# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001752724-23-020446
**Filing Date:** 2023-2
**Character Count:** 160790
**Document Hash:** 9747a06c6eb4ab0a78b819bdb17f1c45
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-020446.hdr.sgml**: 20230208

**ACCESSION NUMBER**: 0001752724-23-020446

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230208

**DATE AS OF CHANGE**: 20230208

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036
- **IRS NUMBER:** 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:** 23598338

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $859629663.82

**Total Liabilities:** $59559347.40

**Net Assets:** $800070316.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2773.57000000 | **1-Year:** -38148.72000000 | **5-Year:** -57772.73000000 | **10-Year:** -24971.92000000 | **30-Year:** -1042.50000000

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

- **3-Month:** -76.88000000 | **1-Year:** -3118.63000000 | **5-Year:** -11121.69000000 | **10-Year:** -1806.52000000 | **30-Year:** -817.30000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087495 | 0.21%                | 0.79%                | 0.52%                |
| Class ID C000087494 | 0.23%                | 0.82%                | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1432917.64             | $-1578041.68                               |
| Month 2  | $-1117967.94             | $10223772.93                               |
| Month 3  | $-1698541.23             | $1542444.17                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GXD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4890328.89   | 0.61%             | 2026-05-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $181282.81    | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                     | John Deere Owner Trust 2022                                                                                           | CUSIP: 47787JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3235396 | PA      | $3199935.11   | 0.40%             | 2024-11-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                        | Fifth Third Bancorp                                                                                                   | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2816750.74   | 0.35%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                    | Southern Co Gas Capital Corp                                                                                          | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    570000 | PA      | $559413.15    | 0.07%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                                                      | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3335000 | PA      | $2881452.67   | 0.36%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                                                        | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378328.33    | 0.05%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                                                           | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    185000 | PA      | $169727.98    | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                                                        | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464471.28    | 0.06%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B15 Mortgage Trust                                                                                     | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5185000 | PA      | $4545885.49   | 0.57%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                   | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1379611.46   | 0.17%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                                                              | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2155872.60   | 0.27%             | 2025-05-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                         | AmWINS Group, Inc. 2021 Term Loan B                                                                                   | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1979861 | PA      | $1942124.42   | 0.24%             | 2028-02-19      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                | BBCMS Mortgage Trust 2020-C7                                                                                          | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3270951.60   | 0.41%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                      | Duke Energy Carolinas LLC                                                                                             | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2019707.72   | 0.25%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                 | Sprint LLC                                                                                                            | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2375528.20   | 0.30%             | 2024-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                        | OMERS Finance Trust                                                                                                   | CUSIP: 682142AA2<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   4335000 | PA      | $4190937.98   | 0.52%             | 2024-05-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $992884.16    | 0.12%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MKS CLO Ltd                                                | MKS CLO 2017-2 Ltd                                                                                                    | CUSIP: 12662CAA5<br>LEI: 549300JCIKT6NT8T1275 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2955474.00   | 0.37%             | 2031-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                  | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    935000 | PA      | $965361.04    | 0.12%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                 | JPMBB Commercial Mortgage Securities Trust 2015-C33                                                                   | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7614584.80   | 0.95%             | 2048-12-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE29FYZ4 IRS USD R V 03MSOFR CCP CME  CCPOIS / Short: BIE29FYZ4 IRS USD P F   .03995 CCP CME  CCPOIS           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  88210000 | OU      | $3192754.78   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-3BP Mortgage Trust                                                                                          | CUSIP: 12592TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3280000 | PA      | $3034211.56   | 0.38%             | 2035-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE24E7F6 IRS USD R V 12MSOFR BIE24E7F6 CCP OIS / Short: BIE24E7F6 IRS USD P F   .09480 BIE24E7F6 CCP OIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  19545000 | OU      | $1988373.44   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                                                         | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    445000 | PA      | $446903.26    | 0.06%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5281569.41   | 0.66%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                               | Voya CLO 2020-3 Ltd                                                                                                   | CUSIP: 92918NAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $972917.00    | 0.12%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                                                                   | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   7000000 | PA      | $6936807.57   | 0.87%             | 2028-11-22      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                   | Time Warner Cable Enterprises LLC                                                                                     | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3209922.12   | 0.40%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                   | Air Products and Chemicals Inc                                                                                        | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138058.89    | 0.02%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                      | Svensk Exportkredit AB                                                                                                | CUSIP: 87031CAC7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   6000000 | PA      | $5583626.58   | 0.70%             | 2024-10-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp.                              | Frontier Communications Corp. 2021 1st Lien Term Loan                                                                 | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1467532 | PA      | $1396781.94   | 0.17%             | 2028-05-01      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE3VYKM0 IRS USD R V 00MSOFR BIE3VYKM0_FLO CCPOIS / Short: BIE3VYKM0 IRS USD P F  4.68694 BIE3VYKM0_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  38010000 | OU      | $-75803.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE3VYKE8 IRS USD R V 00MSOFR BIE3VYKE8_FLO CCPOIS / Short: BIE3VYKE8 IRS USD P F  4.44925 BIE3VYKE8_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  22945000 | OU      | $-186587.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                                       | Medline Borrower, LP USD Term Loan B                                                                                  | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1454012 | PA      | $1379828.78   | 0.17%             | 2028-10-23      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    580000 | PA      | $546297.19    | 0.07%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                       | Signal Peak CLO 5 Ltd                                                                                                 | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493778.50    | 0.06%             | 2031-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                       | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    837000 | PA      | $692738.53    | 0.09%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                    | Development Bank of Japan Inc                                                                                         | CUSIP: 25159MAZ0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   3000000 | PA      | $2688899.91   | 0.34%             | 2025-08-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                                                          | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    450000 | PA      | $405672.37    | 0.05%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    835000 | PA      | $843881.39    | 0.11%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                      | CUSIP: 3133BKE70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9657337 | PA      | $9527544.23   | 1.19%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2021-B25 Mortgage Trust                                                                                     | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $3587656.84   | 0.45%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac Structured Agency Credit Risk Debt Notes                                                                  | CUSIP: 3137G0QC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124958 | PA      | $123436.25    | 0.02%             | 2029-12-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                                                     | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $983198.77    | 0.12%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc.                                     | SS&C Technologies Inc. 2018 Term Loan B3                                                                              | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    721015 | PA      | $707697.46    | 0.09%             | 2025-04-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                                                                  | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    675000 | PA      | $636048.74    | 0.08%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                                                          | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    845000 | PA      | $875246.92    | 0.11%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                    | Inter-American Development Bank                                                                                       | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $9911600.00   | 1.24%             | 2029-02-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155106.80    | 0.02%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                     | Mondelez International Inc                                                                                            | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1325976.99   | 0.17%             | 2024-03-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                                                         | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5980000 | PA      | $5679585.25   | 0.71%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE3XJRD4 IRS USD R V 00MSOFR BIE3XJRD4_FLO CCPOIS / Short: BIE3XJRD4 IRS USD P F  3.52735 BIE3XJRD4_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6970000 | OU      | $19618.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    630000 | PA      | $550898.26    | 0.07%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                              | Peraton Corp. Term Loan B                                                                                             | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1938920 | PA      | $1890039.34   | 0.24%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                                                                   | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  12000000 | PA      | $11918431.80  | 1.49%             | 2026-06-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                                                            | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1698835.61   | 0.21%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE3QDAK7 IRS USD R V 00MSOFR BIE3QDAK7_FLO CCPOIS / Short: BIE3QDAK7 IRS USD P F  2.81174 BIE3QDAK7_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  17655000 | OU      | $603855.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                     | GE HealthCare Technologies Inc                                                                                        | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490674.74    | 0.06%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                                          | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $486070.74    | 0.06%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE29FU96 IRS USD R V 12MSOFR BIE29FU96 CCP OIS / Short: BIE29FU96 IRS USD P F   .27649 BIE29FU96 CCP OIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9500000 | OU      | $1433699.63   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                                                     | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134247.75    | 0.02%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                     | Tesla Auto Lease Trust 2021-B                                                                                         | CUSIP: 88161KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6736416 | PA      | $6582058.06   | 0.82%             | 2025-09-22      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                                        | Bausch & Lomb, Inc. Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    995000 | PA      | $944633.10    | 0.12%             | 2027-05-10      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                 | Nucor Corp                                                                                                            | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    890000 | PA      | $870750.98    | 0.11%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                              | Sempra Energy                                                                                                         | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2728211.53   | 0.34%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                      | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         0 | PA      | $0.00         | 0.00%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                   | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                       | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490625 | PA      | $1473051.37   | 0.18%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                   | Ontario Teachers' Finance Trust                                                                                       | CUSIP: 68329AAL2<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $9370238.70   | 1.17%             | 2027-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                      | Export Finance & Insurance Corp                                                                                       | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   3900000 | PA      | $3939432.74   | 0.49%             | 2027-10-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                             | Sinclair Television Group Inc. 2022 Term Loan B4                                                                      | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   1369967 | PA      | $1299071.24   | 0.16%             | 2029-04-21      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                              | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4505985.00   | 0.56%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2726511 | PA      | $2734616.36   | 0.34%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aramark Services, Inc.                                     | Aramark Services, Inc. 2021 Term Loan B                                                                               | CUSIP: 03852JAS0<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    903715 | PA      | $889255.81    | 0.11%             | 2028-04-06      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B22 Mortgage Trust                                                                                     | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2800873.60   | 0.35%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                    | European Bank for Reconstruction & Development                                                                        | CUSIP: 29874QEF7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $5001732.05   | 0.63%             | 2023-03-13      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                                                                         | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    380000 | PA      | $301835.40    | 0.04%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                                                      | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    720000 | PA      | $688734.97    | 0.09%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                    | International Bank for Reconstruction & Development                                                                   | CUSIP: 459058JU8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $9913700.00   | 1.24%             | 2031-02-11      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                                                                | CUSIP: 045167FM0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   4500000 | PA      | $4343939.78   | 0.54%             | 2025-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                      | GM Financial Automobile Leasing Trust 2021-1                                                                          | CUSIP: 36261RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2822726.60   | 0.35%             | 2025-02-20      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                                                            | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    695000 | PA      | $605051.89    | 0.08%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2020-GC47                                                                                | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6541892.80   | 0.82%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                     | Tennessee Gas Pipeline Co LLC                                                                                         | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $192646.85    | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE40LET2 IRS USD R V 00MSOFR BIE40LET2_FLO CCPOIS / Short: BIE40LET2 IRS USD P F  4.41970 BIE40LET2_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12620000 | OU      | $8498.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                      | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                   | Prime Security Services Borrower LLC / Prime Finance Inc                                                              | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2701351.87   | 0.34%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                   | Huntington National Bank/The                                                                                          | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2181478.10   | 0.27%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                        | Otis Worldwide Corp                                                                                                   | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    570000 | PA      | $533304.71    | 0.07%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                    | Parkway Generation, LLC Term Loan C                                                                                   | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |    279386 | PA      | $275427.06    | 0.03%             | 2029-02-18      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                    | Inter-American Development Bank                                                                                       | CUSIP: 4581X0DW5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   7000000 | PA      | $6911091.53   | 0.86%             | 2031-06-10      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2096647.16   | 0.26%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                      | Avantor Funding, Inc. 2021 Term Loan B5                                                                               | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   1431349 | PA      | $1422603.11   | 0.18%             | 2027-11-08      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                | PNC Bank NA                                                                                                           | CUSIP: 20453KAA3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    970000 | PA      | $943377.95    | 0.12%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corporation                                    | Lamar Media Corporation 2020 Term Loan B                                                                              | CUSIP: 513076BB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000435 | PA      | $966980.13    | 0.12%             | 2027-02-05      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                | Viatris Inc                                                                                                           | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    190000 | PA      | $172081.58    | 0.02%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5905241 | PA      | $5684122.01   | 0.71%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                                                          | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3820000 | PA      | $3603709.96   | 0.45%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                           | Triton Container International Ltd                                                                                    | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   3070000 | PA      | $2839189.30   | 0.35%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2441740.73   | 0.31%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                                | Jazz Financing Lux S.a.r.l. USD Term Loan                                                                             | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1194742 | PA      | $1182603.44   | 0.15%             | 2028-05-05      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                   | Indianapolis Power & Light Co                                                                                         | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    725000 | PA      | $743548.60    | 0.09%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                                                               | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    405000 | PA      | $361004.90    | 0.05%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203213.16    | 0.03%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5800000 | PA      | $5349921.68   | 0.67%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    915000 | PA      | $884485.07    | 0.11%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5533870.38   | 0.69%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                  | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1531975.27   | 0.19%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                            | AstraZeneca PLC                                                                                                       | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   6710000 | PA      | $6652850.33   | 0.83%             | 2023-08-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                               | Organon & Co USD Term Loan                                                                                            | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    930833 | PA      | $920361.46    | 0.12%             | 2028-06-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                            | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    773000 | PA      | $789258.97    | 0.10%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                                                                 | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526051.02    | 0.07%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-HQA1                                                                               | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    561601 | PA      | $559290.61    | 0.07%             | 2033-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    535000 | PA      | $554577.62    | 0.07%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                          | CPPIB Capital Inc                                                                                                     | CUSIP: 22411VAG3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   5110000 | PA      | $5038281.46   | 0.63%             | 2023-09-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                             | Hyundai Auto Receivables Trust 2022-A                                                                                 | CUSIP: 448977AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3517029 | PA      | $3470775.50   | 0.43%             | 2025-02-18      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company, L.P.                 | Calpine Construction Finance Company, L.P. 2017 Term Loan B                                                           | CUSIP: 13134NAG6<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |   1880525 | PA      | $1875033.65   | 0.23%             | 2025-01-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $154276.30    | 0.02%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                                      | Applied Systems, Inc. 2017 1st Lien Term Loan                                                                         | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    831931 | PA      | $828295.68    | 0.10%             | 2024-09-19      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                        | Apex Credit Clo 2018-I Ltd                                                                                            | CUSIP: 03755HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $489442.00    | 0.06%             | 2031-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                   | Met Tower Global Funding                                                                                              | CUSIP: 58989V2E3<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4242048.43   | 0.53%             | 2025-06-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                        | Midocean Credit CLO IX                                                                                                | CUSIP: 59802MAA5<br>LEI: 549300XXQYQPW7OQNX23 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1957738.00   | 0.24%             | 2031-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                                                               | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   8406000 | PA      | $8160009.76   | 1.02%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                          | Cedar Funding IX CLO Ltd                                                                                              | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1280000 | PA      | $1260646.40   | 0.16%             | 2031-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE3YVKQ1 IRS USD R V 00MSOFR BIE3YVKQ1_FLO CCPOIS / Short: BIE3YVKQ1 IRS USD P F  4.04907 BIE3YVKQ1_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6655000 | OU      | $-162228.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                | Volkswagen Auto Lease Trust 2020-A                                                                                    | CUSIP: 92868VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5314218.84   | 0.66%             | 2025-07-21      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE3AS5J0 IRS USD R V 12MSOFR BIE3AS5J0_FLO CCPOIS / Short: BIE3AS5J0 IRS USD P F  1.57800 BIE3AS5J0_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | AU        |   9310000 | OU      | $534733.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                                                        | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    825000 | PA      | $687604.24    | 0.09%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                   | Microchip Technology Inc                                                                                              | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4694862.94   | 0.59%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                               | Autodesk Inc                                                                                                          | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    970000 | PA      | $774858.89    | 0.10%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2022-B32 Mortgage Trust                                                                                     | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4246225.00   | 0.53%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                                                                         | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $152797.42    | 0.02%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                | Federal Home Loan Mortgage Corp                                                                                       | CUSIP: 3134GXS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4220000 | PA      | $4168273.65   | 0.52%             | 2025-08-28      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                | Long: BIE3AS5R2 IRS USD R V 12MSOFR BIE3AS5R2_FLO CCPOIS / Short: BIE3AS5R2 IRS USD P F  1.64690 BIE3AS5R2_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | AU        |   5700000 | OU      | $479029.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2019-C7                                                                           | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6907025.60   | 0.86%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                | Long: BIE3J74Z2 IRS USD R V 00MSOFR BIE3J74Z2_FLO CCPOIS / Short: BIE3J74Z2 IRS USD P F  2.67980 BIE3J74Z2_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18720000 | OU      | $850114.51    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                                       | Steele Creek Clo 2017-1 Ltd                                                                                           | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1476121.50   | 0.18%             | 2030-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NortonLifeLock Inc.                                        | NortonLifeLock Inc. 2022 Term Loan B                                                                                  | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   1000000 | PA      | $981460.00    | 0.12%             | 2029-09-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                                                              | CUSIP: 471048CG1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   3000000 | PA      | $2995349.82   | 0.37%             | 2023-01-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                | Federal Home Loan Mortgage Corp                                                                                       | CUSIP: 3134GWH82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   8165000 | PA      | $7369939.00   | 0.92%             | 2025-09-08      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                    | Goldentree Loan Management US Clo 6 Ltd                                                                               | CUSIP: 38137WAQ8<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $967841.00    | 0.12%             | 2035-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                        | CDW LLC / CDW Finance Corp                                                                                            | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $826194.40    | 0.10%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                    | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3973160 | PA      | $3937952.72   | 0.49%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    115000 | PA      | $108241.63    | 0.01%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund                                                            | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  23794802 | NS      | $23794802.26  | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Bank                                                | Truist Bank                                                                                                           | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    653000 | PA      | $610677.31    | 0.08%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2021-3 LLC                                                                                 | CUSIP: 29373MAB5<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   8636424 | PA      | $8245164.50   | 1.03%             | 2027-08-20      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                    | Japan Bank for International Cooperation                                                                              | CUSIP: 471048BU1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2586000 | PA      | $2548684.46   | 0.32%             | 2023-10-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2632111.26   | 0.33%             | 2024-03-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1208300.00   | 0.15%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                   | HCA Inc. 2021 Term Loan B14                                                                                           | CUSIP: 404122BH5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | LON              | CORP              | US        |   1334675 | PA      | $1331338.31   | 0.17%             | 2028-06-30      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                        | OMERS Finance Trust                                                                                                   | CUSIP: 682142AF1<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $4463234.45   | 0.56%             | 2026-03-26      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                            | Allegro CLO VI Ltd                                                                                                    | CUSIP: 01749BAA7<br>LEI: 635400AREEXNEGDZE419 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3547821.60   | 0.44%             | 2031-01-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                               | Avangrid Inc                                                                                                          | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    765000 | PA      | $731059.51    | 0.09%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                 | MMAF Equipment Finance LLC 2021-A                                                                                     | CUSIP: 55317JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1294438 | PA      | $1292146.30   | 0.16%             | 2024-04-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                                                                   | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    315000 | PA      | $287802.36    | 0.04%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| JAPAN FIN ORG MUNICIPAL                                    | Japan Finance Organization for Municipalities                                                                         | CUSIP: 471068AS5<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |   2500000 | PA      | $2239348.70   | 0.28%             | 2025-09-02      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2021-C61                                                                        | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8780000 | PA      | $7182204.19   | 0.90%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                               | Dell Equipment Finance Trust                                                                                          | CUSIP: 24703WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6132545 | PA      | $6051232.33   | 0.76%             | 2027-08-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                                                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $274000.00    | 0.03%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                                                            | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211622.24    | 0.03%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                   | Canadian Pacific Railway Co                                                                                           | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3875000 | PA      | $3611891.92   | 0.45%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                                                            | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    585000 | PA      | $595827.54    | 0.07%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                              | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4976101.65   | 0.62%             | 2024-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                                                                | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1705000 | PA      | $1552736.88   | 0.19%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                   | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1287844.10   | 0.16%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                | KeyBank NA/Cleveland OH                                                                                               | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    345000 | PA      | $356102.20    | 0.04%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                    | Digital Realty Trust LP                                                                                               | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    510000 | PA      | $482839.39    | 0.06%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC.                                   | Standard Industries Inc. 2021 Term Loan B                                                                             | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |   1796212 | PA      | $1772484.51   | 0.22%             | 2028-09-22      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                                    | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4928821.35   | 0.62%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                   | Citizens Financial Group Inc                                                                                          | CUSIP: 174610BA2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $682742.18    | 0.09%             | 2031-02-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                     | Canyon CLO 2020-1 Ltd                                                                                                 | CUSIP: 13876LAJ6<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |   1275000 | PA      | $1240461.53   | 0.16%             | 2034-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                                                        | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    375000 | PA      | $324745.58    | 0.04%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                   | Brighthouse Financial Inc                                                                                             | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    525000 | PA      | $499314.89    | 0.06%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                             | NRG Energy Inc                                                                                                        | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1627699.77   | 0.20%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Company                             | Pacific Gas & Electric Company 2020 Term Loan                                                                         | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |   1954887 | PA      | $1937175.95   | 0.24%             | 2025-06-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B17 Mortgage Trust                                                                                     | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6681822.40   | 0.84%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PAW6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10680000 | PA      | $10693450.29  | 1.34%             | 2024-07-23      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    440000 | PA      | $408655.74    | 0.05%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                   | Microchip Technology Inc                                                                                              | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2018593.26   | 0.25%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners CLO IX Ltd                                                                                    | CUSIP: 08181BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $935141.05    | 0.12%             | 2031-07-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC JP MORGAN COC                                    | SWAP CCPC JP MORGAN COC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5133771 | NS      | $5133771.05   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                                                     | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189369.84    | 0.02%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                                                              | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    510000 | PA      | $453588.31    | 0.06%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                        | Sound Point Clo XXI Ltd                                                                                               | CUSIP: 83613HAA5<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1951498.00   | 0.24%             | 2031-10-26      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                         | Honda Auto Receivables 2019-4 Owner Trust                                                                             | CUSIP: 43813VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113117 | PA      | $112737.14    | 0.01%             | 2024-01-18      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                           | Marathon CLO 2021-16 Ltd                                                                                              | CUSIP: 56580KAA3<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1937792.00   | 0.24%             | 2034-04-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                                                                | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    840000 | PA      | $742610.76    | 0.09%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                                     | DirecTV Financing, LLC Term Loan                                                                                      | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1256556 | PA      | $1220693.84   | 0.15%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                     | Fells Point Funding Trust                                                                                             | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $441394.23    | 0.06%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                   | Ford Credit Floorplan Master Owner Trust A                                                                            | CUSIP: 34528QHK3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1935419.40   | 0.24%             | 2025-09-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust                       | Toyota Auto Loan Extended Note Trust 2022-1                                                                           | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9473112.00   | 1.18%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                   | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    345000 | PA      | $340282.54    | 0.04%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                                                              | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173024.41    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                    | Digital Realty Trust LP                                                                                               | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    890000 | PA      | $895884.32    | 0.11%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                       | Entegris Escrow Corp                                                                                                  | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    740000 | PA      | $674833.60    | 0.08%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2595319.09   | 0.32%             | 2027-03-09      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2018-B1 Mortgage Trust                                                                                      | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4205553.75   | 0.53%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                                                                     | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    550000 | PA      | $506383.77    | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman Loan Advisers CLO 36 Ltd                                                                             | CUSIP: 64133KAU5<br>LEI: 549300MZGBBYK103F794 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2705155.75   | 0.34%             | 2033-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                                                                            | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285593.76    | 0.04%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                    | Inter-American Development Bank                                                                                       | CUSIP: 4581X0DT2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   6000000 | PA      | $5978201.34   | 0.75%             | 2026-02-10      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                        | Georgia-Pacific LLC                                                                                                   | CUSIP: 373298CF3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1158674.36   | 0.14%             | 2024-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B18 Mortgage Trust                                                                                     | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8250000 | PA      | $6684969.23   | 0.84%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1530000 | PA      | $1383105.36   | 0.17%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                | Long: BIE3HJWL8 IRS USD R V 12MSOFR BIE3HJWL8_FLO CCPOIS / Short: BIE3HJWL8 IRS USD P F  2.65400 BIE3HJWL8_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18885000 | OU      | $875846.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                                                                | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $486938.18    | 0.06%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2021-B24 Mortgage Trust                                                                                     | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2086460.75   | 0.26%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                                                          | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    737000 | PA      | $590858.60    | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                                                          | CUSIP: 59562VAY3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4678792.74   | 0.58%             | 2023-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                   | European Investment Bank                                                                                              | CUSIP: 298785JS6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   6000000 | PA      | $5764154.10   | 0.72%             | 2025-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                                                          | CUSIP: 20030NCX7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $4923622.60   | 0.62%             | 2024-04-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1150244.39   | 0.14%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | Exxon Mobil Corp                                                                                                      | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    310000 | PA      | $286825.13    | 0.04%             | 2026-08-16      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $920852.10    | 0.12%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                     | NXP BV / NXP Funding LLC                                                                                              | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    280000 | PA      | $279624.82    | 0.03%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE40LEW5 IRS USD R V 00MSOFR BIE40LEW5_FLO CCPOIS / Short: BIE40LEW5 IRS USD P F  3.57815 BIE40LEW5_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  11575000 | OU      | $8259.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                     | GE HealthCare Technologies Inc                                                                                        | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    485000 | PA      | $487988.17    | 0.06%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                        | Ashtead Capital Inc                                                                                                   | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    375000 | PA      | $320021.60    | 0.04%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                                    | Daimler Trucks Finance North America LLC                                                                              | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3378061.16   | 0.42%             | 2024-12-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                                                                                       | CUSIP: 500769JK1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   7000000 | PA      | $7069221.95   | 0.88%             | 2024-02-12      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                          | CSC Holdings, LLC 2017 Term Loan B1                                                                                   | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1885013 | PA      | $1776624.93   | 0.22%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert, LLC                                  | Asplundh Tree Expert, LLC 2021 Term Loan B                                                                            | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1332389 | PA      | $1330163.61   | 0.17%             | 2027-09-07      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                | Federal Home Loan Mortgage Corp                                                                                       | CUSIP: 3134GXS88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4220000 | PA      | $4163619.70   | 0.52%             | 2025-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                   | Teledyne Technologies Inc                                                                                             | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   6765000 | PA      | $6390856.33   | 0.80%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    365000 | PA      | $369846.45    | 0.05%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                                                         | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    405000 | PA      | $308950.00    | 0.04%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                              | Trillium Credit Card Trust II                                                                                         | CUSIP: 89621ABC2<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |  10000000 | PA      | $9976355.00   | 1.25%             | 2026-10-26      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                              | Sempra Energy                                                                                                         | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    340000 | PA      | $314391.20    | 0.04%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                | Long: BIE3PVT36 IRS USD R V 00MSOFR BIE3PVT36_FLO CCPOIS / Short: BIE3PVT36 IRS USD P F  2.41839 BIE3PVT36_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18415000 | OU      | $1314942.23   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)                          | Ultimate Software Group Inc (The) 2021 Term Loan                                                                      | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1353183 | PA      | $1285523.81   | 0.16%             | 2026-05-04      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                        | Otis Worldwide Corp                                                                                                   | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63014.95     | 0.01%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                     | Roper Technologies Inc                                                                                                | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160890.80    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                                                     | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    685000 | PA      | $615291.61    | 0.08%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                               | Ford Credit Auto Owner Trust 2021-A                                                                                   | CUSIP: 34532NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1728246.84   | 0.22%             | 2026-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                               | Newmont Corp                                                                                                          | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    215000 | PA      | $172804.04    | 0.02%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                                                               | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   4190000 | PA      | $4155740.05   | 0.52%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                        | SVB Financial Group                                                                                                   | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    928000 | PA      | $821084.65    | 0.10%             | 2033-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                | Nutrien Ltd                                                                                                           | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $595419.03    | 0.07%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc.                              | Horizon Therapeutics USA Inc. 2021 Term Loan B2                                                                       | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |   1079219 | PA      | $1077870.28   | 0.13%             | 2028-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                                                                         | CUSIP: 29278GAV0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    765000 | PA      | $740690.72    | 0.09%             | 2025-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2022-4 LLC                                                                                 | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5022825.00   | 0.63%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182576.00    | 0.02%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                       | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5113624 | PA      | $5127349.89   | 0.64%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2020-BNK25                                                                                                       | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3413134.80   | 0.43%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                   | Air Products and Chemicals Inc                                                                                        | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173256.08    | 0.02%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1009758.88   | 0.13%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                        | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4755000 | PA      | $4856448.45   | 0.61%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                    | Becton Dickinson and Co                                                                                               | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2218235.53   | 0.28%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                        | Ashtead Capital Inc                                                                                                   | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    335000 | PA      | $258600.69    | 0.03%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                                                        | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3312414.87   | 0.41%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                           | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    405000 | PA      | $420376.20    | 0.05%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                   | Teledyne Technologies Inc                                                                                             | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1024622.52   | 0.13%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                        | Toyota Auto Receivables 2020-B Owner Trust                                                                            | CUSIP: 89239RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790684 | PA      | $1771675.41   | 0.22%             | 2024-08-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                   | Huntington National Bank/The                                                                                          | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    555000 | PA      | $559236.75    | 0.07%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                     | National Securities Clearing Corp                                                                                     | CUSIP: 637639AA3<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $791705.28    | 0.10%             | 2023-04-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-HQA2                                                                               | CUSIP: 35564KFN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4220278 | PA      | $4192873.65   | 0.52%             | 2033-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                             | Bavarian Sky UK 5 PLC                                                                                                 | CUSIP: 44928XAY0<br>LEI: 213800MAPH9PBACGJG35 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1932454.00   | 0.24%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                      | Charter Communications Operating, LLC 2019 Term Loan B2                                                               | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2237867 | PA      | $2182323.40   | 0.27%             | 2027-02-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                                                       | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    510000 | PA      | $462398.05    | 0.06%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                               | Newmont Corp                                                                                                          | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    320000 | PA      | $254755.69    | 0.03%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                         | Diageo Capital PLC                                                                                                    | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $802290.30    | 0.10%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE3PVT02 IRS USD R V 00MSOFR BIE3PVT02_FLO CCPOIS / Short: BIE3PVT02 IRS USD P F  2.86701 BIE3PVT02_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  21760000 | OU      | $603490.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                            | Naked Juice LLC Term Loan                                                                                             | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    995000 | PA      | $887480.30    | 0.11%             | 2029-01-24      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC JP MORGAN COC                                    | SWAP CCPC JP MORGAN COC                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |  -2495584 | NS      | $-2495583.97  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                     | Park Avenue Institutional Advisers CLO Ltd 2021-1                                                                     | CUSIP: 70015QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2687027.75   | 0.34%             | 2034-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                 | Cigna Corp                                                                                                            | CUSIP: 125523AC4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5434390.78   | 0.68%             | 2023-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                                                           | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112148.29    | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                         | VICI Properties LP                                                                                                    | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1585000 | PA      | $1508788.98   | 0.19%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | ConocoPhillips Co                                                                                                     | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2456867.44   | 0.31%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent LP                                                                                              | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    390000 | PA      | $328054.55    | 0.04%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                      | US Bank NA/Cincinnati OH                                                                                              | CUSIP: 90331HNV1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2521762.95   | 0.32%             | 2023-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                            | Allegro CLO VIII Ltd                                                                                                  | CUSIP: 01750LAA1<br>LEI: 635400EGZEWLZ9KRXG08 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490666.50    | 0.06%             | 2031-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    280000 | PA      | $223652.80    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                                 | Sodexo Inc                                                                                                            | CUSIP: 833794AA8<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1004923.19   | 0.13%             | 2026-04-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                              | Methanex Corp                                                                                                         | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    525000 | PA      | $465808.57    | 0.06%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                             | Galaxy XXI CLO Ltd                                                                                                    | CUSIP: 36320WAL0<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983070.00    | 0.12%             | 2031-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                | Viatris Inc                                                                                                           | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136712.00    | 0.02%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                        | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1914924.90   | 0.24%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                        | CDW LLC / CDW Finance Corp                                                                                            | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $230832.68    | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PILOT TRAVEL CENTERS LLC                                   | Pilot Travel Centers LLC 2021 Term Loan B                                                                             | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |    877089 | PA      | $865905.69    | 0.11%             | 2028-08-04      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                                                      | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $926187.50    | 0.12%             | 2024-09-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                      | Gray Television, Inc. 2021 Term Loan D                                                                                | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    960275 | PA      | $930468.18    | 0.12%             | 2028-12-01      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                  | Mileage Plus Holdings LLC 2020 Term Loan B                                                                            | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    900000 | PA      | $924525.00    | 0.12%             | 2027-06-21      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $371663.58    | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                   | Huntington National Bank/The                                                                                          | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    790000 | PA      | $762246.38    | 0.10%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                 | US Bancorp                                                                                                            | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1861146.24   | 0.23%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                   | International Business Machines Corp                                                                                  | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2445908.15   | 0.31%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                        | Citizens Bank NA/Providence RI                                                                                        | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1425874.36   | 0.18%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                                                              | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2049323.89   | 0.26%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                                                      | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         0 | PA      | $0.00         | 0.00%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                   | Inter-American Investment Corp                                                                                        | CUSIP: 45828Q2A4<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $3830539.80   | 0.48%             | 2025-04-22      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                                          | Zais Clo 16 Ltd                                                                                                       | CUSIP: 98875JAS3<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2921538.00   | 0.37%             | 2034-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                                                        | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    715000 | PA      | $568017.69    | 0.07%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                                                                 | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    810000 | PA      | $677995.77    | 0.08%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                                                              | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1630403.04   | 0.20%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company       | Setanta Aircraft Leasing Designated Activity Company Term Loan B                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   2450000 | PA      | $2434075.00   | 0.30%             | 2028-11-05      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                   | Amentum Government Services Holdings LLC 2022 Term Loan                                                               | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   1097250 | PA      | $1066735.48   | 0.13%             | 2029-02-15      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| Castlelake Aviation Limited                                | Castlelake Aviation Limited Term Loan B                                                                               | CUSIP: 14855NAB2<br>LEI: 2138003EQK2PETKID103 | Long             | LON              | CORP              | IE        |   1974963 | PA      | $1954857.48   | 0.24%             | 2026-10-22      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                                                            | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8905000 | PA      | $8975620.48   | 1.12%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                    | United Airlines 2014-1 Class A Pass Through Trust                                                                     | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291376 | PA      | $270709.48    | 0.03%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                        | SVB Financial Group                                                                                                   | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    277000 | PA      | $242375.09    | 0.03%             | 2026-10-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                    | KeyCorp                                                                                                               | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1844403.94   | 0.23%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                           | SkyMiles IP Ltd. 2020 Skymiles Term Loan B                                                                            | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   1000000 | PA      | $1018000.00   | 0.13%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                | Long: BIE3HJWS3 IRS USD R V 12MSOFR BIE3HJWS3_FLO CCPOIS / Short: BIE3HJWS3 IRS USD P F  2.68222 BIE3HJWS3_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  30640000 | OU      | $1108464.81   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                        | PFS Financing Corp                                                                                                    | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3763719.20   | 0.47%             | 2026-04-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                                | OCCU Auto Receivables Trust 2022-1                                                                                    | CUSIP: 67115YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1727075 | PA      | $1726442.41   | 0.22%             | 2023-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                                      | Vertical US Newco Inc Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   1964282 | PA      | $1886947.76   | 0.24%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                  | Chesapeake Funding II LLC                                                                                             | CUSIP: 165183CD4<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    773739 | PA      | $773273.30    | 0.10%             | 2031-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                                                    | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    365000 | PA      | $357101.40    | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                                                        | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $86770.55     | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Parkway Generation, LLC                                    | Parkway Generation, LLC Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 254900ATQHHVKF65MT32 | Long             | LON              | CORP              | US        |   1985636 | PA      | $1947412.47   | 0.24%             | 2029-02-18      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                | KeyBank NA/Cleveland OH                                                                                               | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2080973.75   | 0.26%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                   | Federal Farm Credit Banks Funding Corp                                                                                | CUSIP: 3133EMKW1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4770884.05   | 0.60%             | 2023-12-21      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                      | Athene Global Funding                                                                                                 | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5482712.98   | 0.69%             | 2024-05-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SS&C European Holdings Sarl                                | SS&C European Holdings Sarl 2018 Term Loan B4                                                                         | CUSIP: 78466DBE3<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    586166 | PA      | $575339.51    | 0.07%             | 2025-04-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                    | United Airlines 2014-2 Class A Pass Through Trust                                                                     | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538022 | PA      | $495057.80    | 0.06%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Floating Rate Note                                                                             | CUSIP: 91282CFS5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88365000 | PA      | $88266321.92  | 11.03%            | 2024-10-31      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE2LMDY1 IRS USD R V 12MSOFR BIE2LMDY1_FLO CCPOIS / Short: BIE2LMDY1 IRS USD P F   .72295 BIE2LMDY1_FIX CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | AU        |  19825000 | OU      | $1961449.62   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                           | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194253.19    | 0.02%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                        | Citizens Bank NA/Providence RI                                                                                        | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3801543.40   | 0.48%             | 2025-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                      | DuPont de Nemours Inc                                                                                                 | CUSIP: 26078JAH3<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4634629.21   | 0.58%             | 2023-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                              | RealPage, Inc 1st Lien Term Loan                                                                                      | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1042335 | PA      | $989175.84    | 0.12%             | 2028-04-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle Global Market Strategies CLO 2014-2R Ltd                                                                      | CUSIP: 14314LAC9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |   1971271 | PA      | $1938944.26   | 0.24%             | 2031-05-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 33 Ltd                         | Octagon Investment Partners 33 Ltd                                                                                    | CUSIP: 675711AA3<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |   4050000 | PA      | $4000796.55   | 0.50%             | 2031-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                                                                  | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4371993.16   | 0.55%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BIE29FTY3 IRS USD R V 03MSOFR CCP CME CCPOIS / Short: BIE29FTY3 IRS USD P F   .47548 CCP CME CCPOIS             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  31005000 | OU      | $6496172.87   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                                                                    | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $338557.36    | 0.04%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                   | Air Products and Chemicals Inc                                                                                        | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    315000 | PA      | $263677.84    | 0.03%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                  | ONEOK Inc                                                                                                             | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1784737.66   | 0.22%             | 2023-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                              | Amphenol Corp                                                                                                         | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    375000 | PA      | $352499.21    | 0.04%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                      | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2293701.06   | 0.29%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                            | Venture 42 CLO Ltd                                                                                                    | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1450032.00   | 0.18%             | 2034-04-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

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

**Signature:** William Flory

**Name of Signer:** William Flory

**Title:** VP