# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-046951
**Filing Date:** 2026-5
**Character Count:** 349579
**Document Hash:** c51745ce5b6a8ac4ff6410e6a2f7b2be
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-046951.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0001410368-26-046951

**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:** 26992513

**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 American Century Balanced Fund (Series ID: S000083643)

| Class ID   | Class Name        | Ticker Symbol   |
|:---|:---|:---|
| C000247618 | Service Class     |  |
| C000247619 | Standard Class II |  |
| C000247620 | Standard Class    |  |

## Nport-Ex

**LVIP American Century Balanced 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 OBLIGATION–0.10%** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATION–0.10%** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATION–0.10%** |
| &nbsp;&nbsp; \*Federal National Mortgage <br> Association REMICS Series <br> 2023-39 Class AI 2.00% <br> 7/25/52<br>| 2911363 | $370899 |
| **Total Agency Collateralized** <br> **Mortgage Obligations** <br>**(Cost $359,689)**<br>|  | **370899** |
| **AGENCY MORTGAGE-BACKED SECURITIES–9.09%** | **AGENCY MORTGAGE-BACKED SECURITIES–9.09%** | **AGENCY MORTGAGE-BACKED SECURITIES–9.09%** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 2.00% 8/1/51 | 510384 | 414817 |
| &nbsp;&nbsp; 2.50% 5/1/51 | 595703 | 507989 |
| &nbsp;&nbsp; 2.50% 8/1/51 | 778953 | 659826 |
| &nbsp;&nbsp; 3.00% 1/1/50 | 508732 | 447227 |
| &nbsp;&nbsp; 3.00% 7/1/51 | 282319 | 250263 |
| &nbsp;&nbsp; 3.00% 12/1/51 | 432109 | 381027 |
| &nbsp;&nbsp; 3.00% 2/1/52 | 263788 | 234941 |
| &nbsp;&nbsp; 3.00% 6/1/52 | 206058 | 183151 |
| &nbsp;&nbsp; 3.50% 2/1/49 | 754119 | 698243 |
| &nbsp;&nbsp; 3.50% 5/1/50 | 93839 | 86801 |
| &nbsp;&nbsp; 3.50% 5/1/51 | 395337 | 365927 |
| &nbsp;&nbsp; 3.50% 5/1/52 | 351704 | 325701 |
| &nbsp;&nbsp; 4.00% 5/1/52 | 809315 | 767877 |
| &nbsp;&nbsp; 4.00% 6/1/52 | 1046313 | 995120 |
| &nbsp;&nbsp; 4.50% 8/1/52 | 119321 | 116331 |
| &nbsp;&nbsp; 4.50% 10/1/52 | 1103361 | 1067917 |
| &nbsp;&nbsp; 5.00% 7/1/52 | 181115 | 180932 |
| &nbsp;&nbsp; 5.50% 11/1/52 | 123292 | 124567 |
| &nbsp;&nbsp; 5.50% 12/1/52 | 142618 | 144543 |
| &nbsp;&nbsp; 5.50% 11/1/55 | 507210 | 509833 |
| &nbsp;&nbsp; 5.50% 1/1/56 | 498150 | 501641 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 2.00% 3/1/52 | 884751 | 724566 |
| &nbsp;&nbsp; 2.50% 6/1/50 | 504163 | 429015 |
| &nbsp;&nbsp; 2.50% 2/1/51 | 800116 | 686530 |
| &nbsp;&nbsp; 2.50% 12/1/51 | 542666 | 464073 |
| &nbsp;&nbsp; 2.50% 2/1/52 | 185912 | 158984 |
| &nbsp;&nbsp; 2.50% 7/1/52 | 248758 | 210589 |
| &nbsp;&nbsp; 3.00% 2/1/50 | 92123 | 81922 |
| &nbsp;&nbsp; 3.00% 6/1/51 | 39701 | 35656 |
| &nbsp;&nbsp; 3.00% 2/1/52 | 1152656 | 1024602 |
| &nbsp;&nbsp; 3.00% 3/1/52 | 462886 | 411939 |
| &nbsp;&nbsp; 3.00% 4/1/52 | 163451 | 145243 |
| &nbsp;&nbsp; 3.00% 5/1/52 | 328349 | 293825 |
| &nbsp;&nbsp;&nbsp; •3.17% (1 yr. USD RFUCCT + <br> 1.61%) 3/1/47<br>| 13973 | 14140 |
| &nbsp;&nbsp; 3.50% 5/1/42 | 95477 | 90309 |
| &nbsp;&nbsp; 3.50% 4/1/52 | 217570 | 199941 |
| &nbsp;&nbsp; 3.50% 5/1/52 | 615351 | 565794 |
| &nbsp;&nbsp; 3.50% 6/1/52 | 506375 | 468686 |
| &nbsp;&nbsp; 4.00% 4/1/52 | 747944 | 710480 |
| &nbsp;&nbsp; 4.00% 5/1/52 | 961366 | 907623 |
| &nbsp;&nbsp; 4.50% 7/1/52 | 421540 | 408537 |
| &nbsp;&nbsp; 4.50% 9/1/52 | 251791 | 245515 |
| &nbsp;&nbsp; 4.50% 4/1/54 | 1376656 | 1332403 |
| &nbsp;&nbsp; 5.00% 8/1/52 | 1033836 | 1027651 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) |
| &nbsp;&nbsp; 5.00% 9/1/52 | 286831 | $286146 |
| &nbsp;&nbsp; 5.00% 10/1/52 | 965163 | 958200 |
| &nbsp;&nbsp; 5.00% 1/1/53 | 778160 | 772467 |
| &nbsp;&nbsp; 5.50% 10/1/52 | 453429 | 457471 |
| &nbsp;&nbsp; 5.50% 1/1/53 | 1701900 | 1718806 |
| &nbsp;&nbsp; 5.50% 3/1/54 | 1092513 | 1100417 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 3.00% 5/20/50 | 165175 | 147936 |
| &nbsp;&nbsp; 3.00% 7/20/50 | 437185 | 391342 |
| &nbsp;&nbsp; 3.00% 7/20/51 | 410902 | 367285 |
| &nbsp;&nbsp; 3.50% 6/20/51 | 400695 | 373719 |
| &nbsp;&nbsp; 4.00% 9/20/52 | 1172099 | 1109050 |
| &nbsp;&nbsp; 4.00% 4/20/54 | 1449099 | 1361236 |
| &nbsp;&nbsp; 4.50% 1/15/40 | 8452 | 8407 |
| &nbsp;&nbsp; 4.50% 6/15/41 | 13846 | 13664 |
| &nbsp;&nbsp; 4.50% 9/20/52 | 1094453 | 1065783 |
| &nbsp;&nbsp; 4.50% 10/20/52 | 904720 | 881438 |
| &nbsp;&nbsp; 5.00% 12/20/54 | 546740 | 543869 |
| &nbsp;&nbsp; 6.50% 5/15/28 | 290 | 292 |
| &nbsp;&nbsp; 7.00% 5/15/31 | 2998 | 3105 |
| &nbsp;&nbsp; 7.50% 8/15/26 | 56 | 56 |
| &nbsp;&nbsp; Government National <br> Mortgage Association, TBA <br> 5.00% 4/20/56<br>| 668000 | 661522 |
| &nbsp;&nbsp; Uniform Mortgage-Backed <br> Security, TBA 5.00% 4/1/56<br>| 2397000 | 2363746 |
| **Total Agency** <br> **Mortgage-Backed** <br> **Securities** <br>**(Cost $34,726,220)**<br>|  | **34188654** |
| **AGENCY OBLIGATIONS–0.40%** | **AGENCY OBLIGATIONS–0.40%** | **AGENCY OBLIGATIONS–0.40%** |
| &nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. 6.25% 7/15/32<br>| 700000 | 781134 |
| &nbsp;&nbsp; Federal National Mortgage <br> Association 0.88% 8/5/30<br>| 800000 | 703110 |
| **Total Agency Obligations** <br>**(Cost $1,484,346)**<br>|  | **1484244** |
| **ΔCORPORATE BONDS–10.50%** | **ΔCORPORATE BONDS–10.50%** | **ΔCORPORATE BONDS–10.50%** |
| **Canada–0.44%** | **Canada–0.44%** | **Canada–0.44%** |
| &nbsp;&nbsp; Antares Holdings LP 6.35% <br> 10/23/29<br>| 250000 | 247469 |
| &nbsp;&nbsp; μBank of Nova Scotia 8.00% <br> 1/27/84<br>| 430000 | 450204 |
| &nbsp;&nbsp; Cenovus Energy, Inc. 5.40% <br> 3/20/36<br>| 107000 | 106448 |
| μEnbridge, Inc. 6.00% 1/15/77 | 360000 | 360085 |
| Gildan Activewear, Inc. |  |  |
| &nbsp;&nbsp; 4.70% 10/7/30 | 125000 | 123682 |
| &nbsp;&nbsp; 5.40% 10/7/35 | 170000 | 165730 |
| &nbsp;&nbsp; μToronto-Dominion Bank <br> 8.13% 10/31/82<br>| 201000 | 207365 |
|  |  | **1660983** |

---

*LVIP American Century Balanced Fund–1*

------

**LVIP American Century Balanced Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **France–0.34%** | **France–0.34%** | **France–0.34%** |
| &nbsp;&nbsp; μBNP Paribas SA 8.50% <br> 8/14/28<br>| 400000 | $416661 |
| μBPCE SA 3.65% 1/14/37 | 250000 | 223940 |
| &nbsp;&nbsp; μCredit Agricole SA 4.75% <br> 3/23/29<br>| 200000 | 190411 |
| &nbsp;&nbsp; Electricite de France SA <br> 6.95% 1/26/39<br>| 211000 | 235187 |
| &nbsp;&nbsp; μSociete Generale SA 9.38% <br> 11/22/27<br>| 200000 | 209115 |
|  |  | **1275314** |
| **Germany–0.06%** | **Germany–0.06%** | **Germany–0.06%** |
| μAllianz SE 6.35% 9/6/53 | 200000 | 208224 |
|  |  | **208224** |
| **Ireland–0.05%** | **Ireland–0.05%** | **Ireland–0.05%** |
| &nbsp;&nbsp; Avolon Holdings Funding Ltd. <br> 4.85% 4/1/33<br>| 179000 | 171476 |
|  |  | **171476** |
| **Japan–0.04%** | **Japan–0.04%** | **Japan–0.04%** |
| &nbsp;&nbsp; μSumitomo Mitsui Financial <br> Group, Inc. 5.33% 3/3/41<br>| 166000 | 160964 |
|  |  | **160964** |
| **Mexico–0.09%** | **Mexico–0.09%** | **Mexico–0.09%** |
| &nbsp;&nbsp; Petroleos Mexicanos 5.95% <br> 1/28/31<br>| 364000 | 348010 |
|  |  | **348010** |
| **Netherlands–0.26%** | **Netherlands–0.26%** | **Netherlands–0.26%** |
| &nbsp;&nbsp; μABN AMRO Bank NV 3.32% <br> 3/13/37<br>| 200000 | 178513 |
| μING Groep NV |  |  |
| &nbsp;&nbsp; 4.88% 5/16/29 | 400000 | 376787 |
| &nbsp;&nbsp; 7.50% 5/16/28 | 400000 | 408764 |
|  |  | **964064** |
| **Spain–0.16%** | **Spain–0.16%** | **Spain–0.16%** |
| &nbsp;&nbsp; μBanco Bilbao Vizcaya <br> Argentaria SA 6.13% <br> 11/16/27<br>| 200000 | 199514 |
| μBanco Santander SA |  |  |
| &nbsp;&nbsp; 4.75% 11/12/26 | 200000 | 197429 |
| &nbsp;&nbsp; 9.63% 11/21/28 | 200000 | 215428 |
|  |  | **612371** |
| **Sweden–0.32%** | **Sweden–0.32%** | **Sweden–0.32%** |
| &nbsp;&nbsp; μSkandinaviska Enskilda <br> Banken AB 6.88% 6/30/27<br>| 400000 | 402161 |
| &nbsp;&nbsp; μSvenska Handelsbanken AB <br> 4.38% 3/1/27<br>| 400000 | 393139 |
| μSwedbank AB 7.63% 3/17/28 | 400000 | 411019 |
|  |  | **1206319** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **Switzerland–0.06%** | **Switzerland–0.06%** | **Switzerland–0.06%** |
| &nbsp;&nbsp; μUBS Group AG 9.25% <br> 11/13/28<br>| 205000 | $218494 |
|  |  | **218494** |
| **United Kingdom–0.48%** | **United Kingdom–0.48%** | **United Kingdom–0.48%** |
| μHSBC Holdings PLC |  |  |
| &nbsp;&nbsp; 6.50% 3/23/28 | 285000 | 284763 |
| &nbsp;&nbsp; 6.75% 3/24/31 | 200000 | 197866 |
| &nbsp;&nbsp; 6.88% 9/11/29 | 200000 | 201365 |
| &nbsp;&nbsp; μLloyds Banking Group PLC <br> 8.00% 9/27/29<br>| 342000 | 358949 |
| &nbsp;&nbsp; μMacquarie Bank Ltd. 6.13% <br> 3/8/27<br>| 245000 | 245713 |
| &nbsp;&nbsp; μNationwide Building Society <br> 4.13% 10/18/32<br>| 250000 | 246763 |
| &nbsp;&nbsp; μNatWest Group PLC 3.03% <br> 11/28/35<br>| 200000 | 182088 |
| &nbsp;&nbsp; Rio Tinto Finance USA PLC <br> 5.75% 3/14/55<br>| 107000 | 106744 |
|  |  | **1824251** |
| **United States–8.20%** | **United States–8.20%** | **United States–8.20%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp; 4.65% 3/15/36 | 220000 | 215129 |
| &nbsp;&nbsp; 5.50% 3/15/56 | 165000 | 161787 |
| Airbnb, Inc. |  |  |
| &nbsp;&nbsp; 4.65% 3/16/31 | 90000 | 89797 |
| &nbsp;&nbsp; 5.25% 3/16/36 | 105000 | 105106 |
| Aircastle Ltd. 6.50% 7/18/28 | 200000 | 207352 |
| &nbsp;&nbsp; Allison Transmission, Inc. <br> 5.88% 12/1/33<br>| 150000 | 149080 |
| &nbsp;&nbsp; Ally Financial, Inc. 8.00% <br> 11/1/31<br>| 266000 | 294948 |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp; 4.40% 2/15/33 | 265000 | 261700 |
| &nbsp;&nbsp; 4.80% 2/15/36 | 190000 | 189186 |
| &nbsp;&nbsp; 5.65% 2/15/56 | 175000 | 174437 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp; 4.55% 3/13/33 | 185000 | 183219 |
| &nbsp;&nbsp; 4.88% 3/13/36 | 150000 | 148633 |
| &nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. 5.13% 3/12/36<br>| 165000 | 160416 |
| Amgen, Inc. 5.65% 3/2/53 | 185000 | 179180 |
| &nbsp;&nbsp; Antero Resources Corp. 5.40% <br> 2/1/36<br>| 160000 | 157338 |
| AppLovin Corp. |  |  |
| &nbsp;&nbsp; 5.13% 12/1/29 | 45000 | 45261 |
| &nbsp;&nbsp; 5.38% 12/1/31 | 179000 | 180756 |
| &nbsp;&nbsp; 5.50% 12/1/34 | 145000 | 143800 |
| &nbsp;&nbsp; Arizona Public Service Co. <br> 5.70% 8/15/34<br>| 123000 | 127298 |
| &nbsp;&nbsp; Ashtead Capital, Inc. 5.95% <br> 10/15/33<br>| 200000 | 205814 |
| &nbsp;&nbsp; Athene Global Funding 5.53% <br> 7/11/31<br>| 120000 | 119977 |

---

*LVIP American Century Balanced Fund–2*

------

**LVIP American Century Balanced Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Atlas Warehouse Lending Co. <br> LP<br>|  |  |
| &nbsp;&nbsp; 4.95% 11/15/30 | 250000 | $245230 |
| &nbsp;&nbsp; 5.25% 1/15/33 | 250000 | 242118 |
| &nbsp;&nbsp; 6.25% 1/15/30 | 390000 | 401092 |
| μBank of America Corp. |  |  |
| &nbsp;&nbsp; 4.33% 3/15/50 | 140000 | 113506 |
| &nbsp;&nbsp; 5.51% 1/24/36 | 145000 | 147868 |
| Baxter International, Inc. |  |  |
| &nbsp;&nbsp; 4.90% 12/15/30 | 140000 | 138195 |
| &nbsp;&nbsp; 5.65% 12/15/35 | 80000 | 78130 |
| &nbsp;&nbsp; Beignet Investor LLC 6.58% <br> 5/30/49<br>| 68000 | 69915 |
| &nbsp;&nbsp; Blackstone Private Credit <br> Fund 5.95% 7/16/29<br>| 199000 | 196059 |
| &nbsp;&nbsp; Blue Owl Credit Income Corp. <br> 7.75% 9/16/27<br>| 210000 | 212944 |
| &nbsp;&nbsp; Blue Owl Technology Finance <br> Corp. 6.10% 3/15/28<br>| 281000 | 277718 |
| Boeing Co. 5.71% 5/1/40 | 205000 | 205322 |
| &nbsp;&nbsp; Bristol-Myers Squibb Co. <br> 5.55% 2/22/54<br>| 150000 | 144436 |
| μCapital One Financial Corp. |  |  |
| &nbsp;&nbsp; 2.36% 7/29/32 | 170000 | 146555 |
| &nbsp;&nbsp; 4.72% 1/30/32 | 185000 | 182194 |
| &nbsp;&nbsp; 5.40% 1/30/37 | 158000 | 154819 |
| Carnival Corp. |  |  |
| &nbsp;&nbsp; 4.00% 8/1/28 | 235000 | 229472 |
| &nbsp;&nbsp; 5.13% 5/1/29 | 84000 | 83394 |
| &nbsp;&nbsp; CCO Holdings LLC/CCO <br> Holdings Capital Corp. 4.75% <br> 3/1/30<br>| 150000 | 142331 |
| &nbsp;&nbsp; Centene Corp. 4.63% <br> 12/15/29<br>| 75000 | 71196 |
| &nbsp;&nbsp; μCharles Schwab Corp. 4.00% <br> 6/1/26<br>| 598000 | 593932 |
| Cheniere Energy, Inc. |  |  |
| &nbsp;&nbsp; 5.20% 7/30/36 | 74000 | 73244 |
| &nbsp;&nbsp; 6.00% 7/30/56 | 103000 | 102635 |
| μCitigroup, Inc. |  |  |
| &nbsp;&nbsp; 4.41% 3/31/31 | 65000 | 64257 |
| &nbsp;&nbsp; 5.17% 9/11/36 | 195000 | 193302 |
| &nbsp;&nbsp; 5.61% 3/4/56 | 75000 | 72032 |
| &nbsp;&nbsp; 7.63% 11/15/28 | 616000 | 637042 |
| &nbsp;&nbsp; CNA Financial Corp. 5.20% <br> 8/15/35<br>| 209000 | 204515 |
| &nbsp;&nbsp; Columbia Pipelines Holding <br> Co. LLC 5.00% 11/17/32<br>| 150000 | 149012 |
| &nbsp;&nbsp; Commonwealth Edison Co. <br> 5.95% 6/1/55<br>| 163000 | 165215 |
| &nbsp;&nbsp; μCorebridge Financial, Inc. <br> 6.38% 9/15/54<br>| 106000 | 104180 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Coty, Inc./HFC Prestige <br> Products, Inc./HFC Prestige <br> International U.S. LLC <br> 5.60% 1/15/31<br>| 185000 | $179087 |
| &nbsp;&nbsp; Cox Communications, Inc. <br> 5.70% 6/15/33<br>| 117000 | 116001 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp; 5.45% 9/15/35 | 73000 | 73284 |
| &nbsp;&nbsp; 6.00% 6/1/44 | 170000 | 167368 |
| μ7.00% 3/10/55 | 98000 | 100998 |
| &nbsp;&nbsp; Dell International LLC/EMC <br> Corp. 5.30% 4/1/32<br>| 70000 | 71087 |
| &nbsp;&nbsp; Discovery <br> Communications LLC 3.95% <br> 3/20/28<br>| 72000 | 67856 |
| &nbsp;&nbsp; Discovery Global Holdings, <br> Inc. 3.76% 3/15/27<br>| 139000 | 136429 |
| &nbsp;&nbsp; μDominion Energy, Inc. 4.35% <br> 1/15/27<br>| 221000 | 217507 |
| &nbsp;&nbsp; Dresdner Funding Trust I <br> 8.15% 6/30/31<br>| 235000 | 251829 |
| &nbsp;&nbsp; DTE Electric Co. 5.55% <br> 3/1/56<br>| 54000 | 52210 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp; 4.85% 12/1/35 | 75000 | 73612 |
| &nbsp;&nbsp; 5.95% 11/15/52 | 90000 | 91062 |
| &nbsp;&nbsp; Duke Energy Progress LLC <br> 5.35% 3/15/53<br>| 50000 | 46663 |
| &nbsp;&nbsp; Duke University 3.30% <br> 10/1/46<br>| 110000 | 78552 |
| &nbsp;&nbsp; Duke University Health <br> System, Inc. 3.92% 6/1/47<br>| 30000 | 23554 |
| &nbsp;&nbsp; Eagle Materials, Inc. 5.00% <br> 3/15/36<br>| 160000 | 153201 |
| Eaton Corp. 4.20% 3/6/31 | 200000 | 197106 |
| &nbsp;&nbsp; Emera U.S. Finance LLC <br> 5.20% 4/1/33<br>| 56000 | 55688 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp; 5.95% 5/15/54 | 155000 | 145340 |
| &nbsp;&nbsp; 6.13% 12/15/45 | 140000 | 136788 |
| &nbsp;&nbsp; Entergy Louisiana LLC 4.90% <br> 4/15/36<br>| 53000 | 51703 |
| EPR Properties 4.95% 4/15/28 | 36000 | 35952 |
| &nbsp;&nbsp; Equinix Europe 2 Financing <br> Corp. LLC 4.70% 3/15/33<br>| 175000 | 170207 |
| &nbsp;&nbsp; Expand Energy Corp. 5.38% <br> 3/15/30<br>| 215000 | 216787 |
| &nbsp;&nbsp; Fedex Freight Holding Co., <br> Inc. 5.25% 3/15/36<br>| 223000 | 215750 |
| &nbsp;&nbsp; Flowers Foods, Inc. 5.75% <br> 3/15/35<br>| 95000 | 90762 |
| &nbsp;&nbsp; Ford Motor Credit Co. LLC <br> 7.20% 6/10/30<br>| 200000 | 210666 |
| Foundry JV Holdco LLC |  |  |
| &nbsp;&nbsp; 6.10% 1/25/36 | 200000 | 206025 |

---

*LVIP American Century Balanced Fund–3*

------

**LVIP American Century Balanced Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; Foundry JV <br> Holdco LLC (continued)<br>|  |  |
| &nbsp;&nbsp; 6.30% 1/25/39 | 320000 | $333312 |
| &nbsp;&nbsp; General Motors Financial Co., <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 5.60% 6/18/31 | 120000 | 122820 |
| &nbsp;&nbsp; 6.15% 7/15/35 | 90000 | 93068 |
| Glencore Funding LLC |  |  |
| &nbsp;&nbsp; 4.90% 7/1/31 | 85000 | 84953 |
| &nbsp;&nbsp; 5.51% 4/1/36 | 185000 | 185401 |
| &nbsp;&nbsp; 5.89% 4/4/54 | 45000 | 43969 |
| &nbsp;&nbsp; GLP Capital LP/GLP <br> Financing II, Inc. 5.63% <br> 3/1/36<br>| 100000 | 97260 |
| &nbsp;&nbsp; Goldman Sachs BDC, Inc. <br> 5.10% 1/28/29<br>| 148000 | 143747 |
| μGoldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp; 5.07% 1/21/37 | 105000 | 102656 |
| &nbsp;&nbsp; 5.54% 1/21/47 | 80000 | 76236 |
| &nbsp;&nbsp; 5.73% 1/28/56 | 110000 | 107396 |
| &nbsp;&nbsp; 6.48% 10/24/29 | 145000 | 151691 |
| &nbsp;&nbsp; Goldman Sachs Private Credit <br> Corp. 5.05% 2/23/28<br>| 225000 | 221567 |
| &nbsp;&nbsp; Golub Capital BDC, Inc. 7.05% <br> 12/5/28<br>| 119000 | 121708 |
| &nbsp;&nbsp; Golub Capital Private Credit <br> Fund 5.45% 8/15/28<br>| 150000 | 147930 |
| GXO Logistics, Inc. |  |  |
| &nbsp;&nbsp; 6.25% 5/6/29 | 297000 | 307894 |
| &nbsp;&nbsp; 6.50% 5/6/34 | 90000 | 94443 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp; 4.90% 11/15/35 | 225000 | 217532 |
| &nbsp;&nbsp; 5.25% 3/1/30 | 111000 | 113273 |
| &nbsp;&nbsp; 6.20% 3/1/55 | 54000 | 53489 |
| Hologic, Inc. 3.25% 2/15/29 | 55000 | 54904 |
| Honeywell Aerospace, Inc. |  |  |
| &nbsp;&nbsp; 4.60% 3/16/33 | 59000 | 58323 |
| &nbsp;&nbsp; 4.95% 3/16/36 | 164000 | 162721 |
| HPS Corporate Lending Fund |  |  |
| &nbsp;&nbsp; 4.90% 9/11/28 | 115000 | 112032 |
| &nbsp;&nbsp; 5.45% 1/14/28 | 65000 | 64507 |
| &nbsp;&nbsp; 6.25% 9/30/29 | 65000 | 64869 |
| &nbsp;&nbsp; μHuntington Bancshares, Inc. <br> 4.62% 1/28/32<br>| 315000 | 310403 |
| Intel Corp. |  |  |
| &nbsp;&nbsp; 4.90% 8/5/52 | 100000 | 81690 |
| &nbsp;&nbsp; 5.15% 2/21/34 | 115000 | 114685 |
| &nbsp;&nbsp; International Business <br> Machines Corp. 5.80% <br> 2/3/56<br>| 135000 | 129009 |
| IQVIA, Inc. 6.25% 2/1/29 | 129000 | 134074 |
| &nbsp;&nbsp; ITC Holdings Corp. 5.50% <br> 4/15/36<br>| 56000 | 56166 |
| &nbsp;&nbsp; Jefferies Financial Group, <br> Inc. 5.50% 2/15/36<br>| 132000 | 126693 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| μJPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp; 4.26% 2/22/48 | 220000 | $179855 |
| &nbsp;&nbsp; 4.35% 1/22/32 | 120000 | 118307 |
| &nbsp;&nbsp; 5.10% 4/22/31 | 230000 | 234176 |
| &nbsp;&nbsp; 5.77% 4/22/35 | 272000 | 283311 |
| &nbsp;&nbsp; Kaiser Foundation Hospitals <br> 3.00% 6/1/51<br>| 105000 | 67251 |
| &nbsp;&nbsp; Kentucky Utilities Co. 5.85% <br> 8/15/55<br>| 105000 | 104398 |
| μKeyCorp 6.40% 3/6/35 | 75000 | 79518 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp; 2.50% 11/15/32 | 115000 | 93631 |
| &nbsp;&nbsp; 3.05% 2/15/30 | 90000 | 82064 |
| &nbsp;&nbsp; Ladder Capital Finance <br> Holdings LLLP/Ladder <br> Capital Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 4.75% 6/15/29 | 290000 | 281089 |
| &nbsp;&nbsp; 7.00% 7/15/31 | 220000 | 227420 |
| &nbsp;&nbsp; Leland Stanford Junior <br> University 4.68% 3/1/35<br>| 225000 | 223986 |
| &nbsp;&nbsp; μLiberty Mutual Group, Inc. <br> 4.13% 12/15/51<br>| 375000 | 366340 |
| Loews Corp. 4.94% 4/1/36 | 145000 | 141898 |
| &nbsp;&nbsp; Louisville Gas & Electric Co. <br> 5.85% 8/15/55<br>| 30000 | 29770 |
| Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp; 4.50% 10/15/32 | 165000 | 162163 |
| &nbsp;&nbsp; 4.85% 10/15/35 | 245000 | 238589 |
| Maple Parent Holdings Corp. |  |  |
| &nbsp;&nbsp; 5.05% 3/26/31 | 95000 | 94598 |
| &nbsp;&nbsp; 5.70% 3/26/36 | 234000 | 232500 |
| &nbsp;&nbsp; Marriott International, Inc. <br> 5.10% 5/1/38<br>| 110000 | 104576 |
| Mars, Inc. |  |  |
| &nbsp;&nbsp; 5.65% 5/1/45 | 130000 | 128377 |
| &nbsp;&nbsp; 5.70% 5/1/55 | 75000 | 73130 |
| &nbsp;&nbsp; Massachusetts Institute of <br> Technology 5.62% 6/1/55<br>| 40000 | 40530 |
| &nbsp;&nbsp; Medline <br> Borrower LP/Medline <br> Co-Issuer, Inc. 6.25% 4/1/29<br>| 177000 | 180360 |
| &nbsp;&nbsp; Merck & Co., Inc. 5.70% <br> 9/15/55<br>| 104000 | 103195 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp; 4.60% 11/15/32 | 245000 | 242596 |
| &nbsp;&nbsp; 4.88% 11/15/35 | 175000 | 171682 |
| &nbsp;&nbsp; 5.50% 11/15/45 | 80000 | 75705 |
| &nbsp;&nbsp; 5.63% 11/15/55 | 225000 | 210913 |
| &nbsp;&nbsp; 5.75% 11/15/65 | 120000 | 111456 |
| MetLife, Inc. |  |  |
| &nbsp;&nbsp; 6.40% 12/15/66 | 347000 | 354300 |
| &nbsp;&nbsp; 10.75% 8/1/69 | 135000 | 174972 |
| &nbsp;&nbsp; Micron Technology, Inc. 5.30% <br> 1/15/31<br>| 375000 | 392518 |

---

*LVIP American Century Balanced Fund–4*

------

**LVIP American Century Balanced Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; MidAmerican Energy Co. <br> 5.85% 9/15/54<br>| 396000 | $397583 |
| μMorgan Stanley |  |  |
| &nbsp;&nbsp; 4.89% 10/22/36 | 70000 | 67669 |
| &nbsp;&nbsp; 5.52% 11/19/55 | 60000 | 56970 |
| &nbsp;&nbsp; 5.83% 4/19/35 | 63000 | 65406 |
| &nbsp;&nbsp; 6.63% 11/1/34 | 325000 | 353642 |
| &nbsp;&nbsp; μMorgan Stanley Private Bank <br> NA 4.73% 7/18/31<br>| 95000 | 94706 |
| &nbsp;&nbsp; Niagara Mohawk Power Corp. <br> 4.65% 10/3/30<br>| 55000 | 54780 |
| &nbsp;&nbsp; Northern Natural Gas Co. <br> 5.63% 2/1/54<br>| 65000 | 61741 |
| &nbsp;&nbsp; μNorthern Trust Corp. 3.38% <br> 5/8/32<br>| 263000 | 259332 |
| &nbsp;&nbsp; Novant Health, Inc. 3.17% <br> 11/1/51<br>| 85000 | 55548 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp; 4.60% 3/18/33 | 115000 | 114511 |
| &nbsp;&nbsp; 5.70% 3/18/56 | 55000 | 55392 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp; 4.20% 3/15/48 | 80000 | 60126 |
| &nbsp;&nbsp; 6.20% 3/15/40 | 80000 | 81707 |
| &nbsp;&nbsp; Omnicom Group, Inc. 5.00% <br> 6/2/33<br>| 132000 | 128929 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp; 4.80% 9/26/32 | 305000 | 290466 |
| &nbsp;&nbsp; 5.20% 9/26/35 | 171000 | 160397 |
| &nbsp;&nbsp; 5.35% 5/4/33 | 175000 | 170359 |
| &nbsp;&nbsp; 5.70% 2/4/36 | 81000 | 77881 |
| &nbsp;&nbsp; O'Reilly Automotive, Inc. <br> 5.10% 3/12/36<br>| 80000 | 78953 |
| Ovintiv, Inc. 7.10% 7/15/53 | 140000 | 151346 |
| &nbsp;&nbsp; Pepperdine University 3.30% <br> 12/1/59<br>| 105000 | 66308 |
| &nbsp;&nbsp; Piedmont Operating <br> Partnership LP 6.88% <br> 7/15/29<br>| 313000 | 327937 |
| &nbsp;&nbsp; μPinnacle Bank/Nashville TN <br> 5.96% 1/15/36<br>| 250000 | 247589 |
| &nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp. 5.60% 1/15/36<br>| 110000 | 110357 |
| &nbsp;&nbsp; Prologis Targeted <br> U.S. Logistics Fund LP 4.63% <br> 3/15/33<br>| 305000 | 296604 |
| &nbsp;&nbsp; Royal Caribbean Cruises Ltd. <br> 6.00% 2/1/33<br>| 85000 | 85849 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp; 4.90% 9/15/31 | 225000 | 224681 |
| &nbsp;&nbsp; 5.20% 3/15/33 | 165000 | 164718 |
| &nbsp;&nbsp; 6.55% 3/15/56 | 120000 | 120416 |
| μSempra 4.13% 4/1/52 | 328000 | 318983 |
| &nbsp;&nbsp; Shell Finance U.S., Inc. 4.38% <br> 5/11/45<br>| 70000 | 59521 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; μSierra Pacific Power Co. <br> 6.38% 9/15/56<br>| 95000 | $94224 |
| SM Energy Co. 6.75% 9/15/26 | 108000 | 108071 |
| &nbsp;&nbsp; Southern Co. Gas Capital <br> Corp. 5.10% 9/15/35<br>| 158000 | 155941 |
| Sunoco LP 5.88% 3/15/34 | 61000 | 60326 |
| Synopsys, Inc. 5.00% 4/1/32 | 274000 | 276378 |
| &nbsp;&nbsp; Takeoff Merger Sub, Inc. <br> 4.85% 3/24/31<br>| 215000 | 212311 |
| Textron, Inc. 4.95% 3/15/36 | 99000 | 96252 |
| &nbsp;&nbsp; United Airlines, Inc. 4.63% <br> 4/15/29<br>| 130000 | 127546 |
| &nbsp;&nbsp; United Rentals North <br> America, Inc. 6.00% <br> 12/15/29<br>| 65000 | 66086 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp; 5.05% 4/15/53 | 210000 | 184736 |
| &nbsp;&nbsp; 5.30% 6/15/35 | 83000 | 84671 |
| &nbsp;&nbsp; 5.50% 7/15/44 | 174000 | 167909 |
| &nbsp;&nbsp; Valero Energy Corp. 5.15% <br> 3/10/36<br>| 150000 | 147866 |
| &nbsp;&nbsp; Venture Global Plaquemines <br> LNG LLC 6.75% 1/15/36<br>| 125000 | 132394 |
| &nbsp;&nbsp; Verizon Communications, Inc. <br> 5.88% 11/30/55<br>| 68000 | 66142 |
| &nbsp;&nbsp; Vornado Realty LP 5.75% <br> 2/1/33<br>| 215000 | 210835 |
| &nbsp;&nbsp; μWebster Financial Corp. <br> 5.78% 9/11/35<br>| 165000 | 167573 |
| Weir Group, Inc. 5.35% 5/6/30 | 200000 | 202651 |
| μWells Fargo & Co. |  |  |
| &nbsp;&nbsp; 5.01% 4/4/51 | 130000 | 114529 |
| &nbsp;&nbsp; 5.43% 1/23/47 | 95000 | 90017 |
| &nbsp;&nbsp; 5.61% 4/23/36 | 190000 | 194432 |
| Workday, Inc. 3.80% 4/1/32 | 156000 | 144809 |
|  |  | **30836849** |
| **Total Corporate Bonds** <br>**(Cost $39,917,749)**<br>|  | **39487319** |
| **MUNICIPAL BONDS–0.30%** | **MUNICIPAL BONDS–0.30%** | **MUNICIPAL BONDS–0.30%** |
| &nbsp;&nbsp; California State University <br> Series B 2.98% 11/1/51<br>| 200000 | 130901 |
| City of Houston 3.96% 3/1/47 | 25000 | 21110 |
| &nbsp;&nbsp; City of Los Angeles <br> Department of Airports <br> Series C 6.58% 5/15/39<br>| 25000 | 26760 |
| &nbsp;&nbsp; Foothill-Eastern <br> Transportation Corridor <br> Agency Series A 4.09% <br> 1/15/49<br>| 85000 | 68933 |
| &nbsp;&nbsp; Golden State Tobacco <br> Securitization Corp. Series <br> B 2.75% 6/1/34<br>| 150000 | 132742 |
| &nbsp;&nbsp; Michigan Strategic Fund <br> Series A 3.23% 9/1/47<br>| 200000 | 151660 |

---

*LVIP American Century Balanced Fund–5*

------

**LVIP American Century Balanced Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| &nbsp;&nbsp; Missouri Highway & <br> Transportation Commission <br> 5.45% 5/1/33<br>| 20000 | $20551 |
| &nbsp;&nbsp; New Jersey Turnpike <br> Authority Series A 7.10% <br> 1/1/41<br>| 85000 | 98061 |
| &nbsp;&nbsp; Ohio Turnpike & <br> Infrastructure Commission <br> Series A 3.22% 2/15/48<br>| 100000 | 73450 |
| &nbsp;&nbsp; Port Authority of New York & <br> New Jersey 4.93% 10/1/51<br>| 40000 | 37199 |
| &nbsp;&nbsp; Regents of the University of <br> California Medical Center <br> Pooled Revenue Series N <br> 3.26% 5/15/60<br>| 100000 | 63485 |
| &nbsp;&nbsp; State of California 7.60% <br> 11/1/40<br>| 20000 | 23990 |
| &nbsp;&nbsp; Sumter Landing Community <br> Development District <br> (TXBL; Insured AGC)<br>|  |  |
| &nbsp;&nbsp; 5.57% 10/1/40 | 25000 | 25577 |
| &nbsp;&nbsp; 5.74% 10/1/45 | 40000 | 40349 |
| &nbsp;&nbsp; 5.82% 10/1/54 | 70000 | 70865 |
| &nbsp;&nbsp; Texas Natural Gas <br> Securitization Finance Corp. <br> 5.17% 4/1/41<br>| 20000 | 20256 |
| &nbsp;&nbsp; United Nations Development <br> Corp. (New York) Series A <br> 6.54% 8/1/55<br>| 25000 | 26386 |
| &nbsp;&nbsp; University of California Series <br> BJ 3.07% 5/15/51<br>| 70000 | 46745 |
| &nbsp;&nbsp; University of California <br> College of the Law San <br> Francisco (TXBL; Insured <br> BAM)<br>|  |  |
| &nbsp;&nbsp; 5.99% 8/1/50 | 30000 | 30116 |
| &nbsp;&nbsp; 6.09% 8/1/55 | 30000 | 30236 |
| **Total Municipal Bonds** <br>**(Cost $1,396,243)**<br>|  | **1139372** |
| **NON-AGENCY ASSET-BACKED SECURITIES–3.56%** | **NON-AGENCY ASSET-BACKED SECURITIES–3.56%** | **NON-AGENCY ASSET-BACKED SECURITIES–3.56%** |
| &nbsp;&nbsp; φBarclays Mortgage Loan Trust <br> Series 2026-CES1 Class A1A <br> 4.85% 1/25/56<br>| 649301 | 642239 |
| &nbsp;&nbsp; Blackbird Capital II Aircraft <br> Lease Ltd. Series 2021-1A <br> Class A 2.44% 7/15/46<br>| 184255 | 174682 |
| &nbsp;&nbsp; φBRAVO Residential Funding <br> Trust Series 2024-CES1 <br> Class A1A 6.38% 4/25/54<br>| 187956 | 189582 |
| &nbsp;&nbsp; CyrusOne Data Centers Issuer <br> I LLC Series 2024-2A <br> Class A2 4.50% 5/20/49<br>| 300000 | 291619 |
| &nbsp;&nbsp; DI Issuer LLC Series 2021-1A <br> Class A2 3.72% 9/15/51<br>| 598265 | 575690 |

---

---

| | | |
|:---|:---|:---|
|  | **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; FIP Master Funding LLC <br> Series 2026-1A Class A1 <br> 4.90% 3/15/56<br>| 498000 | $489563 |
| &nbsp;&nbsp; Flexential Issuer LLC Series <br> 2025-1A Class A2 6.03% <br> 10/25/60<br>| 425000 | 422091 |
| &nbsp;&nbsp; GoodLeap Sustainable Home <br> Solutions Trust Series <br> 2021-4GS Class A 1.93% <br> 7/20/48<br>| 249422 | 199244 |
| &nbsp;&nbsp; φJP Morgan Mortgage Trust <br> Series 2026-CES1 Class A1A <br> 4.91% 6/25/56<br>| 752039 | 746021 |
| &nbsp;&nbsp; M&T Bank RV Trust Series <br> 2026-1A Class A 4.35% <br> 1/15/46<br>| 797260 | 788241 |
| &nbsp;&nbsp; Mosaic Solar Loan Trust <br> Series 2023-2A Class A 5.36% <br> 9/22/53<br>| 487262 | 464940 |
| &nbsp;&nbsp; MP LLC Series 2025-1A <br> Class A 5.55% 11/15/65<br>| 490777 | 486310 |
| &nbsp;&nbsp; New Economy Assets - Phase <br> 1 Sponsor LLC Series 2021-1 <br> Class B1 2.41% 10/20/61<br>| 500000 | 309375 |
| &nbsp;&nbsp; •Palmer Square Loan Funding <br> Ltd. Series 2025-1A Class A2 <br> 4.85% (3 mo. USD Term <br> SOFR + 1.20%) 2/15/33<br>| 250000 | 247830 |
| &nbsp;&nbsp; Purchasing Power <br> Funding LLC Series 2026-A <br> Class A 4.37% 8/15/30<br>| 507000 | 504071 |
| RCKT Mortgage Trust | RCKT Mortgage Trust | RCKT Mortgage Trust |
| &nbsp;&nbsp;&nbsp; •Series 2024-CES1 Class A1A <br> 6.03% 2/25/44<br>| 162675 | 163347 |
| &nbsp;&nbsp;&nbsp; •Series 2024-CES2 Class A1A <br> 6.14% 4/25/44<br>| 108208 | 108861 |
| &nbsp;&nbsp;&nbsp; φSeries 2024-CES6 Class A1A <br> 5.34% 9/25/44<br>| 79245 | 79296 |
| &nbsp;&nbsp;&nbsp; φSeries 2026-CES2 Class A1A <br> 4.76% 2/25/56<br>| 626816 | 619916 |
| &nbsp;&nbsp;&nbsp; φSeries 2026-CES3 Class A1A <br> 5.14% 3/25/56<br>| 625000 | 623116 |
| &nbsp;&nbsp; RKTL Trust Series 2026-1A <br> Class A 4.07% 2/26/35<br>| 422881 | 422411 |
| &nbsp;&nbsp; RNL PH Owner LLC Series <br> 2026-1A Class A 4.91% <br> 3/20/56<br>| 321801 | 316748 |
| φSantander Mortgage Asset Receivable Trust | φSantander Mortgage Asset Receivable Trust | φSantander Mortgage Asset Receivable Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-CES1 Class A1A <br> 5.04% 9/25/55<br>| 518863 | 516498 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1 Class A1A <br> 4.88% 1/25/56<br>| 565264 | 559629 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1 Class A1B <br> 4.98% 1/25/56<br>| 860184 | 851626 |
| SCF Equipment Leasing LLC | SCF Equipment Leasing LLC | SCF Equipment Leasing LLC |
| &nbsp;&nbsp;&nbsp; Series 2024-1A Class B 5.56% <br> 4/20/32<br>| 125000 | 128430 |

---

*LVIP American Century Balanced Fund–6*

------

**LVIP American Century Balanced 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)** |
| SCF Equipment Leasing LLC (continued) | SCF Equipment Leasing LLC (continued) | SCF Equipment Leasing LLC (continued) |
| &nbsp;&nbsp;&nbsp; Series 2024-1A Class C 5.82% <br> 9/20/32<br>| 100000 | $103134 |
| &nbsp;&nbsp; Stack Infrastructure <br> Issuer LLC Series 2026-1A <br> Class A2 5.00% 3/27/56<br>| 501140 | 482198 |
| &nbsp;&nbsp; Subway Funding LLC Series <br> 2024-1A Class A2I 6.03% <br> 7/30/54<br>| 310075 | 312076 |
| &nbsp;&nbsp; SVC ABS LLC Series 2026-1A <br> Class A 5.16% 3/20/56<br>| 329129 | 326253 |
| &nbsp;&nbsp; Switch ABS Issuer LLC Series <br> 2024-2A Class A2 5.44% <br> 6/25/54<br>| 225000 | 220554 |
| &nbsp;&nbsp; Trackside Rail LLC Series <br> 2026-1A Class A 4.89% <br> 3/20/56<br>| 520000 | 513463 |
| &nbsp;&nbsp; Vertical Bridge CC LLC Series <br> 2025-1A Class A 5.16% <br> 8/16/55<br>| 525275 | 523068 |
| **Total Non-Agency** <br> **Asset-Backed Securities** <br>**(Cost $13,682,183)**<br>|  | **13402122** |
| **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–4.01%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–4.01%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–4.01%** |
| &nbsp;&nbsp; ABN AMRO Mortgage Corp. <br> Series 2003-4 Class A4 5.50% <br> 3/25/33<br>| 192 | 189 |
| &nbsp;&nbsp; •Barclays Mortgage Loan Trust <br> Series 2026-NQM2 Class A1 <br> 4.70% 12/25/65<br>| 706459 | 697702 |
| &nbsp;&nbsp; •BRAVO Residential Funding <br> Trust Series 2024-RPL1 <br> Class A1 3.25% 10/25/63<br>| 358043 | 329877 |
| •Chase Home Lending Mortgage Trust | •Chase Home Lending Mortgage Trust | •Chase Home Lending Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-10 Class A4 <br> 6.00% 10/25/55<br>| 189463 | 190169 |
| &nbsp;&nbsp;&nbsp; Series 2024-2 Class A4A <br> 6.00% 2/25/55<br>| 104332 | 104803 |
| &nbsp;&nbsp;&nbsp; Series 2024-8 Class A6A <br> 5.50% 8/25/55<br>| 66367 | 66225 |
| &nbsp;&nbsp;&nbsp; Series 2024-9 Class A4 5.50% <br> 9/25/55<br>| 172462 | 172419 |
| &nbsp;&nbsp;&nbsp; Series 2024-9 Class A6 5.50% <br> 9/25/55<br>| 30056 | 29981 |
| &nbsp;&nbsp;&nbsp; Series 2025-5 Class A4A <br> 5.50% 4/25/56<br>| 357797 | 358021 |
| &nbsp;&nbsp;&nbsp; Series 2025-8 Class A4 6.00% <br> 6/25/56<br>| 473592 | 476420 |
| &nbsp;&nbsp;&nbsp; Series 2025-9 Class A4A <br> 5.50% 6/25/56<br>| 566994 | 567236 |
| &nbsp;&nbsp; ♦CHL Mortgage Pass-Through <br> Trust Series 2005-17 Class <br> 1A11 5.50% 9/25/35<br>| 178 | 163 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| •Citigroup Mortgage Loan Trust, Inc. | •Citigroup Mortgage Loan Trust, Inc. | •Citigroup Mortgage Loan Trust, Inc. |
| &nbsp;&nbsp;&nbsp; Series 2024-CMI1 Class A11 <br> 5.50% 6/25/54<br>| 281304 | $281247 |
| &nbsp;&nbsp;&nbsp; Series 2025-2 Class A10 <br> 6.00% 2/25/55<br>| 273369 | 274825 |
| &nbsp;&nbsp;&nbsp; Series 2025-3 Class A11 <br> 5.50% 6/25/55<br>| 230314 | 230289 |
| &nbsp;&nbsp; φEFMT Series 2024-NQM1 <br> Class A1B 5.81% 11/25/69<br>| 185974 | 186403 |
| •GCAT Trust | •GCAT Trust | •GCAT Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-INV2 Class A6 <br> 6.00% 6/25/54<br>| 121579 | 122322 |
| &nbsp;&nbsp;&nbsp; Series 2024-INV3 Class A6 <br> 5.50% 9/25/54<br>| 170860 | 170774 |
| •GS Mortgage-Backed Securities Trust | •GS Mortgage-Backed Securities Trust | •GS Mortgage-Backed Securities Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-PJ4 Class A15 <br> 6.00% 1/25/54<br>| 144153 | 144730 |
| &nbsp;&nbsp;&nbsp; Series 2023-PJ6 Class A15 <br> 6.00% 4/25/54<br>| 119147 | 119526 |
| &nbsp;&nbsp;&nbsp; Series 2024-PJ1 Class A15 <br> 6.00% 6/25/54<br>| 193627 | 193933 |
| &nbsp;&nbsp;&nbsp; Series 2025-PJ7 Class A5 <br> 5.50% 12/25/55<br>| 363738 | 363777 |
| &nbsp;&nbsp; •HOMES Trust Series <br> 2025-AFC3 Class A1 4.93% <br> 8/25/60<br>| 381462 | 378896 |
| •JP Morgan Mortgage Trust | •JP Morgan Mortgage Trust | •JP Morgan Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2020-3 Class A15 <br> 3.50% 8/25/50<br>| 44273 | 39598 |
| &nbsp;&nbsp;&nbsp; Series 2023-7 Class A4A <br> 5.50% 2/25/54<br>| 344556 | 344501 |
| &nbsp;&nbsp;&nbsp; Series 2023-8 Class A2 6.00% <br> 2/25/54<br>| 90932 | 91539 |
| &nbsp;&nbsp;&nbsp; Series 2024-1 Class A4 6.00% <br> 6/25/54<br>| 368452 | 369243 |
| &nbsp;&nbsp;&nbsp; Series 2024-10 Class A4 <br> 5.50% 3/25/55<br>| 202528 | 202498 |
| &nbsp;&nbsp;&nbsp; Series 2024-10 Class A6 <br> 5.50% 3/25/55<br>| 106114 | 106008 |
| &nbsp;&nbsp;&nbsp; Series 2024-5 Class A6 6.00% <br> 11/25/54<br>| 89403 | 89330 |
| &nbsp;&nbsp;&nbsp; Series 2024-INV1 Class A4 <br> 6.00% 4/25/55<br>| 215000 | 216642 |
| &nbsp;&nbsp;&nbsp; Series 2025-2 Class A4 6.00% <br> 7/25/55<br>| 296858 | 298150 |
| &nbsp;&nbsp;&nbsp; Series 2025-CCM2 Class A4 <br> 6.00% 9/25/55<br>| 521245 | 524145 |
| &nbsp;&nbsp;&nbsp; Series 2026-ACES1 Class A1 <br> 4.89% 4/25/66<br>| 734524 | 728184 |
| •Morgan Stanley Residential Mortgage Loan Trust | •Morgan Stanley Residential Mortgage Loan Trust | •Morgan Stanley Residential Mortgage Loan Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-2 Class A4 6.00% <br> 6/25/53<br>| 417588 | 418125 |
| &nbsp;&nbsp;&nbsp; Series 2025-1 Class A1 6.00% <br> 3/25/55<br>| 225768 | 227276 |
| &nbsp;&nbsp;&nbsp; Series 2025-1 Class A3 6.00% <br> 3/25/55<br>| 171188 | 171898 |

---

*LVIP American Century Balanced Fund–7*

------

**LVIP American Century Balanced 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)** |
| •Morgan Stanley Residential Mortgage Loan Trust (continued) | •Morgan Stanley Residential Mortgage Loan Trust (continued) | •Morgan Stanley Residential Mortgage Loan Trust (continued) |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM2 Class A1 <br> 4.73% 1/26/71<br>| 385866 | $381349 |
| OBX Trust | OBX Trust | OBX Trust |
| &nbsp;&nbsp;&nbsp; •Series 2024-HYB2 Class A1 <br> 3.70% 4/25/53<br>| 119915 | 119001 |
| &nbsp;&nbsp;&nbsp; •Series 2025-J1 Class A4 <br> 6.00% 5/25/55<br>| 191532 | 192566 |
| &nbsp;&nbsp;&nbsp; φSeries 2025-NQM21 <br> Class A1B 4.99% 10/25/65<br>| 94881 | 94206 |
| &nbsp;&nbsp; •PMT Loan Trust Series <br> 2025-J2 Class A9 5.50% <br> 8/25/56<br>| 548909 | 549097 |
| &nbsp;&nbsp; •PRKCM Trust Series <br> 2026-AFC1 Class A1 4.68% <br> 2/25/61<br>| 549128 | 542589 |
| •Provident Funding Mortgage Trust | •Provident Funding Mortgage Trust | •Provident Funding Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-1 Class A3 5.50% <br> 12/25/54<br>| 401661 | 401783 |
| &nbsp;&nbsp;&nbsp; Series 2025-1 Class A3 5.50% <br> 2/25/55<br>| 486175 | 486346 |
| &nbsp;&nbsp;&nbsp; Series 2025-3 Class A4 5.50% <br> 8/25/55<br>| 369661 | 369786 |
| &nbsp;&nbsp; •Radian Mortgage Capital <br> Trust Series 2025-J3 <br> Class A15 5.50% 12/25/55<br>| 177603 | 177650 |
| •Rate Mortgage Trust | •Rate Mortgage Trust | •Rate Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-J1 Class A7 <br> 6.00% 7/25/54<br>| 20031 | 19982 |
| &nbsp;&nbsp;&nbsp; Series 2024-J3 Class A8 <br> 5.50% 10/25/54<br>| 43634 | 43580 |
| &nbsp;&nbsp;&nbsp; Series 2025-J1 Class A5 <br> 5.50% 3/25/55<br>| 111464 | 111019 |
| •Santander Mortgage Asset Receivable Trust | •Santander Mortgage Asset Receivable Trust | •Santander Mortgage Asset Receivable Trust |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM2 Class A1 <br> 4.70% 1/25/66<br>| 392651 | 388300 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM3 Class A1 <br> 5.18% 3/25/66<br>| 447996 | 446706 |
| •Sequoia Mortgage Trust | •Sequoia Mortgage Trust | •Sequoia Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-10 Class A11 <br> 5.50% 11/25/54<br>| 50816 | 50740 |
| &nbsp;&nbsp;&nbsp; Series 2024-10 Class A5 <br> 5.50% 11/25/54<br>| 104687 | 104672 |
| &nbsp;&nbsp;&nbsp; Series 2024-6 Class A11 <br> 6.00% 7/27/54<br>| 116873 | 116879 |
| &nbsp;&nbsp;&nbsp; Series 2024-8 Class A5 5.50% <br> 9/25/54<br>| 77654 | 77635 |
| &nbsp;&nbsp;&nbsp; Series 2025-7 Class A5 5.50% <br> 8/25/55<br>| 439209 | 439338 |
| &nbsp;&nbsp;&nbsp; Series 2025-8 Class A4 5.50% <br> 9/25/55<br>| 318924 | 319043 |
| &nbsp;&nbsp; •SoFi Mortgage Trust Series <br> 2016-1A Class 1A4 3.00% <br> 11/25/46<br>| 4933 | 4471 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** |
| &nbsp;&nbsp; •Towd Point Mortgage Trust <br> Series 2024-1 Class A1 4.90% <br> 3/25/64<br>|  | 332301 | $337941 |
| &nbsp;&nbsp; •Verus Securitization Trust <br> Series 2021-R2 Class A3 <br> 1.23% 2/25/64<br>|  | 38673 | 36827 |
| **Total Non-Agency** <br> **Collateralized Mortgage** <br> **Obligations** <br>**(Cost $15,115,310)**<br>|  |  | **15098570** |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.62%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.62%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.62%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.62%** |
| &nbsp;&nbsp; ARZ Trust Series 2024-BILT <br> Class A 5.77% 6/11/39<br>|  | 207000 | 208439 |
| &nbsp;&nbsp; Bank5 Trust Series 2024-5YR6 <br> Class A3 6.23% 5/15/57<br>|  | 281000 | 291940 |
| &nbsp;&nbsp; BBCMS Mortgage Trust Series <br> 2024-5C27 Class A3 6.01% <br> 7/15/57<br>|  | 138000 | 143632 |
| &nbsp;&nbsp; •DBSG Mortgage Trust Series <br> 2024-ALTA Class A 5.95% <br> 6/10/37<br>|  | 229000 | 231063 |
| &nbsp;&nbsp; FS Commercial Mortgage <br> Trust Series 2023-4SZN <br> Class A 7.07% 11/10/39<br>|  | 310000 | 313297 |
| &nbsp;&nbsp; •MF1 Ltd. Series 2021-FL7 <br> Class AS 5.24% (1 mo. USD <br> Term SOFR + 1.56%) <br> 10/16/36<br>|  | 350000 | 349562 |
| &nbsp;&nbsp; MIRA Trust Series 2023-MILE <br> Class A 6.75% 6/10/38<br>|  | 314000 | 322424 |
| &nbsp;&nbsp; •SWCH Commercial Mortgage <br> Trust Series 2025-DATA <br> Class A 5.12% (1 mo. USD <br> Term SOFR + 1.44%) <br> 2/15/42<br>|  | 490000 | 483875 |
| **Total Non-Agency** <br> **Commercial** <br> **Mortgage-Backed** <br> **Securities** <br>**(Cost $2,340,747)**<br>|  |  | **2344232** |
| **ΔSOVEREIGN BONDS–0.80%** | **ΔSOVEREIGN BONDS–0.80%** | **ΔSOVEREIGN BONDS–0.80%** | **ΔSOVEREIGN BONDS–0.80%** |
| **Luxembourg–0.10%** | **Luxembourg–0.10%** | **Luxembourg–0.10%** | **Luxembourg–0.10%** |
| &nbsp;&nbsp; Eagle Funding Luxco SARL <br> 5.50% 8/17/30<br>|  | 366000 | 367922 |
|  |  |  | **367922** |
| **New Zealand–0.50%** | **New Zealand–0.50%** | **New Zealand–0.50%** | **New Zealand–0.50%** |
| New Zealand Government Bonds | New Zealand Government Bonds | New Zealand Government Bonds | New Zealand Government Bonds |
| &nbsp;&nbsp; 4.25% 5/15/36 | NZD | 1900000 | 1049111 |
| &nbsp;&nbsp; 4.50% 5/15/35 | NZD | 1500000 | 852235 |
|  |  |  | **1901346** |

---

*LVIP American Century Balanced Fund–8*

------

**LVIP American Century Balanced Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Romania–0.10%** | **Romania–0.10%** | **Romania–0.10%** |
| &nbsp;&nbsp; Romania Government <br> International Bonds 5.75% <br> 7/4/36<br>| 400000 | $370897 |
|  |  | **370897** |
| **Saudi Arabia–0.10%** | **Saudi Arabia–0.10%** | **Saudi Arabia–0.10%** |
| &nbsp;&nbsp; Saudi Government <br> International Bonds 4.88% <br> 1/12/36<br>| 380000 | 370021 |
|  |  | **370021** |
| **Total Sovereign Bonds** <br>**(Cost $3,089,644)**<br>|  | **3010186** |
| **U.S. TREASURY OBLIGATIONS–8.15%** | **U.S. TREASURY OBLIGATIONS–8.15%** | **U.S. TREASURY OBLIGATIONS–8.15%** |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp; 3.38% 2/29/28 | 1700000 | 1686586 |
| &nbsp;&nbsp; 3.50% 10/31/27 | 3000000 | 2983945 |
| &nbsp;&nbsp; 3.50% 3/15/29 | 1332000 | 1320241 |
| &nbsp;&nbsp; 3.50% 11/30/30 | 1000000 | 981602 |
| &nbsp;&nbsp; 3.75% 11/30/32 | 1700000 | 1663809 |
| &nbsp;&nbsp; 3.88% 3/31/28 | 2400000 | 2403563 |
| &nbsp;&nbsp; 3.88% 12/31/29 | 500000 | 499668 |
| &nbsp;&nbsp; 3.88% 7/31/30 | 300000 | 299496 |
| &nbsp;&nbsp; 3.88% 8/31/32 | 1200000 | 1184953 |
| &nbsp;&nbsp; 3.88% 12/31/32 | 600000 | 591305 |
| &nbsp;&nbsp; 4.00% 5/31/30 | 2500000 | 2508496 |
| &nbsp;&nbsp; 4.00% 6/30/32 | 800000 | 796344 |
| &nbsp;&nbsp; 4.00% 1/31/33 | 400000 | 396937 |
| &nbsp;&nbsp; 4.13% 3/31/29 | 800000 | 806656 |
| &nbsp;&nbsp; 4.13% 10/31/31 | 400000 | 402094 |
| &nbsp;&nbsp; 4.13% 5/31/32 | 2300000 | 2306020 |
| &nbsp;&nbsp; 4.13% 11/15/32 | 300000 | 300105 |
| &nbsp;&nbsp; 4.25% 6/30/29 | 900000 | 910898 |
| &nbsp;&nbsp; 4.25% 2/28/31 | 1400000 | 1418156 |
| &nbsp;&nbsp; 4.38% 12/31/29 | 800000 | 813531 |
| &nbsp;&nbsp; 4.38% 11/30/30 | 3400000 | 3461492 |
| &nbsp;&nbsp; 4.88% 10/31/30 | 2800000 | 2909047 |
| **Total U.S. Treasury** <br> **Obligations** <br>**(Cost $30,631,872)**<br>|  | **30644944** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>|  |
| **COMMON STOCK–60.34%** | **COMMON STOCK–60.34%** | **COMMON STOCK–60.34%** |
| **Air Freight & Logistics–0.30%** | **Air Freight & Logistics–0.30%** | **Air Freight & Logistics–0.30%** |
| FedEx Corp. | 3147 | 1120898 |
|  |  | **1120898** |
| **Automobiles–0.85%** | **Automobiles–0.85%** | **Automobiles–0.85%** |
| †Tesla, Inc. | 8580 | 3189615 |
|  |  | **3189615** |
| **Banks–2.58%** | **Banks–2.58%** | **Banks–2.58%** |
| Bank of America Corp. | 65718 | 3203752 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **BANKS (continued)** | **BANKS (continued)** | **BANKS (continued)** |
| JPMorgan Chase & Co. | 12186 | $3584634 |
| Regions Financial Corp. | 112100 | 2928052 |
|  |  | **9716438** |
| **Beverages–0.50%** | **Beverages–0.50%** | **Beverages–0.50%** |
| PepsiCo, Inc. | 12080 | 1875903 |
|  |  | **1875903** |
| **Biotechnology–1.52%** | **Biotechnology–1.52%** | **Biotechnology–1.52%** |
| AbbVie, Inc. | 10480 | 2279295 |
| Gilead Sciences, Inc. | 15501 | 2160375 |
| †Vertex Pharmaceuticals, Inc. | 2843 | 1269513 |
|  |  | **5709183** |
| **Broadline Retail–2.04%** | **Broadline Retail–2.04%** | **Broadline Retail–2.04%** |
| †Amazon.com, Inc. | 36932 | 7691828 |
|  |  | **7691828** |
| **Building Products–1.02%** | **Building Products–1.02%** | **Building Products–1.02%** |
| &nbsp;&nbsp; Johnson Controls <br> International PLC<br>| 14711 | 1926405 |
| Trane Technologies PLC | 4563 | 1901585 |
|  |  | **3827990** |
| **Capital Markets–2.74%** | **Capital Markets–2.74%** | **Capital Markets–2.74%** |
| Ameriprise Financial, Inc. | 2887 | 1282983 |
| Blackrock, Inc. | 1433 | 1378130 |
| Goldman Sachs Group, Inc. | 2279 | 1928011 |
| &nbsp;&nbsp; Intercontinental Exchange, <br> Inc.<br>| 6845 | 1076582 |
| KKR & Co., Inc. | 9601 | 888093 |
| Morgan Stanley | 10191 | 1677133 |
| S&P Global, Inc. | 4912 | 2089270 |
|  |  | **10320202** |
| **Chemicals–1.05%** | **Chemicals–1.05%** | **Chemicals–1.05%** |
| Ecolab, Inc. | 5255 | 1397935 |
| Linde PLC | 5118 | 2537300 |
|  |  | **3935235** |
| **Communications Equipment–0.53%** | **Communications Equipment–0.53%** | **Communications Equipment–0.53%** |
| Motorola Solutions, Inc. | 4602 | 1997130 |
|  |  | **1997130** |
| **Consumer Finance–0.53%** | **Consumer Finance–0.53%** | **Consumer Finance–0.53%** |
| American Express Co. | 6639 | 2008165 |
|  |  | **2008165** |
| **Consumer Staples Distribution & Retail–0.88%** | **Consumer Staples Distribution & Retail–0.88%** | **Consumer Staples Distribution & Retail–0.88%** |
| Costco Wholesale Corp. | 1722 | 1715853 |
| Sysco Corp. | 22480 | 1603498 |
|  |  | **3319351** |

---

*LVIP American Century Balanced Fund–9*

------

**LVIP American Century Balanced Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Containers & Packaging–0.30%** | **Containers & Packaging–0.30%** | **Containers & Packaging–0.30%** |
| Ball Corp. | 19189 | $1134262 |
|  |  | **1134262** |
| **Diversified Telecommunication Services–0.23%** | **Diversified Telecommunication Services–0.23%** | **Diversified Telecommunication Services–0.23%** |
| &nbsp;&nbsp; Verizon Communications, <br> Inc.<br>| 17333 | 870117 |
|  |  | **870117** |
| **Electric Utilities–1.15%** | **Electric Utilities–1.15%** | **Electric Utilities–1.15%** |
| NextEra Energy, Inc. | 46757 | 4342790 |
|  |  | **4342790** |
| **Electrical Equipment–0.91%** | **Electrical Equipment–0.91%** | **Electrical Equipment–0.91%** |
| Eaton Corp. PLC | 5220 | 1867037 |
| GE Vernova, Inc. | 1793 | 1565110 |
|  |  | **3432147** |
| **Electronic Equipment, Instruments & Components–0.33%** | **Electronic Equipment, Instruments & Components–0.33%** | **Electronic Equipment, Instruments & Components–0.33%** |
| Amphenol Corp. Class A | 7404 | 935496 |
| †Coherent Corp. | 1273 | 303241 |
|  |  | **1238737** |
| **Energy Equipment & Services–0.56%** | **Energy Equipment & Services–0.56%** | **Energy Equipment & Services–0.56%** |
| SLB Ltd. | 40618 | 2087359 |
|  |  | **2087359** |
| **Entertainment–0.61%** | **Entertainment–0.61%** | **Entertainment–0.61%** |
| &nbsp;&nbsp; †Liberty Media Corp.-Liberty <br> Formula One Class C<br>| 3755 | 319250 |
| †Netflix, Inc. | 20380 | 1959537 |
|  |  | **2278787** |
| **Financial Services–1.56%** | **Financial Services–1.56%** | **Financial Services–1.56%** |
| Mastercard, Inc. Class A | 7659 | 3826896 |
| Visa, Inc. Class A | 6706 | 2026821 |
|  |  | **5853717** |
| **Ground Transportation–0.59%** | **Ground Transportation–0.59%** | **Ground Transportation–0.59%** |
| †Uber Technologies, Inc. | 13580 | 976810 |
| Union Pacific Corp. | 5099 | 1237119 |
|  |  | **2213929** |
| **Health Care Equipment & Supplies–0.59%** | **Health Care Equipment & Supplies–0.59%** | **Health Care Equipment & Supplies–0.59%** |
| †IDEXX Laboratories, Inc. | 2111 | 1186150 |
| †Intuitive Surgical, Inc. | 2229 | 1027547 |
|  |  | **2213697** |
| **Health Care Providers & Services–1.08%** | **Health Care Providers & Services–1.08%** | **Health Care Providers & Services–1.08%** |
| Cencora, Inc. | 3453 | 1084725 |
| Cigna Group | 7166 | 1911531 |
| UnitedHealth Group, Inc. | 3986 | 1078572 |
|  |  | **4074828** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Health Care Reits–0.70%** | **Health Care Reits–0.70%** | **Health Care Reits–0.70%** |
| Welltower, Inc. | 13297 | $2628950 |
|  |  | **2628950** |
| **Hotels, Restaurants & Leisure–0.89%** | **Hotels, Restaurants & Leisure–0.89%** | **Hotels, Restaurants & Leisure–0.89%** |
| †Airbnb, Inc. Class A | 2998 | 378587 |
| Booking Holdings, Inc. | 283 | 1191521 |
| &nbsp;&nbsp; Marriott International, Inc. <br> Class A<br>| 5391 | 1763234 |
|  |  | **3333342** |
| **Household Products–1.16%** | **Household Products–1.16%** | **Household Products–1.16%** |
| Church & Dwight Co., Inc. | 11869 | 1107615 |
| Colgate-Palmolive Co. | 9155 | 780281 |
| Procter & Gamble Co. | 17103 | 2470357 |
|  |  | **4358253** |
| **Industrial Conglomerates–0.51%** | **Industrial Conglomerates–0.51%** | **Industrial Conglomerates–0.51%** |
| Honeywell International, Inc. | 8404 | 1899556 |
|  |  | **1899556** |
| **Industrial Reits–0.67%** | **Industrial Reits–0.67%** | **Industrial Reits–0.67%** |
| Prologis, Inc. | 19018 | 2513799 |
|  |  | **2513799** |
| **Insurance–0.88%** | **Insurance–0.88%** | **Insurance–0.88%** |
| Marsh & McLennan Cos., Inc. | 5458 | 946690 |
| MetLife, Inc. | 21002 | 1485262 |
| Progressive Corp. | 4506 | 893269 |
|  |  | **3325221** |
| **Interactive Media & Services–4.66%** | **Interactive Media & Services–4.66%** | **Interactive Media & Services–4.66%** |
| Alphabet, Inc. Class A | 47071 | 13535737 |
| Meta Platforms, Inc. Class A | 7003 | 4006626 |
|  |  | **17542363** |
| **IT Services–0.91%** | **IT Services–0.91%** | **IT Services–0.91%** |
| &nbsp;&nbsp; International Business <br> Machines Corp.<br>| 12293 | 2979700 |
| †MongoDB, Inc. | 1849 | 452580 |
|  |  | **3432280** |
| **Life Sciences Tools & Services–1.14%** | **Life Sciences Tools & Services–1.14%** | **Life Sciences Tools & Services–1.14%** |
| Agilent Technologies, Inc. | 6378 | 726964 |
| Danaher Corp. | 10761 | 2040286 |
| &nbsp;&nbsp; Thermo Fisher Scientific, <br> Inc.<br>| 3109 | 1528167 |
|  |  | **4295417** |
| **Machinery–1.85%** | **Machinery–1.85%** | **Machinery–1.85%** |
| Cummins, Inc. | 4734 | 2546987 |
| Deere & Co. | 2396 | 1349667 |
| Parker-Hannifin Corp. | 1588 | 1421641 |
| Xylem, Inc. | 13739 | 1641810 |
|  |  | **6960105** |

---

*LVIP American Century Balanced Fund–10*

------

**LVIP American Century Balanced Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Oil, Gas & Consumable Fuels–1.20%** | **Oil, Gas & Consumable Fuels–1.20%** | **Oil, Gas & Consumable Fuels–1.20%** |
| Cheniere Energy, Inc. | 7737 | $2195451 |
| Williams Cos., Inc. | 31916 | 2322847 |
|  |  | **4518298** |
| **Pharmaceuticals–1.76%** | **Pharmaceuticals–1.76%** | **Pharmaceuticals–1.76%** |
| Bristol-Myers Squibb Co. | 13166 | 798518 |
| Eli Lilly & Co. | 3514 | 3232072 |
| Merck & Co., Inc. | 11188 | 1345804 |
| Zoetis, Inc. | 10409 | 1230448 |
|  |  | **6606842** |
| **Professional Services–0.31%** | **Professional Services–0.31%** | **Professional Services–0.31%** |
| &nbsp;&nbsp; Automatic Data Processing, <br> Inc.<br>| 5802 | 1178850 |
|  |  | **1178850** |
| **Semiconductors & Semiconductor Equipment–9.31%** | **Semiconductors & Semiconductor Equipment–9.31%** | **Semiconductors & Semiconductor Equipment–9.31%** |
| Analog Devices, Inc. | 9910 | 3152767 |
| Applied Materials, Inc. | 5704 | 1949570 |
| ASML Holding NV | 712 | 946786 |
| Broadcom, Inc. | 22299 | 6901764 |
| Lam Research Corp. | 6556 | 1400755 |
| Micron Technology, Inc. | 4637 | 1566564 |
| NVIDIA Corp. | 103092 | 17979245 |
| &nbsp;&nbsp; Taiwan Semiconductor <br> Manufacturing Co. Ltd. <br> ADR<br>| 3368 | 1138216 |
|  |  | **35035667** |
| **Software–5.64%** | **Software–5.64%** | **Software–5.64%** |
| †AppLovin Corp. Class A | 1918 | 763364 |
| &nbsp;&nbsp; †Cadence Design Systems, <br> Inc.<br>| 7588 | 2108478 |
| &nbsp;&nbsp; †Crowdstrike Holdings, Inc. <br> Class A<br>| 2204 | 860464 |
| †Dynatrace, Inc. | 23577 | 871877 |
| Microsoft Corp. | 37888 | 14025001 |
| Salesforce, Inc. | 3946 | 736600 |
| †ServiceNow, Inc. | 10450 | 1092547 |
| †Workday, Inc. Class A | 5709 | 741713 |
|  |  | **21200044** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of**<br> **Shares**<br>| **Value**<br> **(U.S. $)**<br>|
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Specialized Reits–0.36%** | **Specialized Reits–0.36%** | **Specialized Reits–0.36%** |
| Equinix, Inc. | 1397 | $1369395 |
|  |  | **1369395** |
| **Specialty Retail–2.21%** | **Specialty Retail–2.21%** | **Specialty Retail–2.21%** |
| Home Depot, Inc. | 8894 | 2925148 |
| †O'Reilly Automotive, Inc. | 14450 | 1333879 |
| TJX Cos., Inc. | 17505 | 2795548 |
| Tractor Supply Co. | 28055 | 1270892 |
|  |  | **8325467** |
| **Technology Hardware, Storage & Peripherals–3.13%** | **Technology Hardware, Storage & Peripherals–3.13%** | **Technology Hardware, Storage & Peripherals–3.13%** |
| Apple, Inc. | 43135 | 10947232 |
| Western Digital Corp. | 3040 | 822289 |
|  |  | **11769521** |
| **Trading Companies & Distributors–0.60%** | **Trading Companies & Distributors–0.60%** | **Trading Companies & Distributors–0.60%** |
| Ferguson Enterprises, Inc. | 4457 | 1039640 |
| United Rentals, Inc. | 1665 | 1213052 |
|  |  | **2252692** |
| **Total Common Stock** <br>**(Cost $135,500,122)**<br>|  | **226998370** |
| **EXCHANGE-TRADED FUNDS–0.69%** | **EXCHANGE-TRADED FUNDS–0.69%** | **EXCHANGE-TRADED FUNDS–0.69%** |
| iShares Core S&P 500 ETF  | 2868 | 1873406 |
| &nbsp;&nbsp; State Street SPDR Portfolio <br> High Yield Bond ETF <br>| 31320 | 730383 |
| **Total Exchange-Traded Funds** <br>**(Cost $2,584,895)** | **Total Exchange-Traded Funds** <br>**(Cost $2,584,895)** | **2603789** |
| **MONEY MARKET FUND–2.22%** | **MONEY MARKET FUND–2.22%** | **MONEY MARKET FUND–2.22%** |
| &nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Premier Class <br> (seven-day effective yield <br> 3.60%)<br>| 8340996 | 8340996 |
| **Total Money Market Fund** <br>**(Cost $8,340,996)** | **Total Money Market Fund** <br>**(Cost $8,340,996)** | **8340996** |

---

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

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

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–100.78% (Cost $289,170,016)** | **379113697** |
| **LIABILITIES NET OF RECEIVABLES AND OTHER ASSETS–(0.78%)** | **(2929047)**<br>|
| **NET ASSETS APPLICABLE TO 43,192,715 SHARES OUTSTANDING –100.00%** | **$376184650** |

---

&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; \*Interest only security. An interest only security is the interest only portion of a fixed income security which is sold separately from the <br> principal portion of the security. |

---

*LVIP American Century Balanced Fund–11*

------

**LVIP American Century Balanced Fund**

**Schedule of Investments (continued)**

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

---

| |
|:---|
| &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. |
| ΔSecurities have been classified by country of origin. |
| 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. |
| φStep coupon bond. Coupon increases/decreases periodically based on predetermined schedule. Stated rate in effect at March 31, 2026. |
| &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. |
| †Non-income producing. |

---

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

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

**Foreign Currency Exchange Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Receive (Deliver)** | **Contracts to**<br> **Receive (Deliver)** | **In Exchange For** | **In Exchange For** | **Settlement Date** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| CBK | EUR | &nbsp;&nbsp; (170697)<br>| USD | &nbsp;&nbsp; 199357 | 6/26/26 | &nbsp;&nbsp; $1279 | &nbsp;&nbsp; $— |
| GS | EUR | &nbsp;&nbsp; (199262)<br>| USD | &nbsp;&nbsp; 232451 | 6/26/26 | &nbsp;&nbsp; 1225 | &nbsp;&nbsp; — |
| GS | EUR | &nbsp;&nbsp; 27718 | USD | &nbsp;&nbsp; (32037)<br>| 6/26/26 | &nbsp;&nbsp; 127 | &nbsp;&nbsp; — |
| GS | NZD | &nbsp;&nbsp; (1059951)<br>| USD | &nbsp;&nbsp; 632939 | 6/17/26 | &nbsp;&nbsp; 22170 | &nbsp;&nbsp; — |
| MSC | EUR | &nbsp;&nbsp; (170697)<br>| USD | &nbsp;&nbsp; 199202 | 6/26/26 | &nbsp;&nbsp; 1124 | &nbsp;&nbsp; — |
| MSC | EUR | &nbsp;&nbsp; (21908)<br>| USD | &nbsp;&nbsp; 25375 | 6/26/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (48)<br>|
| MSC | NZD | &nbsp;&nbsp; 19087 | USD | &nbsp;&nbsp; (11161)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (163)<br>|
| MSC | NZD | &nbsp;&nbsp; (2175685)<br>| USD | &nbsp;&nbsp; 1269578 | 6/17/26 | &nbsp;&nbsp; 15897 | &nbsp;&nbsp; — |
| UBS | EUR | &nbsp;&nbsp; (170697)<br>| USD | &nbsp;&nbsp; 199288 | 6/26/26 | &nbsp;&nbsp; 1210 | &nbsp;&nbsp; — |
| UBS | EUR | &nbsp;&nbsp; 32560 | USD | &nbsp;&nbsp; (37766)<br>| 6/26/26 | &nbsp;&nbsp; 16 | &nbsp;&nbsp; — |
| **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | &nbsp;&nbsp; $43048 | &nbsp;&nbsp; $(211)<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:** |
| (8) | CBOT 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; $(888375)<br>| &nbsp;&nbsp; $(885766)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(2609)<br>|
| 65 | CBOT 2 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; 13483946 | &nbsp;&nbsp; 13461440 | &nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp; 22506 | &nbsp;&nbsp; — |
| 59 | CBOT U.S. Long Bond Futures | &nbsp;&nbsp; 6718625 | &nbsp;&nbsp; 6865529 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (146904)<br>|
| (6) | Ultra 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; (681094)<br>| &nbsp;&nbsp; (678613)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2481)<br>|
| 72 | Ultra U.S. Treasury Bond Futures | &nbsp;&nbsp; 8392500 | &nbsp;&nbsp; 8663358 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (270858)<br>|
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp; $22506 | &nbsp;&nbsp; $(422852)<br>|

---

*LVIP American Century Balanced Fund–12*

------

**LVIP American Century Balanced Fund**

**Schedule of Investments (continued)**

**Swap Contract**

**Credit Default Swap (CDS) Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation/**<br> **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount**<sup>2</sup> <br>| **Annual**<br> **Protection**<br> **Payments**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<sup>1</sup> <br>| **Unrealized**<br> **Depreciation**<sup>1</sup> <br>|
| **Centrally Cleared:** |  |  |  |  |  |  |  |
| **Protection Sold** |  |  |  |  |  |  |  |
| CDX.NA.HY.45 - Quarterly<sup>3</sup> <br>| 693000 | (5.00%) | 12/20/30 | $37649 | $39328 | $— | $(1679) |

---

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

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

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

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>1</sup> Includes cumulative appreciation (depreciation) of futures and centrally cleared swap contracts from the date the contracts were opened <br> through March 31, 2026. |
| &nbsp;&nbsp;&nbsp;&nbsp; <sup>2</sup> Notional amount shown is stated in U.S. dollars unless noted that the swap is denominated in another currency. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>3</sup> Markit's North American High Yield CDX Index, or the CDX.NA.HY Index, is composed of 100 of the most liquid North American entities with <br> high yield credit ratings that trade in the CDS market. Constituents for the index can be found at www.markit.com/Documentation. |

---

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

---

| |
|:---|
| **Summary of Abbreviations:** |
| ADR–American Depositary Receipt |
| BNP–BNP Paribas |
| CBK–Citibank NA |
| CBOT–Chicago Board of Trade |
| ETF–Exchange-Traded Fund |
| EUR–Euro |
| GS–Goldman Sachs |
| HSBC–Hong Kong and Shanghai Banking Corporation |
| IT–Information Technology |
| LNG–Liquefied Natural Gas |
| MSC–Morgan Stanley & Co. |
| NZD–New Zealand Dollar |
| REMIC–Real Estate Mortgage Investment Conduits |
| RFUCCT–Refinitiv USD IBOR Consumer Cash Fallbacks Term |
| S&P–Standard & Poor's |
| SOFR–Secured Overnight Financing Rate |
| SPDR–Standard & Poor's Depositary Receipt |
| TBA–To be announced |
| USD–United States Dollar |
| yr.–Year |

---

*LVIP American Century Balanced Fund–13*

------

## 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 American Century Balanced Fund

- **b. EDGAR series identifier (if any):** S000083643

- **c. LEI of Series:** 254900LIBPHEI8QKOK26

**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:** $380446441.04

**Total Liabilities:** $3777090.32

**Net Assets:** $376669350.72

**Delayed Delivery Securities:** $325776.25

**Cash Not Reported:** $397812.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -116.16000000 | **1-Year:** -3176.31000000 | **5-Year:** -9119.45000000 | **10-Year:** -10519.13000000 | **30-Year:** -4331.76000000

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

- **3-Month:** -20.61000000 | **1-Year:** -579.54000000 | **5-Year:** -860.59000000 | **10-Year:** -357.67000000 | **30-Year:** -77.62000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000247618 | 0.79%                | -0.19%               | -4.30%               |
| Class ID C000247619 | 0.81%                | -0.16%               | -4.28%               |
| Class ID C000247620 | 0.82%                | -0.15%               | -4.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $356463.90               | $2388680.74                                |
| Month 2  | $1040480.73              | $-2783286.99                               |
| Month 3  | $1255230.11              | $-18311069.44                              |

**Designated Index Information**

- **Index Name:** 60% S&P 500, 40% Bloomberg US Aggregate Bond Index

- **Index Identifier:** 60% SPX, 40% LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO Mortgage Corp                                                | ABN Amro Mortgage Corp                                                                                                 | CUSIP: 000780BZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       192 | PA      | $189.33       | 0.00%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                      | ABN AMRO Bank NV                                                                                                       | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178513.04    | 0.05%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                                | ARZ Trust 2024-BILT                                                                                                    | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207000 | PA      | $208439.42    | 0.06%             | 2039-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                   | Abbott Laboratories                                                                                                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215128.85    | 0.06%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                   | Abbott Laboratories                                                                                                    | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161786.97    | 0.04%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                            | AbbVie Inc                                                                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     10480 | NS      | $2279295.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                              | Agilent Technologies Inc                                                                                               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      6378 | NS      | $726964.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                            | Airbnb Inc                                                                                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      2998 | NS      | $378587.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                                            | Airbnb Inc                                                                                                             | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89797.20     | 0.02%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                            | Airbnb Inc                                                                                                             | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105106.33    | 0.03%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                         | Aircastle Ltd                                                                                                          | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $207351.51    | 0.06%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                            | Allianz SE                                                                                                             | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $208223.60    | 0.06%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                              | Allison Transmission Inc                                                                                               | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149080.41    | 0.04%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                             | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2397000 | PA      | $2363745.56   | 0.63%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                          | Alphabet Inc                                                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     47071 | NS      | $13535736.76  | 3.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                          | Alphabet Inc                                                                                                           | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261699.47    | 0.07%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                          | Alphabet Inc                                                                                                           | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189186.12    | 0.05%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                          | Alphabet Inc                                                                                                           | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174437.11    | 0.05%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc                                                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     36932 | NS      | $7691827.64   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                        | Amazon.com Inc                                                                                                         | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183219.45    | 0.05%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                        | Amazon.com Inc                                                                                                         | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148632.94    | 0.04%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                              | Amcor Flexibles North America Inc                                                                                      | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160416.02    | 0.04%             | 2036-03-12      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                   | American Express Co                                                                                                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      6639 | NS      | $2008164.72   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                           | Cencora Inc                                                                                                            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3453 | NS      | $1084725.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                              | Ameriprise Financial Inc                                                                                               | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      2887 | NS      | $1282982.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                                                              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179180.30    | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                         | Amphenol Corp                                                                                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      7404 | NS      | $935495.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                    | Analog Devices Inc                                                                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      9910 | NS      | $3152767.40   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTARES HOLDINGS                                                      | Antares Holdings LP                                                                                                    | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247469.26    | 0.07%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                 | Antero Resources Corp                                                                                                  | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157337.91    | 0.04%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                             | Apple Inc                                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     43135 | NS      | $10947231.65  | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                 | Applied Materials Inc                                                                                                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5704 | NS      | $1949570.16   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp                                                                                                          | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1918 | NS      | $763364.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                                         | AppLovin Corp                                                                                                          | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45261.10     | 0.01%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                         | AppLovin Corp                                                                                                          | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    179000 | PA      | $180756.31    | 0.05%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                         | AppLovin Corp                                                                                                          | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143799.54    | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                | Arizona Public Service Co                                                                                              | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127297.75    | 0.03%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                   | Ashtead Capital Inc                                                                                                    | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205814.41    | 0.05%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                 | Athene Global Funding                                                                                                  | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119977.31    | 0.03%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                  | Atlas Warehouse Lending Co LP                                                                                          | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401092.43    | 0.11%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                  | Atlas Warehouse Lending Co LP                                                                                          | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245230.10    | 0.07%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                  | Atlas Warehouse Lending Co LP                                                                                          | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242117.77    | 0.06%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                         | Automatic Data Processing Inc                                                                                          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      5802 | NS      | $1178850.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                              | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    179000 | PA      | $171475.78    | 0.05%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                           | BBCMS Mortgage Trust 2024-5C27                                                                                         | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138000 | PA      | $143631.77    | 0.04%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                           | BNP Paribas SA                                                                                                         | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $416660.80    | 0.11%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA                                                                                                                | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $223940.11    | 0.06%             | 2037-01-14      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                             | Ball Corp                                                                                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     19189 | NS      | $1134261.79   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                              | Banco Bilbao Vizcaya Argentaria SA                                                                                     | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199514.04    | 0.05%             | 2027-11-16      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                                                                     | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197429.06    | 0.05%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                    | Banco Santander SA                                                                                                     | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $215428.13    | 0.06%             | 2028-11-21      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     65718 | NS      | $3203752.50   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                                                                   | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113506.08    | 0.03%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                                                                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147868.19    | 0.04%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                   | Bank of Nova Scotia/The                                                                                                | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $450203.55    | 0.12%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                 | BANK5 Trust 2024-5YR6                                                                                                  | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281000 | PA      | $291939.95    | 0.08%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                          | BARC 2026-CES1                                                                                                         | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649301 | PA      | $642239.16    | 0.17%             | 2056-01-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                          | Barclays Mortgage Loan Trust 2026-NQM2                                                                                 | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    706459 | PA      | $697702.50    | 0.19%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                              | Baxter International Inc                                                                                               | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138195.11    | 0.04%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                              | Baxter International Inc                                                                                               | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78129.91     | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                  | Beignet Investor LLC                                                                                                   | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $69914.62     | 0.02%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                            | Blackbird Capital II Aircraft Lease Ltd                                                                                | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184254 | PA      | $174681.98    | 0.05%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                | Blackstone Private Credit Fund                                                                                         | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    199000 | PA      | $196059.34    | 0.05%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                                         | Blackrock Inc                                                                                                          | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      1433 | NS      | $1378130.43   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                              | Blue Owl Technology Finance Corp                                                                                       | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    281000 | PA      | $277717.72    | 0.07%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205322.29    | 0.05%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                  | Booking Holdings Inc                                                                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       283 | NS      | $1191520.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                                       | BRAVO Residential Funding Trust 2024 RPL1                                                                              | CUSIP: 10568TAA7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    358043 | PA      | $329877.37    | 0.09%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                       | BRAVO Residential Funding Trust 2024-CES1                                                                              | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |    187956 | PA      | $189581.79    | 0.05%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                               | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     13166 | NS      | $798517.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                               | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144435.92    | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                          | Broadcom Inc                                                                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     22299 | NS      | $6901763.49   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                                                           | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118172.51    | 0.03%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                                           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $142331.13    | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                       | Cigna Group/The                                                                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      7166 | NS      | $1911530.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                                                    | CNA Financial Corp                                                                                                     | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    209000 | PA      | $204515.42    | 0.05%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                                                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167368.32    | 0.04%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100997.62    | 0.03%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                       | CVS Health Corp                                                                                                        | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73283.86     | 0.02%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                | CHL Mortgage Pass-Through Trust 2005-17                                                                                | CUSIP: 12669G5X5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       178 | PA      | $163.14       | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                            | Cadence Design Systems Inc                                                                                             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      7588 | NS      | $2108477.56   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                                                   | CALIFORNIA ST                                                                                                          | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20000 | PA      | $23990.07     | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| California State University                                           | CALIFORNIA ST UNIV REVENUE                                                                                             | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $130901.36    | 0.03%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                              | Capital One Financial Corp                                                                                             | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $146555.24    | 0.04%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                              | Capital One Financial Corp                                                                                             | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182194.27    | 0.05%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                              | Capital One Financial Corp                                                                                             | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    158000 | PA      | $154819.05    | 0.04%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                         | Carnival Corp                                                                                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    235000 | PA      | $229472.28    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                         | Carnival Corp                                                                                                          | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     84000 | PA      | $83393.65     | 0.02%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                          | Centene Corp                                                                                                           | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71196.18     | 0.02%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                    | Cenovus Energy Inc                                                                                                     | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $106447.80    | 0.03%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                    | Chase Home Lending Mortgage Trust 2024-8                                                                               | CUSIP: 16159XAL6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     66367 | PA      | $66224.72     | 0.02%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                    | Chase Home Lending Mortgage Trust 2024-10                                                                              | CUSIP: 16159YAD2<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |    189463 | PA      | $190169.46    | 0.05%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                    | Chase Home Lending Mortgage Trust 2024-9                                                                               | CUSIP: 16160QAD6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    172462 | PA      | $172418.78    | 0.05%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                    | Chase Home Lending Mortgage Trust 2024-9                                                                               | CUSIP: 16160QAK0<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     30056 | PA      | $29981.03     | 0.01%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                    | Chase Home Lending Mortgage Trust Series 2025-9                                                                        | CUSIP: 16160UAE5<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |    566994 | PA      | $567235.56    | 0.15%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                    | Chase Home Lending Mortgage Trust 2025-8                                                                               | CUSIP: 16162UAD5<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |    473592 | PA      | $476420.37    | 0.13%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                    | Chase Home Lending Mortgage Trust Series 2024-2                                                                        | CUSIP: 161929BH6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    104332 | PA      | $104803.30    | 0.03%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                    | Chase Home Lending Mortgage Trust 2025-5                                                                               | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |    357797 | PA      | $358020.54    | 0.10%             | 2056-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc                                                                                                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      7737 | NS      | $2195451.12   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                   | Cheniere Energy Inc                                                                                                    | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73244.07     | 0.02%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                   | Cheniere Energy Inc                                                                                                    | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102634.91    | 0.03%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                | Church & Dwight Co Inc                                                                                                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     11869 | NS      | $1107615.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                     | Citigroup Mortgage Loan Trust 2025-2                                                                                   | CUSIP: 17292BAK2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    273369 | PA      | $274824.59    | 0.07%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                                                          | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64257.00     | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                                                          | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    616000 | PA      | $637041.94    | 0.17%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193301.98    | 0.05%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                                                          | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72031.90     | 0.02%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                     | Citigroup Mortgage Loan Trust 2024-CMI1                                                                                | CUSIP: 17332DAL8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    281304 | PA      | $281247.24    | 0.07%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                     | Citigroup Mortgage Loan Trust 2025-3 Trust                                                                             | CUSIP: 17332RAL7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    230314 | PA      | $230288.92    | 0.06%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                                         | Coherent Corp                                                                                                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      1273 | NS      | $303241.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                  | Colgate-Palmolive Co                                                                                                   | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      9155 | NS      | $780280.65    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| University of California College of the Law San Francisco             | COLLEGE LAW SAN FRANCISCO REVENUE CA                                                                                   | CUSIP: 194248AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30115.58     | 0.01%             | 2050-08-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco             | COLLEGE LAW SAN FRANCISCO REVENUE CA                                                                                   | CUSIP: 194248AS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $30236.15     | 0.01%             | 2055-08-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                              | Columbia Pipelines Holding Co LLC                                                                                      | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149012.06    | 0.04%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                | Commonwealth Edison Co                                                                                                 | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165215.44    | 0.04%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                              | Corebridge Financial Inc                                                                                               | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104180.22    | 0.03%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae                                                                                                             | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    668000 | PA      | $661521.96    | 0.18%             | 2056-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                 | Costco Wholesale Corp                                                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1722 | NS      | $1715852.46   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                              | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                   | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $179086.60    | 0.05%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                | Cox Communications Inc                                                                                                 | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116000.49    | 0.03%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                    | Credit Agricole SA                                                                                                     | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $190411.06    | 0.05%             | 2029-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                              | Crowdstrike Holdings Inc                                                                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      2204 | NS      | $860463.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                           | Cummins Inc                                                                                                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      4734 | NS      | $2546986.68   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                    | CyrusOne Data Centers Issuer I LLC                                                                                     | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $291618.78    | 0.08%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                         | DI Issuer LLC                                                                                                          | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598265 | PA      | $575689.62    | 0.15%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                       | DTE Electric Co                                                                                                        | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52210.02     | 0.01%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                       | DTE Electric Co                                                                                                        | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52987.80     | 0.01%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                          | Danaher Corp                                                                                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     10761 | NS      | $2040285.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                         | DBSG 2024-ALTA Mortgage Trust                                                                                          | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229000 | PA      | $231062.44    | 0.06%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                            | Deere & Co                                                                                                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2396 | NS      | $1349666.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                                               | Dell International LLC / EMC Corp                                                                                      | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71086.82     | 0.02%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                                                           | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67855.68     | 0.02%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                   | Dominion Energy Inc                                                                                                    | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    221000 | PA      | $217507.07    | 0.06%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                                                 | Dresdner Funding Trust I                                                                                               | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    235000 | PA      | $251829.27    | 0.07%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                       | Duke University                                                                                                        | CUSIP: 26442TAE7<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78552.11     | 0.02%             | 2046-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC                                                                                               | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46662.81     | 0.01%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                | Duke University Health System Inc                                                                                      | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23554.17     | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                               | Duke Energy Florida LLC                                                                                                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91061.75     | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                               | Duke Energy Florida LLC                                                                                                | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73612.00     | 0.02%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dynatrace Inc                                                         | Dynatrace Inc                                                                                                          | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     23577 | NS      | $871877.46    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                              | Electricite de France SA                                                                                               | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    211000 | PA      | $235186.97    | 0.06%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                    | EFMT 2024-NQM1                                                                                                         | CUSIP: 26845DAB1<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |    185974 | PA      | $186402.58    | 0.05%             | 2069-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                        | EPR Properties                                                                                                         | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     58000 | PA      | $57922.44     | 0.02%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                              | Eagle Funding Luxco Sarl                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    366000 | PA      | $367921.50    | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                                   | Eagle Materials Inc                                                                                                    | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153200.96    | 0.04%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                               | PURCHASED USD / SOLD NZD                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $22170.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                               | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $1203.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                           | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1278.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $1123.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $1210.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                | PURCHASED NZD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-163.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                               | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $21.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                | PURCHASED USD / SOLD NZD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $4452.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                | PURCHASED USD / SOLD NZD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $4364.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                | PURCHASED USD / SOLD NZD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $7079.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-47.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                               | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |         1 | NC      | $126.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP                                                            | Eaton Corp                                                                                                             | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197106.31    | 0.05%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                            | Ecolab Inc                                                                                                             | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      5255 | NS      | $1397935.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LLC                                                  | Emera US Finance LLC                                                                                                   | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $55687.59     | 0.01%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                          | Enbridge Inc                                                                                                           | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $360084.96    | 0.10%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                                                                     | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136787.60    | 0.04%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                                                                     | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    102000 | PA      | $110125.50    | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                                                                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80640.14     | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                 | Entergy Louisiana LLC                                                                                                  | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51703.27     | 0.01%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                              | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76407.65     | 0.02%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                              | Equinix Europe 2 Financing Corp LLC                                                                                    | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    175000 | PA      | $170207.22    | 0.05%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                           | Equinix Inc                                                                                                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      1397 | NS      | $1369395.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc                                                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      7003 | NS      | $4006626.39   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75705.24     | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111456.45    | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242596.36    | 0.06%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171682.26    | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                    | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $210912.83    | 0.06%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIP Master Funding, LLC                                               | FIP Master Funding LLC                                                                                                 | CUSIP: 30332YAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498000 | PA      | $489563.24    | 0.13%             | 2056-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                                | FS Commercial Mortgage Trust 2023-4SZN                                                                                 | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $313296.88    | 0.08%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432109 | PA      | $381027.23    | 0.10%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3132DMJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    508732 | PA      | $447226.88    | 0.12%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833040 | PA      | $805905.87    | 0.21%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395337 | PA      | $365926.77    | 0.10%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93839 | PA      | $86801.37     | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181115 | PA      | $180931.96    | 0.05%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3132DPEF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206058 | PA      | $183151.38    | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    754119 | PA      | $698242.72    | 0.19%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270322 | PA      | $262010.90    | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133AQXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    778953 | PA      | $659826.37    | 0.18%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361122 | PA      | $344133.04    | 0.09%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351704 | PA      | $325700.90    | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133BJPA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119321 | PA      | $116331.16    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    595703 | PA      | $507988.76    | 0.13%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133KMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282319 | PA      | $250262.59    | 0.07%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510384 | PA      | $414817.22    | 0.11%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263788 | PA      | $234940.58    | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448193 | PA      | $423744.01    | 0.11%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1046313 | PA      | $995120.11    | 0.26%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142618 | PA      | $144542.82    | 0.04%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3133KQEW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123292 | PA      | $124566.53    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                           | Federal Home Loan Mortgage Corp                                                                                        | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $781134.37    | 0.21%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                            | Federal National Mortgage Association                                                                                  | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    800000 | PA      | $703109.59    | 0.19%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae REMICS                                                                                                      | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2911363 | PA      | $370899.26    | 0.10%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95477 | PA      | $90308.87     | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13973 | PA      | $14139.98     | 0.00%             | 2047-03-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39701 | PA      | $35656.11     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462886 | PA      | $411938.87    | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207210 | PA      | $197462.10    | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140N24W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251791 | PA      | $245514.74    | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286831 | PA      | $286146.02    | 0.08%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800116 | PA      | $686529.49    | 0.18%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    961366 | PA      | $907622.94    | 0.24%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392949 | PA      | $349292.62    | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615351 | PA      | $565794.25    | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421540 | PA      | $408536.85    | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1033836 | PA      | $1027650.53   | 0.27%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    778160 | PA      | $772467.05    | 0.21%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140QQKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    965163 | PA      | $958200.35    | 0.25%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1092513 | PA      | $1100417.10   | 0.29%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1376656 | PA      | $1332402.80   | 0.35%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542666 | PA      | $464073.13    | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884751 | PA      | $724565.65    | 0.19%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411544 | PA      | $390351.28    | 0.10%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217570 | PA      | $199941.00    | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328350 | PA      | $293825.09    | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129190 | PA      | $122667.06    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    759707 | PA      | $675308.98    | 0.18%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163451 | PA      | $145242.62    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185913 | PA      | $158984.26    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506375 | PA      | $468685.96    | 0.12%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248758 | PA      | $210588.90    | 0.06%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1701900 | PA      | $1718806.15   | 0.46%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92123 | PA      | $81922.08     | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504163 | PA      | $429015.40    | 0.11%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                                                        | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453429 | PA      | $457470.73    | 0.12%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 31427RJ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507210 | PA      | $509833.32    | 0.14%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                            | FedEx Corp                                                                                                             | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3147 | NS      | $1120898.46   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                                                       | CUSIP: 3142GWPX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498150 | PA      | $501640.78    | 0.13%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                              | Fedex Freight Holding Co Inc                                                                                           | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    223000 | PA      | $215750.02    | 0.06%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                              | Ferguson Enterprises Inc                                                                                               | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      4457 | NS      | $1039639.82   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexential Issuer, LLC                                                | Flexential Issuer LLC                                                                                                  | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $422091.09    | 0.11%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                     | Flowers Foods Inc                                                                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90762.32     | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                       | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                                                             | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $68933.29     | 0.02%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                              | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210665.71    | 0.06%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                 | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206024.71    | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                 | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $333312.45    | 0.09%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                  | GCAT 2024-INV2 Trust                                                                                                   | CUSIP: 36170KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121579 | PA      | $122321.93    | 0.03%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165175 | PA      | $147935.78    | 0.04%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437185 | PA      | $391342.13    | 0.10%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400695 | PA      | $373719.47    | 0.10%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    410902 | PA      | $367285.49    | 0.10%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1172099 | PA      | $1109050.20   | 0.29%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1094453 | PA      | $1065783.18   | 0.28%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    904720 | PA      | $881438.44    | 0.23%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1449099 | PA      | $1361235.99   | 0.36%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                               | GLP Capital LP / GLP Financing II Inc                                                                                  | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $97259.82     | 0.03%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                    | Ally Financial Inc                                                                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    266000 | PA      | $294947.96    | 0.08%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                                                                      | CUSIP: 36204DT66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13846 | PA      | $13664.30     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                                                                      | CUSIP: 36208T4S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        37 | PA      | $37.42        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                                                                      | CUSIP: 36209KYV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       253 | PA      | $255.03       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620A94L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8452 | PA      | $8406.69      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                                                                      | CUSIP: 36225AN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        56 | PA      | $55.67        | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                                                                      | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2998 | PA      | $3104.59      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                                                                     | CUSIP: 3622ADQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    546740 | PA      | $543869.46    | 0.14%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                     | GXO Logistics Inc                                                                                                      | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    297000 | PA      | $307893.95    | 0.08%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                     | GXO Logistics Inc                                                                                                      | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94442.81     | 0.03%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                   | GS Mortgage-Backed Securities Trust 2023-PJ6                                                                           | CUSIP: 36268FAZ0<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    119147 | PA      | $119526.27    | 0.03%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                   | GS Mortgage-Backed Securities Trust 2024-PJ1                                                                           | CUSIP: 36268VAZ5<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    193627 | PA      | $193932.79    | 0.05%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                   | GS Mortgage-Backed Securities Trust 2023-PJ4                                                                           | CUSIP: 36270XAZ7<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    144153 | PA      | $144730.15    | 0.04%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                   | GS Mortgage-Backed Securities Trust 2025-PJ7                                                                           | CUSIP: 36272MAE6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    363738 | PA      | $363777.24    | 0.10%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                        | GE Vernova Inc                                                                                                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      1793 | NS      | $1565109.70   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                                  | GCAT 2024-INV3 Trust                                                                                                   | CUSIP: 36830FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170860 | PA      | $170773.90    | 0.05%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122820.14    | 0.03%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93068.43     | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                   | Gilead Sciences Inc                                                                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     15501 | NS      | $2160374.37   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                 | Gildan Activewear Inc                                                                                                  | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123682.46    | 0.03%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                 | Gildan Activewear Inc                                                                                                  | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $165729.96    | 0.04%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                  | Glencore Funding LLC                                                                                                   | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43968.88     | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                  | Glencore Funding LLC                                                                                                   | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84953.09     | 0.02%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                  | Glencore Funding LLC                                                                                                   | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185400.48    | 0.05%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                              | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                            | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $132742.10    | 0.04%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2279 | NS      | $1928011.21   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151690.97    | 0.04%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107396.34    | 0.03%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102655.58    | 0.03%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76236.46     | 0.02%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                 | Goldman Sachs BDC Inc                                                                                                  | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    148000 | PA      | $143747.12    | 0.04%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                              | Goldman Sachs Private Credit Corp                                                                                      | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221566.87    | 0.06%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                     | Golub Capital BDC Inc                                                                                                  | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    119000 | PA      | $121707.51    | 0.03%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                 | Golub Capital Private Credit Fund                                                                                      | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147929.60    | 0.04%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                      | GoodLeap Sustainable Home Solutions Trust 2021-4                                                                       | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249422 | PA      | $199244.36    | 0.05%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                                                                | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113272.70    | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                                                                | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53489.38     | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                                                                | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217532.24    | 0.06%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                                                                      | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $284762.94    | 0.08%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                                                                      | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201364.60    | 0.05%             | 2029-09-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                     | HSBC Holdings PLC                                                                                                      | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197866.18    | 0.05%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                              | HPS Corporate Lending Fund                                                                                             | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64869.06     | 0.02%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                              | HPS Corporate Lending Fund                                                                                             | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64507.27     | 0.02%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                              | HPS Corporate Lending Fund                                                                                             | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112032.24    | 0.03%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                           | Hologic Inc                                                                                                            | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54904.44     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                    | Home Depot Inc/The                                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      8894 | NS      | $2925147.66   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                       | HOMES 2025-AFC3 Trust                                                                                                  | CUSIP: 43762AAC9<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    381462 | PA      | $378896.28    | 0.10%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                               | Honeywell Aerospace Inc                                                                                                | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58323.16     | 0.02%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                               | Honeywell Aerospace Inc                                                                                                | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162721.29    | 0.04%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                           | Honeywell International Inc                                                                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      8404 | NS      | $1899556.12   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| City of Houston TX                                                    | HOUSTON TX                                                                                                             | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     25000 | PA      | $21110.38     | 0.01%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                 | Huntington Bancshares Inc/OH                                                                                           | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310402.70    | 0.08%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                                | IDEXX Laboratories Inc                                                                                                 | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2111 | NS      | $1186149.79   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                            | Intel Corp                                                                                                             | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81689.92     | 0.02%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                            | Intel Corp                                                                                                             | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114685.38    | 0.03%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                         | Intercontinental Exchange Inc                                                                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      6845 | NS      | $1076581.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                                  | International Business Machines Corp                                                                                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     12293 | NS      | $2979700.27   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                                              | International Business Machines Corp                                                                                   | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129008.86    | 0.03%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                | Intuitive Surgical Inc                                                                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2229 | NS      | $1027546.71   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA INC                                                             | IQVIA Inc                                                                                                              | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    129000 | PA      | $134074.34    | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                                              | iShares Core S&P 500 ETF                                                                                               | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      2868 | NS      | $1873406.28   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                                     | ITC Holdings Corp                                                                                                      | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56165.63     | 0.01%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2020-3                                                                                        | CUSIP: 46592ABH6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     44273 | PA      | $39597.57     | 0.01%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust Series 2025-2                                                                                 | CUSIP: 46593NAE5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    296858 | PA      | $298150.33    | 0.08%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     12186 | NS      | $3584633.76   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $179854.49    | 0.05%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    272000 | PA      | $283311.16    | 0.08%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234176.12    | 0.06%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118306.49    | 0.03%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust 2023-8                                                                                      | CUSIP: 46657CAA0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     90932 | PA      | $91538.93     | 0.02%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2023-7                                                                                        | CUSIP: 46657DAE0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    344556 | PA      | $344501.32    | 0.09%             | 2054-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust 2024-1                                                                                      | CUSIP: 46657PAD5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    368452 | PA      | $369243.24    | 0.10%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust 2024-10                                                                                     | CUSIP: 46658LAD3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    202528 | PA      | $202497.82    | 0.05%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | J.P. Morgan Mortgage Trust 2024-10                                                                                     | CUSIP: 46658LAK7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    106114 | PA      | $106008.29    | 0.03%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2024-INV1                                                                                     | CUSIP: 46658PAD4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $216642.40    | 0.06%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust Series 2024-5                                                                                 | CUSIP: 46658RAF5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     89403 | PA      | $89330.00     | 0.02%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust Series 2025-CCM2                                                                              | CUSIP: 46659EAE6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    521245 | PA      | $524144.65    | 0.14%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2026-CES1                                                                                     | CUSIP: 46660BAA7<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |    752039 | PA      | $746021.07    | 0.20%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust Series 2026-ACES1                                                                             | CUSIP: 46664MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734524 | PA      | $728183.99    | 0.19%             | 2066-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                               | Jefferies Financial Group Inc                                                                                          | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    132000 | PA      | $126692.82    | 0.03%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                          | KKR & Co Inc                                                                                                           | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |      9601 | NS      | $888092.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                              | Kaiser Foundation Hospitals                                                                                            | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    105000 | PA      | $67250.83     | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                 | Kentucky Utilities Co                                                                                                  | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104398.22    | 0.03%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                               | KeyCorp                                                                                                                | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79518.14     | 0.02%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                      | Kilroy Realty LP                                                                                                       | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     90000 | PA      | $82064.43     | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                      | Kilroy Realty LP                                                                                                       | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    115000 | PA      | $93631.10     | 0.02%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                              | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                     | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    290000 | PA      | $281088.94    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                              | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                     | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |    220000 | PA      | $227419.72    | 0.06%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                     | Lam Research Corp                                                                                                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      6556 | NS      | $1400754.96   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                              | Liberty Mutual Group Inc                                                                                               | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366339.85    | 0.10%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                | Liberty Media Corp-Liberty Formula One                                                                                 | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3755 | NS      | $319250.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                        | Eli Lilly & Co                                                                                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      3514 | NS      | $3232071.78   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                              | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    342000 | PA      | $358949.52    | 0.10%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                            | Loews Corp                                                                                                             | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141898.06    | 0.04%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                            | LOS ANGELES CA DEPT OF ARPTS                                                                                           | CUSIP: 544435C32<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26759.97     | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                 | Louisville Gas and Electric Co                                                                                         | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29769.83     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162163.29    | 0.04%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                                                         | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238589.39    | 0.06%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust                                                     | M&T Bank RV Trust 2026-1                                                                                               | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    797260 | PA      | $788241.35    | 0.21%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                           | MF1 2021-FL7 Ltd                                                                                                       | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $349561.49    | 0.09%             | 2036-10-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                            | MIRA Trust 2023-MILE                                                                                                   | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314000 | PA      | $322424.24    | 0.09%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Maritime Partners, LLC                                                | MP 2023 LLC                                                                                                            | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490777 | PA      | $486309.63    | 0.13%             | 2065-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LONDON                                                 | Macquarie Bank Ltd/London                                                                                              | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |    245000 | PA      | $245712.95    | 0.07%             | 2027-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                | Discovery Global Holdings Inc                                                                                          | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136428.50    | 0.04%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                  | Maple Parent Holdings Corp                                                                                             | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94598.40     | 0.03%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                  | Maple Parent Holdings Corp                                                                                             | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    234000 | PA      | $232499.61    | 0.06%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                              | Mars Inc                                                                                                               | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128377.10    | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                              | Mars Inc                                                                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73130.44     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                              | Marsh & McLennan Cos Inc                                                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      5458 | NS      | $946690.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                         | Marriott International Inc/MD                                                                                          | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      5391 | NS      | $1763234.37   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                | Marriott International Inc/MD                                                                                          | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104575.94    | 0.03%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                | Massachusetts Institute of Technology                                                                                  | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40530.26     | 0.01%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                        | Mastercard Inc                                                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7659 | NS      | $3826895.94   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                              | Medline Borrower LP/Medline Co-Issuer Inc                                                                              | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $180359.97    | 0.05%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                        | Merck & Co Inc                                                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     11188 | NS      | $1345804.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                        | Merck & Co Inc                                                                                                         | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103194.60    | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc                                                                                                            | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     21002 | NS      | $1485261.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                           | MetLife Inc                                                                                                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    347000 | PA      | $354300.19    | 0.09%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                           | MetLife Inc                                                                                                            | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    135000 | PA      | $174972.02    | 0.05%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                               | MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE                                                                            | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $151660.24    | 0.04%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                        | Microsoft Corp                                                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     37888 | NS      | $14025000.96  | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                 | Micron Technology Inc                                                                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4637 | NS      | $1566564.08   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                 | Micron Technology Inc                                                                                                  | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    375000 | PA      | $392518.30    | 0.10%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                 | MidAmerican Energy Co                                                                                                  | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    396000 | PA      | $397582.50    | 0.11%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                          | MISSOURI ST HIGHWAY & TRANSPRTN COMMISSION STATE ROAD REVENU                                                           | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20551.12     | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                           | MongoDB Inc                                                                                                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      1849 | NS      | $452579.73    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     10191 | NS      | $1677132.87   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                                                         | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $353642.26    | 0.09%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                                                         | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65405.84     | 0.02%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56969.94     | 0.02%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                        | Morgan Stanley                                                                                                         | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67669.35     | 0.02%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                        | Morgan Stanley Residential Mortgage Loan Trust 2023-2                                                                  | CUSIP: 61775JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417588 | PA      | $418124.70    | 0.11%             | 2053-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                               | Morgan Stanley Private Bank NA                                                                                         | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94705.74     | 0.03%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                        | Morgan Stanley Residential Mortgage Loan Trust 2025-1                                                                  | CUSIP: 617944AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225768 | PA      | $227275.56    | 0.06%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                        | Morgan Stanley Residential Mortgage Loan Trust 2025-1                                                                  | CUSIP: 617944AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171188 | PA      | $171897.56    | 0.05%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                        | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                                                               | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385866 | PA      | $381349.20    | 0.10%             | 2071-01-26      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                | Mosaic Solar Loan Trust 2023-2                                                                                         | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    487262 | PA      | $464940.04    | 0.12%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                | Motorola Solutions Inc                                                                                                 | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      4602 | NS      | $1997129.94   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                               | Nationwide Building Society                                                                                            | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $246763.30    | 0.07%             | 2032-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                     | NatWest Group PLC                                                                                                      | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $182088.04    | 0.05%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                           | Netflix Inc                                                                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     20380 | NS      | $1959537.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                 | New Economy Assets - Phase 1 Sponsor LLC                                                                               | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $309375.30    | 0.08%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                         | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                                                           | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     85000 | PA      | $98060.75     | 0.03%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                    | NextEra Energy Inc                                                                                                     | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     46757 | NS      | $4342790.16   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                  | Niagara Mohawk Power Corp                                                                                              | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54780.00     | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                               | Northern Natural Gas Co                                                                                                | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61740.47     | 0.02%             | 2054-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                   | Northern Trust Corp                                                                                                    | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    263000 | PA      | $259331.72    | 0.07%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                     | Novant Health Inc                                                                                                      | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     85000 | PA      | $55548.44     | 0.01%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                 | Novartis Capital Corp                                                                                                  | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114511.31    | 0.03%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                 | Novartis Capital Corp                                                                                                  | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55392.38     | 0.01%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                           | NVIDIA Corp                                                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    103092 | NS      | $17979244.80  | 4.77%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                               | O'Reilly Automotive Inc                                                                                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     14450 | NS      | $1333879.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                               | O'Reilly Automotive Inc                                                                                                | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78952.82     | 0.02%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                              | OBX 2024-HYB2 Trust                                                                                                    | CUSIP: 67118RAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    119915 | PA      | $119001.20    | 0.03%             | 2053-04-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                              | OBX 2025-J1 Trust                                                                                                      | CUSIP: 673923AD0<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    191532 | PA      | $192565.78    | 0.05%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                              | OBX 2025-NQM21 Trust                                                                                                   | CUSIP: 67448BAE4<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |     94881 | PA      | $94205.83     | 0.03%             | 2065-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                              | Occidental Petroleum Corp                                                                                              | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60125.55     | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                              | Occidental Petroleum Corp                                                                                              | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81706.72     | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                             | OHIO ST TURNPIKE COMMISSION                                                                                            | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73449.89     | 0.02%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                     | Omnicom Group Inc                                                                                                      | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    132000 | PA      | $128928.47    | 0.03%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                                                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $290466.11    | 0.08%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                                                            | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    171000 | PA      | $160397.14    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                                                            | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170358.80    | 0.05%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                                                            | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77880.55     | 0.02%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                           | Ovintiv Inc                                                                                                            | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    140000 | PA      | $151345.51    | 0.04%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                | Blue Owl Credit Income Corp                                                                                            | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212944.26    | 0.06%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                        | PMT Loan Trust 2025-J2                                                                                                 | CUSIP: 69392TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548909 | PA      | $549097.42    | 0.15%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                        | Palmer Square Loan Funding 2025-1 Ltd                                                                                  | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247829.50    | 0.07%             | 2033-02-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                  | Parker-Hannifin Corp                                                                                                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1588 | NS      | $1421641.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPPERDINE UNIV                                                       | Pepperdine University                                                                                                  | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $66308.04     | 0.02%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                           | PepsiCo Inc                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     12080 | NS      | $1875903.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                                   | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    364000 | PA      | $348010.58    | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                              | Piedmont Operating Partnership LP                                                                                      | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    313000 | PA      | $327936.75    | 0.09%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                              | Plains All American Pipeline LP / PAA Finance Corp                                                                     | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $110356.46    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                               | PORT AUTH OF NEW YORK & NEW JERSEY NY                                                                                  | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     40000 | PA      | $37198.49     | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                               | Procter & Gamble Co/The                                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     17103 | NS      | $2470357.32   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM Trust                                                           | PRKCM 2026-AFC1 Trust                                                                                                  | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549128 | PA      | $542588.91    | 0.14%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                  | Progressive Corp/The                                                                                                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      4506 | NS      | $893269.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                          | Prologis Inc                                                                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     19018 | NS      | $2513799.24   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS TARGETED US                                                  | Prologis Targeted US Logistics Fund LP                                                                                 | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    305000 | PA      | $296603.56    | 0.08%             | 2033-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                      | Provident Funding Mortgage Trust 2025-1                                                                                | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486174 | PA      | $486346.34    | 0.13%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                      | Provident Funding Mortgage Trust 2025-3                                                                                | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369661 | PA      | $369786.37    | 0.10%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                      | Provident Funding Mortgage Trust 2024-1                                                                                | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401660 | PA      | $401782.92    | 0.11%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                                              | Purchasing Power Funding 2026-A LLC                                                                                    | CUSIP: 74614AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    507000 | PA      | $504070.81    | 0.13%             | 2030-08-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                           | RCKT Mortgage Trust 2024-CES2                                                                                          | CUSIP: 74938PAA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    108208 | PA      | $108860.78    | 0.03%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                           | RCKT Mortgage Trust 2026-CES2                                                                                          | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |    626816 | PA      | $619916.25    | 0.16%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                           | RCKT Mortgage Trust 2026-CES3                                                                                          | CUSIP: 74940LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $623116.19    | 0.17%             | 2056-03-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                           | RCKT Mortgage Trust 2024-CES6                                                                                          | CUSIP: 749410AA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     79245 | PA      | $79295.56     | 0.02%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                           | RCKT Mortgage Trust 2024-CES1                                                                                          | CUSIP: 749424AA5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    162675 | PA      | $163346.99    | 0.04%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| RNL PH OWNER LLC                                                      | RNL PH Owner LLC                                                                                                       | CUSIP: 74983YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321801 | PA      | $316748.31    | 0.08%             | 2056-03-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1                                                           | RKTL 2026-1                                                                                                            | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422880 | PA      | $422411.19    | 0.11%             | 2035-02-26      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                                         | Radian Mortgage Capital Trust 2025-J3                                                                                  | CUSIP: 75024RAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177603 | PA      | $177649.52    | 0.05%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                   | RATE Mortgage Trust 2024-J3                                                                                            | CUSIP: 75409UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43634 | PA      | $43579.95     | 0.01%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                   | Rate Mortgage Trust 205-J1                                                                                             | CUSIP: 75410CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111464 | PA      | $111018.87    | 0.03%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                   | Rate Mortgage Trust 2024-J1                                                                                            | CUSIP: 75410PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20031 | PA      | $19982.48     | 0.01%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                | Regions Financial Corp                                                                                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    112100 | NS      | $2928052.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                 | RIO TINTO FIN USA PLC                                                                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    107000 | PA      | $106743.57    | 0.03%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                               | Romanian Government International Bond                                                                                 | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $370897.36    | 0.10%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                               | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     85000 | PA      | $85849.24     | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                               | SCF Equipment Leasing 2024-1 LLC                                                                                       | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $128429.90    | 0.03%             | 2032-04-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                               | SCF Equipment Leasing 2024-1 LLC                                                                                       | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103133.64    | 0.03%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                          | State Street Institutional US Government Money Market Fund                                                             | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   8340996 | NS      | $8340995.98   | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                        | S&P Global Inc                                                                                                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      4912 | NS      | $2089270.08   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                          | SM Energy Co                                                                                                           | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108070.74    | 0.03%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| State Street SPDR Portfolio High Yield Bond ETF                       | State Street SPDR Portfolio High Yield Bond ETF                                                                        | CUSIP: 78468R606<br>LEI: 549300B3SM8J1H4W2052 | Long             | EC               | RF                | US        |     31320 | NS      | $730382.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofi Mortgage Trust                                                   | Sofi Mortgage Trust 2016-1                                                                                             | CUSIP: 78471KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4933 | PA      | $4471.03      | 0.00%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                           | SVC ABS LLC                                                                                                            | CUSIP: 78488JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329129 | PA      | $326252.68    | 0.09%             | 2056-03-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                        | SWCH Commercial Mortgage Trust 2025-DATA                                                                               | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $483875.39    | 0.13%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                        | Salesforce Inc                                                                                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3946 | NS      | $736599.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                        | Salesforce Inc                                                                                                         | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224681.33    | 0.06%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                        | Salesforce Inc                                                                                                         | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164718.22    | 0.04%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                        | Salesforce Inc                                                                                                         | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120416.30    | 0.03%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                             | Santander Mortgage Asset Receivable Trust 2025-Ces1                                                                    | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |    518863 | PA      | $516498.14    | 0.14%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                             | Santander Mortgage Asset Receivable Trust 2026-NQM3                                                                    | CUSIP: 802929AC3<br>LEI: 2549005ZY4JF8SF73087 | Long             | ABS-MBS          | CORP              | US        |    447996 | PA      | $446705.77    | 0.12%             | 2066-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                             | Santander Mortgage Asset Receivable Trust 2026-CES1                                                                    | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |    565264 | PA      | $559629.18    | 0.15%             | 2056-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                             | Santander Mortgage Asset Receivable Trust 2026-CES1                                                                    | CUSIP: 802932AB9<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |    860184 | PA      | $851625.71    | 0.23%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                             | Santander Mortgage Asset Receivable Trust 2026-NQM2                                                                    | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |    392651 | PA      | $388299.80    | 0.10%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                              | Saudi Government International Bond                                                                                    | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    380000 | PA      | $370021.17    | 0.10%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SLB Ltd                                                               | SLB Ltd                                                                                                                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |     40618 | NS      | $2087359.02   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                   | Charles Schwab Corp/The                                                                                                | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    598000 | PA      | $593931.81    | 0.16%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                | Sempra                                                                                                                 | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    328000 | PA      | $318983.15    | 0.08%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2024-6                                                                                          | CUSIP: 81743DAL7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    116873 | PA      | $116878.70    | 0.03%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2024-8                                                                                          | CUSIP: 81749NAE5<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |     77654 | PA      | $77634.66     | 0.02%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2024-10                                                                                         | CUSIP: 81749QAE8<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    104687 | PA      | $104672.13    | 0.03%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2024-10                                                                                         | CUSIP: 81749QAL2<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     50816 | PA      | $50739.83     | 0.01%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2025-7                                                                                          | CUSIP: 81749VAE7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    439209 | PA      | $439338.34    | 0.12%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                | Sequoia Mortgage Trust 2025-8                                                                                          | CUSIP: 81749WAD7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    318924 | PA      | $319042.68    | 0.08%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                        | ServiceNow Inc                                                                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     10450 | NS      | $1092547.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL FINANCE US INC                                                  | Shell Finance US Inc                                                                                                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $59521.38     | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                               | Sierra Pacific Power Co                                                                                                | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94223.68     | 0.03%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                      | Societe Generale SA                                                                                                    | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $209114.80    | 0.06%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                               | Southern Co Gas Capital Corp                                                                                           | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155940.61    | 0.04%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                    | Expand Energy Corp                                                                                                     | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216786.77    | 0.06%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                       | Stack Infrastructure Issuer LLC                                                                                        | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    501140 | PA      | $482198.31    | 0.13%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                   | Leland Stanford Junior University/The                                                                                  | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223985.90    | 0.06%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                    | Subway Funding LLC                                                                                                     | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310075 | PA      | $312076.07    | 0.08%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                              | Sumitomo Mitsui Financial Group Inc                                                                                    | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    166000 | PA      | $160964.59    | 0.04%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | SUMTER LANDING FL CDD RECREATIONAL REVENUE                                                                             | CUSIP: 86657MCH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25576.88     | 0.01%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | SUMTER LANDING FL CDD RECREATIONAL REVENUE                                                                             | CUSIP: 86657MCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $40348.67     | 0.01%             | 2045-10-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | SUMTER LANDING FL CDD RECREATIONAL REVENUE                                                                             | CUSIP: 86657MCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70864.47     | 0.02%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                             | Sunoco LP                                                                                                              | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70215.73     | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                | Switch ABS Issuer LLC                                                                                                  | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $220553.73    | 0.06%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                          | Synopsys Inc                                                                                                           | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    274000 | PA      | $276377.51    | 0.07%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN                                                      | Pinnacle Bank/Nashville TN                                                                                             | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247589.25    | 0.07%             | 2036-01-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                            | Sysco Corp                                                                                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     22480 | NS      | $1603498.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                       | TJX Cos Inc/The                                                                                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     17505 | NS      | $2795548.50   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                                | Takeoff Merger Sub Inc                                                                                                 | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212311.36    | 0.06%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                             | Taiwan Semiconductor Manufacturing Co Ltd                                                                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      3368 | NS      | $1138215.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                             | Tesla Inc                                                                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      8580 | NS      | $3189615.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                         | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                                                         | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20255.64     | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                           | Textron Inc                                                                                                            | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96251.74     | 0.03%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                          | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      3109 | NS      | $1528166.77   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                                 | Toronto-Dominion Bank/The                                                                                              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    201000 | PA      | $207364.87    | 0.06%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                             | Towd Point Mortgage Trust 2024-1                                                                                       | CUSIP: 89182NAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    332301 | PA      | $337941.50    | 0.09%             | 2064-03-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                     | Tractor Supply Co                                                                                                      | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     28055 | NS      | $1270891.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Trackside Rail, LLC                                                   | Trackside Rail LLC                                                                                                     | CUSIP: 89239YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $513463.39    | 0.14%             | 2056-03-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                          | UBS Group AG                                                                                                           | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    205000 | PA      | $218494.17    | 0.06%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                 | Uber Technologies Inc                                                                                                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     13580 | NS      | $976809.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                    | Union Pacific Corp                                                                                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5099 | NS      | $1237119.38   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                                   | United Airlines Inc                                                                                                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127546.11    | 0.03%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                       | UNITED NATIONS DEV CORP NY                                                                                             | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $26386.30     | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                                    | United Rentals Inc                                                                                                     | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1665 | NS      | $1213052.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                                               | United Rentals North America Inc                                                                                       | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66085.57     | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300105.47    | 0.08%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $499667.97    | 0.13%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2909046.87   | 0.77%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3461492.20   | 0.92%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1418156.25   | 0.38%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $806656.25    | 0.21%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $910898.44    | 0.24%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $402093.75    | 0.11%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $813531.25    | 0.22%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2306019.54   | 0.61%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2508496.10   | 0.67%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $796343.75    | 0.21%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $299496.09    | 0.08%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1184953.13   | 0.31%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2983945.32   | 0.79%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1663808.60   | 0.44%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $981601.56    | 0.26%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $591304.69    | 0.16%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $396937.50    | 0.11%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1686585.95   | 0.45%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $792937.50    | 0.21%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2403562.51   | 0.64%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3986 | NS      | $1078571.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184735.94    | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    174000 | PA      | $167909.28    | 0.04%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84671.07     | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                                                                   | CUSIP: 913366KC3<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    100000 | PA      | $63485.38     | 0.02%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| University of California                                              | UNIV OF CALIFORNIA CA REVENUES                                                                                         | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $46745.37     | 0.01%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                    | Valero Energy Corp                                                                                                     | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147865.80    | 0.04%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                 | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132394.00    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                            | Verizon Communications Inc                                                                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     17333 | NS      | $870116.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                                                             | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66141.77     | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                            | Vertex Pharmaceuticals Inc                                                                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2843 | NS      | $1269513.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VB-S1 Issuer LLC                                                      | VERTICAL BRIDGE CC LLC                                                                                                 | CUSIP: 92535VAQ5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |    525275 | PA      | $523068.37    | 0.14%             | 2055-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                            | Verus Securitization Trust 2021-R2                                                                                     | CUSIP: 92538DAD1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     38673 | PA      | $36826.82     | 0.01%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                      | Paramount Global                                                                                                       | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     65000 | PA      | $39309.91     | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                              | Visa Inc                                                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      6706 | NS      | $2026821.44   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY LP                                                     | Vornado Realty LP                                                                                                      | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    215000 | PA      | $210834.94    | 0.06%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                | Webster Financial Corp                                                                                                 | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167572.75    | 0.04%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                        | Weir Group Inc                                                                                                         | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202650.65    | 0.05%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                                                       | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114529.10    | 0.03%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194432.24    | 0.05%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                                                       | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90016.73     | 0.02%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                         | Welltower Inc                                                                                                          | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |     13297 | NS      | $2628949.87   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                                  | Western Digital Corp                                                                                                   | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      3040 | NS      | $822289.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                  | Williams Cos Inc/The                                                                                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     31916 | NS      | $2322846.48   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                                           | Workday Inc                                                                                                            | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      5709 | NS      | $741713.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                                           | Workday Inc                                                                                                            | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    156000 | PA      | $144809.31    | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                          | Xylem Inc/NY                                                                                                           | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     13739 | NS      | $1641810.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                            | Zoetis Inc                                                                                                             | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     10409 | NS      | $1230447.89   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                       | Long: SPDX0BBS2 CDS USD R F  5.00000 SPDX0BBS2_FEE CCPCDX / Short: SPDX0BBS2 CDS USD P V 03MEVENT SPDX0BBS2_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    693000 | OU      | $36494.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                       | ASML Holding NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       712 | NS      | $946786.27    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                              | Svenska Handelsbanken AB                                                                                               | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $393139.52    | 0.10%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                          | ING Groep NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $408764.08    | 0.11%             | 2028-05-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                           | Swedbank AB                                                                                                            | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $411018.69    | 0.11%             | 2028-03-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                          | New Zealand Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   1900000 | PA      | $1049111.30   | 0.28%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                | US LONG BOND(CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        59 | NC      | $-146904.20   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US ULTRA BOND CBT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        70 | NC      | $-271073.15   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US 10YR NOTE (CBT)JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -12 | NC      | $1007.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US 5YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $4113.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US 2YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        58 | NC      | $22793.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                | US 10YR ULTRA FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -8 | NC      | $-3392.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                                          | ING Groep NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $376787.20    | 0.10%             | 2029-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                | Skandinaviska Enskilda Banken AB                                                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $402160.58    | 0.11%             | 2027-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                          | New Zealand Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   1500000 | PA      | $852234.53    | 0.23%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                        | Eaton Corp PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      5220 | NS      | $1867037.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                    | Johnson Controls International plc                                                                                     | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     14711 | NS      | $1926405.45   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                             | Linde PLC                                                                                                              | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      5118 | NS      | $2537299.68   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                | Trane Technologies PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      4563 | NS      | $1901584.62   | 0.50%             |  |  |  | No            |                  1 | 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