 2530000 | 2519087 |
| &nbsp;&nbsp;&nbsp; Series 2026-R02 Class 1M2 <br> 5.16% (30 day USD SOFR <br> Average + 1.50%) 2/25/46<br>| 1310000 | 1311102 |
| **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $19,885,735)** | **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $19,885,735)** | **19855267** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.78%** | **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.78%** | **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.78%** |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates |
| &nbsp;&nbsp;&nbsp; ♦Series K144 Class A2 2.45% <br> 4/25/32<br>| 1250000 | $1119918 |
| &nbsp;&nbsp;&nbsp; ♦•Series K-150 Class A2 3.71% <br> 9/25/32<br>| 1500000 | 1440605 |
| &nbsp;&nbsp;&nbsp; ♦•Series K-170 Class A2 5.00% <br> 2/25/35<br>| 2450000 | 2517093 |
| &nbsp;&nbsp;&nbsp; ♦Series K753 Class A2 4.40% <br> 10/25/30<br>| 1000000 | 1005787 |
| **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $6,028,916)** | **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $6,028,916)** | **6083403** |
| **AGENCY MORTGAGE-BACKED SECURITIES–8.84%** | **AGENCY MORTGAGE-BACKED SECURITIES–8.84%** | **AGENCY MORTGAGE-BACKED SECURITIES–8.84%** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 2.00% 8/1/36 | 2478810 | 2281861 |
| &nbsp;&nbsp; 4.50% 10/1/52 | 1177332 | 1141136 |
| &nbsp;&nbsp; 5.00% 6/1/53 | 1461915 | 1448669 |
| &nbsp;&nbsp; 5.50% 11/1/52 | 739488 | 746829 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 2.00% 4/1/51 | 14200356 | 11537969 |
| &nbsp;&nbsp; 2.00% 7/1/51 | 952449 | 774323 |
| &nbsp;&nbsp; 2.50% 3/1/51 | 8960642 | 7617475 |
| &nbsp;&nbsp; 2.50% 3/1/52 | 2736016 | 2315346 |
| &nbsp;&nbsp; 3.00% 7/1/52 | 869744 | 765558 |
| &nbsp;&nbsp; 3.00% 8/1/52 | 5311888 | 4670837 |
| &nbsp;&nbsp; 3.50% 5/1/52 | 3370786 | 3093905 |
| &nbsp;&nbsp; 4.00% 1/1/56 | 3323941 | 3137855 |
| &nbsp;&nbsp; 4.50% 10/1/52 | 1171268 | 1136103 |
| &nbsp;&nbsp; 5.00% 4/1/55 | 1537644 | 1517240 |
| &nbsp;&nbsp; 5.00% 3/1/56 | 8755561 | 8638696 |
| &nbsp;&nbsp; 5.50% 2/1/55 | 1871681 | 1881314 |
| &nbsp;&nbsp; 5.50% 9/1/55 | 754961 | 758766 |
| &nbsp;&nbsp; 6.00% 12/1/52 | 4859850 | 4998227 |
| &nbsp;&nbsp; 6.50% 3/1/55 | 1703769 | 1761419 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 2.00% 10/20/50 | 3641887 | 3012000 |
| &nbsp;&nbsp; 2.50% 7/20/51 | 3543440 | 3050363 |
| &nbsp;&nbsp; 3.00% 4/20/52 | 2553167 | 2280996 |
| **Total Agency Mortgage-Backed Securities** <br>**(Cost $68,857,635)** | **Total Agency Mortgage-Backed Securities** <br>**(Cost $68,857,635)** | **68566887** |
| **CORPORATE BONDS–19.07%** | **CORPORATE BONDS–19.07%** | **CORPORATE BONDS–19.07%** |
| **Aerospace & Defense–1.19%** | **Aerospace & Defense–1.19%** | **Aerospace & Defense–1.19%** |
| Boeing Co. |  |  |
| &nbsp;&nbsp; 6.26% 5/1/27 | 875000 | 890107 |
| &nbsp;&nbsp; 6.39% 5/1/31 | 280000 | 298576 |
| &nbsp;&nbsp; Bombardier, Inc. 7.00% <br> 6/1/32<br>| 405000 | 420326 |
| Honeywell Aerospace, Inc. |  |  |
| &nbsp;&nbsp; 4.00% 3/16/29 | 5860000 | 5805281 |
| &nbsp;&nbsp; 4.95% 3/16/36 | 1420000 | 1408928 |
| TransDigm, Inc. 6.63% 3/1/32 | 405000 | 413047 |
|  |  | **9236265** |

---

*LVIP Nomura Diversified Floating Rate Fund–1*

------

**LVIP Nomura Diversified Floating Rate Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Agriculture–0.08%** | **Agriculture–0.08%** | **Agriculture–0.08%** |
| Cargill, Inc. 4.13% 10/23/30 | 665000 | $655367 |
|  |  | **655367** |
| **Apparel–0.25%** | **Apparel–0.25%** | **Apparel–0.25%** |
| &nbsp;&nbsp; Gildan Activewear, Inc. 4.70% <br> 10/7/30<br>| 1980000 | 1959130 |
|  |  | **1959130** |
| **Auto Parts & Equipment–0.25%** | **Auto Parts & Equipment–0.25%** | **Auto Parts & Equipment–0.25%** |
| &nbsp;&nbsp; Cyprium Corp./Cyprium <br> Holdings Luxembourg SARL <br> 6.13% 4/15/31<br>| 1984000 | 1955862 |
|  |  | **1955862** |
| **Banks–3.25%** | **Banks–3.25%** | **Banks–3.25%** |
| &nbsp;&nbsp; Banco Santander SA 4.55% <br> 11/6/30<br>| 600000 | 591405 |
| μBank of America Corp. |  |  |
| &nbsp;&nbsp; 1.73% 7/22/27 | 1720000 | 1705630 |
| &nbsp;&nbsp; 4.46% 2/6/32 | 1585000 | 1565163 |
| &nbsp;&nbsp; 6.20% 11/10/28 | 1315000 | 1350891 |
| &nbsp;&nbsp; 6.25% 7/26/30 | 1400000 | 1408432 |
| &nbsp;&nbsp; 6.63% 5/1/30 | 575000 | 589516 |
| &nbsp;&nbsp; μBank of Montreal 4.44% <br> 1/14/32<br>| 800000 | 787669 |
| μCitigroup, Inc. |  |  |
| &nbsp;&nbsp; 6.63% 2/15/31 | 500000 | 500375 |
| &nbsp;&nbsp; 6.75% 2/15/30 | 606000 | 605727 |
| μDeutsche Bank AG |  |  |
| &nbsp;&nbsp; 6.82% 11/20/29 | 252000 | 264592 |
| &nbsp;&nbsp; 7.15% 7/13/27 | 640000 | 644317 |
| μGoldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp; 4.37% 10/21/31 | 1220000 | 1196242 |
| &nbsp;&nbsp; 5.07% 1/21/37 | 1235000 | 1207425 |
| &nbsp;&nbsp; 6.48% 10/24/29 | 1085000 | 1135067 |
| μHSBC Holdings PLC |  |  |
| &nbsp;&nbsp; 6.75% 3/24/31 | 580000 | 573812 |
| &nbsp;&nbsp; 7.00% 9/24/35 | 590000 | 584150 |
| μJPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp; 1.47% 9/22/27 | 2495000 | 2460857 |
| &nbsp;&nbsp; 5.19% 2/5/37 | 1935000 | 1901459 |
| &nbsp;&nbsp; 5.57% 4/22/28 | 850000 | 860378 |
| μMorgan Stanley |  |  |
| &nbsp;&nbsp; 4.49% 1/16/32 | 1085000 | 1066759 |
| &nbsp;&nbsp; 6.41% 11/1/29 | 1005000 | 1048914 |
| Popular, Inc. 7.25% 3/13/28 | 800000 | 828774 |
| μU.S. Bancorp 6.79% 10/26/27 | 435000 | 440792 |
| μUBS Group AG 5.01% 3/23/37 | 1055000 | 1020247 |
| μWells Fargo & Co. |  |  |
| &nbsp;&nbsp; 4.96% 1/23/37 | 301000 | 293217 |
| &nbsp;&nbsp; 5.15% 4/23/31 | 60000 | 61025 |
| &nbsp;&nbsp; 6.49% 10/23/34 | 469000 | 507812 |
|  |  | **25200647** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Biotechnology–0.12%** | **Biotechnology–0.12%** | **Biotechnology–0.12%** |
| Amgen, Inc. 4.85% 2/19/36 | 955000 | $938317 |
|  |  | **938317** |
| **Building Materials–0.05%** | **Building Materials–0.05%** | **Building Materials–0.05%** |
| &nbsp;&nbsp; Standard Building Solutions, <br> Inc. 6.25% 8/1/33<br>| 422000 | 417255 |
|  |  | **417255** |
| **Chemicals–0.25%** | **Chemicals–0.25%** | **Chemicals–0.25%** |
| Olin Corp. 6.63% 4/1/33 | 1986000 | 1942757 |
|  |  | **1942757** |
| **Commercial Services–0.11%** | **Commercial Services–0.11%** | **Commercial Services–0.11%** |
| Block, Inc. 6.00% 8/15/33 | 862000 | 847763 |
|  |  | **847763** |
| **Computers–0.32%** | **Computers–0.32%** | **Computers–0.32%** |
| &nbsp;&nbsp; Amentum Holdings, Inc. <br> 7.25% 8/1/32<br>| 1920000 | 1986835 |
| Leidos, Inc. 5.40% 3/15/32 | 460000 | 468901 |
|  |  | **2455736** |
| **Distribution/Wholesale–0.04%** | **Distribution/Wholesale–0.04%** | **Distribution/Wholesale–0.04%** |
| &nbsp;&nbsp; Resideo Funding, Inc. 6.50% <br> 7/15/32<br>| 306000 | 301495 |
|  |  | **301495** |
| **Diversified Financial Services–2.93%** | **Diversified Financial Services–2.93%** | **Diversified Financial Services–2.93%** |
| &nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust 4.75% 1/15/33<br>| 730000 | 709531 |
| &nbsp;&nbsp; μAir Lease Corp. 4.13% <br> 12/15/26<br>| 400000 | 388662 |
| &nbsp;&nbsp; Avolon Holdings Funding Ltd. <br> 4.85% 4/1/33<br>| 910000 | 871748 |
| &nbsp;&nbsp; Brookfield Asset Management <br> Ltd. 4.65% 11/15/30<br>| 1150000 | 1139795 |
| &nbsp;&nbsp; •CPPIB Capital, Inc. 4.05% (1 <br> day USD SOFR + 0.40%) <br> 6/12/28<br>| 12000000 | 12038520 |
| &nbsp;&nbsp; CrossCountry Intermediate <br> HoldCo LLC 6.50% 10/1/30<br>| 2000000 | 1906277 |
| &nbsp;&nbsp; Jefferies Financial Group, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 2.63% 10/15/31 | 405000 | 352222 |
| &nbsp;&nbsp; 6.20% 4/14/34 | 660000 | 673076 |
| &nbsp;&nbsp; OneMain Finance Corp. 7.13% <br> 9/15/32<br>| 1535000 | 1511755 |
| &nbsp;&nbsp; PennyMac Financial Services, <br> Inc. 6.88% 5/15/32<br>| 1545000 | 1490913 |
| Takeoff Merger Sub, Inc. |  |  |
| &nbsp;&nbsp; 4.85% 3/24/31 | 610000 | 602372 |
| &nbsp;&nbsp; 5.50% 3/24/36 | 295000 | 290607 |

---

*LVIP Nomura Diversified Floating Rate Fund–2*

------

**LVIP Nomura Diversified Floating Rate Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp; TPG Operating Group II LP <br> 4.88% 5/15/31<br>| 755000 | $740486 |
|  |  | **22715964** |
| **Electric–0.47%** | **Electric–0.47%** | **Electric–0.47%** |
| &nbsp;&nbsp; Black Hills Corp. 4.55% <br> 1/31/31<br>| 615000 | 608393 |
| &nbsp;&nbsp; San Diego Gas & Electric Co. <br> 5.20% 3/15/36<br>| 390000 | 388909 |
| &nbsp;&nbsp; Union Electric Co. 4.80% <br> 3/15/36<br>| 425000 | 414822 |
| μVistra Corp. 7.00% 12/15/26 | 1625000 | 1627083 |
| &nbsp;&nbsp; Vistra Operations Co. LLC <br> 4.70% 1/31/31<br>| 625000 | 614937 |
|  |  | **3654144** |
| **Entertainment–0.19%** | **Entertainment–0.19%** | **Entertainment–0.19%** |
| Caesars Entertainment, Inc. |  |  |
| &nbsp;&nbsp; 6.50% 2/15/32 | 810000 | 800570 |
| &nbsp;&nbsp; 7.00% 2/15/30 | 687000 | 695484 |
|  |  | **1496054** |
| **Food–0.13%** | **Food–0.13%** | **Food–0.13%** |
| &nbsp;&nbsp; JBS NV/JBS USA Foods Group <br> Holdings, Inc./JBS USA Food <br> Co. Holdings 5.63% 3/10/37<br>| 980000 | 983067 |
|  |  | **983067** |
| **Health Care Products–0.36%** | **Health Care Products–0.36%** | **Health Care Products–0.36%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp; 4.30% 3/15/33 | 950000 | 929723 |
| &nbsp;&nbsp; 4.65% 3/15/36 | 1935000 | 1892156 |
|  |  | **2821879** |
| **Health Care Services–0.06%** | **Health Care Services–0.06%** | **Health Care Services–0.06%** |
| &nbsp;&nbsp; Global Medical Response, <br> Inc. 7.38% 10/1/32<br>| 448000 | 465221 |
|  |  | **465221** |
| **Insurance–0.42%** | **Insurance–0.42%** | **Insurance–0.42%** |
| &nbsp;&nbsp; Howden U.K. Refinance <br> PLC/Howden U.K. Refinance <br> 2 PLC/Howden <br> U.S. Refinance LLC 7.25% <br> 2/15/31<br>| 2045000 | 2062221 |
| &nbsp;&nbsp; New York Life Global Funding <br> 5.45% 9/18/26<br>| 1215000 | 1222174 |
|  |  | **3284395** |
| **Internet–0.46%** | **Internet–0.46%** | **Internet–0.46%** |
| &nbsp;&nbsp; Amazon.com, Inc. 4.25% <br> 3/13/31<br>| 3560000 | 3533761 |
|  |  | **3533761** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Investment Companies–0.51%** | **Investment Companies–0.51%** | **Investment Companies–0.51%** |
| &nbsp;&nbsp; Apollo Debt Solutions BDC <br> 6.70% 7/29/31<br>| 375000 | $379379 |
| &nbsp;&nbsp; Blackstone Private Credit <br> Fund<br>|  |  |
| &nbsp;&nbsp; 5.05% 9/10/30 | 610000 | 575110 |
| &nbsp;&nbsp; 5.35% 3/12/31 | 565000 | 536645 |
| &nbsp;&nbsp; Blue Owl Credit Income Corp. <br> 6.60% 9/15/29<br>| 2442000 | 2432723 |
|  |  | **3923857** |
| **Iron & Steel–0.35%** | **Iron & Steel–0.35%** | **Iron & Steel–0.35%** |
| &nbsp;&nbsp; Cleveland-Cliffs, Inc. 7.00% <br> 3/15/32<br>| 810000 | 783717 |
| &nbsp;&nbsp; Commercial Metals Co. 6.00% <br> 12/15/35<br>| 1955000 | 1927328 |
|  |  | **2711045** |
| **Machinery Construction & Mining–0.42%** | **Machinery Construction & Mining–0.42%** | **Machinery Construction & Mining–0.42%** |
| GE Vernova, Inc. 4.25% 2/4/31 | 3275000 | 3237795 |
|  |  | **3237795** |
| **Media–0.69%** | **Media–0.69%** | **Media–0.69%** |
| &nbsp;&nbsp; CCO Holdings LLC/CCO <br> Holdings Capital Corp. 6.38% <br> 9/1/29<br>| 925000 | 927839 |
| &nbsp;&nbsp; Midcontinent <br> Communications 8.00% <br> 8/15/32<br>| 830000 | 773020 |
| Sirius XM Radio LLC |  |  |
| &nbsp;&nbsp; 4.00% 7/15/28 | 1615000 | 1558897 |
| &nbsp;&nbsp; 4.13% 7/1/30 | 930000 | 870784 |
| &nbsp;&nbsp; Time Warner Cable LLC 6.55% <br> 5/1/37<br>| 1240000 | 1250163 |
|  |  | **5380703** |
| **Mining–0.55%** | **Mining–0.55%** | **Mining–0.55%** |
| &nbsp;&nbsp; Anglo American Capital PLC <br> 4.63% 3/19/31<br>| 3465000 | 3425331 |
| Fortescue Treasury Pty. Ltd. |  |  |
| &nbsp;&nbsp; 5.88% 4/15/30 | 415000 | 419979 |
| &nbsp;&nbsp; 6.13% 4/15/32 | 415000 | 424059 |
|  |  | **4269369** |
| **Miscellaneous Manufacturing–0.58%** | **Miscellaneous Manufacturing–0.58%** | **Miscellaneous Manufacturing–0.58%** |
| Eaton Corp. 4.20% 3/6/31 | 4530000 | 4464458 |
|  |  | **4464458** |
| **Office Business Equipment–0.12%** | **Office Business Equipment–0.12%** | **Office Business Equipment–0.12%** |
| &nbsp;&nbsp; CDW LLC/CDW Finance Corp. <br> 3.28% 12/1/28<br>| 965000 | 927061 |
|  |  | **927061** |
| **Oil & Gas–0.51%** | **Oil & Gas–0.51%** | **Oil & Gas–0.51%** |
| &nbsp;&nbsp; Exxon Mobil Corp. 2.28% <br> 8/16/26<br>| 310000 | 307836 |

---

*LVIP Nomura Diversified Floating Rate Fund–3*

------

**LVIP Nomura Diversified Floating Rate Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp; Hilcorp Energy I LP/Hilcorp <br> Finance Co.<br>|  |  |
| &nbsp;&nbsp; 6.00% 2/1/31 | 425000 | $413071 |
| &nbsp;&nbsp; 6.25% 4/15/32 | 405000 | 391971 |
| &nbsp;&nbsp; Valero Energy Corp. 5.15% <br> 3/10/36<br>| 2880000 | 2839023 |
|  |  | **3951901** |
| **Oil & Gas Services–0.11%** | **Oil & Gas Services–0.11%** | **Oil & Gas Services–0.11%** |
| &nbsp;&nbsp; USA Compression <br> Partners LP/USA <br> Compression Finance Corp. <br> 7.13% 3/15/29<br>| 810000 | 828773 |
|  |  | **828773** |
| **Packaging & Containers–0.11%** | **Packaging & Containers–0.11%** | **Packaging & Containers–0.11%** |
| &nbsp;&nbsp; Mauser Packaging Solutions <br> Holding Co. 7.88% 4/15/30<br>| 830000 | 830000 |
|  |  | **830000** |
| **Pharmaceuticals–1.35%** | **Pharmaceuticals–1.35%** | **Pharmaceuticals–1.35%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp; 4.13% 3/15/31 | 1330000 | 1310700 |
| &nbsp;&nbsp; 4.75% 3/15/36 | 920000 | 902629 |
| Eli Lilly & Co. 4.55% 10/15/32 | 324000 | 324150 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp; 3.85% 3/15/29 | 515000 | 511258 |
| &nbsp;&nbsp; 4.15% 3/15/31 | 1370000 | 1354688 |
| &nbsp;&nbsp; 4.45% 12/4/32 | 401000 | 398254 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp; 4.10% 3/16/29 | 2430000 | 2427089 |
| &nbsp;&nbsp; 4.40% 3/18/31 | 765000 | 764836 |
| &nbsp;&nbsp; 4.60% 3/18/33 | 735000 | 731877 |
| &nbsp;&nbsp; 4.90% 3/18/36 | 1320000 | 1316842 |
| Pfizer, Inc. 4.20% 11/15/30 | 470000 | 466735 |
|  |  | **10509058** |
| **Pipelines–0.54%** | **Pipelines–0.54%** | **Pipelines–0.54%** |
| &nbsp;&nbsp; Cheniere Energy, Inc. 5.20% <br> 7/30/36<br>| 620000 | 613666 |
| μEnergy Transfer LP |  |  |
| &nbsp;&nbsp; 6.50% 2/15/56 | 1370000 | 1353531 |
| &nbsp;&nbsp; 6.75% 2/15/56 | 1405000 | 1397338 |
| &nbsp;&nbsp; Venture Global Calcasieu <br> Pass LLC 3.88% 11/1/33<br>| 925000 | 819639 |
|  |  | **4184174** |
| **Real Estate Investment Trusts–0.39%** | **Real Estate Investment Trusts–0.39%** | **Real Estate Investment Trusts–0.39%** |
| &nbsp;&nbsp; Crown Castle, Inc. 1.05% <br> 7/15/26<br>| 3025000 | 2996000 |
|  |  | **2996000** |
| **Retail–0.39%** | **Retail–0.39%** | **Retail–0.39%** |
| &nbsp;&nbsp; Bath & Body Works, Inc. <br> 6.88% 11/1/35<br>| 1916000 | 1884715 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp; Lowe's Cos., Inc. 4.25% <br> 3/15/31<br>| 765000 | $750799 |
| &nbsp;&nbsp; QXO Building Products, Inc. <br> 6.75% 4/30/32<br>| 379000 | 386576 |
|  |  | **3022090** |
| **Semiconductors–0.08%** | **Semiconductors–0.08%** | **Semiconductors–0.08%** |
| &nbsp;&nbsp; Foundry JV Holdco LLC 6.15% <br> 1/25/32<br>| 620000 | 647272 |
|  |  | **647272** |
| **Software–0.50%** | **Software–0.50%** | **Software–0.50%** |
| Oracle Corp. 4.95% 2/4/31 | 2230000 | 2181921 |
| Salesforce, Inc. 4.90% 9/15/31 | 1720000 | 1717564 |
|  |  | **3899485** |
| **Telecommunications–0.78%** | **Telecommunications–0.78%** | **Telecommunications–0.78%** |
| &nbsp;&nbsp; Iliad Holding SAS 8.50% <br> 4/15/31<br>| 1880000 | 1967068 |
| Orange SA 4.25% 1/13/31 | 980000 | 961313 |
| &nbsp;&nbsp; μRogers Communications, Inc. <br> 7.13% 4/15/55<br>| 1012000 | 1035568 |
| Softbank Corp. 4.70% 7/9/30 | 1350000 | 1341367 |
| &nbsp;&nbsp; Vmed O2 U.K. Financing I <br> PLC 4.25% 1/31/31<br>| 865000 | 742896 |
|  |  | **6048212** |
| **Toys Games Hobby–0.05%** | **Toys Games Hobby–0.05%** | **Toys Games Hobby–0.05%** |
| Hasbro, Inc. 4.65% 3/12/31 | 380000 | 375258 |
|  |  | **375258** |
| **Transportation–0.11%** | **Transportation–0.11%** | **Transportation–0.11%** |
| &nbsp;&nbsp; Fedex Freight Holding Co., <br> Inc. 4.95% 3/15/33<br>| 855000 | 833882 |
|  |  | **833882** |
| **Total Corporate Bonds** <br>**(Cost $149,334,785)** | **Total Corporate Bonds** <br>**(Cost $149,334,785)** | **147905472** |
| **LOAN AGREEMENTS–3.76%** | **LOAN AGREEMENTS–3.76%** | **LOAN AGREEMENTS–3.76%** |
| &nbsp;&nbsp; •Alliance Laundry <br> Systems LLC 5.92% (1 mo. <br> USD Term SOFR + 2.25%) <br> 8/19/31<br>| 469880 | 469240 |
| &nbsp;&nbsp; •Amentum Government <br> Services Holdings LLC 5.67% <br> (1 mo. USD Term SOFR + <br> 2.00%) 9/29/31<br>| 1192500 | 1191510 |
| &nbsp;&nbsp; •AmWINS Group, Inc. 5.67% (1 <br> mo. USD Term SOFR + <br> 2.00%) 1/30/32<br>| 2073750 | 2057824 |
| &nbsp;&nbsp; •Ardonagh Midco 3 PLC 6.37% <br> (6 mo. USD Term SOFR + <br> 2.75%) 2/15/31<br>| 990037 | 965910 |

---

*LVIP Nomura Diversified Floating Rate Fund–4*

------

**LVIP Nomura Diversified Floating Rate Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •Azorra Soar TLB Finance Ltd. <br> 6.17% (3 mo. USD Term <br> SOFR + 2.50%) 10/18/29<br>| 392020 | $391856 |
| &nbsp;&nbsp; •Celsius Holdings, Inc. 6.20% <br> (3 mo. USD Term SOFR + <br> 2.50%) 4/1/32<br>| 1160833 | 1161925 |
| &nbsp;&nbsp; •Charter Communications <br> Operating LLC 5.91% (3 mo. <br> USD Term SOFR + 2.25%) <br> 12/15/31<br>| 1673306 | 1672369 |
| &nbsp;&nbsp; •Clydesdale Acquisition <br> Holdings, Inc. 6.92% (1 mo. <br> USD Term SOFR + 3.25%) <br> 4/1/32<br>| 1088663 | 1014089 |
| &nbsp;&nbsp; •Colossus Acquireco LLC <br> 5.38% (3 mo. USD Term <br> SOFR + 1.75%) 7/30/32<br>| 746250 | 743101 |
| &nbsp;&nbsp; •Cotiviti Corp. 6.42% (1 mo. <br> USD Term SOFR + 2.75%) <br> 5/1/31<br>| 1481203 | 1361788 |
| &nbsp;&nbsp; •Dragon Buyer, Inc. 6.45% (3 <br> mo. USD Term SOFR + <br> 2.75%) 9/30/31<br>| 784045 | 742397 |
| &nbsp;&nbsp; •Flutter Financing BV 5.45% (3 <br> mo. USD Term SOFR + <br> 1.75%) 11/30/30<br>| 1955000 | 1930562 |
| &nbsp;&nbsp; •Instructure Holdings, Inc. <br> 6.44% (3 mo. USD Term <br> SOFR + 2.75%) 11/13/31<br>| 706450 | 676574 |
| June Purchaser LLC | June Purchaser LLC | June Purchaser LLC |
| ✠2.75% 11/28/31 | 214286 | 213711 |
| &nbsp;&nbsp;&nbsp; •6.45% (3 mo. USD Term <br> SOFR + 2.75%) 11/28/31<br>| 1272857 | 1269446 |
| &nbsp;&nbsp; •Lightning Power LLC 5.92% <br> (1 mo. USD Term SOFR + <br> 2.25%) 8/18/31<br>| 1481203 | 1482818 |
| &nbsp;&nbsp; •Opal Bidco SAS 6.95% (3 mo. <br> USD Term SOFR + 3.25%) <br> 4/28/32<br>| 1492500 | 1490948 |
| &nbsp;&nbsp; •Quikrete Holdings, Inc. 5.92% <br> (1 mo. USD Term SOFR + <br> 2.25%) 4/14/31<br>| 987500 | 985367 |
| &nbsp;&nbsp; •Roper Industrial Products <br> Investment Co. LLC 6.20% <br> (3 mo. USD Term SOFR + <br> 2.50%) 11/22/29<br>| 1485000 | 1483560 |
| ∞SPX Flow, Inc. 0.00% 4/5/29 | 1000000 | 995830 |
| &nbsp;&nbsp; •Standard Industries, Inc. <br> 5.43% (1 mo. USD Term <br> SOFR + 1.75%) 9/22/28<br>| 563588 | 562257 |
| &nbsp;&nbsp; •Stonepeak Nile Parent LLC <br> 5.92% (3 mo. USD Term <br> SOFR + 3.67%) 4/9/32<br>| 1496250 | 1492240 |
| &nbsp;&nbsp; •Trans Union LLC 5.45% (3 mo. <br> USD Term SOFR + 1.75%) <br> 6/24/31<br>| 1965000 | 1953072 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •UKG, Inc. 6.17% (3 mo. USD <br> Term SOFR + 2.50%) <br> 2/10/31<br>| 901450 | $860101 |
| &nbsp;&nbsp; •Valvoline, Inc. 5.67% (1 mo. <br> USD Term SOFR + 2.00%) <br> 12/1/32<br>| 997500 | 999994 |
| &nbsp;&nbsp; •Vistra Operations Co. LLC <br> 5.42% (1 mo. USD Term <br> SOFR + 1.75%) 12/20/30<br>| 987374 | 988302 |
| **Total Loan Agreements** <br>**(Cost $29,492,680)** | **Total Loan Agreements** <br>**(Cost $29,492,680)** | **29156791** |
| **MUNICIPAL BONDS–0.25%** | **MUNICIPAL BONDS–0.25%** | **MUNICIPAL BONDS–0.25%** |
| &nbsp;&nbsp; City of Houston Hotel Occupancy <br> Tax & Special Revenue |  |  |
| &nbsp;&nbsp; Series C 5.50% 9/1/58 | 260000 | 275899 |
| &nbsp;&nbsp; Series C 5.50% 9/1/58 | 180000 | 189494 |
| &nbsp;&nbsp; Public Finance Authority <br> Series 2025 6.50% 12/31/65<br>| 1330000 | 1451078 |
| **Total Municipal Bonds** <br>**(Cost $1,830,602)** | **Total Municipal Bonds** <br>**(Cost $1,830,602)** | **1916471** |
| **NON-AGENCY ASSET-BACKED SECURITIES–7.82%** | **NON-AGENCY ASSET-BACKED SECURITIES–7.82%** | **NON-AGENCY ASSET-BACKED SECURITIES–7.82%** |
| &nbsp;&nbsp; •AGL CLO 17 Ltd. Series <br> 2022-17A Class AR 4.62% (3 <br> mo. USD Term SOFR + <br> 0.95%) 1/21/35<br>| 1550000 | 1546607 |
| &nbsp;&nbsp; •AIMCO CLO 15 Ltd. Series <br> 2021-15A Class D1R 6.42% (3 <br> mo. USD Term SOFR + <br> 2.75%) 4/17/38<br>| 550000 | 546299 |
| &nbsp;&nbsp; ARI Fleet Lease Trust Series <br> 2024-B Class A2 5.54% <br> 4/15/33<br>| 2971994 | 2986776 |
| &nbsp;&nbsp; •Bain Capital Credit CLO Ltd. <br> Series 2021-7A Class A1R <br> 4.65% (3 mo. USD Term <br> SOFR + 0.98%) 1/22/35<br>| 800000 | 798147 |
| &nbsp;&nbsp; •Ballyrock CLO 18 Ltd. Series <br> 2021-18A Class C1R 6.52% (3 <br> mo. USD Term SOFR + <br> 2.85%) 4/15/38<br>| 650000 | 638164 |
| &nbsp;&nbsp; •Ballyrock CLO 27 Ltd. Series <br> 2024-27A Class A1A 5.02% (3 <br> mo. USD Term SOFR + <br> 1.35%) 10/25/37<br>| 1250000 | 1250123 |
| &nbsp;&nbsp; •Canyon Capital CLO Ltd. <br> Series 2019-2A Class AR2 <br> 4.68% (3 mo. USD Term <br> SOFR + 1.01%) 10/15/34<br>| 850000 | 847885 |
| &nbsp;&nbsp; •Canyon CLO Ltd. Series <br> 2020-2A Class AR2 4.70% (3 <br> mo. USD Term SOFR + <br> 1.03%) 10/15/34<br>| 1150000 | 1144950 |

---

*LVIP Nomura Diversified Floating Rate Fund–5*

------

**LVIP Nomura Diversified Floating Rate Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; •CIFC Funding Ltd. Series <br> 2025-1A Class D1 6.17% (3 <br> mo. USD Term SOFR + <br> 2.50%) 4/23/38<br>| 550000 | $540484 |
| &nbsp;&nbsp; •Dryden 109 CLO Ltd. Series <br> 2022-109A Class DR 6.37% (3 <br> mo. USD Term SOFR + <br> 2.70%) 4/15/38<br>| 550000 | 532483 |
| &nbsp;&nbsp; •Elmwood CLO 22 Ltd. Series <br> 2023-1A Class D1R 6.47% (3 <br> mo. USD Term SOFR + <br> 2.80%) 4/17/38<br>| 550000 | 549242 |
| &nbsp;&nbsp; Enterprise Fleet <br> Financing LLC Series 2022-4 <br> Class A2 5.76% 10/22/29<br>| 125583 | 125733 |
| &nbsp;&nbsp; Ford Credit Floorplan Master <br> Owner Trust A Series 2024-1 <br> Class A1 5.29% 4/15/29<br>| 8000000 | 8092582 |
| &nbsp;&nbsp; Huntington Auto Trust Series <br> 2024-1A Class A3 5.23% <br> 1/16/29<br>| 7131936 | 7182545 |
| &nbsp;&nbsp; Hyundai Auto Lease <br> Securitization Trust Series <br> 2024-A Class A3 5.02% <br> 3/15/27<br>| 1153524 | 1154094 |
| &nbsp;&nbsp; Hyundai Auto Receivables <br> Trust Series 2025-D <br> Class A2A 4.03% 11/15/28<br>| 4480000 | 4480949 |
| &nbsp;&nbsp; •Kennedy Lewis CLO 10 Ltd. <br> Series 2022-10A Class D1R <br> 6.52% (3 mo. USD Term <br> SOFR + 2.85%) 1/22/38<br>| 1200000 | 1145654 |
| &nbsp;&nbsp; •Madison Park Funding XXVII <br> Ltd. Series 2018-27A <br> Class D1R 6.52% (3 mo. USD <br> Term SOFR + 2.85%) <br> 4/20/38<br>| 550000 | 523498 |
| &nbsp;&nbsp; •Magnetite XL Ltd. Series <br> 2024-40A Class A1 5.12% (3 <br> mo. USD Term SOFR + <br> 1.45%) 7/15/37<br>| 2000000 | 2002334 |
| &nbsp;&nbsp; •Magnetite XLV Ltd. Series <br> 2025-45A Class D1 6.17% (3 <br> mo. USD Term SOFR + <br> 2.50%) 4/15/38<br>| 550000 | 543056 |
| &nbsp;&nbsp; •Marathon CLO Ltd. Series <br> 2021-16A Class A1AR 4.78% <br> (3 mo. USD Term SOFR + <br> 1.11%) 4/15/34<br>| 2000000 | 1998010 |
| &nbsp;&nbsp; •Neuberger Berman CLO XX <br> Ltd. Series 2015-20A <br> Class D1R3 6.32% (3 mo. <br> USD Term SOFR + 2.65%) <br> 4/15/39<br>| 250000 | 247174 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; •Oaktree CLO Ltd. Series <br> 2020-1A Class D1RR 6.27% <br> (3 mo. USD Term SOFR + <br> 2.60%) 1/15/38<br>| 500000 | $476350 |
| &nbsp;&nbsp; •Octagon Investment Partners <br> 51 Ltd. Series 2021-1A <br> Class AR 4.66% (3 mo. USD <br> Term SOFR + 0.99%) <br> 7/20/34<br>| 1700000 | 1695444 |
| &nbsp;&nbsp; •OHA Credit Partners VII Ltd. <br> Series 2012-7A Class D1R4 <br> 6.16% (3 mo. USD Term <br> SOFR + 2.50%) 2/20/38<br>| 550000 | 541006 |
| &nbsp;&nbsp; PFS Financing Corp. Series <br> 2024-B Class A 4.95% <br> 2/15/29<br>| 5000000 | 5030065 |
| Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-1 Class D 5.43% <br> 3/17/31<br>| 2350000 | 2375187 |
| &nbsp;&nbsp;&nbsp; Series 2025-4 Class D 4.95% <br> 1/15/32<br>| 875000 | 868689 |
| &nbsp;&nbsp; •Signal Peak CLO 5 Ltd. Series <br> 2018-5A Class A1R 5.22% (3 <br> mo. USD Term SOFR + <br> 1.55%) 4/25/37<br>| 500000 | 500078 |
| &nbsp;&nbsp; •TCW CLO Ltd. Series 2019-2A <br> Class D1R2 6.67% (3 mo. <br> USD Term SOFR + 3.00%) <br> 1/20/38<br>| 500000 | 472093 |
| Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-A Class A3 4.83% <br> 10/16/28<br>| 678883 | 681812 |
| &nbsp;&nbsp;&nbsp; Series 2024-B Class A3 5.33% <br> 1/16/29<br>| 2171949 | 2191041 |
| &nbsp;&nbsp; •Venture 42 CLO Ltd. Series <br> 2021-42A Class A1A 5.06% (3 <br> mo. USD Term SOFR + <br> 1.39%) 4/15/34<br>| 1500000 | 1499625 |
| &nbsp;&nbsp; Wheels Fleet Lease Funding 1 <br> LLC Series 2024-3A Class A1 <br> 4.80% 9/19/39<br>| 3149047 | 3169301 |
| &nbsp;&nbsp; •Zais CLO 16 Ltd. Series <br> 2020-16A Class A1R2 4.80% <br> (3 mo. USD Term SOFR + <br> 1.13%) 10/20/34<br>| 2300000 | 2289910 |
| **Total Non-Agency Asset-Backed Securities** <br>**(Cost $60,656,815)** | **Total Non-Agency Asset-Backed Securities** <br>**(Cost $60,656,815)** | **60667390** |
| **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.14%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.14%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.14%** |
| &nbsp;&nbsp; •Radnor Re Ltd. Series 2024-1 <br> Class M1B 6.56% (30 day <br> USD SOFR Average + 2.90%) <br> 9/25/34<br>| 87330 | 87738 |

---

*LVIP Nomura Diversified Floating Rate Fund–6*

------

**LVIP Nomura Diversified Floating Rate Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** |
| &nbsp;&nbsp; •Structured Agency Credit <br> Risk Series 2026-DNA1 <br> Class M2 4.96% (30 day USD <br> SOFR Average + 1.30%) <br> 2/25/46<br>| 1020000 | $1011660 |
| **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $1,107,330)** | **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $1,107,330)** | **1099398** |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–7.50%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–7.50%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–7.50%** |
| &nbsp;&nbsp; •1301 Trust Series 2025-1301 <br> Class A 5.06% 8/11/42<br>| 6800000 | 6816111 |
| &nbsp;&nbsp; Bank Series 2020-BN25 <br> Class A5 2.65% 1/15/63<br>| 4000000 | 3691934 |
| &nbsp;&nbsp; BBCMS Mortgage Trust Series <br> 2020-C7 Class A5 2.04% <br> 4/15/53<br>| 2000000 | 1795244 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2019-B15 Class A5 <br> 2.93% 12/15/72<br>| 5185000 | 4819951 |
| &nbsp;&nbsp;&nbsp; Series 2020-B17 Class A5 <br> 2.29% 3/15/53<br>| 8000000 | 7220479 |
| &nbsp;&nbsp;&nbsp; Series 2020-B18 Class A5 <br> 1.93% 7/15/53<br>| 2250000 | 1993159 |
| &nbsp;&nbsp;&nbsp; Series 2021-B24 Class A5 <br> 2.58% 3/15/54<br>| 2500000 | 2235050 |
| &nbsp;&nbsp;&nbsp; •Series 2022-B32 Class A5 <br> 3.00% 1/15/55<br>| 5000000 | 4429241 |
| &nbsp;&nbsp; •BFLD Commercial Mortgage <br> Trust Series 2025-660F <br> Class A 5.17% (1 mo. USD <br> Term SOFR + 1.50%) <br> 11/15/42<br>| 2510000 | 2504509 |
| &nbsp;&nbsp; Citigroup Commercial <br> Mortgage Trust Series <br> 2019-C7 Class A4 3.10% <br> 12/15/72<br>| 8000000 | 7556491 |
| &nbsp;&nbsp; Grace Trust Series <br> 2020-GRCE Class A 2.35% <br> 12/10/40<br>| 3000000 | 2676670 |
| &nbsp;&nbsp; •LBTY Commercial Mortgage <br> Trust Series 2026-225L <br> Class A 4.59% 2/10/43<br>| 7100000 | 6975378 |
| &nbsp;&nbsp; •LEX Trust Series 2026-450 <br> Class A 5.02% (1 mo. USD <br> Term SOFR + 1.35%) <br> 3/15/43<br>| 875000 | 871114 |
| &nbsp;&nbsp; •MAD Commercial Mortgage <br> Trust Series 2025-11MD <br> Class A 4.44% 10/15/42<br>| 2175000 | 2152790 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| &nbsp;&nbsp; Wells Fargo Commercial <br> Mortgage Trust Series <br> 2021-C61 Class A4 2.66% <br> 11/15/54<br>| 2780000 | $2473196 |
| **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $64,089,630)** | **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $64,089,630)** | **58211317** |
| **ΔREGIONAL BONDS–2.75%** | **ΔREGIONAL BONDS–2.75%** | **ΔREGIONAL BONDS–2.75%** |
| **Canada—2.75%** | **Canada—2.75%** | **Canada—2.75%** |
| &nbsp;&nbsp; Province of British Columbia <br> Canada 4.20% 7/6/33<br>| 8500000 | 8377529 |
| &nbsp;&nbsp; Province of Manitoba Canada <br> 4.30% 7/27/33<br>| 8000000 | 7922464 |
| &nbsp;&nbsp; Province of Quebec Canada <br> 4.50% 4/3/29<br>| 5000000 | 5076100 |
|  |  | **21376093** |
| **Total Regional Bonds** <br>**(Cost $21,472,496)** | **Total Regional Bonds** <br>**(Cost $21,472,496)** | **21376093** |
| **ΔSOVEREIGN BONDS–1.79%** | **ΔSOVEREIGN BONDS–1.79%** | **ΔSOVEREIGN BONDS–1.79%** |
| **Australia—0.51%** | **Australia—0.51%** | **Australia—0.51%** |
| &nbsp;&nbsp; Export Finance & Insurance <br> Corp. 4.63% 10/26/27<br>| 3900000 | 3940164 |
|  |  | **3940164** |
| **Canada—1.28%** | **Canada—1.28%** | **Canada—1.28%** |
| &nbsp;&nbsp; Ontario Teachers' Finance <br> Trust 3.00% 4/13/27<br>| 10000000 | 9912153 |
|  |  | **9912153** |
| **Total Sovereign Bonds** <br>**(Cost $13,890,995)** | **Total Sovereign Bonds** <br>**(Cost $13,890,995)** | **13852317** |
| **SUPRANATIONAL BANKS–14.95%** | **SUPRANATIONAL BANKS–14.95%** | **SUPRANATIONAL BANKS–14.95%** |
| •Asian Development Bank | •Asian Development Bank | •Asian Development Bank |
| &nbsp;&nbsp;&nbsp; 3.95% (1 day USD SOFR <br> Index + 0.30%) 6/20/28<br>| 10000000 | 9998497 |
| &nbsp;&nbsp;&nbsp; 3.95% (1 day USD SOFR <br> Index + 0.28%) 1/29/31<br>| 20000000 | 20018108 |
| •Inter-American Development Bank | •Inter-American Development Bank | •Inter-American Development Bank |
| &nbsp;&nbsp;&nbsp; 3.96% (1 day USD SOFR <br> Index + 0.30%) 2/15/29<br>| 10000000 | 10006300 |
| &nbsp;&nbsp;&nbsp; 4.01% (1 day USD SOFR <br> Index + 0.36%) 6/10/31<br>| 7000000 | 7016590 |
| &nbsp;&nbsp;&nbsp; 4.03% (1 day USD SOFR <br> Index + 0.35%) 10/5/28<br>| 15775000 | 15806998 |
| •International Bank for Reconstruction & Development | •International Bank for Reconstruction & Development | •International Bank for Reconstruction & Development |
| &nbsp;&nbsp;&nbsp; 3.83% (1 day USD SOFR <br> Index + 0.18%) 6/15/26<br>| 12000000 | 12002731 |
| &nbsp;&nbsp;&nbsp; 3.95% (1 day USD SOFR <br> Index + 0.29%) 11/22/28<br>| 7000000 | 7004970 |
| &nbsp;&nbsp;&nbsp; 3.96% (1 day USD SOFR <br> Index + 0.30%) 5/15/28<br>| 8000000 | 8014853 |

---

*LVIP Nomura Diversified Floating Rate Fund–7*

------

**LVIP Nomura Diversified Floating Rate Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **SUPRANATIONAL BANKS (continued)** | **SUPRANATIONAL BANKS (continued)** | **SUPRANATIONAL BANKS (continued)** |
| •International Bank for Reconstruction & Development (continued) | •International Bank for Reconstruction & Development (continued) | •International Bank for Reconstruction & Development (continued) |
| &nbsp;&nbsp;&nbsp; 4.03% (1 day USD SOFR <br> Index + 0.37%) 2/11/31<br>| 10000000 | $10030800 |
| &nbsp;&nbsp; •International Finance Corp. <br> 4.02% (1 day USD SOFR <br> Index + 0.36%) 8/28/29<br>| 16000000 | 16043991 |
| **Total Supranational Banks** <br>**(Cost $115,904,038)** | **Total Supranational Banks** <br>**(Cost $115,904,038)** | **115943838** |
| **U.S. TREASURY OBLIGATIONS–27.22%** | **U.S. TREASURY OBLIGATIONS–27.22%** | **U.S. TREASURY OBLIGATIONS–27.22%** |
| •U.S. Treasury Floating Rate Notes | •U.S. Treasury Floating Rate Notes | •U.S. Treasury Floating Rate Notes |
| &nbsp;&nbsp;&nbsp; 3.75% 1/31/28 (3 mo. <br> Treasury money market <br> yield + 0.10%)<br>| 181950000 | 181939880 |
| &nbsp;&nbsp;&nbsp; 3.84% 10/31/27 (3 mo. <br> Treasury money market <br> yield + 0.19%)<br>| 29165000 | 29201800 |
| **Total U.S. Treasury Obligations** <br>**(Cost $211,181,549)** | **Total U.S. Treasury Obligations** <br>**(Cost $211,181,549)** | **211141680** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK–0.01%** | **COMMON STOCK–0.01%** | **COMMON STOCK–0.01%** |
| †=MNSN Holdings, Inc. | 852 | $46008 |
| **Total Common Stock** <br>**(Cost $0)** | **Total Common Stock** <br>**(Cost $0)** | **46008** |
| **PREFERRED STOCK–0.06%** | **PREFERRED STOCK–0.06%** | **PREFERRED STOCK–0.06%** |
| &nbsp;&nbsp; †SVB Financial Trust 11.00% <br> 11/7/32<br>| 971 | 458798 |
| **Total Preferred Stock** <br>**(Cost $532,165)** | **Total Preferred Stock** <br>**(Cost $532,165)** | **458798** |
| **MONEY MARKET FUND–1.26%** | **MONEY MARKET FUND–1.26%** | **MONEY MARKET FUND–1.26%** |
| &nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Premier Class <br> (seven-day effective yield <br> 3.60%)<br>| 9779951 | 9779951 |
| **Total Money Market Fund** <br>**(Cost $9,779,951)** | **Total Money Market Fund** <br>**(Cost $9,779,951)** | **9779951** |

---

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

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

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–98.76% (Cost $774,045,322)** | **766061081** |

---

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

---

| | |
|:---|:---|
| **RECEIVABLES AND OTHER ASSETS NET OF LIABILITIES–1.24%** | **9634197** |
| **NET ASSETS APPLICABLE TO 78,315,181 SHARES OUTSTANDING–100.00%** | **$775695278** |

---

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

------

---

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

---

*LVIP Nomura Diversified Floating Rate Fund–8*

------

**LVIP Nomura Diversified Floating Rate Fund**

**Schedule of Investments (continued)**

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

The following futures contracts and swap contracts were outstanding at March 31, 2026:<br>

**Futures Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts to Buy (Sell)** | **Contracts to Buy (Sell)** | **Notional** <br>**Amount**<br>| **Notional** <br>**Cost (Proceeds)**<br>| **Expiration** <br>**Date**<br>| **Value/** <br>**Unrealized** <br>**Appreciation**<sup>1</sup> <br>| **Value/** <br>**Unrealized** <br>**Depreciation**<sup>1</sup> <br>|
| **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** |
| (130) | CBOT 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; $(14436094)<br>| &nbsp;&nbsp; $(14674470)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; $238376 | &nbsp;&nbsp; $— |
| (86) | CBOT U.S. Long Bond Futures | &nbsp;&nbsp; (9793250)<br>| &nbsp;&nbsp; (10060395)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; 267145 | &nbsp;&nbsp; — |
| (270) | Ultra 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; (30649219)<br>| &nbsp;&nbsp; (31125150)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; 475931 | &nbsp;&nbsp; — |
| (49) | Ultra U.S. Treasury Bond Futures | &nbsp;&nbsp; (5711563)<br>| &nbsp;&nbsp; (5872195)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; 160632 | &nbsp;&nbsp; — |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp; $1142084 | &nbsp;&nbsp; $— |

---

**Swap Contracts**

**Interest Rate Swap (IRS) Contracts** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional**<br> **Amount**<sup>2</sup> <br>| **Fixed**<br> **Interest**<br> **Rate**<br>| **Floating**<br> **Rate Index**<br>| **Pay/Receive**<br> **Floating**<br> **Rate**<br>| **Payment**<br> **Frequency (Fixed**<br> **Rate/Floating Rate)**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<sup>1</sup> <br>| **Unrealized**<br> **Depreciation**<sup>1</sup> <br>|
| **Centrally Cleared** |  |  |  |  |  |  |  |  |  |
| 8190000 | 3.75 | SOFR12M | Receive | Annual | 5/9/35 | $68091 | $— | $68091 | $— |
| 6795000 | 4.56 | SOFR12M | Receive | Annual | 10/24/30 | (291321) |  |  | (291321) |
| 19415000 | 3.52 | SOFR12M | Receive | Annual | 12/28/30 | 91457 |  | 91457 |  |
| 37820000 | 4.13 | SOFR12M | Receive | Annual | 6/12/31 | (906385) |  |  | (906385) |
| 13075000 | 3.27 | SOFR12M | Receive | Annual | 9/30/31 | 291106 |  | 291106 |  |
| 12065000 | 3.51 | SOFR12M | Receive | Annual | 10/18/31 | 105567 |  | 105567 |  |
| 3485000 | 4.10 | SOFR12M | Receive | Annual | 7/29/40 | (19354) |  |  | (19354) |
| 23490000 | 3.74 | SOFR12M | Receive | Annual | 8/15/35 | 222382 |  | 222382 |  |
| 67515000 | 3.24 | SOFR12M | Receive | Annual | 2/18/29 | 683153 |  | 683153 |  |
| **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** |  | $— | $1461756 | $(1217060) |

---

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

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

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

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; <sup>1</sup> Includes cumulative appreciation (depreciation) of futures contracts from the date the contracts were opened through March 31, 2026. |
| &nbsp;&nbsp;&nbsp;&nbsp; <sup>2</sup> Notional amount shown is stated in U.S. dollars unless noted that the swap is denominated in another currency. |

---

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

---

| |
|:---|
| **Summary of Abbreviations:** |
| CBOT–Chicago Board of Trade |
| CLO–Collateralized Loan Obligation |
| HSBC–Hong Kong and Shanghai Banking Corporation |
| IRS–Interest Rate Swap |
| REMIC–Real Estate Mortgage Investment Conduits |
| SOFR–Secured Overnight Financing Rate |
| SOFR12M–Secured Overnight Financing Rate 12 Months |
| STACR–Structured Agency Credit Risk |

---

*LVIP Nomura Diversified Floating Rate Fund–9*

------

## 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:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $787045067.91

**Total Liabilities:** $10581485.93

**Net Assets:** $776463581.98

**Delayed Delivery Securities:** $2005988.05

**Cash Not Reported:** $1710315.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1329.17000000 | **1-Year:** -30632.13000000 | **5-Year:** -78907.05000000 | **10-Year:** -22117.57000000 | **30-Year:** -931.58000000

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

- **3-Month:** -140.67000000 | **1-Year:** -4188.26000000 | **5-Year:** -18580.31000000 | **10-Year:** -6953.61000000 | **30-Year:** -1612.34000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087494 | 0.48%                | 0.12%                | 0.15%                |
| Class ID C000087495 | 0.45%                | 0.10%                | 0.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $196014.14               | $-205116.99                                |
| Month 2  | $384693.67               | $2023059.78                                |
| Month 3  | $-110164.54              | $-6161621.10                               |

### 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 Ltd.                                               | AGL CLO 17 Ltd                                                                                                        | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1546607.05   | 0.20%             | 2035-01-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                        | Abbott Laboratories                                                                                                   | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    950000 | PA      | $929723.48    | 0.12%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                        | Abbott Laboratories                                                                                                   | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1892156.00   | 0.24%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                            | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1310700.32   | 0.17%             | 2031-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                                                            | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    920000 | PA      | $902629.22    | 0.12%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    730000 | PA      | $709530.55    | 0.09%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aimco                                                      | Aimco CLO 15 Ltd                                                                                                      | CUSIP: 00889BAH4<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $546298.50    | 0.07%             | 2038-04-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                                                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388661.92    | 0.05%             | 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        |    469880 | PA      | $469240.47    | 0.06%             | 2031-08-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                                        | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3533761.59   | 0.46%             | 2031-03-13      | Fixed         | 4.25%                 | 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        |   1192500 | PA      | $1191509.83   | 0.15%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                       | Amentum Holdings Inc                                                                                                  | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1986835.20   | 0.26%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                  | Amgen Inc                                                                                                             | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    955000 | PA      | $938316.79    | 0.12%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                           | AmWINS Group Inc 2026 Term Loan B                                                                                     | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   2073750 | PA      | $2057823.60   | 0.27%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                     | Anglo American Capital PLC                                                                                            | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3465000 | PA      | $3425330.91   | 0.44%             | 2031-03-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                   | Apollo Debt Solutions BDC                                                                                             | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379379.26    | 0.05%             | 2031-07-29      | Fixed         | 6.70%                 | 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        |   2971994 | PA      | $2986775.69   | 0.38%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                                                                | CUSIP: 045167GQ0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  20000000 | PA      | $20018108.00  | 2.58%             | 2031-01-29      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                                                                | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $9998496.70   | 1.29%             | 2028-06-20      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                   | Avolon Holdings Funding Ltd                                                                                           | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    910000 | PA      | $871748.38    | 0.11%             | 2033-04-01      | Fixed         | 4.85%                 | 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      | $1795243.80   | 0.23%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                 | BFLD Commercial Mortgage Trust 2025-660F                                                                              | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510000 | PA      | $2504509.12   | 0.32%             | 2042-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                           | Bain Capital Credit CLO 2021-7 Ltd                                                                                    | CUSIP: 05682NAL7<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $798147.20    | 0.10%             | 2035-01-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 27 Ltd                                                                                                  | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250122.50   | 0.16%             | 2037-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 18 Ltd                                                                                                  | CUSIP: 05875YAQ9<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $638164.15    | 0.08%             | 2038-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                                                                    | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $591405.15    | 0.08%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                  | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1565162.93   | 0.20%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1705630.09   | 0.22%             | 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      | $1350890.77   | 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      | $589515.88    | 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      | $1408432.20   | 0.18%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                                                      | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $787669.55    | 0.10%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2020-BNK25                                                                                                       | CUSIP: 06539WBB1<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3691933.60   | 0.48%             | 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      | $4819951.11   | 0.62%             | 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      | $7220479.20   | 0.93%             | 2053-03-15      | Fixed         | 2.29%                 | 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      | $1993159.13   | 0.26%             | 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      | $2235049.50   | 0.29%             | 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      | $4429241.00   | 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      | $608393.13    | 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      | $575109.62    | 0.07%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                     | Blackstone Private Credit Fund                                                                                        | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    565000 | PA      | $536645.15    | 0.07%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                     | Blue Owl Credit Income Corp                                                                                           | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2442000 | PA      | $2432723.35   | 0.31%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                              | Boeing Co/The                                                                                                         | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    875000 | PA      | $890106.81    | 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      | $298575.53    | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                                                        | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $420326.01    | 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      | $8377529.28   | 1.08%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                   | Brookfield Asset Management Ltd                                                                                       | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1139795.30   | 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      | $927838.83    | 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      | $927060.82    | 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      | $540483.90    | 0.07%             | 2038-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                                                             | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    687000 | PA      | $695484.45    | 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      | $800570.06    | 0.10%             | 2032-02-15      | Fixed         | 6.50%                 | 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      | $1144950.35   | 0.15%             | 2034-10-15      | Floating      | 4.70%                 | 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      | $847885.20    | 0.11%             | 2034-10-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                | Cargill Inc                                                                                                           | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    665000 | PA      | $655366.78    | 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        |   1160833 | PA      | $1161924.51   | 0.15%             | 2032-04-01      | Floating      | 6.20%                 | 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        |   1673306 | PA      | $1672369.29   | 0.22%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                        | Cheniere Energy Inc                                                                                                   | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    620000 | PA      | $613666.52    | 0.08%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                         | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    606000 | PA      | $605727.06    | 0.08%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                         | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500375.12    | 0.06%             | 2031-02-15      | Fixed         | 6.63%                 | 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      | $7556491.20   | 0.97%             | 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      | $783717.36    | 0.10%             | 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        |   1088663 | PA      | $1014089.21   | 0.13%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                     | Colossus Acquireco LLC Term Loan B                                                                                    | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    746250 | PA      | $743100.83    | 0.10%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                       | Commercial Metals Co                                                                                                  | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1927327.95   | 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        |   1196605 | PA      | $1198226.52   | 0.15%             | 2043-09-25      | Floating      | 5.61%                 | 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      | $709210.84    | 0.09%             | 2045-07-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1310000 | PA      | $1311101.97   | 0.17%             | 2046-02-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753GAA9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1640716 | PA      | $1638431.20   | 0.21%             | 2044-05-25      | Floating      | 4.66%                 | 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      | $1569092.23   | 0.20%             | 2045-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754VAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     88777 | PA      | $88847.05     | 0.01%             | 2045-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755BAC4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2530000 | PA      | $2519087.35   | 0.32%             | 2046-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755CAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    632359 | PA      | $632356.74    | 0.08%             | 2043-10-25      | Floating      | 5.16%                 | 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      | $1661518.24   | 0.21%             | 2045-01-25      | Floating      | 5.16%                 | 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      | $1438399.96   | 0.19%             | 2045-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                       | Cotiviti Corporation 2024 Term Loan                                                                                   | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   1481203 | PA      | $1361788.41   | 0.18%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                          | CPPIB Capital Inc                                                                                                     | CUSIP: 22411VBE7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  12000000 | PA      | $12038520.24  | 1.55%             | 2028-06-12      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                                                          | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1055000 | PA      | $1020247.23   | 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      | $1906277.26   | 0.25%             | 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      | $2995999.69   | 0.39%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                   | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                                       | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1984000 | PA      | $1955861.82   | 0.25%             | 2031-04-15      | Fixed         | 6.13%                 | 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      | $264591.91    | 0.03%             | 2029-11-20      | Fixed         | 6.82%                 | 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      | $644316.95    | 0.08%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                          | Dragon Buyer Inc Term Loan B                                                                                          | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    784045 | PA      | $742396.76    | 0.10%             | 2031-09-30      | Floating      | 6.45%                 | 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      | $532483.05    | 0.07%             | 2038-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                                                            | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   4530000 | PA      | $4464457.92   | 0.57%             | 2031-03-06      | 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      | $549242.10    | 0.07%             | 2038-04-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                                    | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1353531.04   | 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      | $1397337.83   | 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        |    125584 | PA      | $125732.73    | 0.02%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                      | Export Finance & Insurance Corp                                                                                       | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   3900000 | PA      | $3940164.27   | 0.51%             | 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      | $307835.97    | 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      | $419979.42    | 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      | $424058.47    | 0.05%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1177332 | PA      | $1141136.27   | 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        |    739488 | PA      | $746829.18    | 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        |   1461915 | PA      | $1448669.18   | 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        |   2478810 | PA      | $2281860.56   | 0.29%             | 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        |   1703769 | PA      | $1761419.05   | 0.23%             | 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      | $1119918.50   | 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      | $1440604.65   | 0.19%             | 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      | $1005786.50   | 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      | $2517093.01   | 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        |    952449 | PA      | $774323.33    | 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        |   1871681 | PA      | $1881313.49   | 0.24%             | 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        |   5311888 | PA      | $4670836.86   | 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        |   8960642 | PA      | $7617474.66   | 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        |  14200355 | PA      | $11537968.47  | 1.49%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2736016 | PA      | $2315345.60   | 0.30%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3370786 | PA      | $3093905.44   | 0.40%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869744 | PA      | $765558.08    | 0.10%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1171268 | PA      | $1136103.18   | 0.15%             | 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        |   4859850 | PA      | $4998227.28   | 0.64%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418FJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1537644 | PA      | $1517240.31   | 0.20%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754961 | PA      | $758765.94    | 0.10%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418FS81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3323941 | PA      | $3137855.06   | 0.40%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418FUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8755561 | PA      | $8638696.32   | 1.11%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                   | Fedex Freight Holding Co Inc                                                                                          | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    855000 | PA      | $833882.10    | 0.11%             | 2033-03-15      | Fixed         | 4.95%                 | 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      | $8092582.40   | 1.04%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                      | Foundry JV Holdco LLC                                                                                                 | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $647271.62    | 0.08%             | 2032-01-25      | Fixed         | 6.15%                 | 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        |   2564812 | PA      | $2575161.36   | 0.33%             | 2043-11-25      | Floating      | 5.51%                 | 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      | $796592.88    | 0.10%             | 2045-02-25      | Floating      | 5.31%                 | 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      | $602592.28    | 0.08%             | 2045-05-25      | Floating      | 5.16%                 | 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      | $727807.08    | 0.09%             | 2045-09-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Structured Agency Credit Risk 2026-DNA1                                                                               | CUSIP: 35564UCS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1020000 | PA      | $1011660.38   | 0.13%             | 2046-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2026-DNA2                                                                               | CUSIP: 35564UEP8<br>LEI: 529900S8M5IMFAIV8785 | Long             | ABS-MBS          | USGSE             | US        |   2390000 | PA      | $2386841.62   | 0.31%             | 2046-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                    | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3641887 | PA      | $3012000.30   | 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        |   2553167 | PA      | $2280995.81   | 0.29%             | 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        |   3543440 | PA      | $3050362.98   | 0.39%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                             | GE Vernova Inc                                                                                                        | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3237794.82   | 0.42%             | 2031-02-04      | Fixed         | 4.25%                 | 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      | $1145654.40   | 0.15%             | 2038-01-22      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                      | Gildan Activewear Inc                                                                                                 | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1980000 | PA      | $1959130.11   | 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      | $465221.12    | 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      | $1135066.95   | 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      | $1196242.05   | 0.15%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1207425.13   | 0.16%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                           | Grace Trust 2020-GRCE                                                                                                 | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2676670.50   | 0.34%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                                     | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $573811.92    | 0.07%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                                                     | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $584149.74    | 0.08%             | 2035-09-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                 | Hasbro Inc                                                                                                            | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375257.82    | 0.05%             | 2031-03-12      | Fixed         | 4.65%                 | 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      | $413071.02    | 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      | $391970.54    | 0.05%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                    | Honeywell Aerospace Inc                                                                                               | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   5860000 | PA      | $5805281.14   | 0.75%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                    | Honeywell Aerospace Inc                                                                                               | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1408928.26   | 0.18%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Hotel Occupancy Tax & Special Revenue   | HOUSTON TX HOTEL OCCUPANCY TAX & SPL REVENUE                                                                          | CUSIP: 44237NMU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $275899.08    | 0.04%             | 2058-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Houston TX Hotel Occupancy Tax & Special Revenue   | HOUSTON TX HOTEL OCCUPANCY TAX & SPL REVENUE                                                                          | CUSIP: 44237NMW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $189494.33    | 0.02%             | 2058-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                   | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                                         | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2045000 | PA      | $2062220.95   | 0.27%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                                      | Huntington Auto Trust 2024-1                                                                                          | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7131936 | PA      | $7182545.16   | 0.93%             | 2029-01-16      | Fixed         | 5.23%                 | 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      | $4480949.31   | 0.58%             | 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        |   1153524 | PA      | $1154094.16   | 0.15%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                          | Iliad Holding SAS                                                                                                     | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |   1880000 | PA      | $1967068.44   | 0.25%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                    | Inter-American Development Bank                                                                                       | CUSIP: 4581X0DW5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   7000000 | PA      | $7016590.00   | 0.90%             | 2031-06-10      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                    | Inter-American Development Bank                                                                                       | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $10006300.00  | 1.29%             | 2029-02-15      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                    | Inter-American Development Bank                                                                                       | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  15775000 | PA      | $15806998.33  | 2.04%             | 2028-10-05      | Floating      | 4.03%                 | 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      | $10030800.00  | 1.29%             | 2031-02-11      | Floating      | 4.03%                 | 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      | $7004970.00   | 0.90%             | 2028-11-22      | Floating      | 3.95%                 | 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      | $12002730.84  | 1.55%             | 2026-06-15      | Floating      | 3.83%                 | 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      | $8014852.56   | 1.03%             | 2028-05-15      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                          | International Finance Corp                                                                                            | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  16000000 | PA      | $16043991.36  | 2.07%             | 2029-08-28      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                   | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                      | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    980000 | PA      | $983067.40    | 0.13%             | 2037-03-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2460856.95   | 0.32%             | 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      | $860377.79    | 0.11%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1901458.73   | 0.24%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                                                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    405000 | PA      | $352221.91    | 0.05%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                                                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    660000 | PA      | $673075.86    | 0.09%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| June Purchaser LLC                                         | June Purchaser LLC Term Loan                                                                                          | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1272857 | PA      | $1269445.87   | 0.16%             | 2031-11-28      | Floating      | 6.45%                 | 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      | $213711.42    | 0.03%             | 2031-11-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                                       | LBTY Commercial Mortgage Trust 2026-225L                                                                              | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7100000 | PA      | $6975377.96   | 0.90%             | 2043-02-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                      | Bath & Body Works Inc                                                                                                 | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1884715.02   | 0.24%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                 | Leidos Inc                                                                                                            | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    460000 | PA      | $468901.10    | 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      | $1486581.01   | 0.19%             | 2031-08-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                                                        | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    324000 | PA      | $324150.24    | 0.04%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                             | Lowe's Cos Inc                                                                                                        | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    765000 | PA      | $750798.86    | 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      | $46008.00     | 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      | $2152789.77   | 0.28%             | 2042-10-15      | Variable      | 4.44%                 | 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      | $523497.70    | 0.07%             | 2038-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite XL Ltd                                                                                                      | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002334.00   | 0.26%             | 2037-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite Xlv Ltd                                                                                                     | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $543056.25    | 0.07%             | 2038-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                     | Province of Manitoba Canada                                                                                           | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   8000000 | PA      | $7922463.60   | 1.02%             | 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      | $1998010.00   | 0.26%             | 2034-04-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                     | Mauser Packaging Solutions Holding Co                                                                                 | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    830000 | PA      | $830000.00    | 0.11%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                             | Merck & Co Inc                                                                                                        | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    515000 | PA      | $511258.29    | 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      | $1354687.62   | 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        |    401000 | PA      | $398254.10    | 0.05%             | 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      | $773020.25    | 0.10%             | 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      | $1048914.44   | 0.14%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                        | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1066759.33   | 0.14%             | 2032-01-16      | Fixed         | 4.49%                 | 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      | $247173.50    | 0.03%             | 2039-04-15      | Floating      | 6.32%                 | 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      | $1222173.64   | 0.16%             | 2026-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                                                                 | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2427089.22   | 0.31%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                                                                 | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    765000 | PA      | $764835.60    | 0.10%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                                                                 | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    735000 | PA      | $731876.66    | 0.09%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                      | Novartis Capital Corp                                                                                                 | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1316841.54   | 0.17%             | 2036-03-18      | Fixed         | 4.90%                 | 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      | $541005.85    | 0.07%             | 2038-02-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                            | Oaktree CLO 2020-1 Ltd                                                                                                | CUSIP: 67402FBA6<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476349.50    | 0.06%             | 2038-01-15      | Floating      | 6.27%                 | 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      | $1695444.00   | 0.22%             | 2034-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                  | Olin Corp                                                                                                             | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1986000 | PA      | $1942756.64   | 0.25%             | 2033-04-01      | Fixed         | 6.63%                 | 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      | $6816111.24   | 0.88%             | 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      | $1511754.56   | 0.19%             | 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      | $9912153.10   | 1.28%             | 2027-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                           | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2181920.89   | 0.28%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                  | Orange SA                                                                                                             | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    980000 | PA      | $961312.99    | 0.12%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                        | PFS Financing Corp                                                                                                    | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5030065.50   | 0.65%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                      | PennyMac Financial Services Inc                                                                                       | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1490913.17   | 0.19%             | 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      | $466735.10    | 0.06%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                                | Popular Inc                                                                                                           | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |    800000 | PA      | $828773.60    | 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      | $1451077.61   | 0.19%             | 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      | $5076100.40   | 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      | $386576.59    | 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        |    987500 | PA      | $985367.00    | 0.13%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                              | Radnor Re 2024-1 Ltd                                                                                                  | CUSIP: 75049AAB8<br>LEI: 254900E0VCENS5C16U77 | Long             | ABS-MBS          | CORP              | US        |     87330 | PA      | $87737.79     | 0.01%             | 2034-09-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                        | Resideo Funding Inc                                                                                                   | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    306000 | PA      | $301494.64    | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                                                             | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1012000 | PA      | $1035567.47   | 0.13%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC           | Roper Industrial Products Investment Company LLC 2026 USD Term Loan B                                                 | CUSIP: 77669LAL7<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1483559.55   | 0.19%             | 2029-11-22      | Floating      | 6.20%                 | 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        |   9779951 | NS      | $9779951.40   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Flow Inc                                               | SPX Flow Inc 2025 Term Loan                                                                                           | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   1000000 | PA      | $995830.00    | 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      | $458797.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                             | Salesforce Inc                                                                                                        | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1717563.96   | 0.22%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                            | San Diego Gas & Electric Co                                                                                           | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388908.60    | 0.05%             | 2036-03-15      | Fixed         | 5.20%                 | 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      | $2375186.83   | 0.31%             | 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      | $868689.33    | 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      | $500077.50    | 0.06%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                        | Sirius XM Radio LLC                                                                                                   | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    930000 | PA      | $870784.30    | 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      | $1558896.35   | 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      | $1341367.37   | 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      | $847762.79    | 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      | $417254.81    | 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        |    563587 | PA      | $562257.41    | 0.07%             | 2028-09-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                  | Stonepeak Nile Parent LLC Term Loan B                                                                                 | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-04-09      | None          | 0.00%                 | 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        |   1496562 | PA      | $1492551.71   | 0.19%             | 2032-04-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                                | TCW CLO 2019-2 Ltd                                                                                                    | CUSIP: 87242BBQ2<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $472092.50    | 0.06%             | 2038-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                     | TPG Operating Group II LP                                                                                             | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    755000 | PA      | $740486.55    | 0.10%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                     | Takeoff Merger Sub Inc                                                                                                | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    610000 | PA      | $602371.77    | 0.08%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                     | Takeoff Merger Sub Inc                                                                                                | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290607.11    | 0.04%             | 2036-03-24      | Fixed         | 5.50%                 | 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        |    987374 | PA      | $988301.88    | 0.13%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                      | Time Warner Cable LLC                                                                                                 | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1250162.87   | 0.16%             | 2037-05-01      | Fixed         | 6.55%                 | 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        |   2171949 | PA      | $2191041.27   | 0.28%             | 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        |    678883 | PA      | $681812.33    | 0.09%             | 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        |   1965000 | PA      | $1953072.45   | 0.25%             | 2031-06-24      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                                                         | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413047.35    | 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        |    901450 | PA      | $860100.78    | 0.11%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                          | Union Electric Co                                                                                                     | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    425000 | PA      | $414821.66    | 0.05%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                                                            | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    435000 | PA      | $440792.11    | 0.06%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Floating Rate Notes                                                                                     | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29165000 | PA      | $29201799.52  | 3.76%             | 2027-10-31      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Floating Rate Notes                                                                                     | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 181950000 | PA      | $181939879.94 | 23.43%            | 2028-01-31      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3540000 | PA      | $3484687.50   | 0.45%             | 2036-02-15      | Fixed         | 4.13%                 | 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      | $828772.70    | 0.11%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                         | Valero Energy Corp                                                                                                    | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2839023.33   | 0.37%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                              | Valvoline Inc Term Loan B                                                                                             | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    997500 | PA      | $999993.75    | 0.13%             | 2032-12-01      | Floating      | 5.67%                 | 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        |   5589703 | NS      | $5589702.52   | 0.72%             |  |  |  | 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      | $1499625.00   | 0.19%             | 2034-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                   | Venture Global Calcasieu Pass LLC                                                                                     | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    925000 | PA      | $819639.08    | 0.11%             | 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      | $1627083.19   | 0.21%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                                                              | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    625000 | PA      | $614937.13    | 0.08%             | 2031-01-31      | Fixed         | 4.70%                 | 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      | $742895.82    | 0.10%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    469000 | PA      | $507811.57    | 0.07%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61025.16     | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                      | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    301000 | PA      | $293216.77    | 0.04%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2021-C61                                                                        | CUSIP: 95003QAS8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   2780000 | PA      | $2473195.86   | 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        |   3149047 | PA      | $3169300.61   | 0.41%             | 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      | $2289909.90   | 0.29%             | 2034-10-20      | Floating      | 4.80%                 | 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      | $-268224.13   | -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      | $84271.00     | 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      | $-874196.06   | -0.11%            |  |  |  | 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      | $252945.16    | 0.03%             |  |  |  | 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      | $89847.09     | 0.01%             |  |  |  | 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      | $45951.96     | 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      | $-16169.67    | -0.00%            |  |  |  | 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      | $192522.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE78W597 IRS USD R V 00MSOFR BIE78W597_FLO CCPOIS / Short: BIE78W597 IRS USD P F  3.23750 BIE78W597_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  67515000 | OU      | $649929.77    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -86 | NC      | $267144.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -49 | NC      | $160632.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -130 | NC      | $238375.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT JUN26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -270 | NC      | $475931.28    | 0.06%             |  |  |  | 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        |    706450 | PA      | $676574.23    | 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        |   1492500 | PA      | $1490947.80   | 0.19%             | 2032-04-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| AZORRA SOAR TLB FINANCE LTD                                | Azorra Soar TLB Finance Ltd 2026 Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |    392020 | PA      | $391855.56    | 0.05%             | 2029-10-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                       | Flutter Financing BV 2024 Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1955000 | PA      | $1930562.50   | 0.25%             | 2030-11-30      | Floating      | 5.45%                 | 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        |    990037 | PA      | $965910.22    | 0.12%             | 2031-02-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP