# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-010363
**Filing Date:** 2026-2
**Character Count:** 115092
**Document Hash:** 4353f0a6fe605d2699be3d9b16774c55
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010363.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010363

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 26605225

**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 JPMorgan Short Duration Bond Fund (Series ID: S000070167)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000223154 | Standard Class |  |
| C000223155 | Service Class  |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

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

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

- **a. Name of Series:** LVIP JPMorgan Short Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000070167

- **c. LEI of Series:** 549300AKQ48REGB3RM97

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1107859111.72

**Total Liabilities:** $743650.15

**Net Assets:** $1107115461.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1860.40000000 | **1-Year:** -49619.82000000 | **5-Year:** -36952.89000000 | **10-Year:** -3409.74000000 | **30-Year:** -962.25000000

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

- **3-Month:** -41.99000000 | **1-Year:** -873.49000000 | **5-Year:** -2240.58000000 | **10-Year:** -3975.06000000 | **30-Year:** -1276.95000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000223154 | 0.30%                | 0.47%                | 0.33%                |
| Class ID C000223155 | 0.28%                | 0.45%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $116553.11               | $-301470.72                                |
| Month 2  | $-22712.56               | $1845531.35                                |
| Month 3  | $153.98                  | $-617321.41                                |

**Designated Index Information**

- **Index Name:** Bloomberg 1-3 Year US Govt/Credit Index

- **Index Identifier:** LGC3TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP TEXAS INC                                 | AEP Texas Inc                                              | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1702998.04   | 0.15%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                | AGL CLO 17 Ltd                                             | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2145895.65   | 0.19%             | 2035-01-21      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                 | AIB Group PLC                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   4000000 | PA      | $4247859.80   | 0.38%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1310000 | PA      | $1270030.13   | 0.11%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust  | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5820000 | PA      | $5949745.78   | 0.54%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                | Air Lease Corp                                             | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    755000 | PA      | $754592.69    | 0.07%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes            | Ally Bank Auto Credit-Linked Notes Series 2025-B           | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2478198 | PA      | $2493031.85   | 0.23%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2025-2        | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4039616.00   | 0.36%             | 2031-03-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2025-1        | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3530222.50   | 0.32%             | 2031-08-12      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2025-3        | CUSIP: 02528EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3016060.20   | 0.27%             | 2032-07-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | American Express Co                                        | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5395000 | PA      | $5434360.52   | 0.49%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ansley Park Capital LLC                       | Ansley Park Capital 2025-A LLC                             | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3507000 | PA      | $3517991.99   | 0.32%             | 2035-04-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                         | Aon North America Inc                                      | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1584251.00   | 0.14%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                         | ARI Fleet Lease Trust 2025-A                               | CUSIP: 04033CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2522425.25   | 0.23%             | 2034-01-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                         | ARI Fleet Lease Trust 2024-B                               | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2915610 | PA      | $2936590.65   | 0.27%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                 | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2373114.28   | 0.21%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                   | CUSIP: 05377REJ9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2965402.50   | 0.27%             | 2027-08-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1390000 | PA      | $1406297.82   | 0.13%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2020000 | PA      | $2006997.42   | 0.18%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                    | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1065000 | PA      | $1085388.52   | 0.10%             | 2028-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                    | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2745000 | PA      | $2714645.52   | 0.25%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                    | BMO 2022-C1 Mortgage Trust                                 | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1858683.20   | 0.17%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited              | Bain Capital Credit CLO 2021-7 Ltd                         | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2595600.80   | 0.23%             | 2035-01-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 27 Ltd                                       | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1701778.20   | 0.15%             | 2037-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5070795.55   | 0.46%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                       | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2785033.69   | 0.25%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                               | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1685000 | PA      | $1694298.15   | 0.15%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | BNP Paribas SA                                             | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5055533.10   | 0.46%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                  | Bridge 2025-SFR1 Trust                                     | CUSIP: 10807GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3898010 | PA      | $3768169.03   | 0.34%             | 2042-09-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2025-2       | CUSIP: 10807HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2017233.40   | 0.18%             | 2029-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2025-2       | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012883.80   | 0.09%             | 2031-03-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2025-2       | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2285371.13   | 0.21%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4591914.85   | 0.41%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                        | Bunge Ltd Finance Corp                                     | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3451958.57   | 0.31%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                           | CBAM 2020-13 Ltd                                           | CUSIP: 12511AAA2<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7004025.00   | 0.63%             | 2034-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                  | CD 2019-CD8 Mortgage Trust                                 | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4669824.50   | 0.42%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                  | CaixaBank SA                                               | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3520000 | PA      | $3555003.55   | 0.32%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                        | Canadian Imperial Bank of Commerce                         | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5082656.55   | 0.46%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                        | Canyon CLO 2020-2 Ltd                                      | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1598926.40   | 0.14%             | 2034-10-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                        | Canyon Capital CLO 2019-2 Ltd                              | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1097574.50   | 0.10%             | 2034-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-N3                     | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4860000 | PA      | $4880218.57   | 0.44%             | 2030-12-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5040587.75   | 0.46%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                   | Citibank NA                                                | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1320011.33   | 0.12%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5071640.40   | 0.46%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                            | CNO Global Funding                                         | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2748384.53   | 0.25%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                   | CUSIP: 20754TAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2640000 | PA      | $2647609.27   | 0.24%             | 2045-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                   | CUSIP: 20755CAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1050475 | PA      | $1052248.83   | 0.10%             | 2043-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                   | CUSIP: 20755JAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1570000 | PA      | $1572105.84   | 0.14%             | 2045-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust             | Credit Acceptance Auto Loan Trust 2025-2                   | CUSIP: 224940AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3275000 | PA      | $3292114.17   | 0.30%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                               | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2575000 | PA      | $2572350.02   | 0.23%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                              | Crown Castle Inc                                           | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   4740000 | PA      | $4661610.88   | 0.42%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                               | Danske Bank A/S                                            | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1940000 | PA      | $2015661.98   | 0.18%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    708000 | PA      | $741233.19    | 0.07%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                               | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1440000 | PA      | $1535460.58   | 0.14%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                  | Drive Auto Receivables Trust 2024-2                        | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2314613.28   | 0.21%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                  | Drive Auto Receivables Trust 2025-1                        | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4284031.45   | 0.39%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 83 CLO Ltd                                          | CUSIP: 26246EAL2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4761200.50   | 0.43%             | 2037-04-18      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                         | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4845641.63   | 0.44%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                          | Enel Finance International NV                              | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1442000 | PA      | $1439435.65   | 0.13%             | 2028-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                | Enterprise Fleet Financing 2023-3 LLC                      | CUSIP: 29374LAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   2431216 | PA      | $2461118.74   | 0.22%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust                        | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1915000 | PA      | $1938946.12   | 0.18%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2025-4                 | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1930000 | PA      | $1935131.10   | 0.17%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2025-2                 | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4435000 | PA      | $4487586.68   | 0.41%             | 2031-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                          | FREMF 2020-K737 Mortgage Trust                             | CUSIP: 30300SAU6<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   2315000 | PA      | $2286238.44   | 0.21%             | 2053-01-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                          | FREMF 2018-K80 Mortgage Trust                              | CUSIP: 30307RAE7<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2968884.60   | 0.27%             | 2050-08-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                          | FREMF 2018-K86 Mortgage Trust                              | CUSIP: 30308RAN6<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   4340000 | PA      | $4318216.67   | 0.39%             | 2051-11-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                          | FREMF K-100 Mortgage Trust                                 | CUSIP: 30313PAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4819546.50   | 0.44%             | 2052-11-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                          | FREMF 2019-K103 Mortgage Trust                             | CUSIP: 30315DAS7<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   3250000 | PA      | $3117518.63   | 0.28%             | 2051-12-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                            | F&G Global Funding                                         | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2767462.94   | 0.25%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                      | FHF Issuer Trust 2025-1                                    | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1583366 | PA      | $1579106.10   | 0.14%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                           | CUSIP: 31329KUS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4048363 | PA      | $3875705.88   | 0.35%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                           | CUSIP: 31329KVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10083187 | PA      | $9629552.65   | 0.87%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                           | CUSIP: 3132CJDM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2188508 | PA      | $2215927.62   | 0.20%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                           | CUSIP: 3132CXGC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2626063 | PA      | $2745827.71   | 0.25%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                           | CUSIP: 3132CXVK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3320696 | PA      | $3219458.95   | 0.29%             | 2032-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Gold Pool                                      | CUSIP: 31335BZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1019617 | PA      | $1067281.50   | 0.10%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                       | Fannie Mae Grantor Trust 2001-T5                           | CUSIP: 31359SX96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4867 | PA      | $5025.89      | 0.00%             | 2041-06-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136A1GU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2552422 | PA      | $2548400.10   | 0.23%             | 2031-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136A8CD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2813483 | PA      | $2989376.91   | 0.27%             | 2042-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136ANUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8086270 | PA      | $7651988.43   | 0.69%             | 2045-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BCD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1922744 | PA      | $1875996.64   | 0.17%             | 2041-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BPL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2726408 | PA      | $2761974.82   | 0.25%             | 2045-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BQAW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4790719 | PA      | $4821748.17   | 0.44%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BQMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3277805 | PA      | $3313121.63   | 0.30%             | 2045-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BQXC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1620536 | PA      | $1626426.81   | 0.15%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BRNG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3942085 | PA      | $3997208.08   | 0.36%             | 2044-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BUW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3429490 | PA      | $3455601.98   | 0.31%             | 2051-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BVS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2856875 | PA      | $2926925.85   | 0.26%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BWZA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2183151 | PA      | $2201059.35   | 0.20%             | 2051-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BWZE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2670387 | PA      | $2707419.22   | 0.24%             | 2036-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137B4UW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1432463 | PA      | $1386147.69   | 0.13%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137B6HC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4719262 | PA      | $4636043.04   | 0.42%             | 2033-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137BJZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1071915 | PA      | $1040498.17   | 0.09%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137BLGZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1710208 | PA      | $1651490.65   | 0.15%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137BW5N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1503936 | PA      | $1512784.74   | 0.14%             | 2044-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137BYAF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2907538 | PA      | $2780944.05   | 0.25%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137FES50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2076346 | PA      | $2049392.77   | 0.19%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137FYEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6283434 | PA      | $5934937.11   | 0.54%             | 2031-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HAHU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2494506 | PA      | $2520008.08   | 0.23%             | 2045-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HC7D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4161187 | PA      | $4242541.30   | 0.38%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HDDJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3192943 | PA      | $3195303.98   | 0.29%             | 2049-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HJU47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740243 | PA      | $1747046.86   | 0.16%             | 2051-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HKCW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4236926 | PA      | $4301453.11   | 0.39%             | 2036-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HKDQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2553838 | PA      | $2582912.25   | 0.23%             | 2051-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HL5H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4639999 | PA      | $4680584.92   | 0.42%             | 2054-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HLE40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3359759 | PA      | $3378988.34   | 0.31%             | 2052-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HM3E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2368046 | PA      | $2416337.82   | 0.22%             | 2050-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HNM21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2949131 | PA      | $3025192.59   | 0.27%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3138EQDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3218189 | PA      | $3263060.81   | 0.29%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3138EREA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2880944 | PA      | $2901107.89   | 0.26%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3138ESAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2370567 | PA      | $2478362.49   | 0.22%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3138LUG41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1249343 | PA      | $1230116.83   | 0.11%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3138WFWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5397729 | PA      | $5169883.11   | 0.47%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3138WG2Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7109360 | PA      | $6801151.66   | 0.61%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities      | Freddie Mac Structured Pass-Through Certificates           | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       416 | PA      | $422.09       | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 31394DFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1305686 | PA      | $1336455.68   | 0.12%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities      | Freddie Mac Structured Pass-Through Certificates           | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5071 | PA      | $5340.50      | 0.00%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 31394NUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    877292 | PA      | $894522.86    | 0.08%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 31394UJ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1265269 | PA      | $1322126.56   | 0.12%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 31394WM88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2515787 | PA      | $2573566.21   | 0.23%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 31395PWU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2129956 | PA      | $2209217.70   | 0.20%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                   | Freddie Mac Reference REMIC                                | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2790005 | PA      | $2917034.03   | 0.26%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 31397C3Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1292007 | PA      | $1341607.52   | 0.12%             | 2036-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 31397EC94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1252626 | PA      | $1294895.57   | 0.12%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 31397Q3L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3651584 | PA      | $3670995.18   | 0.33%             | 2041-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 31398NYP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1482748 | PA      | $1459015.29   | 0.13%             | 2040-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1795620 | PA      | $1739106.29   | 0.16%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140J7RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1583843 | PA      | $1655900.14   | 0.15%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140J9FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1493114 | PA      | $1563809.62   | 0.14%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140JBK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3124715 | PA      | $3096512.06   | 0.28%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NU4D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3472834 | PA      | $3544338.99   | 0.32%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NUUS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4816000 | PA      | $4952940.41   | 0.45%             | 2029-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NUXS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2313366 | PA      | $2403111.77   | 0.22%             | 2029-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NXKT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3607000 | PA      | $3728625.52   | 0.34%             | 2030-01-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NXNT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4457000 | PA      | $4579446.80   | 0.41%             | 2030-02-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NXTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3400000 | PA      | $3534093.65   | 0.32%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NYEH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4035190.72   | 0.36%             | 2030-05-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NYGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3060000 | PA      | $3188302.22   | 0.29%             | 2030-05-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NYWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2546122.68   | 0.23%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140W12P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3445539 | PA      | $3326833.63   | 0.30%             | 2032-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140W1W58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2472128 | PA      | $2581866.07   | 0.23%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140X4W69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280782 | PA      | $282861.68    | 0.03%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140X4W77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1609363 | PA      | $1623017.03   | 0.15%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303981 | PA      | $312585.47    | 0.03%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140XF5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550303 | PA      | $553818.41    | 0.05%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140XK2J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187230 | PA      | $188080.63    | 0.02%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140XLL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598562 | PA      | $632728.00    | 0.06%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140XPMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4363405 | PA      | $4531722.54   | 0.41%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140XQKL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4043871 | PA      | $3932125.01   | 0.36%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355751 | PA      | $358024.63    | 0.03%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31416YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156024 | PA      | $152752.25    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418AAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3824275 | PA      | $3769358.51   | 0.34%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418B3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9252566 | PA      | $8836727.98   | 0.80%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418BVJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8915561 | PA      | $8528402.49   | 0.77%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418BWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6946614 | PA      | $6653392.57   | 0.60%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2180549 | PA      | $2065853.64   | 0.19%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418EYB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1743235 | PA      | $1796759.21   | 0.16%             | 2043-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9513937 | PA      | $9769504.58   | 0.88%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                        | Fells Point Funding Trust                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3027964.93   | 0.27%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                          | Fifth Third Bank NA                                        | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2836448.06   | 0.26%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust      | Ford Credit Floorplan Master Owner Trust A                 | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9159198.30   | 0.83%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                      | Foundation Finance Trust 2025-3                            | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2337816 | PA      | $2344033.92   | 0.21%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2023-HQA3                    | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   2174330 | PA      | $2193582.33   | 0.20%             | 2043-11-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2024-DNA3                    | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |     21913 | PA      | $21912.83     | 0.00%             | 2044-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2025-DNA1                    | CUSIP: 35564NGA5<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |   3600000 | PA      | $3596425.56   | 0.32%             | 2045-01-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2025-DNA2                    | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |   2581250 | PA      | $2589629.77   | 0.23%             | 2045-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2025-2                   | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3790714.88   | 0.34%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group Inc/The                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5057109.15   | 0.46%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                   | CUSIP: 38381N2A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2394749 | PA      | $2421304.69   | 0.22%             | 2052-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                   | CUSIP: 38381NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3106634 | PA      | $3141219.08   | 0.28%             | 2051-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                   | CUSIP: 38383U5D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1328918 | PA      | $1356223.23   | 0.12%             | 2033-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                   | CUSIP: 38384NTX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3505656 | PA      | $3524121.08   | 0.32%             | 2045-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                   | CUSIP: 38385BX88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3027621 | PA      | $3035413.33   | 0.27%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                          | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1268000 | PA      | $1314578.83   | 0.12%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                          | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5092579.05   | 0.46%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                       | Halseypoint Clo 5 Ltd                                      | CUSIP: 406371AA2<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4002628.00   | 0.36%             | 2035-01-30      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                            | CUSIP: 42806MDB2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3796540.88   | 0.34%             | 2029-12-26      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                  | Hilton Grand Vacations Trust 2025-1                        | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2054377 | PA      | $2084101.56   | 0.19%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                  | Hilton Grand Vacations Trust 2025-2                        | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912953 | PA      | $916738.03    | 0.08%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                         | Huntington Auto Trust 2024-1                               | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8672833 | PA      | $8757471.84   | 0.79%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                    | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5423475.04   | 0.49%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust       | Hyundai Auto Lease Securitization Trust 2024-C             | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5534425.05   | 0.50%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                       | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2812913.64   | 0.25%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                             | Jamestown CLO XVII Ltd                                     | CUSIP: 47048UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998416.00   | 0.27%             | 2035-01-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                             | Kinder Morgan Inc                                          | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2200547.53   | 0.20%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                        | Lendmark Funding Trust 2025-2                              | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3885000 | PA      | $3916647.21   | 0.35%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                   | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2032575.34   | 0.18%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                             | Magnetite XL Ltd                                           | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5011715.00   | 0.45%             | 2037-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                | Mariner Finance Issuance Trust 2025-A                      | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3544456.30   | 0.32%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                        | Marvell Technology Inc                                     | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $521728.74    | 0.05%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                      | FirstEnergy Pennsylvania Electric Co                       | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3537609.25   | 0.32%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                        | Morgan Stanley Bank NA                                     | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2024602.60   | 0.18%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                             | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1925964.64   | 0.17%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                             | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    694000 | PA      | $735576.58    | 0.07%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                             | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1768288.36   | 0.16%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                             | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2774106.42   | 0.25%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                        | Mutual of Omaha Cos Global Funding                         | CUSIP: 62829D2G4<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3773901.75   | 0.34%             | 2028-06-09      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                      | National Rural Utilities Cooperative Finance Corp          | CUSIP: 63743HFH0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2045530.78   | 0.18%             | 2026-03-13      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                       | Nationwide Building Society                                | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1415000 | PA      | $1428439.32   | 0.13%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                           | NatWest Markets PLC                                        | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5080713.65   | 0.46%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers Clo 42 Ltd                  | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1149893.05   | 0.10%             | 2036-07-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust           | New Residential Mortgage Loan Trust 2022-SFR1              | CUSIP: 64831KAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1962756.00   | 0.18%             | 2039-02-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                      | New York Life Global Funding                               | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2607995.79   | 0.24%             | 2026-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust         | NextGear Floorplan Master Owner Trust                      | CUSIP: 65341KBY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11051737.40  | 1.00%             | 2029-03-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                      | Northwestern Mutual Global Funding                         | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    685000 | PA      | $702332.75    | 0.06%             | 2030-01-13      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2023-NQM8 Trust                                        | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-MBS          | CORP              | US        |   2476799 | PA      | $2504372.01   | 0.23%             | 2063-09-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                      | Octane Receivables Trust 2025-RVM1                         | CUSIP: 67571HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1143000 | PA      | $1145128.72   | 0.10%             | 2046-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd            | Octagon Investment Partners 51 Ltd                         | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2301343.20   | 0.21%             | 2034-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                           | Oportun Issuance Trust 2025-B                              | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4014823.60   | 0.36%             | 2033-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                           | PFS Financing Corp                                         | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8900000 | PA      | $8992683.71   | 0.81%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                           | PFS Financing Corp                                         | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11500000 | PA      | $11508873.40  | 1.04%             | 2029-01-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                        | PNC Financial Services Group Inc/The                       | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2268955.67   | 0.20%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                        | PNC Financial Services Group Inc/The                       | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2762588.52   | 0.25%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                          | Parker-Hannifin Corp                                       | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4481464.88   | 0.40%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust          | Porsche Innovative Lease Owner Trust 2024-1                | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3212776.64   | 0.29%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2025-SFR6 Trust                       | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2383000 | PA      | $2321004.83   | 0.21%             | 2042-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2024-SFR4 Trust                       | CUSIP: 74334JAA8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3239922 | PA      | $3101671.74   | 0.28%             | 2041-07-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                           | Quanta Services Inc                                        | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3433090.14   | 0.31%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                    | ROCK Trust 2024-CNTR                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2819411.38   | 0.25%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                      | RTX Corp                                                   | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $5427978.26   | 0.49%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust               | Republic Finance Issuance Trust 2025-A                     | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1411000 | PA      | $1415549.06   | 0.13%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                          | Royal Bank of Canada                                       | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2710000 | PA      | $2736321.15   | 0.25%             | 2029-08-06      | Fixed         | 4.50%                 | 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        |  14593835 | NS      | $14593835.01  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2025-2              | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2026622.60   | 0.18%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2025-1              | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6550000 | PA      | $6652134.15   | 0.60%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2024-2 Receivables Funding LLC            | CUSIP: 82650DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1852747 | PA      | $1869700.48   | 0.17%             | 2041-06-20      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2024-1 Receivables Funding LLC            | CUSIP: 826935AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1123099 | PA      | $1135141.03   | 0.10%             | 2043-01-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale SA                                        | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2940000 | PA      | $2999179.23   | 0.27%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                   | Southern Co/The                                            | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4912233.49   | 0.44%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                             | State Street Corp                                          | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2107850.37   | 0.19%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST               | Stream Innovations 2025-1 Issuer Trust                     | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2597766 | PA      | $2623092.37   | 0.24%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                   | Swedbank AB                                                | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2055000 | PA      | $2126567.25   | 0.19%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-Mobile USA Inc                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4834763.24   | 0.44%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                         | Toronto-Dominion Bank/The                                  | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2655000 | PA      | $2688666.22   | 0.24%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust           | Toyota Auto Receivables 2024-A Owner Trust                 | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1002290 | PA      | $1008790.95   | 0.09%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                               | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $5040437.65   | 0.46%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust       | United Auto Credit Securitization Trust 2025-1             | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1222000 | PA      | $1224067.62   | 0.11%             | 2028-02-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                 | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    223000 | PA      | $225787.44    | 0.02%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                 | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021858.05   | 0.09%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                 | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $673196.16    | 0.06%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                 | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2002944.37   | 0.18%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                        | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  29455000 | PA      | $29077508.84  | 2.63%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                        | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2227000 | PA      | $2225710.86   | 0.20%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78155000 | PA      | $79348695.70  | 7.17%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73682300 | PA      | $74177352.95  | 6.70%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6860000 | PA      | $6881437.50   | 0.62%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23655000 | PA      | $23858285.16  | 2.15%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7145000 | PA      | $7198866.58   | 0.65%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    442900 | PA      | $444612.78    | 0.04%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30340000 | PA      | $30595993.75  | 2.76%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    815000 | PA      | $819743.55    | 0.07%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1442100 | PA      | $1445761.58   | 0.13%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4350000 | PA      | $4359685.54   | 0.39%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18105000 | PA      | $18030741.26  | 1.63%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2335000 | PA      | $2325970.11   | 0.21%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24562500 | PA      | $24535634.77  | 2.22%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                       | Verdant Receivables 2025-1 LLC                             | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2037252.20   | 0.18%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                          | Verizon Master Trust                                       | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5607231.85   | 0.51%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                          | Verizon Master Trust                                       | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5077509.00   | 0.46%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                  | Veros Auto Receivables Trust 2025-1                        | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1131566 | PA      | $1135436.07   | 0.10%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2023-6                          | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |   3897322 | PA      | $3931895.61   | 0.36%             | 2068-09-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC                       | Virginia Power Fuel Securitization LLC                     | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   5290764 | PA      | $5325978.40   | 0.48%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                      | Volkswagen Group of America Finance LLC                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2306647.05   | 0.21%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                           | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5055986.25   | 0.46%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                           | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5103493.15   | 0.46%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                           | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1542924.70   | 0.14%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2024-3               | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3525035.15   | 0.32%             | 2029-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2025-1               | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3046317.90   | 0.28%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                | Wheels Fleet Lease Funding 1 LLC                           | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   4452661 | PA      | $4499632.12   | 0.41%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust             | World Omni Auto Receivables Trust 2022-D                   | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12954 | PA      | $13006.17     | 0.00%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                             | Zais Clo 16 Ltd                                            | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3095567.00   | 0.28%             | 2034-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US LONG BOND(CBT) MAR26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $928.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR NOTE (CBT)MAR26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -221 | NC      | $147313.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) MAR26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -957 | NC      | $306024.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) MAR26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1302 | NC      | $-113312.93   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT MAR26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        13 | NC      | $-5403.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP