# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-047052
**Filing Date:** 2026-5
**Character Count:** 1352901
**Document Hash:** 72d589bd744d5d767385453e9a33c050
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-047052.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0001410368-26-047052

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260518

**DATE AS OF CHANGE**: 20260518

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 26992624

**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 Fidelity Institutional AM Total Bond Fund (Series ID: S000070165)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000223150 | Service Class  |  |
| C000223151 | Standard Class |  |

## Nport-Ex

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments**

March 31, 2026 (unaudited)

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

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>| **Value** <br>**(U.S. $)**<br>|
| **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–1.03%** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–1.03%** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–1.03%** |
| Federal Home Loan Mortgage Corp. REMICS  | Federal Home Loan Mortgage Corp. REMICS  | Federal Home Loan Mortgage Corp. REMICS  |
| &nbsp;&nbsp;&nbsp; Series 5001 Class A 2.00% <br> 1/25/45<br>| 828486 | $783552 |
| &nbsp;&nbsp;&nbsp; Series 5002 Class TJ 2.00% <br> 7/25/50<br>| 987604 | 830231 |
| &nbsp;&nbsp;&nbsp; Series 5059 Class GA 1.00% <br> 1/25/51<br>| 240971 | 186568 |
| &nbsp;&nbsp;&nbsp; Series 5209 Class EA 3.00% <br> 8/25/50<br>| 351560 | 324431 |
| &nbsp;&nbsp;&nbsp; Series 5209 Class EJ 3.00% <br> 8/25/50<br>| 351560 | 324430 |
| &nbsp;&nbsp;&nbsp; •Series 5250 Class FA 4.33% <br> (30 day USD SOFR Average <br> + 0.67%) 8/25/52<br>| 214783 | 212728 |
| &nbsp;&nbsp;&nbsp; •Series 5254 Class FG 4.41% <br> (30 day USD SOFR Average <br> + 0.75%) 9/25/52<br>| 471533 | 464798 |
| &nbsp;&nbsp;&nbsp; •Series 5354 Class FC 5.11% <br> (30 day USD SOFR Average <br> + 1.45%) 10/25/53<br>| 3847189 | 3898773 |
| &nbsp;&nbsp;&nbsp; •Series 5476 Class FB 4.76% <br> (30 day USD SOFR Average <br> + 1.10%) 11/25/54<br>| 1501975 | 1510545 |
| &nbsp;&nbsp; ♦Federal Home Loan Mortgage <br> Corp. Structured <br> Pass-Through Certificates <br> Series T-58 Class 2A 6.50% <br> 9/25/43<br>| 1163 | 1213 |
| Federal National Mortgage Association Grantor Trust | Federal National Mortgage Association Grantor Trust | Federal National Mortgage Association Grantor Trust |
| &nbsp;&nbsp;&nbsp; •Series 1999-T2 Class A1 <br> 7.50% 1/19/39<br>| 88 | 91 |
| &nbsp;&nbsp;&nbsp; Series 2004-T1 Class 1A2 <br> 6.50% 1/25/44<br>| 1027 | 1057 |
| Federal National Mortgage Association REMICS  | Federal National Mortgage Association REMICS  | Federal National Mortgage Association REMICS  |
| &nbsp;&nbsp;&nbsp; Series 2022-18 Class DL <br> 3.25% 7/25/46<br>| 429714 | 409130 |
| &nbsp;&nbsp;&nbsp; •Series 2022-53 Class FG <br> 4.46% (30 day USD SOFR <br> Average + 0.80%) 8/25/52<br>| 1416089 | 1398545 |
| &nbsp;&nbsp;&nbsp; •Series 2022-56 Class FJ <br> 4.46% (30 day USD SOFR <br> Average + 0.80%) 9/25/52<br>| 2101266 | 2070345 |
| &nbsp;&nbsp;&nbsp; •Series 2022-64 Class GF <br> 4.46% (30 day USD SOFR <br> Average + 0.80%) 10/25/52<br>| 1576438 | 1554436 |
| &nbsp;&nbsp;&nbsp; •Series 2022-67 Class FA <br> 4.46% (30 day USD SOFR <br> Average + 0.80%) 10/25/52<br>| 2041506 | 2016283 |
| &nbsp;&nbsp;&nbsp; Series 2022-9 Class DJ 3.25% <br> 3/25/49<br>| 244342 | 228041 |
| &nbsp;&nbsp;&nbsp; •Series 2023-51 Class FB <br> 5.21% (30 day USD SOFR <br> Average + 1.55%) 11/25/53<br>| 1753912 | 1778046 |
| &nbsp;&nbsp;&nbsp; •Series 2023-53 Class FD <br> 5.16% (30 day USD SOFR <br> Average + 1.50%) 11/25/53<br>| 1485368 | 1509094 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** |
| Federal National Mortgage Association REMICS (continued)  | Federal National Mortgage Association REMICS (continued)  | Federal National Mortgage Association REMICS (continued)  |
| &nbsp;&nbsp;&nbsp; •Series 2023-56 Class FC <br> 5.16% (30 day USD SOFR <br> Average + 1.50%) 11/25/53<br>| 1268968 | $1285421 |
| &nbsp;&nbsp;&nbsp; •Series 2024-7 Class FB 4.86% <br> (30 day USD SOFR Average <br> + 1.20%) 9/25/53<br>| 1133582 | 1141462 |
| **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $21,720,855)** | **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $21,720,855)** | **21929220** |
| **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.50%** | **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.50%** | **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.50%** |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates |
| &nbsp;&nbsp;&nbsp; ♦•Series K135 Class A2 2.15% <br> 10/25/31<br>| 200000 | 180163 |
| &nbsp;&nbsp;&nbsp; ♦•Series K521 Class AS 4.19% <br> (30 day USD SOFR Average <br> + 0.52%) 3/25/29<br>| 697438 | 697731 |
| &nbsp;&nbsp;&nbsp; ♦•Series K543 Class A2 4.33% <br> 6/25/30<br>| 300000 | 300228 |
| &nbsp;&nbsp;&nbsp; ♦•Series K544 Class A2 4.27% <br> 7/25/30<br>| 300000 | 299780 |
| &nbsp;&nbsp;&nbsp; ♦Series K546 Class A2 4.36% <br> 5/25/30<br>| 300000 | 300820 |
| &nbsp;&nbsp;&nbsp; ♦•Series K547 Class A2 4.42% <br> 5/25/30<br>| 600000 | 603204 |
| &nbsp;&nbsp;&nbsp; ♦•Series K548 Class A2 4.32% <br> 9/25/30<br>| 700000 | 700771 |
| &nbsp;&nbsp;&nbsp; ♦•Series K549 Class A2 4.34% <br> 9/25/30<br>| 100000 | 100191 |
| &nbsp;&nbsp;&nbsp; ♦•Series K551 Class A2 4.17% <br> 11/25/30<br>| 200000 | 198659 |
| &nbsp;&nbsp;&nbsp; ♦•Series K551 Class AS 4.22% <br> (30 day USD SOFR Average <br> + 0.55%) 10/25/30<br>| 2199371 | 2199366 |
| &nbsp;&nbsp;&nbsp; ♦•Series K552 Class AS 4.21% <br> (30 day USD SOFR Average <br> + 0.54%) 10/25/30<br>| 1299492 | 1299490 |
| &nbsp;&nbsp;&nbsp; ♦•Series K553 Class AS 4.21% <br> (30 day USD SOFR Average <br> + 0.54%) 10/25/30<br>| 652841 | 652840 |
| &nbsp;&nbsp;&nbsp; ♦•Series K554 Class AS 4.17% <br> (30 day USD SOFR Average <br> + 0.50%) 10/25/30<br>| 599863 | 599861 |
| &nbsp;&nbsp;&nbsp; ♦•Series K555 Class AS 4.17% <br> (30 day USD SOFR Average <br> + 0.50%) 11/25/30<br>| 1299942 | 1300343 |
| &nbsp;&nbsp;&nbsp; ♦•Series K556 Class AS 4.16% <br> (30 day USD SOFR Average <br> + 0.49%) 12/25/30<br>| 299997 | 299996 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–1*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** | **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** | **AGENCY COMMERCIAL MORTGAGE-BACKED SECURITIES** <br> **(continued)** |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates (continued) | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates (continued) | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured <br> Pass-Through Certificates (continued) |
| &nbsp;&nbsp;&nbsp; ♦•Series K557 Class AS 4.17% <br> (30 day USD SOFR Average <br> + 0.50%) 12/25/30<br>| 900000 | $899994 |
| **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $10,656,843)** | **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $10,656,843)** | **10633437** |
| **AGENCY MORTGAGE-BACKED SECURITIES–17.45%** | **AGENCY MORTGAGE-BACKED SECURITIES–17.45%** | **AGENCY MORTGAGE-BACKED SECURITIES–17.45%** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 1.50% 4/1/36 | 711410 | 641932 |
| &nbsp;&nbsp; 2.00% 1/1/37 | 3532621 | 3258992 |
| &nbsp;&nbsp; 2.00% 3/1/41 | 4984374 | 4397909 |
| &nbsp;&nbsp; 2.00% 8/1/50 | 34144 | 28048 |
| &nbsp;&nbsp; 2.00% 9/1/50 | 22744 | 18528 |
| &nbsp;&nbsp; 2.00% 1/1/51 | 25180 | 20606 |
| &nbsp;&nbsp; 2.00% 5/1/51 | 16941 | 13965 |
| &nbsp;&nbsp; 2.00% 7/1/51 | 114036 | 92543 |
| &nbsp;&nbsp; 2.00% 12/1/51 | 18077 | 14851 |
| &nbsp;&nbsp; 2.00% 1/1/52 | 1745095 | 1436203 |
| &nbsp;&nbsp; 2.00% 3/1/52 | 2639473 | 2155595 |
| &nbsp;&nbsp; 2.50% 1/1/40 | 2335812 | 2129970 |
| &nbsp;&nbsp; 2.50% 3/1/51 | 6547674 | 5623664 |
| &nbsp;&nbsp; 2.50% 11/1/51 | 3688126 | 3172698 |
| &nbsp;&nbsp; 2.50% 12/1/51 | 7458430 | 6421874 |
| &nbsp;&nbsp; 2.50% 1/1/52 | 287168 | 246118 |
| &nbsp;&nbsp; 2.50% 4/1/52 | 1178104 | 1015211 |
| &nbsp;&nbsp; 3.00% 4/1/42 | 1876733 | 1738801 |
| &nbsp;&nbsp; 3.00% 6/1/42 | 3050162 | 2826160 |
| &nbsp;&nbsp; 3.00% 11/1/46 | 2180827 | 1972187 |
| &nbsp;&nbsp; 3.00% 1/1/47 | 2168782 | 1945994 |
| &nbsp;&nbsp; 3.00% 7/1/50 | 1266484 | 1140825 |
| &nbsp;&nbsp; 3.00% 5/1/51 | 7731209 | 6951234 |
| &nbsp;&nbsp; 3.00% 8/1/52 | 6591722 | 5871520 |
| &nbsp;&nbsp; 3.50% 11/1/48 | 2029071 | 1902725 |
| &nbsp;&nbsp; 3.50% 4/1/52 | 3005006 | 2777228 |
| &nbsp;&nbsp; 4.00% 9/1/52 | 6580154 | 6257130 |
| &nbsp;&nbsp; 4.50% 7/1/52 | 989556 | 960677 |
| &nbsp;&nbsp; 5.00% 7/1/52 | 4133499 | 4124362 |
| &nbsp;&nbsp; 5.00% 6/1/53 | 4143265 | 4106884 |
| &nbsp;&nbsp; 5.50% 9/1/41 | 1859946 | 1921755 |
| &nbsp;&nbsp; 5.50% 11/1/52 | 3931912 | 4006031 |
| &nbsp;&nbsp; 6.00% 12/1/52 | 1488275 | 1546620 |
| &nbsp;&nbsp; 6.00% 7/1/54 | 3281622 | 3356669 |
| &nbsp;&nbsp; 6.00% 8/1/55 | 1817916 | 1889840 |
| &nbsp;&nbsp; 6.00% 2/1/56 | 599211 | 618721 |
| &nbsp;&nbsp; 6.50% 6/1/53 | 14265 | 14816 |
| &nbsp;&nbsp; 6.50% 10/1/53 | 46247 | 48413 |
| &nbsp;&nbsp; 6.50% 12/1/53 | 18076 | 18845 |
| &nbsp;&nbsp; 6.50% 4/1/54 | 43355 | 45631 |
| &nbsp;&nbsp; 6.50% 5/1/54 | 30938 | 32393 |
| &nbsp;&nbsp; 6.50% 7/1/54 | 14260 | 14887 |
| &nbsp;&nbsp; 6.50% 8/1/54 | 231196 | 242123 |
| &nbsp;&nbsp; 6.50% 9/1/54 | 36936 | 38513 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) | Federal Home Loan Mortgage Corp. (continued) |
| &nbsp;&nbsp; 6.50% 11/1/54 | 46700 | $48758 |
| &nbsp;&nbsp; 6.50% 1/1/55 | 44757 | 47210 |
| &nbsp;&nbsp; 6.50% 2/1/55 | 252232 | 265066 |
| &nbsp;&nbsp; 6.50% 3/1/55 | 23157 | 24503 |
| &nbsp;&nbsp; 6.50% 4/1/55 | 97561 | 102667 |
| &nbsp;&nbsp; 6.50% 6/1/55 | 1795572 | 1898876 |
| &nbsp;&nbsp; 7.00% 11/1/53 | 81149 | 86675 |
| &nbsp;&nbsp; 7.00% 12/1/53 | 119652 | 127763 |
| &nbsp;&nbsp; 7.00% 1/1/54 | 400880 | 427662 |
| &nbsp;&nbsp; 7.00% 2/1/54 | 104699 | 111578 |
| &nbsp;&nbsp; 7.00% 6/1/54 | 373307 | 398453 |
| &nbsp;&nbsp; 7.00% 8/1/54 | 329571 | 351037 |
| &nbsp;&nbsp; 7.00% 9/1/54 | 105000 | 111900 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 1.50% 4/1/36 | 564557 | 509423 |
| &nbsp;&nbsp; 2.00% 5/1/41 | 4137302 | 3620110 |
| &nbsp;&nbsp; 2.00% 8/1/50 | 43658 | 35512 |
| &nbsp;&nbsp; 2.00% 9/1/50 | 46171 | 37556 |
| &nbsp;&nbsp; 2.00% 10/1/50 | 102470 | 83078 |
| &nbsp;&nbsp; 2.00% 11/1/50 | 101018 | 82220 |
| &nbsp;&nbsp; 2.00% 12/1/50 | 524894 | 430539 |
| &nbsp;&nbsp; 2.00% 1/1/51 | 178292 | 145036 |
| &nbsp;&nbsp; 2.00% 2/1/51 | 1874644 | 1542443 |
| &nbsp;&nbsp; 2.00% 4/1/51 | 158322 | 128760 |
| &nbsp;&nbsp; 2.00% 7/1/51 | 141201 | 114381 |
| &nbsp;&nbsp; 2.00% 8/1/51 | 2109870 | 1729946 |
| &nbsp;&nbsp; 2.00% 11/1/51 | 139226 | 114258 |
| &nbsp;&nbsp; 2.00% 2/1/52 | 2153960 | 1769608 |
| &nbsp;&nbsp; 2.00% 3/1/52 | 947929 | 777567 |
| &nbsp;&nbsp; 2.50% 1/1/43 | 1649891 | 1467486 |
| &nbsp;&nbsp; 2.50% 8/1/50 | 7950531 | 6834123 |
| &nbsp;&nbsp; 2.50% 1/1/51 | 3163900 | 2698086 |
| &nbsp;&nbsp; 2.50% 5/1/51 | 1203606 | 1023253 |
| &nbsp;&nbsp; 2.50% 7/1/51 | 1166769 | 1002555 |
| &nbsp;&nbsp; 2.50% 9/1/51 | 2566706 | 2211793 |
| &nbsp;&nbsp; 2.50% 12/1/51 | 2057539 | 1773028 |
| &nbsp;&nbsp; 2.50% 2/1/52 | 943235 | 812815 |
| &nbsp;&nbsp; 2.50% 4/1/52 | 1875726 | 1604033 |
| &nbsp;&nbsp; 2.50% 6/1/52 | 400000 | 344781 |
| &nbsp;&nbsp; 3.00% 9/1/37 | 982943 | 939475 |
| &nbsp;&nbsp; 3.00% 10/1/46 | 4969691 | 4486134 |
| &nbsp;&nbsp; 3.00% 4/1/47 | 562099 | 504821 |
| &nbsp;&nbsp; 3.00% 11/1/48 | 972967 | 876892 |
| &nbsp;&nbsp; 3.00% 12/1/49 | 8028197 | 7193129 |
| &nbsp;&nbsp; 3.00% 7/1/51 | 5597410 | 4986360 |
| &nbsp;&nbsp; 3.00% 9/1/51 | 997810 | 897429 |
| &nbsp;&nbsp; 3.00% 12/1/51 | 471973 | 419258 |
| &nbsp;&nbsp; 3.00% 6/1/52 | 5298979 | 4712778 |
| &nbsp;&nbsp; 3.50% 1/1/48 | 2765409 | 2596818 |
| &nbsp;&nbsp; 3.50% 2/1/48 | 1652362 | 1542128 |
| &nbsp;&nbsp; 3.50% 1/1/50 | 1052760 | 983051 |
| &nbsp;&nbsp; 3.50% 8/1/50 | 7246548 | 6773886 |
| &nbsp;&nbsp; 4.00% 8/1/42 | 726994 | 709678 |
| &nbsp;&nbsp; 4.00% 9/1/48 | 157647 | 150965 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–2*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) |
| &nbsp;&nbsp; 4.00% 6/1/49 | 739587 | $709215 |
| &nbsp;&nbsp; 4.50% 1/1/50 | 3664084 | 3612428 |
| &nbsp;&nbsp; 5.00% 7/1/47 | 514478 | 519940 |
| &nbsp;&nbsp; 5.50% 5/1/44 | 4097686 | 4230792 |
| &nbsp;&nbsp; 5.50% 11/1/52 | 5475733 | 5580839 |
| &nbsp;&nbsp; 6.00% 1/1/42 | 4833770 | 5065805 |
| &nbsp;&nbsp; 6.00% 7/1/53 | 6141281 | 6353375 |
| &nbsp;&nbsp; 6.00% 5/1/55 | 5292913 | 5500464 |
| &nbsp;&nbsp; 6.00% 6/1/55 | 1029160 | 1070448 |
| &nbsp;&nbsp; 6.00% 7/1/55 | 1942823 | 2020770 |
| &nbsp;&nbsp; 6.00% 8/1/55 | 588243 | 610229 |
| &nbsp;&nbsp; 6.00% 1/1/56 | 589465 | 609730 |
| &nbsp;&nbsp; 6.50% 6/1/54 | 2280304 | 2408052 |
| &nbsp;&nbsp; 6.50% 7/1/54 | 1907543 | 2003242 |
| &nbsp;&nbsp; 6.50% 7/1/55 | 652287 | 690205 |
| &nbsp;&nbsp; 7.00% 10/1/53 | 79820 | 85185 |
| &nbsp;&nbsp; 7.00% 11/1/53 | 54512 | 57840 |
| &nbsp;&nbsp; 7.00% 12/1/53 | 391409 | 417478 |
| &nbsp;&nbsp; 7.00% 1/1/54 | 1575218 | 1679193 |
| &nbsp;&nbsp; 7.00% 2/1/54 | 200975 | 214663 |
| &nbsp;&nbsp; 7.00% 4/1/54 | 9169 | 9777 |
| &nbsp;&nbsp; 7.00% 6/1/54 | 216584 | 230425 |
| &nbsp;&nbsp; 7.00% 8/1/54 | 35786 | 38170 |
| &nbsp;&nbsp; 7.00% 9/1/54 | 87182 | 93412 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 2.00% 8/20/51 | 381775 | 315564 |
| &nbsp;&nbsp; 2.00% 3/20/52 | 3668793 | 3032518 |
| &nbsp;&nbsp; 2.50% 10/20/51 | 122466 | 105430 |
| &nbsp;&nbsp; 2.50% 3/20/52 | 24656 | 21226 |
| &nbsp;&nbsp; 3.00% 12/20/46 | 345671 | 312824 |
| &nbsp;&nbsp; 3.00% 5/20/51 | 358804 | 320555 |
| &nbsp;&nbsp; 3.00% 6/20/51 | 95942 | 85730 |
| &nbsp;&nbsp; 3.00% 7/20/51 | 121307 | 108430 |
| &nbsp;&nbsp; 3.00% 8/20/51 | 143835 | 128502 |
| &nbsp;&nbsp; 3.00% 3/20/52 | 6356637 | 5679010 |
| &nbsp;&nbsp; 3.00% 4/20/55 | 77970 | 69786 |
| &nbsp;&nbsp; 3.50% 8/20/47 | 4681525 | 4412388 |
| &nbsp;&nbsp; 3.50% 8/20/52 | 1483404 | 1370646 |
| &nbsp;&nbsp; 3.50% 10/20/52 | 456515 | 422075 |
| &nbsp;&nbsp; 5.00% 12/20/54 | 489033 | 486466 |
| Government National Mortgage Association, TBA | Government National Mortgage Association, TBA | Government National Mortgage Association, TBA |
| &nbsp;&nbsp; 2.00% 4/20/56 | 4050000 | 3344730 |
| &nbsp;&nbsp; 2.00% 5/20/56 | 12150000 | 10029920 |
| &nbsp;&nbsp; 2.50% 4/20/56 | 13875000 | 11934668 |
| &nbsp;&nbsp; 5.00% 4/20/56 | 5050000 | 5001027 |
| &nbsp;&nbsp; 5.50% 4/20/56 | 7200000 | 7245855 |
| &nbsp;&nbsp; 5.50% 5/20/56 | 21300000 | 21392389 |
| &nbsp;&nbsp; 6.00% 4/20/56 | 2825000 | 2872478 |
| &nbsp;&nbsp; 6.00% 5/20/56 | 8175000 | 8302491 |
| &nbsp;&nbsp; 6.50% 5/20/54 | 1125000 | 1165751 |
| Uniform Mortgage-Backed Security, TBA | Uniform Mortgage-Backed Security, TBA | Uniform Mortgage-Backed Security, TBA |
| &nbsp;&nbsp; 2.00% 4/1/56 | 21850000 | 17594371 |
| &nbsp;&nbsp; 2.00% 5/1/56 | 11025000 | 8874694 |
| &nbsp;&nbsp; 3.00% 3/1/56 | 10500000 | 9230570 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Uniform Mortgage-Backed Security, TBA (continued) | Uniform Mortgage-Backed Security, TBA (continued) | Uniform Mortgage-Backed Security, TBA (continued) |
| &nbsp;&nbsp; 4.50% 3/1/56 | 3225000 | $3113509 |
| &nbsp;&nbsp; 4.50% 4/1/56 | 2600000 | 2509015 |
| &nbsp;&nbsp; 5.00% 4/1/40 | 6150000 | 6194907 |
| &nbsp;&nbsp; 5.00% 5/1/41 | 3950000 | 3975140 |
| &nbsp;&nbsp; 5.00% 3/1/56 | 5500000 | 5426127 |
| &nbsp;&nbsp; 5.00% 4/1/56 | 11100000 | 10946006 |
| &nbsp;&nbsp; 5.50% 3/1/56 | 1100000 | 1105543 |
| &nbsp;&nbsp; 5.50% 4/1/56 | 2500000 | 2511515 |
| &nbsp;&nbsp; 6.00% 4/1/56 | 4575000 | 4663426 |
| &nbsp;&nbsp; 6.00% 5/1/56 | 1825000 | 1858064 |
| **Total Agency Mortgage-Backed Securities** <br>**(Cost $380,701,572)** | **Total Agency Mortgage-Backed Securities** <br>**(Cost $380,701,572)** | **369702054** |
| **CONVERTIBLE BONDS–0.17%** | **CONVERTIBLE BONDS–0.17%** | **CONVERTIBLE BONDS–0.17%** |
| &nbsp;&nbsp; @EchoStar Corp. 3.88% <br> exercise price $3.87, <br> maturity date 11/30/30<br>| 162568 | 580709 |
| &nbsp;&nbsp; Eos Energy Enterprises, Inc. <br> 1.75% exercise price $1.75, <br> maturity date 12/1/31<br>| 110000 | 63915 |
| &nbsp;&nbsp; Golar LNG Ltd. 2.75% <br> exercise price $2.75, <br> maturity date 12/15/30<br>| 225000 | 267412 |
| &nbsp;&nbsp; Kosmos Energy Ltd. 3.13% <br> exercise price $3.13, <br> maturity date 3/15/30<br>| 502000 | 391327 |
| &nbsp;&nbsp; MKS, Inc. 1.25% exercise <br> price $1.25, maturity date <br> 6/1/30<br>| 81000 | 133812 |
| &nbsp;&nbsp; ^ON Semiconductor Corp. <br> 0.00% exercise price $0.01, <br> maturity date 5/1/27<br>| 114000 | 147003 |
| &nbsp;&nbsp; PG&E Corp. 4.25% exercise <br> price $4.25, maturity date <br> 12/1/27<br>| 348000 | 360346 |
| &nbsp;&nbsp; Redfin Corp. 0.50% exercise <br> price $0.50, maturity date <br> 4/1/27<br>| 529000 | 504666 |
| &nbsp;&nbsp; Riot Platforms, Inc. 0.75% <br> exercise price $0.75, <br> maturity date 1/15/30<br>| 284000 | 325890 |
| &nbsp;&nbsp; ^Strategy, Inc. 0.00% exercise <br> price $0.00, maturity date <br> 12/1/29<br>| 230000 | 193069 |
| &nbsp;&nbsp; ^Terawulf, Inc. 0.00% exercise <br> price $0.00, maturity date <br> 5/1/32<br>| 234000 | 241702 |
| Wolfspeed, Inc. | Wolfspeed, Inc. | Wolfspeed, Inc. |
| &nbsp;&nbsp;&nbsp; 2.50% exercise price $2.50, <br> maturity date 6/15/31<br>| 51000 | 72739 |
| &nbsp;&nbsp;&nbsp; 2.50% exercise price $2.50, <br> maturity date 6/15/31<br>| 21000 | 29951 |
| &nbsp;&nbsp;&nbsp; 3.50% exercise price $3.50, <br> maturity date 3/15/31<br>| 174000 | 194880 |
| **Total Convertible Bonds** <br>**(Cost $2,870,497)** | **Total Convertible Bonds** <br>**(Cost $2,870,497)** | **3507421** |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–3*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS–26.54%** | **CORPORATE BONDS–26.54%** | **CORPORATE BONDS–26.54%** |
| **Advertising–0.06%** | **Advertising–0.06%** | **Advertising–0.06%** |
| &nbsp;&nbsp; Clear Channel Outdoor <br> Holdings, Inc.<br>|  |  |
| &nbsp;&nbsp; 7.13% 2/15/31 | 165000 | $172870 |
| &nbsp;&nbsp; 7.50% 6/1/29 | 185000 | 185781 |
| &nbsp;&nbsp; 7.50% 3/15/33 | 165000 | 174735 |
| &nbsp;&nbsp; 7.88% 4/1/30 | 210000 | 219765 |
| &nbsp;&nbsp; CMG Media Corp. 8.88% <br> 6/18/29<br>| 45000 | 38910 |
| &nbsp;&nbsp; Lamar Media Corp. 5.38% <br> 11/1/33<br>| 175000 | 171277 |
| &nbsp;&nbsp; Neptune Bidco U.S., Inc. <br> 9.50% 2/15/33<br>| 140000 | 135833 |
| &nbsp;&nbsp; Outfront Media <br> Capital LLC/Outfront Media <br> Capital Corp. 7.38% 2/15/31<br>| 55000 | 57349 |
| &nbsp;&nbsp; Publicis Groupe SA 3.38% <br> 6/12/32<br>| 100000 | 111919 |
|  |  | **1268439** |
| **Aerospace & Defense–0.32%** | **Aerospace & Defense–0.32%** | **Aerospace & Defense–0.32%** |
| Boeing Co. |  |  |
| &nbsp;&nbsp; 3.25% 2/1/28 | 2200000 | 2156546 |
| &nbsp;&nbsp; 6.86% 5/1/54 | 3000000 | 3301725 |
| Bombardier, Inc. |  |  |
| &nbsp;&nbsp; 6.75% 6/15/33 | 155000 | 160070 |
| &nbsp;&nbsp; 7.25% 7/1/31 | 115000 | 120510 |
| &nbsp;&nbsp; Czechoslovak Group AS 6.50% <br> 1/10/31<br>| 200000 | 204430 |
| &nbsp;&nbsp; Embraer Netherlands <br> Finance BV 5.40% 1/9/38<br>| 60000 | 57353 |
| Moog, Inc. 5.50% 10/15/34 | 60000 | 60189 |
| TransDigm, Inc. |  |  |
| &nbsp;&nbsp; 6.13% 7/31/34 | 165000 | 162285 |
| &nbsp;&nbsp; 6.25% 1/31/34 | 45000 | 45496 |
| &nbsp;&nbsp; 6.38% 3/1/29 | 120000 | 122240 |
| &nbsp;&nbsp; 6.38% 5/31/33 | 210000 | 208880 |
| &nbsp;&nbsp; 6.63% 3/1/32 | 100000 | 101987 |
| &nbsp;&nbsp; 6.75% 1/31/34 | 185000 | 187424 |
|  |  | **6889135** |
| **Agriculture–0.39%** | **Agriculture–0.39%** | **Agriculture–0.39%** |
| &nbsp;&nbsp; BAT Capital Corp. 5.35% <br> 8/15/32<br>| 6350000 | 6515852 |
| &nbsp;&nbsp; BAT International Finance <br> PLC 4.13% 4/12/32<br>| 255000 | 296556 |
| Imperial Brands Finance PLC |  |  |
| &nbsp;&nbsp; 3.88% 2/12/34 | 270000 | 301317 |
| &nbsp;&nbsp; 4.88% 6/7/32 | 175000 | 221055 |
| &nbsp;&nbsp; Japan Tobacco, Inc. 5.85% <br> 6/15/35<br>| 325000 | 341052 |
| &nbsp;&nbsp; Philip Morris International, <br> Inc. 3.25% 6/6/32<br>| 325000 | 365003 |
| &nbsp;&nbsp; Scandinavian Tobacco Group <br> AS 4.88% 9/12/29<br>| 165000 | 195971 |
|  |  | **8236806** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Airlines–0.04%** | **Airlines–0.04%** | **Airlines–0.04%** |
| &nbsp;&nbsp; Azul Secured Finance LLP <br> 9.88% 2/15/31<br>| 75000 | $68578 |
| &nbsp;&nbsp; JetBlue Airways <br> Corp./JetBlue Loyalty LP <br> 9.88% 9/20/31<br>| 200000 | 189012 |
| United Airlines Holdings, Inc. |  |  |
| &nbsp;&nbsp; 4.88% 3/1/29 | 185000 | 180945 |
| &nbsp;&nbsp; 5.38% 3/1/31 | 125000 | 122415 |
| &nbsp;&nbsp; VistaJet Malta Finance <br> PLC/Vista Management <br> Holding, Inc.<br>|  |  |
| &nbsp;&nbsp; 6.38% 2/1/30 | 195000 | 168404 |
| &nbsp;&nbsp; 7.88% 5/1/27 | 190000 | 187526 |
|  |  | **916880** |
| **Apparel–0.02%** | **Apparel–0.02%** | **Apparel–0.02%** |
| &nbsp;&nbsp; @Beach Acquisition Bidco LLC <br> 10.00% 7/15/33<br>| 221350 | 235742 |
| &nbsp;&nbsp; Gildan Activewear, Inc. 4.70% <br> 10/7/30<br>| 153000 | 151387 |
|  |  | **387129** |
| **Auto Manufacturers–0.30%** | **Auto Manufacturers–0.30%** | **Auto Manufacturers–0.30%** |
| &nbsp;&nbsp; Allison Transmission, Inc. <br> 5.88% 12/1/33<br>| 125000 | 124234 |
| &nbsp;&nbsp; Aston Martin Capital <br> Holdings Ltd. 10.00% <br> 3/31/29<br>| 200000 | 150500 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp; 2.90% 2/16/28 | 1030000 | 987594 |
| &nbsp;&nbsp; 4.45% 2/14/30 | 240000 | 277820 |
| &nbsp;&nbsp; 4.97% 4/6/29 | 361000 | 356546 |
| &nbsp;&nbsp; 6.18% 8/29/31 | 100000 | 132359 |
| &nbsp;&nbsp; 6.80% 5/12/28 | 2340000 | 2410435 |
| &nbsp;&nbsp; 6.80% 11/7/28 | 850000 | 879911 |
| μRCI Banque SA 5.50% 10/9/34 | 200000 | 234307 |
| &nbsp;&nbsp; Rivian <br> Holdings LLC/Rivian LLC/Rivian <br> Automotive LLC 10.00% <br> 1/15/31<br>| 288000 | 279843 |
| &nbsp;&nbsp; Stellantis Finance U.S., Inc. <br> 5.75% 3/18/30<br>| 229000 | 227754 |
| &nbsp;&nbsp; Volkswagen Bank GmbH <br> 3.50% 6/19/31<br>| 100000 | 113319 |
| &nbsp;&nbsp; μVolkswagen International <br> Finance NV 3.88% 6/17/29<br>| 200000 | 222361 |
|  |  | **6396983** |
| **Auto Parts & Equipment–0.12%** | **Auto Parts & Equipment–0.12%** | **Auto Parts & Equipment–0.12%** |
| &nbsp;&nbsp; American Axle & <br> Manufacturing, Inc.<br>|  |  |
| &nbsp;&nbsp; 6.38% 10/15/32 | 105000 | 103923 |
| &nbsp;&nbsp; 7.75% 10/15/33 | 140000 | 136290 |
| &nbsp;&nbsp; Clarios Global LP/Clarios <br> U.S. Finance Co.<br>|  |  |
| &nbsp;&nbsp; 6.75% 2/15/30 | 100000 | 102250 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–4*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Auto Parts & Equipment (continued)** | **Auto Parts & Equipment (continued)** | **Auto Parts & Equipment (continued)** |
| &nbsp;&nbsp; Clarios Global LP/Clarios <br> U.S. Finance <br> Co. (continued)<br>|  |  |
| &nbsp;&nbsp; 6.75% 9/15/32 | 170000 | $171360 |
| &nbsp;&nbsp; Cooper-Standard Automotive, <br> Inc. 9.25% 3/1/31<br>| 200000 | 187950 |
| &nbsp;&nbsp; Cyprium Corp./Cyprium <br> Holdings Luxembourg SARL<br>|  |  |
| &nbsp;&nbsp; 6.13% 4/15/31 | 190000 | 187305 |
| &nbsp;&nbsp; 6.38% 4/15/34 | 195000 | 189275 |
| Forvia SE 6.75% 9/15/33 | 135000 | 131813 |
| &nbsp;&nbsp; LG Energy Solution Ltd. <br> 5.25% 4/2/31<br>| 200000 | 199380 |
| &nbsp;&nbsp; Metalsa SAPI de CV 3.75% <br> 5/4/31<br>| 200000 | 173500 |
| Schaeffler AG 5.38% 4/1/31 | 200000 | 233708 |
| Valeo SE 4.63% 3/23/32 | 100000 | 111769 |
| ZF Europe Finance BV |  |  |
| &nbsp;&nbsp; 4.75% 1/31/29 | 100000 | 112001 |
| &nbsp;&nbsp; 5.50% 2/17/32 | 100000 | 109047 |
| &nbsp;&nbsp; ZF North America Capital, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 6.75% 4/23/30 | 225000 | 217661 |
| &nbsp;&nbsp; 6.88% 4/23/32 | 150000 | 142515 |
| &nbsp;&nbsp; 7.50% 3/24/31 | 125000 | 122789 |
|  |  | **2632536** |
| **Banks–7.27%** | **Banks–7.27%** | **Banks–7.27%** |
| &nbsp;&nbsp; μAustralia & New Zealand <br> Banking Group Ltd. 5.15% <br> 8/18/36<br>| 200000 | 257662 |
| &nbsp;&nbsp; μBanco Bilbao Vizcaya <br> Argentaria SA 6.03% 3/13/35<br>| 400000 | 415661 |
| &nbsp;&nbsp; μBanco de Credito del Peru SA <br> 5.80% 3/10/35<br>| 100000 | 98690 |
| &nbsp;&nbsp; μBanco de Credito e <br> Inversiones SA 8.75% 5/8/29<br>| 200000 | 210226 |
| &nbsp;&nbsp; μBanco del Estado de Chile <br> 7.95% 5/2/29<br>| 200000 | 210522 |
| &nbsp;&nbsp; μBanco Mercantil del Norte SA <br> 7.63% 1/10/28<br>| 250000 | 250502 |
| μBank of America Corp. |  |  |
| &nbsp;&nbsp; 4.62% 5/9/29 | 4239000 | 4257429 |
| &nbsp;&nbsp; 5.16% 1/24/31 | 3080000 | 3138680 |
| &nbsp;&nbsp; 5.29% 4/25/34 | 7290000 | 7378609 |
| &nbsp;&nbsp; 5.82% 9/15/29 | 4171000 | 4302758 |
| &nbsp;&nbsp; 6.20% 11/10/28 | 5285000 | 5429245 |
| &nbsp;&nbsp; 6.25% 7/26/30 | 135000 | 135813 |
| μBank of Nova Scotia |  |  |
| &nbsp;&nbsp; 3.38% 3/5/33 | 335000 | 379922 |
| &nbsp;&nbsp; 4.34% 9/15/31 | 100000 | 98661 |
| μBarclays PLC |  |  |
| &nbsp;&nbsp; 3.54% 8/14/31 | 250000 | 285565 |
| &nbsp;&nbsp; 5.37% 2/25/31 | 4180000 | 4252596 |
| &nbsp;&nbsp; 5.50% 8/9/28 | 6190000 | 6260795 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; μBBVA Mexico SA Institucion <br> De Banca Multiple Grupo <br> Financiero BBVA Mexico <br> 5.13% 1/18/33<br>| 250000 | $242950 |
| μBNP Paribas SA |  |  |
| &nbsp;&nbsp; 3.95% 2/18/37 | 200000 | 225560 |
| &nbsp;&nbsp; 5.79% 1/13/33 | 3491000 | 3606280 |
| &nbsp;&nbsp; 7.45% 6/27/35 | 165000 | 165624 |
| μBPCE SA 5.72% 1/18/30 | 420000 | 430519 |
| &nbsp;&nbsp; μBW Real Estate, Inc. 9.50% <br> 3/30/30<br>| 165000 | 165206 |
| μCaixaBank SA 6.84% 9/13/34 | 485000 | 528209 |
| μCitigroup, Inc. |  |  |
| &nbsp;&nbsp; 2.67% 1/29/31 | 7040000 | 6530924 |
| &nbsp;&nbsp; 4.30% 7/23/36 | 100000 | 113331 |
| &nbsp;&nbsp; 5.17% 2/13/30 | 4015000 | 4076894 |
| &nbsp;&nbsp; 6.50% 5/15/31 | 60000 | 59854 |
| &nbsp;&nbsp; 6.63% 2/15/31 | 180000 | 180135 |
| &nbsp;&nbsp; Commonwealth Bank of <br> Australia<br>|  |  |
| &nbsp;&nbsp; 2.69% 3/11/31 | 365000 | 330269 |
| μ3.79% 8/26/37 | 100000 | 113179 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp; 1.13% 5/7/31 | 300000 | 306602 |
| μ5.71% 1/21/33 | 250000 | 259476 |
| μDanske Bank AS 3.88% 1/9/32 | 415000 | 483762 |
| μDeutsche Bank AG |  |  |
| &nbsp;&nbsp; 6.72% 1/18/29 | 3558000 | 3686249 |
| &nbsp;&nbsp; 6.82% 11/20/29 | 2599000 | 2728867 |
| &nbsp;&nbsp; μDZ Bank AG Deutsche <br> Zentral-Genossenschaftsbank <br> Frankfurt Am Main 3.71% <br> 10/15/35<br>| 100000 | 113493 |
| μGoldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp; 5.02% 10/23/35 | 3400000 | 3337113 |
| &nbsp;&nbsp; 5.73% 4/25/30 | 4010000 | 4137080 |
| &nbsp;&nbsp; 6.48% 10/24/29 | 8295000 | 8677770 |
| μHSBC Holdings PLC |  |  |
| &nbsp;&nbsp; 6.25% 3/9/34 | 420000 | 445052 |
| &nbsp;&nbsp; 6.75% 3/24/31 | 125000 | 123666 |
| &nbsp;&nbsp; 7.00% 9/24/35 | 60000 | 59405 |
| &nbsp;&nbsp; 8.20% 11/16/34 | 140000 | 199716 |
| μING Groep NV 3.00% 8/17/31 | 300000 | 336577 |
| &nbsp;&nbsp; Intesa Sanpaolo SpA 3.88% <br> 7/14/27<br>| 1070000 | 1062310 |
| μJPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp; 2.52% 4/22/31 | 8190000 | 7568437 |
| &nbsp;&nbsp; 5.01% 1/23/30 | 2075000 | 2104030 |
| &nbsp;&nbsp; 5.14% 1/24/31 | 1805000 | 1838034 |
| &nbsp;&nbsp; 5.34% 1/23/35 | 2175000 | 2208382 |
| &nbsp;&nbsp; 5.77% 4/22/35 | 7040000 | 7332759 |
| &nbsp;&nbsp; 6.25% 10/23/34 | 1418000 | 1524653 |
| μJyske Bank AS 5.13% 5/1/35 | 338000 | 402521 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–5*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; Kreditanstalt fuer <br> Wiederaufbau<br>|  |  |
| &nbsp;&nbsp; 0.38% 5/20/36 | 130000 | $113207 |
| &nbsp;&nbsp; 1.13% 3/31/37 | 380000 | 350514 |
| &nbsp;&nbsp; 4.00% 3/15/29 | 450000 | 452249 |
| μMorgan Stanley |  |  |
| &nbsp;&nbsp; 5.25% 4/21/34 | 5220000 | 5236300 |
| &nbsp;&nbsp; 5.83% 4/19/35 | 5246000 | 5446334 |
| &nbsp;&nbsp; 6.30% 10/18/28 | 3189000 | 3272457 |
| &nbsp;&nbsp; 6.41% 11/1/29 | 2746000 | 2865989 |
| &nbsp;&nbsp; μMorgan Stanley Private Bank <br> NA<br>|  |  |
| &nbsp;&nbsp; 4.20% 11/17/28 | 2170000 | 2162485 |
| &nbsp;&nbsp; 4.47% 11/19/31 | 2174000 | 2140262 |
| &nbsp;&nbsp; μNational Australia Bank Ltd. <br> 3.61% 1/22/36<br>| 100000 | 113158 |
| μNatWest Group PLC |  |  |
| &nbsp;&nbsp; 3.63% 9/3/34 | 100000 | 112577 |
| &nbsp;&nbsp; 7.42% 6/6/33 | 175000 | 239343 |
| &nbsp;&nbsp; μPNC Financial Services <br> Group, Inc. 6.88% 10/20/34<br>| 2670000 | 2949736 |
| &nbsp;&nbsp; μRoyal Bank of Canada 3.13% <br> 9/27/31<br>| 185000 | 209651 |
| &nbsp;&nbsp; μSociete Generale SA 6.69% <br> 1/10/34<br>| 205000 | 218947 |
| &nbsp;&nbsp; μStandard Chartered PLC <br> 3.86% 3/17/33<br>| 130000 | 148791 |
| &nbsp;&nbsp; Toronto-Dominion Bank <br> 3.36% 9/22/32<br>| 184000 | 207201 |
| &nbsp;&nbsp; μTurkiye Garanti Bankasi AS <br> 8.13% 1/8/36<br>| 80000 | 79571 |
| μUBS Group AG |  |  |
| &nbsp;&nbsp; 4.19% 4/1/31 | 6590000 | 6447743 |
| &nbsp;&nbsp; 5.70% 2/8/35 | 1005000 | 1030243 |
| &nbsp;&nbsp; Walker & Dunlop, Inc. 6.63% <br> 4/1/33<br>| 100000 | 97768 |
| μWells Fargo & Co. |  |  |
| &nbsp;&nbsp; 2.88% 10/30/30 | 9110000 | 8595093 |
| &nbsp;&nbsp; 5.24% 1/24/31 | 1850000 | 1885855 |
| &nbsp;&nbsp; 6.13% 6/15/31 | 185000 | 185696 |
| &nbsp;&nbsp; 6.49% 10/23/34 | 5790000 | 6269145 |
| &nbsp;&nbsp; μWestern Alliance Bancorp <br> 3.00% 6/15/31<br>| 195000 | 186855 |
|  |  | **154085394** |
| **Beverages–0.03%** | **Beverages–0.03%** | **Beverages–0.03%** |
| &nbsp;&nbsp; Carlsberg Breweries AS 3.25% <br> 2/28/32<br>| 175000 | 197412 |
| &nbsp;&nbsp; Central American Bottling <br> Corp./CBC Bottling Holdco <br> SL/Beliv Holdco SL 5.25% <br> 4/27/29<br>| 125000 | 121617 |
| &nbsp;&nbsp; Coca-Cola HBC Finance BV <br> 4.00% 10/1/33<br>| 120000 | 139839 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp; Pernod Ricard SA 3.75% <br> 2/4/37<br>| 100000 | $109832 |
|  |  | **568700** |
| **Biotechnology–0.02%** | **Biotechnology–0.02%** | **Biotechnology–0.02%** |
| &nbsp;&nbsp; Biocon Biologics Global PLC <br> 6.67% 10/9/29<br>| 55000 | 54206 |
| &nbsp;&nbsp; BioMarin Pharmaceutical, <br> Inc. 5.50% 2/15/34<br>| 90000 | 88610 |
| &nbsp;&nbsp; Emergent BioSolutions, Inc. <br> 3.88% 8/15/28<br>| 316000 | 266632 |
|  |  | **409448** |
| **Building Materials–0.20%** | **Building Materials–0.20%** | **Building Materials–0.20%** |
| &nbsp;&nbsp; AmeriTex HoldCo <br> Intermediate LLC 7.63% <br> 8/15/33<br>| 110000 | 113547 |
| &nbsp;&nbsp; Amrize Finance U.S. LLC <br> 4.70% 4/7/28<br>| 1250000 | 1257383 |
| Builders FirstSource, Inc. |  |  |
| &nbsp;&nbsp; 4.25% 2/1/32 | 80000 | 73659 |
| &nbsp;&nbsp; 6.38% 3/1/34 | 100000 | 98722 |
| &nbsp;&nbsp; 6.75% 5/15/35 | 315000 | 314698 |
| &nbsp;&nbsp; Camelot Return Merger Sub, <br> Inc. 8.75% 8/1/28<br>| 95000 | 55522 |
| μCemex SAB de CV |  |  |
| &nbsp;&nbsp; 5.13% 6/8/26 | 350000 | 348544 |
| &nbsp;&nbsp; 7.20% 6/10/30 | 255000 | 258187 |
| &nbsp;&nbsp; Cornerstone Building Brands, <br> Inc. 9.50% 8/15/29<br>| 75000 | 44355 |
| &nbsp;&nbsp; EMRLD <br> Borrower LP/Emerald <br> Co-Issuer, Inc. 6.63% <br> 12/15/30<br>| 375000 | 381397 |
| &nbsp;&nbsp; JH North America Holdings, <br> Inc. 6.13% 7/31/32<br>| 35000 | 34860 |
| Quikrete Holdings, Inc. |  |  |
| &nbsp;&nbsp; 6.38% 3/1/32 | 365000 | 370111 |
| &nbsp;&nbsp; 6.75% 3/1/33 | 165000 | 167581 |
| &nbsp;&nbsp; Smyrna Ready Mix <br> Concrete LLC 6.00% 11/1/28<br>| 165000 | 163756 |
| &nbsp;&nbsp; Standard Building Solutions, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 5.88% 3/15/34 | 120000 | 115703 |
| &nbsp;&nbsp; 6.25% 8/1/33 | 235000 | 232358 |
| &nbsp;&nbsp; 6.50% 8/15/32 | 125000 | 125065 |
|  |  | **4155448** |
| **Chemicals–0.49%** | **Chemicals–0.49%** | **Chemicals–0.49%** |
| &nbsp;&nbsp; @Advancion Sciences, Inc. <br> 9.25% 11/1/26<br>| 342465 | 278253 |
| &nbsp;&nbsp; Axalta Coating Systems Dutch <br> Holding B BV 7.25% 2/15/31<br>| 100000 | 104572 |
| &nbsp;&nbsp; Braskem Netherlands <br> Finance BV<br>|  |  |
| &nbsp;&nbsp; 5.88% 1/31/50 | 100000 | 41812 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–6*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| &nbsp;&nbsp; Braskem Netherlands <br> Finance BV (continued)<br>|  |  |
| &nbsp;&nbsp; 7.25% 2/13/33 | 250000 | $114962 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp; 6.50% 4/15/30 | 351000 | 358193 |
| &nbsp;&nbsp; 6.75% 4/15/33 | 2329000 | 2389468 |
| &nbsp;&nbsp; 7.00% 2/15/31 | 180000 | 184823 |
| &nbsp;&nbsp; 7.05% 11/15/30 | 105000 | 110994 |
| &nbsp;&nbsp; 7.20% 11/15/33 | 95000 | 101340 |
| &nbsp;&nbsp; 7.38% 7/15/32 | 110000 | 114813 |
| &nbsp;&nbsp; 7.38% 2/15/34 | 350000 | 358583 |
| Chemours Co. |  |  |
| &nbsp;&nbsp; 4.63% 11/15/29 | 45000 | 42199 |
| &nbsp;&nbsp; 5.75% 11/15/28 | 213000 | 210896 |
| &nbsp;&nbsp; 7.88% 3/15/34 | 150000 | 149956 |
| &nbsp;&nbsp; 8.00% 1/15/33 | 190000 | 191038 |
| &nbsp;&nbsp; Consolidated Energy Finance <br> SA<br>|  |  |
| &nbsp;&nbsp; 5.63% 10/15/28 | 160000 | 149000 |
| &nbsp;&nbsp; 12.00% 2/15/31 | 550000 | 541750 |
| &nbsp;&nbsp; @GPD Cos., Inc. 12.50% <br> 12/31/29<br>| 133731 | 71546 |
| &nbsp;&nbsp; Herens Holdco SARL 4.75% <br> 5/15/28<br>| 562000 | 472305 |
| &nbsp;&nbsp; Ma'aden Sukuk Ltd. 5.25% <br> 2/13/30<br>| 200000 | 200987 |
| &nbsp;&nbsp; Mativ Holdings, Inc. 8.00% <br> 10/1/29<br>| 264000 | 245885 |
| Methanex Corp. |  |  |
| &nbsp;&nbsp; 5.13% 10/15/27 | 325000 | 322977 |
| &nbsp;&nbsp; 5.25% 12/15/29 | 70000 | 69302 |
| &nbsp;&nbsp; 5.65% 12/1/44 | 245000 | 218655 |
| &nbsp;&nbsp; Methanex U.S. Operations, <br> Inc. 6.25% 3/15/32<br>| 165000 | 168806 |
| OCP SA |  |  |
| &nbsp;&nbsp; 3.75% 6/23/31 | 200000 | 181689 |
| &nbsp;&nbsp; 5.13% 6/23/51 | 100000 | 77880 |
| &nbsp;&nbsp; 6.88% 4/25/44 | 100000 | 99806 |
| Olin Corp. |  |  |
| &nbsp;&nbsp; 5.00% 2/1/30 | 325000 | 311313 |
| &nbsp;&nbsp; 5.63% 8/1/29 | 65000 | 64219 |
| &nbsp;&nbsp; 6.63% 4/1/33 | 215000 | 210319 |
| &nbsp;&nbsp; Olympus Water U.S. Holding <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 6.25% 10/1/29 | 250000 | 236260 |
| &nbsp;&nbsp; 6.75% 8/1/32 | 210000 | 199988 |
| &nbsp;&nbsp; 7.25% 2/15/33 | 225000 | 214673 |
| &nbsp;&nbsp; Perimeter Holdings LLC <br> 6.25% 1/15/34<br>| 120000 | 117690 |
| Sasol Financing USA LLC |  |  |
| &nbsp;&nbsp; 4.38% 9/18/26 | 270000 | 268204 |
| &nbsp;&nbsp; 8.75% 5/3/29 | 200000 | 208144 |
| &nbsp;&nbsp; 8.75% 4/10/33 | 200000 | 200000 |
| &nbsp;&nbsp; Solstice Advanced Materials, <br> Inc. 5.63% 9/30/33<br>| 60000 | 59163 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Tronox, Inc. 4.63% 3/15/29 | 340000 | $272240 |
| WR Grace Holdings LLC |  |  |
| &nbsp;&nbsp; 5.63% 8/15/29 | 335000 | 308106 |
| &nbsp;&nbsp; 6.63% 8/15/32 | 170000 | 165640 |
| &nbsp;&nbsp; 7.00% 8/1/33 | 85000 | 82550 |
|  |  | **10490999** |
| **Commercial Services–0.23%** | **Commercial Services–0.23%** | **Commercial Services–0.23%** |
| &nbsp;&nbsp; ADT Security Corp. 5.88% <br> 10/15/33<br>| 115000 | 111379 |
| &nbsp;&nbsp; Avis Budget Car <br> Rental LLC/Avis Budget <br> Finance, Inc. 8.38% 6/15/32<br>| 95000 | 94479 |
| Block, Inc. |  |  |
| &nbsp;&nbsp; 3.50% 6/1/31 | 240000 | 218243 |
| &nbsp;&nbsp; 6.00% 8/15/33 | 160000 | 157357 |
| &nbsp;&nbsp; 6.50% 5/15/32 | 280000 | 282557 |
| &nbsp;&nbsp; Champions Financing, Inc. <br> 8.75% 2/15/29<br>| 222000 | 199096 |
| &nbsp;&nbsp; CompoSecure Holdings LLC <br> 5.63% 2/1/33<br>| 245000 | 239353 |
| CoreCivic, Inc. |  |  |
| &nbsp;&nbsp; 4.75% 10/15/27 | 280000 | 277463 |
| &nbsp;&nbsp; 8.25% 4/15/29 | 65000 | 67856 |
| &nbsp;&nbsp; DP World Crescent Ltd. 3.75% <br> 1/30/30<br>| 200000 | 187716 |
| DP World Ltd. 5.63% 9/25/48 | 100000 | 89559 |
| &nbsp;&nbsp; Fiserv Funding ULC 3.50% <br> 6/15/32<br>| 100000 | 110311 |
| GEO Group, Inc. |  |  |
| &nbsp;&nbsp; 8.63% 4/15/29 | 165000 | 171358 |
| &nbsp;&nbsp; 10.25% 4/15/31 | 165000 | 176019 |
| Herc Holdings, Inc. |  |  |
| &nbsp;&nbsp; 5.75% 3/15/31 | 80000 | 78789 |
| &nbsp;&nbsp; 6.00% 3/15/34 | 75000 | 72506 |
| &nbsp;&nbsp; 7.00% 6/15/30 | 215000 | 220454 |
| &nbsp;&nbsp; 7.25% 6/15/33 | 155000 | 158835 |
| &nbsp;&nbsp; OT Midco, Inc. 10.00% <br> 2/15/30<br>| 215000 | 88767 |
| Sotheby's 7.38% 10/15/27 | 518000 | 515518 |
| &nbsp;&nbsp; Sotheby's/Bidfair Holdings, <br> Inc. 5.88% 6/1/29<br>| 15000 | 14083 |
| StoneMor, Inc. 8.50% 5/15/29 | 342000 | 333515 |
| &nbsp;&nbsp; Synergy Infrastructure <br> Holdings LLC 7.88% 12/1/30<br>| 60000 | 61159 |
| &nbsp;&nbsp; United Rentals North <br> America, Inc.<br>|  |  |
| &nbsp;&nbsp; 5.38% 11/15/33 | 240000 | 233371 |
| &nbsp;&nbsp; 6.13% 3/15/34 | 210000 | 212643 |
| &nbsp;&nbsp; Verisk Analytics, Inc. 4.45% <br> 3/15/31<br>| 242000 | 237975 |
| WEX, Inc. 6.50% 3/15/33 | 45000 | 44081 |
| Williams Scotsman, Inc. |  |  |
| &nbsp;&nbsp; 6.63% 6/15/29 | 110000 | 111237 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–7*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| &nbsp;&nbsp; Williams Scotsman, <br> Inc. (continued)<br>|  |  |
| &nbsp;&nbsp; 6.63% 4/15/30 | 75000 | $76184 |
|  |  | **4841863** |
| **Computers–0.30%** | **Computers–0.30%** | **Computers–0.30%** |
| &nbsp;&nbsp; CACI International, Inc. <br> 6.38% 6/15/33<br>| 180000 | 183227 |
| &nbsp;&nbsp; Dell International LLC/EMC <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 4.15% 2/15/29 | 889000 | 881606 |
| &nbsp;&nbsp; 4.50% 2/15/31 | 1760000 | 1739196 |
| &nbsp;&nbsp; 4.75% 10/6/32 | 1173000 | 1156332 |
| &nbsp;&nbsp; 5.10% 2/15/36 | 2190000 | 2141391 |
| &nbsp;&nbsp; Seagate Data Storage <br> Technology Pte. Ltd.<br>|  |  |
| &nbsp;&nbsp; 5.75% 12/1/34 | 155000 | 154419 |
| &nbsp;&nbsp; 5.88% 7/15/30 | 115000 | 116891 |
| &nbsp;&nbsp; 8.50% 7/15/31 | 75000 | 78633 |
|  |  | **6451695** |
| **Distribution/Wholesale–0.00%** | **Distribution/Wholesale–0.00%** | **Distribution/Wholesale–0.00%** |
| &nbsp;&nbsp; Resideo Funding, Inc. 6.50% <br> 7/15/32<br>| 60000 | 59117 |
|  |  | **59117** |
| **Diversified Financial Services–1.30%** | **Diversified Financial Services–1.30%** | **Diversified Financial Services–1.30%** |
| &nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust<br>|  |  |
| &nbsp;&nbsp; 2.45% 10/29/26 | 2070000 | 2047199 |
| &nbsp;&nbsp; 3.00% 10/29/28 | 3769000 | 3627981 |
| &nbsp;&nbsp; 5.10% 1/19/29 | 1400000 | 1418290 |
| μ6.50% 1/31/56 | 125000 | 125625 |
| &nbsp;&nbsp; μAir Lease Corp. 4.13% <br> 12/15/26<br>| 378000 | 367286 |
| μAircastle Ltd. 5.25% 6/15/26 | 250000 | 248685 |
| Ally Financial, Inc. |  |  |
| μ4.70% 5/15/26 | 30000 | 29720 |
| μ4.70% 5/15/28 | 250000 | 232077 |
| μ6.65% 1/17/40 | 340000 | 328179 |
| &nbsp;&nbsp; 6.70% 2/14/33 | 290000 | 292015 |
| Avolon Holdings Funding Ltd. |  |  |
| &nbsp;&nbsp; 4.70% 1/30/31 | 1500000 | 1469843 |
| &nbsp;&nbsp; 4.85% 4/1/33 | 62000 | 59394 |
| &nbsp;&nbsp; 4.95% 1/15/28 | 1700000 | 1705596 |
| &nbsp;&nbsp; 5.38% 5/30/30 | 2150000 | 2173442 |
| &nbsp;&nbsp; Burford Capital Global <br> Finance LLC 7.50% 7/15/33<br>| 146000 | 121545 |
| μCapital One Financial Corp. |  |  |
| &nbsp;&nbsp; 4.93% 5/10/28 | 2000000 | 2005380 |
| &nbsp;&nbsp; 6.31% 6/8/29 | 5000000 | 5170071 |
| &nbsp;&nbsp; CIMIC Finance Ltd. 1.50% <br> 5/28/29<br>| 124000 | 133060 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp; Encore Capital Group, Inc. <br> 8.50% 5/15/30<br>| 170000 | $179743 |
| GGAM Finance Ltd. |  |  |
| &nbsp;&nbsp; 5.88% 3/15/30 | 165000 | 164397 |
| &nbsp;&nbsp; 6.88% 4/15/29 | 160000 | 163559 |
| &nbsp;&nbsp; 8.00% 6/15/28 | 335000 | 347682 |
| &nbsp;&nbsp; Global Aircraft Leasing Co. <br> Ltd. 8.75% 9/1/27<br>| 315000 | 319580 |
| &nbsp;&nbsp; Hightower Holding LLC 9.13% <br> 1/31/30<br>| 180000 | 183548 |
| &nbsp;&nbsp; Jane Street Group/JSG <br> Finance, Inc.<br>|  |  |
| &nbsp;&nbsp; 6.13% 11/1/32 | 165000 | 163167 |
| &nbsp;&nbsp; 6.75% 5/1/33 | 300000 | 304370 |
| &nbsp;&nbsp; 7.13% 4/30/31 | 45000 | 46258 |
| &nbsp;&nbsp; Jefferies Finance LLC/JFIN <br> Co-Issuer Corp.<br>|  |  |
| &nbsp;&nbsp; 5.00% 8/15/28 | 215000 | 200350 |
| &nbsp;&nbsp; 6.63% 10/15/31 | 140000 | 133476 |
| LFS Topco LLC 8.75% 7/15/30 | 190000 | 181533 |
| &nbsp;&nbsp; Macquarie Airfinance <br> Holdings Ltd.<br>|  |  |
| &nbsp;&nbsp; 6.40% 3/26/29 | 165000 | 170960 |
| &nbsp;&nbsp; 6.50% 3/26/31 | 125000 | 130893 |
| Navient Corp. |  |  |
| &nbsp;&nbsp; 4.88% 3/15/28 | 100000 | 94386 |
| &nbsp;&nbsp; 5.00% 3/15/27 | 125000 | 122187 |
| &nbsp;&nbsp; 5.50% 3/15/29 | 80000 | 73324 |
| &nbsp;&nbsp; 5.63% 8/1/33 | 100000 | 77938 |
| &nbsp;&nbsp; 7.88% 6/15/32 | 80000 | 71324 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp; 6.13% 5/15/30 | 110000 | 107562 |
| &nbsp;&nbsp; 6.50% 3/15/33 | 70000 | 66915 |
| &nbsp;&nbsp; 6.75% 9/15/33 | 60000 | 57531 |
| &nbsp;&nbsp; 7.13% 9/15/32 | 105000 | 103410 |
| &nbsp;&nbsp; PRA Group, Inc. 8.88% <br> 1/31/30<br>| 60000 | 60580 |
| SLM Corp. 6.50% 1/31/30 | 125000 | 122714 |
| &nbsp;&nbsp; Stellantis Financial Services <br> U.S. Corp. 5.40% 9/15/30<br>| 216000 | 212099 |
| Takeoff Merger Sub, Inc. |  |  |
| &nbsp;&nbsp; 4.40% 3/24/28 | 681000 | 677348 |
| &nbsp;&nbsp; 4.50% 3/24/29 | 674000 | 669662 |
| &nbsp;&nbsp; 4.85% 3/24/31 | 845000 | 834433 |
|  |  | **27596317** |
| **Electric–1.25%** | **Electric–1.25%** | **Electric–1.25%** |
| &nbsp;&nbsp; Abu Dhabi National Energy <br> Co. PJSC<br>|  |  |
| &nbsp;&nbsp; 4.00% 10/3/49 | 100000 | 75831 |
| &nbsp;&nbsp; 4.75% 3/9/37 | 200000 | 188120 |
| &nbsp;&nbsp; AEP Texas, Inc. 5.20% <br> 4/15/36<br>| 359000 | 353063 |
| AES Corp. |  |  |
| &nbsp;&nbsp; 2.45% 1/15/31 | 3398000 | 3006143 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–8*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| AES Corp. (continued) |  |  |
| μ6.95% 7/15/55 | 120000 | $111958 |
| Alpha Generation LLC |  |  |
| &nbsp;&nbsp; 6.25% 1/15/34 | 225000 | 221027 |
| &nbsp;&nbsp; 6.75% 10/15/32 | 50000 | 50732 |
| Amprion GmbH |  |  |
| &nbsp;&nbsp; 3.88% 6/5/36 | 100000 | 112908 |
| &nbsp;&nbsp; 4.13% 9/7/34 | 300000 | 349053 |
| &nbsp;&nbsp; AusNet Services Holdings Pty. <br> Ltd. 6.13% 5/31/33<br>| 180000 | 125550 |
| &nbsp;&nbsp; Buffalo Energy Mexico <br> Holdings/Buffalo Energy <br> Infrastructure/Buffalo <br> Energy 7.88% 2/15/39<br>| 148701 | 155673 |
| &nbsp;&nbsp; California Buyer <br> Ltd./Atlantica Sustainable <br> Infrastructure PLC 6.38% <br> 2/15/32<br>| 365000 | 356632 |
| &nbsp;&nbsp; Chile Electricity Lux MPC <br> SARL 6.01% 1/20/33<br>| 172000 | 177480 |
| &nbsp;&nbsp; Clearway Energy <br> Operating LLC<br>|  |  |
| &nbsp;&nbsp; 3.75% 2/15/31 | 250000 | 231493 |
| &nbsp;&nbsp; 5.75% 1/15/34 | 135000 | 132665 |
| &nbsp;&nbsp; ContourGlobal Power <br> Holdings SA 6.75% 2/28/30<br>| 125000 | 126405 |
| Edison International |  |  |
| &nbsp;&nbsp; 4.80% 3/15/31 | 124000 | 121045 |
| &nbsp;&nbsp; 6.25% 3/15/30 | 100000 | 103601 |
| μ7.88% 6/15/54 | 120000 | 122927 |
| μ8.13% 6/15/53 | 120000 | 122173 |
| &nbsp;&nbsp; Electricite de France SA <br> 5.50% 1/25/35<br>| 300000 | 379918 |
| &nbsp;&nbsp; EnBW International Finance <br> BV<br>|  |  |
| &nbsp;&nbsp; 3.75% 11/20/35 | 240000 | 273912 |
| &nbsp;&nbsp; 5.79% 2/26/36 | 200000 | 133104 |
| &nbsp;&nbsp; ENEL Finance International <br> NV 5.50% 6/26/34<br>| 215000 | 218392 |
| &nbsp;&nbsp; Energuate Trust 2 0 6.35% <br> 9/15/35<br>| 200000 | 195812 |
| &nbsp;&nbsp; EnfraGen Energia Sur <br> SA/EnfraGen Spain <br> SA/Prime Energia SpA 5.38% <br> 12/30/30<br>| 560000 | 509845 |
| Engie SA 4.25% 9/6/34 | 200000 | 235962 |
| &nbsp;&nbsp; Eskom Holdings 6.35% <br> 8/10/28<br>| 250000 | 251334 |
| Exelon Corp. 5.45% 3/15/34 | 1115000 | 1139888 |
| &nbsp;&nbsp; Georgia Power Co. 4.95% <br> 5/17/33<br>| 4200000 | 4233123 |
| &nbsp;&nbsp; Hawaiian Electric Co., Inc. <br> 6.00% 10/1/33<br>| 100000 | 99873 |
| &nbsp;&nbsp; Investment Energy Resources <br> Ltd. 6.25% 4/26/29<br>| 200000 | 199067 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp; Kallpa Generacion SA 5.50% <br> 9/11/35<br>| 200000 | $196220 |
| &nbsp;&nbsp; Lightning Power LLC 7.25% <br> 8/15/32<br>| 100000 | 103948 |
| &nbsp;&nbsp; London Power Networks PLC <br> 3.84% 6/11/37<br>| 100000 | 112449 |
| &nbsp;&nbsp; Mong Duong Finance <br> Holdings BV 5.13% 5/7/29<br>| 57938 | 56987 |
| &nbsp;&nbsp; μNGG Finance PLC 2.13% <br> 9/5/82<br>| 181000 | 205138 |
| &nbsp;&nbsp; Niagara Energy SAC 5.75% <br> 10/3/34<br>| 200000 | 199413 |
| NRG Energy, Inc. |  |  |
| &nbsp;&nbsp; 5.75% 7/15/29 | 165000 | 164753 |
| &nbsp;&nbsp; 5.75% 1/15/34 | 175000 | 172624 |
| &nbsp;&nbsp; 6.00% 2/1/33 | 310000 | 310079 |
| &nbsp;&nbsp; 6.00% 1/15/36 | 175000 | 173409 |
| &nbsp;&nbsp; 6.25% 11/1/34 | 210000 | 211674 |
| Pacific Gas & Electric Co. |  |  |
| &nbsp;&nbsp; 5.20% 5/1/36 | 20000 | 19493 |
| &nbsp;&nbsp; 6.00% 5/1/56 | 20000 | 18981 |
| μPacifiCorp 7.38% 9/15/55 | 160000 | 152886 |
| PG&E Corp. |  |  |
| &nbsp;&nbsp; 5.00% 7/1/28 | 25000 | 24804 |
| &nbsp;&nbsp; 5.25% 7/1/30 | 605000 | 597009 |
| μ6.85% 9/15/56 | 203000 | 200590 |
| μ7.38% 3/15/55 | 231000 | 232482 |
| &nbsp;&nbsp; Puget Energy, Inc. 5.73% <br> 3/15/35<br>| 4290000 | 4321213 |
| RWE Finance U.S. LLC |  |  |
| &nbsp;&nbsp; 5.13% 9/18/35 | 320000 | 311105 |
| &nbsp;&nbsp; 5.88% 4/16/34 | 202000 | 208812 |
| &nbsp;&nbsp; Saavi Energia SARL 8.88% <br> 2/10/35<br>| 250000 | 262350 |
| &nbsp;&nbsp; Scottish Hydro Electric <br> Transmission PLC 3.38% <br> 9/4/32<br>| 175000 | 197639 |
| &nbsp;&nbsp; μSierra Pacific Power Co. <br> 6.38% 9/15/56<br>| 247000 | 244982 |
| &nbsp;&nbsp; Southwestern Electric Power <br> Co.<br>|  |  |
| &nbsp;&nbsp; 5.20% 4/1/36 | 581000 | 571326 |
| &nbsp;&nbsp; 5.30% 4/1/33 | 703000 | 712859 |
| μSSE PLC 3.74% 4/14/26 | 100000 | 132205 |
| Talen Energy Supply LLC |  |  |
| &nbsp;&nbsp; 6.25% 2/1/34 | 175000 | 173050 |
| &nbsp;&nbsp; 6.50% 2/1/36 | 175000 | 176213 |
| &nbsp;&nbsp; Termocandelaria Power SA <br> 7.75% 9/17/31<br>| 250000 | 254505 |
| &nbsp;&nbsp; Tierra Mojada Luxembourg II <br> SARL 5.75% 12/1/40<br>| 168683 | 160250 |
| TransAlta Corp. |  |  |
| &nbsp;&nbsp; 5.88% 2/1/34 | 185000 | 183755 |
| &nbsp;&nbsp; 6.50% 3/15/40 | 125000 | 123125 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–9*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp; 5.63% 2/15/27 | 210000 | $210000 |
| &nbsp;&nbsp; 6.88% 4/15/32 | 210000 | 217339 |
| &nbsp;&nbsp; XPLR Infrastructure <br> Operating Partners LP<br>|  |  |
| &nbsp;&nbsp; 7.25% 1/15/29 | 30000 | 30875 |
| &nbsp;&nbsp; 7.75% 4/15/34 | 275000 | 284007 |
| &nbsp;&nbsp; 8.38% 1/15/31 | 140000 | 147378 |
| &nbsp;&nbsp; 8.63% 3/15/33 | 235000 | 248258 |
|  |  | **26438894** |
| **Electrical Components & Equipment–0.02%** | **Electrical Components & Equipment–0.02%** | **Electrical Components & Equipment–0.02%** |
| WESCO Distribution, Inc. |  |  |
| &nbsp;&nbsp; 5.25% 4/15/31 | 125000 | 124254 |
| &nbsp;&nbsp; 5.50% 4/15/34 | 185000 | 182197 |
| &nbsp;&nbsp; 6.38% 3/15/33 | 60000 | 61126 |
|  |  | **367577** |
| **Electronics–0.02%** | **Electronics–0.02%** | **Electronics–0.02%** |
| &nbsp;&nbsp; Amphenol Technologies <br> Holding GmbH 3.63% <br> 3/30/31<br>| 100000 | 115875 |
| &nbsp;&nbsp; Coherent Corp. 5.00% <br> 12/15/29<br>| 105000 | 102987 |
| &nbsp;&nbsp; Sensata Technologies BV <br> 4.00% 4/15/29<br>| 93000 | 89741 |
| &nbsp;&nbsp; Sensata Technologies, Inc. <br> 6.63% 7/15/32<br>| 110000 | 112198 |
|  |  | **420801** |
| **Energy-Alternate Sources–0.00%** | **Energy-Alternate Sources–0.00%** | **Energy-Alternate Sources–0.00%** |
| &nbsp;&nbsp; =^Sunnova Energy Corp. 0.00% <br> 9/1/26<br>| 280000 | 700 |
|  |  | **700** |
| **Engineering & Construction–0.18%** | **Engineering & Construction–0.18%** | **Engineering & Construction–0.18%** |
| AECOM 6.00% 8/1/33 | 225000 | 224753 |
| &nbsp;&nbsp; Aeropuerto Internacional de <br> Tocumen SA 5.13% 8/11/61<br>| 200000 | 160056 |
| &nbsp;&nbsp; Aeropuertos Dominicanos <br> Siglo XXI SA 7.00% 6/30/34<br>| 200000 | 203778 |
| &nbsp;&nbsp; Artera Services LLC 8.50% <br> 2/15/31<br>| 759000 | 649918 |
| &nbsp;&nbsp; Brand Industrial Services, <br> Inc. 10.38% 8/1/30<br>| 315000 | 287883 |
| &nbsp;&nbsp; Heathrow Funding Ltd. 6.00% <br> 3/5/32<br>| 255000 | 337639 |
| HTA Group Ltd. |  |  |
| &nbsp;&nbsp; 6.75% 4/1/31 | 200000 | 197638 |
| &nbsp;&nbsp; 7.50% 6/4/29 | 90000 | 91473 |
| IHS Holding Ltd. |  |  |
| &nbsp;&nbsp; 5.63% 11/29/26 | 165000 | 164385 |
| &nbsp;&nbsp; 7.88% 5/29/30 | 375000 | 379935 |
| &nbsp;&nbsp; 8.25% 11/29/31 | 165000 | 169291 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Engineering & Construction (continued)** | **Engineering & Construction (continued)** | **Engineering & Construction (continued)** |
| &nbsp;&nbsp; Kingston Airport Revenue <br> Finance Ltd. 6.75% 12/15/36<br>| 200000 | $198000 |
| &nbsp;&nbsp; Montego Bay Airport Revenue <br> Finance Ltd. 6.60% 6/15/35<br>| 200000 | 192034 |
| &nbsp;&nbsp; Railworks <br> Holdings LP/Railworks Rally, <br> Inc. 8.25% 11/15/28<br>| 260000 | 259501 |
| TopBuild Corp. |  |  |
| &nbsp;&nbsp; 4.13% 2/15/32 | 100000 | 92158 |
| &nbsp;&nbsp; 5.63% 1/31/34 | 160000 | 156603 |
|  |  | **3765045** |
| **Entertainment–0.02%** | **Entertainment–0.02%** | **Entertainment–0.02%** |
| &nbsp;&nbsp; GENM Capital Labuan Ltd. <br> 3.88% 4/19/31<br>| 200000 | 177468 |
| &nbsp;&nbsp; Light & Wonder <br> International, Inc. 6.25% <br> 10/1/33<br>| 170000 | 166547 |
| &nbsp;&nbsp; Mohegan Tribal Gaming <br> Authority/MS Digital <br> Entertainment <br> Holdings LLC 11.88% <br> 4/15/31<br>| 45000 | 46880 |
|  |  | **390895** |
| **Environmental Control–0.03%** | **Environmental Control–0.03%** | **Environmental Control–0.03%** |
| &nbsp;&nbsp; ‡Ambipar Lux SARL 9.88% <br> 2/6/31<br>| 531000 | 98235 |
| &nbsp;&nbsp; Clean Harbors, Inc. 6.38% <br> 2/1/31<br>| 100000 | 101557 |
| &nbsp;&nbsp; GFL Environmental Holdings <br> U.S., Inc. 5.50% 2/1/34<br>| 60000 | 58848 |
| &nbsp;&nbsp; GFL Environmental, Inc. <br> 3.50% 9/1/28<br>| 100000 | 97231 |
| &nbsp;&nbsp; Reworld Holding Corp. 4.88% <br> 12/1/29<br>| 75000 | 70310 |
| &nbsp;&nbsp; Wrangler Holdco Corp. 6.63% <br> 4/1/32<br>| 190000 | 195639 |
|  |  | **621820** |
| **Food–0.84%** | **Food–0.84%** | **Food–0.84%** |
| &nbsp;&nbsp; Albertsons Cos., Inc. 5.63% <br> 3/31/32<br>| 125000 | 123064 |
| &nbsp;&nbsp; Albertsons Cos., Inc./Safeway, <br> Inc./New <br> Albertsons LP/Albertsons LLC<br>|  |  |
| &nbsp;&nbsp; 5.75% 3/31/34 | 95000 | 92943 |
| &nbsp;&nbsp; 6.25% 3/15/33 | 120000 | 120805 |
| &nbsp;&nbsp; Barry Callebaut Services NV <br> 4.25% 8/19/31<br>| 200000 | 232682 |
| &nbsp;&nbsp; C&S Group Enterprises LLC <br> 5.00% 12/15/28<br>| 100000 | 92992 |
| &nbsp;&nbsp; KeHE Distributors LLC/KeHE <br> Finance Corp./NextWave <br> Distribution, Inc. 9.00% <br> 2/15/29<br>| 220000 | 229031 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–10*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| Kroger Co. 5.00% 9/15/34 | 4340000 | $4285155 |
| &nbsp;&nbsp; Lamb Weston Holdings, Inc. <br> 4.13% 1/31/30<br>| 335000 | 318936 |
| &nbsp;&nbsp; MARB BondCo PLC 3.95% <br> 1/29/31<br>| 140000 | 123991 |
| Mars, Inc. |  |  |
| &nbsp;&nbsp; 4.80% 3/1/30 | 7595000 | 7674930 |
| &nbsp;&nbsp; 5.20% 3/1/35 | 2855000 | 2882182 |
| METRO AG 5.25% 3/5/30 | 175000 | 207419 |
| Minerva Luxembourg SA |  |  |
| &nbsp;&nbsp; 4.38% 3/18/31 | 40000 | 36215 |
| &nbsp;&nbsp; 8.88% 9/13/33 | 140000 | 149614 |
| &nbsp;&nbsp; NBM U.S. Holdings, Inc. 6.63% <br> 8/6/29<br>| 150000 | 149919 |
| &nbsp;&nbsp; Performance Food Group, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 5.63% 3/1/34 | 140000 | 135029 |
| &nbsp;&nbsp; 6.13% 9/15/32 | 60000 | 60111 |
| Post Holdings, Inc. |  |  |
| &nbsp;&nbsp; 6.25% 2/15/32 | 165000 | 166706 |
| &nbsp;&nbsp; 6.38% 3/1/33 | 165000 | 162549 |
| &nbsp;&nbsp; 6.50% 3/15/36 | 60000 | 58759 |
| &nbsp;&nbsp; REWE International Finance <br> BV 4.88% 9/13/30<br>| 200000 | 241046 |
| U.S. Foods, Inc. |  |  |
| &nbsp;&nbsp; 4.75% 2/15/29 | 210000 | 207208 |
| &nbsp;&nbsp; 5.75% 4/15/33 | 125000 | 124444 |
|  |  | **17875730** |
| **Food Service–0.02%** | **Food Service–0.02%** | **Food Service–0.02%** |
| TKC Holdings, Inc. |  |  |
| &nbsp;&nbsp; 8.50% 8/15/30 | 235000 | 236959 |
| &nbsp;&nbsp; 12.00% 2/15/31 | 120000 | 123781 |
|  |  | **360740** |
| **Forest Products & Paper–0.04%** | **Forest Products & Paper–0.04%** | **Forest Products & Paper–0.04%** |
| &nbsp;&nbsp; Ahlstrom Holding 3 OYJ 4.88% <br> 2/4/28<br>| 100000 | 97283 |
| &nbsp;&nbsp; Inversiones CMPC SA 3.00% <br> 4/6/31<br>| 50000 | 43665 |
| &nbsp;&nbsp; LD Celulose International <br> GmbH 7.95% 1/26/32<br>| 200000 | 205534 |
| &nbsp;&nbsp; Mondi Finance PLC 3.38% <br> 5/23/31<br>| 100000 | 112094 |
| &nbsp;&nbsp; Suzano Austria GmbH 5.00% <br> 1/15/30<br>| 200000 | 197359 |
| &nbsp;&nbsp; Suzano Netherlands BV 5.50% <br> 1/15/36<br>| 100000 | 96750 |
|  |  | **752685** |
| **Gas–0.23%** | **Gas–0.23%** | **Gas–0.23%** |
| Fluxys SA 4.00% 11/28/30 | 200000 | 232021 |
| NiSource, Inc. 2.95% 9/1/29 | 4540000 | 4314385 |
| Snam SpA 5.75% 5/28/35 | 200000 | 203699 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Gas (continued)** | **Gas (continued)** | **Gas (continued)** |
| &nbsp;&nbsp; Vier Gas Transport GmbH <br> 3.63% 9/8/33<br>| 200000 | $225941 |
|  |  | **4976046** |
| **Health Care Products–0.02%** | **Health Care Products–0.02%** | **Health Care Products–0.02%** |
| &nbsp;&nbsp; μDentsply Sirona, Inc. 8.38% <br> 9/12/55<br>| 8000 | 7812 |
| &nbsp;&nbsp; Medline <br> Borrower LP/Medline <br> Co-Issuer, Inc. 6.25% 4/1/29<br>| 390000 | 397404 |
|  |  | **405216** |
| **Health Care Services–0.69%** | **Health Care Services–0.69%** | **Health Care Services–0.69%** |
| &nbsp;&nbsp; Acadia Healthcare Co., Inc. <br> 7.38% 3/15/33<br>| 185000 | 189408 |
| &nbsp;&nbsp; Centene Corp. 4.63% <br> 12/15/29<br>| 6817000 | 6471258 |
| &nbsp;&nbsp; CHS/Community Health <br> Systems, Inc.<br>|  |  |
| &nbsp;&nbsp; 4.75% 2/15/31 | 640000 | 590031 |
| &nbsp;&nbsp; 5.25% 5/15/30 | 427000 | 402440 |
| &nbsp;&nbsp; 6.13% 4/1/30 | 275000 | 239103 |
| &nbsp;&nbsp; 9.75% 1/15/34 | 110000 | 114165 |
| DaVita, Inc. |  |  |
| &nbsp;&nbsp; 4.63% 6/1/30 | 360000 | 346145 |
| &nbsp;&nbsp; 6.75% 7/15/33 | 160000 | 162744 |
| &nbsp;&nbsp; 6.88% 9/1/32 | 210000 | 215130 |
| &nbsp;&nbsp; Global Medical Response, <br> Inc. 7.38% 10/1/32<br>| 60000 | 62306 |
| HCA, Inc. 5.45% 9/15/34 | 2610000 | 2634428 |
| μHumana, Inc. 6.63% 9/15/56 | 450000 | 432443 |
| IQVIA, Inc. |  |  |
| &nbsp;&nbsp; 6.25% 6/1/32 | 230000 | 233563 |
| &nbsp;&nbsp; 6.50% 5/15/30 | 100000 | 102092 |
| &nbsp;&nbsp; LifePoint Health, Inc. 10.00% <br> 6/1/32<br>| 120000 | 122548 |
| Molina Healthcare, Inc. |  |  |
| &nbsp;&nbsp; 6.25% 1/15/33 | 390000 | 378140 |
| &nbsp;&nbsp; 6.50% 2/15/31 | 190000 | 186790 |
| &nbsp;&nbsp; National Mentor Holdings, <br> Inc. 10.50% 12/15/30<br>| 185000 | 190953 |
| &nbsp;&nbsp; Pediatrix Medical Group, Inc. <br> 5.38% 2/15/30<br>| 120000 | 118115 |
| &nbsp;&nbsp; Radiology Partners, Inc. <br> 8.50% 7/15/32<br>| 65000 | 65902 |
| &nbsp;&nbsp; Surgery Center Holdings, Inc. <br> 7.25% 4/15/32<br>| 120000 | 117861 |
| &nbsp;&nbsp; TEAM Services Holding, Inc. <br> 9.00% 2/15/33<br>| 250000 | 245136 |
| Tenet Healthcare Corp. |  |  |
| &nbsp;&nbsp; 5.50% 11/15/32 | 200000 | 198155 |
| &nbsp;&nbsp; 6.00% 11/15/33 | 115000 | 116362 |
| &nbsp;&nbsp; 6.13% 10/1/28 | 245000 | 245570 |
| &nbsp;&nbsp; 6.13% 6/15/30 | 195000 | 196268 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–11*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Health Care Services (continued)** | **Health Care Services (continued)** | **Health Care Services (continued)** |
| &nbsp;&nbsp; U.S. Acute Care <br> Solutions LLC 9.75% 5/15/29<br>| 305000 | $294645 |
|  |  | **14671701** |
| **Holding Companies-Diversified–0.01%** | **Holding Companies-Diversified–0.01%** | **Holding Companies-Diversified–0.01%** |
| &nbsp;&nbsp; Clue Opco LLC 9.50% <br> 10/15/31<br>| 120000 | 115992 |
|  |  | **115992** |
| **Home Builders–0.09%** | **Home Builders–0.09%** | **Home Builders–0.09%** |
| &nbsp;&nbsp; Ashton Woods <br> USA LLC/Ashton Woods <br> Finance Co.<br>|  |  |
| &nbsp;&nbsp; 4.63% 8/1/29 | 70000 | 66130 |
| &nbsp;&nbsp; 6.88% 8/1/33 | 65000 | 62708 |
| &nbsp;&nbsp; Beazer Homes USA, Inc. <br> 7.50% 3/15/31<br>| 100000 | 98234 |
| &nbsp;&nbsp; Berkeley Group PLC 2.50% <br> 8/11/31<br>| 427000 | 476362 |
| &nbsp;&nbsp; Century Communities, Inc. <br> 6.63% 9/15/33<br>| 135000 | 132252 |
| &nbsp;&nbsp; Dream Finders Homes, Inc. <br> 6.88% 9/15/30<br>| 145000 | 138734 |
| &nbsp;&nbsp; Forestar Group, Inc. 6.50% <br> 3/15/33<br>| 165000 | 163118 |
| LGI Homes, Inc. |  |  |
| &nbsp;&nbsp; 4.00% 7/15/29 | 55000 | 48988 |
| &nbsp;&nbsp; 7.00% 11/15/32 | 460000 | 426525 |
| &nbsp;&nbsp; Risewell Homes, Inc. 8.50% <br> 11/1/30<br>| 127000 | 124183 |
| &nbsp;&nbsp; Taylor Morrison <br> Communities, Inc. 5.75% <br> 11/15/32<br>| 110000 | 110096 |
|  |  | **1847330** |
| **Home Furnishings–0.03%** | **Home Furnishings–0.03%** | **Home Furnishings–0.03%** |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp; 5.75% 3/1/34 | 25000 | 22288 |
| &nbsp;&nbsp; 6.13% 6/15/30 | 225000 | 219685 |
| &nbsp;&nbsp; 6.50% 6/15/33 | 530000 | 502137 |
|  |  | **744110** |
| **Insurance–0.99%** | **Insurance–0.99%** | **Insurance–0.99%** |
| &nbsp;&nbsp; Admiral Group PLC 8.50% <br> 1/6/34<br>| 235000 | 346921 |
| &nbsp;&nbsp; APH Somerset Investor 2 <br> LLC/APH2 Somerset <br> Investor 2 LLC/APH3 <br> Somerset Investor 2 LLC <br> 7.88% 11/1/29<br>| 210000 | 189897 |
| &nbsp;&nbsp; Asurion LLC/Asurion <br> Co-Issuer, Inc.<br>|  |  |
| &nbsp;&nbsp; 8.00% 12/31/32 | 355000 | 368294 |
| &nbsp;&nbsp; 8.38% 2/1/34 | 920000 | 893193 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; •4.60% (1 day USD SOFR + <br> 0.95%) 4/19/27<br>| 2120000 | $2120317 |
| &nbsp;&nbsp; 5.58% 1/9/29 | 2444000 | 2466471 |
| &nbsp;&nbsp; Corebridge Financial, Inc. <br> 3.90% 4/5/32<br>| 4670000 | 4379506 |
| &nbsp;&nbsp; Equitable Financial Life <br> Global Funding 5.00% <br> 3/27/30<br>| 4220000 | 4253402 |
| &nbsp;&nbsp; Grand River Funding Trust I <br> 6.31% 2/15/36<br>| 1402000 | 1414388 |
| &nbsp;&nbsp; μQBE Insurance Group Ltd. <br> 2.50% 9/13/38<br>| 174000 | 215827 |
| &nbsp;&nbsp; Reinsurance Group of <br> America, Inc. 3.15% 6/15/30<br>| 4590000 | 4289906 |
|  |  | **20938122** |
| **Internet–0.19%** | **Internet–0.19%** | **Internet–0.19%** |
| &nbsp;&nbsp; Amazon.com, Inc. 3.70% <br> 3/16/35<br>| 175000 | 200010 |
| &nbsp;&nbsp; Cogent Communications <br> Group LLC/Cogent Finance, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 7.00% 6/15/27 | 165000 | 163210 |
| &nbsp;&nbsp; 7.00% 6/15/27 | 385000 | 379184 |
| &nbsp;&nbsp; Go Daddy Operating Co. <br> LLC/GD Finance Co., Inc. <br> 3.50% 3/1/29<br>| 65000 | 60478 |
| &nbsp;&nbsp; @GrubHub Holdings, Inc. <br> 13.00% 7/31/30<br>| 39005 | 30672 |
| Prosus NV 4.19% 1/19/32 | 500000 | 470381 |
| Snap, Inc. |  |  |
| &nbsp;&nbsp; 6.88% 3/1/33 | 130000 | 122755 |
| &nbsp;&nbsp; 6.88% 3/15/34 | 70000 | 65840 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp; 4.15% 1/15/31 | 884000 | 864370 |
| &nbsp;&nbsp; 4.80% 9/15/35 | 697000 | 676337 |
| Wayfair LLC |  |  |
| &nbsp;&nbsp; 6.75% 11/15/32 | 205000 | 206556 |
| &nbsp;&nbsp; 7.25% 10/31/29 | 321000 | 327672 |
| &nbsp;&nbsp; 7.75% 9/15/30 | 350000 | 364398 |
|  |  | **3931863** |
| **Investment Companies–0.69%** | **Investment Companies–0.69%** | **Investment Companies–0.69%** |
| &nbsp;&nbsp; Abu Dhabi Developmental <br> Holding Co. PJSC<br>|  |  |
| &nbsp;&nbsp; 5.25% 10/2/54 | 200000 | 176768 |
| &nbsp;&nbsp; 5.50% 5/8/34 | 200000 | 202413 |
| ARES Strategic Income Fund |  |  |
| &nbsp;&nbsp; 5.45% 9/9/28 | 1075000 | 1063813 |
| &nbsp;&nbsp; 5.80% 9/9/30 | 869000 | 845005 |
| &nbsp;&nbsp; 6.35% 8/15/29 | 2090000 | 2096687 |
| &nbsp;&nbsp; Blackstone Private Credit <br> Fund<br>|  |  |
| &nbsp;&nbsp; 4.88% 4/14/26 | 100000 | 132337 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–12*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Investment Companies (continued)** | **Investment Companies (continued)** | **Investment Companies (continued)** |
| &nbsp;&nbsp; Blackstone Private Credit <br> Fund (continued)<br>|  |  |
| &nbsp;&nbsp; 5.60% 11/22/29 | 1565000 | $1522315 |
| &nbsp;&nbsp; 7.30% 11/27/28 | 2950000 | 3010369 |
| &nbsp;&nbsp; HA Sustainable <br> Infrastructure Capital, Inc.<br>|  |  |
| &nbsp;&nbsp; 6.00% 3/15/36 | 189000 | 183377 |
| μ7.13% 11/15/56 | 97000 | 96537 |
| μ8.00% 6/1/56 | 209000 | 216269 |
| &nbsp;&nbsp; Icahn Enterprises LP/Icahn <br> Enterprises Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 4.38% 2/1/29 | 205000 | 174939 |
| &nbsp;&nbsp; 5.25% 5/15/27 | 515000 | 504652 |
| &nbsp;&nbsp; 10.00% 11/15/29 | 85000 | 83738 |
| &nbsp;&nbsp; MDGH GMTN RSC Ltd. 5.08% <br> 5/22/53<br>| 200000 | 176030 |
| &nbsp;&nbsp; Sixth Street Lending Partners <br> 6.13% 7/15/30<br>| 4220000 | 4195276 |
|  |  | **14680525** |
| **Iron & Steel–0.15%** | **Iron & Steel–0.15%** | **Iron & Steel–0.15%** |
| &nbsp;&nbsp; Carpenter Technology Corp. <br> 5.63% 3/1/34<br>| 160000 | 158526 |
| &nbsp;&nbsp; Champion Iron Canada, Inc. <br> 7.88% 7/15/32<br>| 50000 | 51933 |
| Cleveland-Cliffs, Inc. |  |  |
| &nbsp;&nbsp; 7.00% 3/15/32 | 155000 | 149971 |
| &nbsp;&nbsp; 7.38% 5/1/33 | 80000 | 78262 |
| &nbsp;&nbsp; 7.63% 1/15/34 | 85000 | 83042 |
| Commercial Metals Co. |  |  |
| &nbsp;&nbsp; 3.88% 2/15/31 | 100000 | 92090 |
| &nbsp;&nbsp; 4.13% 1/15/30 | 70000 | 66690 |
| &nbsp;&nbsp; 5.75% 11/15/33 | 144000 | 142486 |
| &nbsp;&nbsp; 6.00% 12/15/35 | 190000 | 187311 |
| &nbsp;&nbsp; CSN Inova Ventures 6.75% <br> 1/28/28<br>| 205000 | 150260 |
| Mineral Resources Ltd. |  |  |
| &nbsp;&nbsp; 7.00% 4/1/31 | 75000 | 76644 |
| &nbsp;&nbsp; 8.00% 11/1/27 | 140000 | 141788 |
| &nbsp;&nbsp; 8.50% 5/1/30 | 310000 | 318618 |
| &nbsp;&nbsp; 9.25% 10/1/28 | 100000 | 103612 |
| POSCO 5.88% 1/17/33 | 200000 | 209669 |
| &nbsp;&nbsp; @Samarco Mineracao SA 9.50% <br> 6/30/31<br>| 568666 | 559514 |
| &nbsp;&nbsp; Usiminas International SARL <br> 7.50% 1/27/32<br>| 200000 | 203318 |
| Vale Overseas Ltd. |  |  |
| μ6.00% 2/25/56 | 200000 | 196800 |
| &nbsp;&nbsp; 6.40% 6/28/54 | 150000 | 151905 |
|  |  | **3122439** |
| **Leisure Time–0.08%** | **Leisure Time–0.08%** | **Leisure Time–0.08%** |
| Acushnet Co. 5.63% 12/1/33 | 70000 | 69458 |
| Carnival Corp. |  |  |
| &nbsp;&nbsp; 5.75% 8/1/32 | 110000 | 109964 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Leisure Time (continued)** | **Leisure Time (continued)** | **Leisure Time (continued)** |
| Carnival Corp. (continued) |  |  |
| &nbsp;&nbsp; 5.88% 6/15/31 | 215000 | $217643 |
| &nbsp;&nbsp; 6.13% 2/15/33 | 125000 | 126253 |
| &nbsp;&nbsp; Life Time, Inc. 6.00% <br> 11/15/31<br>| 180000 | 181426 |
| &nbsp;&nbsp; MajorDrive Holdings IV LLC <br> 6.38% 6/1/29<br>| 185000 | 136838 |
| NCL Corp. Ltd. |  |  |
| &nbsp;&nbsp; 6.25% 9/15/33 | 230000 | 223178 |
| &nbsp;&nbsp; 6.75% 2/1/32 | 125000 | 124052 |
| Viking Cruises Ltd. |  |  |
| &nbsp;&nbsp; 5.88% 10/15/33 | 320000 | 315940 |
| &nbsp;&nbsp; 9.13% 7/15/31 | 100000 | 105494 |
|  |  | **1610246** |
| **Lodging–0.04%** | **Lodging–0.04%** | **Lodging–0.04%** |
| &nbsp;&nbsp; Hilton Domestic Operating <br> Co., Inc.<br>|  |  |
| &nbsp;&nbsp; 3.63% 2/15/32 | 340000 | 308948 |
| &nbsp;&nbsp; 5.50% 3/31/34 | 60000 | 58619 |
| &nbsp;&nbsp; 5.75% 9/15/33 | 110000 | 109503 |
| &nbsp;&nbsp; 6.13% 4/1/32 | 100000 | 101500 |
| &nbsp;&nbsp; Hilton Grand Vacations <br> Borrower LLC/Hilton Grand <br> Vacations Borrower, Inc. <br> 6.63% 1/15/32<br>| 120000 | 118526 |
| &nbsp;&nbsp; IHG Finance LLC 3.38% <br> 9/10/30<br>| 100000 | 112868 |
|  |  | **809964** |
| **Machinery Diversified–0.02%** | **Machinery Diversified–0.02%** | **Machinery Diversified–0.02%** |
| &nbsp;&nbsp; Columbus McKinnon Corp. <br> 7.13% 2/1/33<br>| 125000 | 124943 |
| &nbsp;&nbsp; KION Group AG 4.13% <br> 3/24/31<br>| 188000 | 214407 |
| &nbsp;&nbsp; TK Elevator U.S. Newco, Inc. <br> 5.25% 7/15/27<br>| 200000 | 199477 |
|  |  | **538827** |
| **Media–0.90%** | **Media–0.90%** | **Media–0.90%** |
| &nbsp;&nbsp; CCO Holdings LLC/CCO <br> Holdings Capital Corp.<br>|  |  |
| &nbsp;&nbsp; 4.25% 2/1/31 | 240000 | 218749 |
| &nbsp;&nbsp; 4.25% 1/15/34 | 160000 | 136879 |
| &nbsp;&nbsp; 4.50% 5/1/32 | 230000 | 205452 |
| &nbsp;&nbsp; 4.50% 6/1/33 | 140000 | 121887 |
| &nbsp;&nbsp; 7.00% 2/1/33 | 60000 | 60165 |
| &nbsp;&nbsp; 7.38% 2/1/36 | 50000 | 49792 |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter <br> Communications Operating <br> Capital<br>|  |  |
| &nbsp;&nbsp; 3.85% 4/1/61 | 6270000 | 3661755 |
| &nbsp;&nbsp; 6.38% 10/23/35 | 4140000 | 4204102 |
| &nbsp;&nbsp; 6.48% 10/23/45 | 2250000 | 2074421 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–13*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| CSC Holdings LLC |  |  |
| &nbsp;&nbsp; 3.38% 2/15/31 | 500000 | $293724 |
| &nbsp;&nbsp; 4.13% 12/1/30 | 80000 | 48007 |
| &nbsp;&nbsp; 4.50% 11/15/31 | 350000 | 207518 |
| &nbsp;&nbsp; 4.63% 12/1/30 | 210000 | 74102 |
| DISH DBS Corp. |  |  |
| &nbsp;&nbsp; 5.25% 12/1/26 | 125000 | 123928 |
| &nbsp;&nbsp; 7.75% 7/1/26 | 60000 | 59711 |
| &nbsp;&nbsp; Dotdash Meredith, Inc. 7.63% <br> 6/15/32<br>| 90000 | 82987 |
| EW Scripps Co. 9.88% 8/15/30 | 125000 | 121347 |
| &nbsp;&nbsp; Nexstar Media, Inc. 6.50% <br> 9/15/33<br>| 145000 | 146105 |
| &nbsp;&nbsp; Telecomunicaciones Digitales <br> SA 4.50% 1/30/30<br>| 250000 | 235400 |
| &nbsp;&nbsp; Time Warner Cable LLC 7.30% <br> 7/1/38<br>| 5775000 | 6042817 |
| &nbsp;&nbsp; Univision Communications, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 8.50% 7/31/31 | 395000 | 396928 |
| &nbsp;&nbsp; 9.38% 8/1/32 | 185000 | 190664 |
| &nbsp;&nbsp; Virgin Media Secured <br> Finance PLC 4.50% 8/15/30<br>| 250000 | 221712 |
|  |  | **18978152** |
| **Metal Fabricate & Hardware–0.02%** | **Metal Fabricate & Hardware–0.02%** | **Metal Fabricate & Hardware–0.02%** |
| &nbsp;&nbsp; Advanced Drainage Systems, <br> Inc. 5.38% 3/1/34<br>| 125000 | 121640 |
| &nbsp;&nbsp; Vallourec SACA 7.50% <br> 4/15/32<br>| 259000 | 271435 |
|  |  | **393075** |
| **Mining–0.25%** | **Mining–0.25%** | **Mining–0.25%** |
| &nbsp;&nbsp; Alcoa Nederland Holding BV <br> 7.13% 3/15/31<br>| 415000 | 433970 |
| &nbsp;&nbsp; Alumina Pty. Ltd. 6.38% <br> 9/15/32<br>| 210000 | 215720 |
| &nbsp;&nbsp; Antofagasta PLC 2.38% <br> 10/14/30<br>| 200000 | 179300 |
| &nbsp;&nbsp; Aris Mining Corp. 8.00% <br> 10/31/29<br>| 250000 | 258875 |
| &nbsp;&nbsp; Capstone Copper Corp. 6.75% <br> 3/31/33<br>| 110000 | 109276 |
| &nbsp;&nbsp; Century Aluminum Co. 6.88% <br> 8/1/32<br>| 130000 | 134092 |
| &nbsp;&nbsp; Cia de Minas Buenaventura <br> SAA 6.80% 2/4/32<br>| 200000 | 202816 |
| &nbsp;&nbsp; Corp. Nacional del Cobre de <br> Chile<br>|  |  |
| &nbsp;&nbsp; 3.15% 1/14/30 | 50000 | 46894 |
| &nbsp;&nbsp; 5.53% 1/30/37 | 200000 | 196314 |
| &nbsp;&nbsp; 5.95% 1/8/34 | 200000 | 204493 |
| &nbsp;&nbsp; 6.30% 9/8/53 | 200000 | 200848 |
| &nbsp;&nbsp; Endeavour Mining PLC 7.00% <br> 5/28/30<br>| 200000 | 202548 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Mining (continued)** | **Mining (continued)** | **Mining (continued)** |
| &nbsp;&nbsp; ERO Copper Corp. 6.50% <br> 2/15/30<br>| 185000 | $182787 |
| First Quantum Minerals Ltd. |  |  |
| &nbsp;&nbsp; 6.38% 2/15/36 | 200000 | 192403 |
| &nbsp;&nbsp; 7.25% 2/15/34 | 365000 | 371583 |
| &nbsp;&nbsp; 8.00% 3/1/33 | 180000 | 187624 |
| Fresnillo PLC 4.25% 10/2/50 | 250000 | 189771 |
| &nbsp;&nbsp; Hudbay Minerals, Inc. 4.50% <br> 4/1/26<br>| 100000 | 100000 |
| &nbsp;&nbsp; Indonesia Asahan Aluminium <br> PT/Mineral Industri <br> Indonesia Persero PT 5.45% <br> 5/15/30<br>| 150000 | 151673 |
| &nbsp;&nbsp; Ivanhoe Mines Ltd. 7.88% <br> 1/23/30<br>| 135000 | 136446 |
| &nbsp;&nbsp; Kaiser Aluminum Corp. 5.88% <br> 3/1/34<br>| 140000 | 137462 |
| &nbsp;&nbsp; Navoi Mining & Metallurgical <br> Combinat 6.95% 10/17/31<br>| 200000 | 208593 |
| &nbsp;&nbsp; Navoiyuran State Enterprise <br> 6.70% 7/2/30<br>| 200000 | 200197 |
| &nbsp;&nbsp; Nexa Resources SA 6.75% <br> 4/9/34<br>| 200000 | 209580 |
| Novelis Corp. |  |  |
| &nbsp;&nbsp; 6.38% 8/15/33 | 70000 | 68662 |
| &nbsp;&nbsp; 6.88% 1/30/30 | 240000 | 242081 |
| &nbsp;&nbsp; Volcan Cia Minera SAA 8.50% <br> 10/28/32<br>| 270000 | 273753 |
|  |  | **5237761** |
| **Miscellaneous Manufacturing–0.07%** | **Miscellaneous Manufacturing–0.07%** | **Miscellaneous Manufacturing–0.07%** |
| &nbsp;&nbsp; Amsted Industries, Inc. 6.38% <br> 3/15/33<br>| 135000 | 135668 |
| Axon Enterprise, Inc. |  |  |
| &nbsp;&nbsp; 6.13% 3/15/30 | 145000 | 147399 |
| &nbsp;&nbsp; 6.25% 3/15/33 | 165000 | 168423 |
| Enpro, Inc. 6.13% 6/1/33 | 105000 | 106204 |
| Entegris, Inc. |  |  |
| &nbsp;&nbsp; 4.75% 4/15/29 | 335000 | 331158 |
| &nbsp;&nbsp; 5.95% 6/15/30 | 535000 | 538375 |
|  |  | **1427227** |
| **Oil & Gas–1.89%** | **Oil & Gas–1.89%** | **Oil & Gas–1.89%** |
| &nbsp;&nbsp; Adnoc Murban Rsc Ltd. 5.13% <br> 9/11/54<br>| 200000 | 171999 |
| &nbsp;&nbsp; Ascent Resources Utica <br> Holdings LLC/ARU Finance <br> Corp. 6.63% 7/15/33<br>| 60000 | 61030 |
| Bapco Energies BSC Closed |  |  |
| &nbsp;&nbsp; 7.50% 10/25/27 | 150000 | 147964 |
| &nbsp;&nbsp; 8.38% 11/7/28 | 50000 | 49473 |
| &nbsp;&nbsp; Breakwater Energy Holdings <br> SARL 9.25% 11/15/30<br>| 165000 | 173280 |
| California Resources Corp. |  |  |
| &nbsp;&nbsp; 7.00% 1/15/34 | 135000 | 136102 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–14*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp; California Resources <br> Corp. (continued)<br>|  |  |
| &nbsp;&nbsp; 8.25% 6/15/29 | 174000 | $182044 |
| &nbsp;&nbsp; Calumet Specialty Products <br> Partners LP/Calumet <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 9.75% 7/15/28 | 250000 | 258122 |
| &nbsp;&nbsp; 9.75% 2/15/31 | 110000 | 116859 |
| &nbsp;&nbsp; ‡Canacol Energy Ltd. 5.75% <br> 11/24/28<br>| 872000 | 306290 |
| &nbsp;&nbsp; Canadian Natural Resources <br> Ltd. 2.95% 7/15/30<br>| 4730000 | 4449259 |
| Cenovus Energy, Inc. |  |  |
| &nbsp;&nbsp; 4.65% 3/20/31 | 366000 | 363468 |
| &nbsp;&nbsp; 5.40% 3/20/36 | 282000 | 280545 |
| &nbsp;&nbsp; CITGO Petroleum Corp. 8.38% <br> 1/15/29<br>| 50000 | 51634 |
| CNX Resources Corp. |  |  |
| &nbsp;&nbsp; 5.88% 3/1/34 | 130000 | 126604 |
| &nbsp;&nbsp; 7.25% 3/1/32 | 210000 | 216396 |
| Comstock Resources, Inc. |  |  |
| &nbsp;&nbsp; 5.88% 1/15/30 | 210000 | 203190 |
| &nbsp;&nbsp; 6.75% 3/1/29 | 165000 | 162860 |
| &nbsp;&nbsp; Cosan Overseas Ltd. 8.25% <br> 5/5/26<br>| 200000 | 189100 |
| CVR Energy, Inc. |  |  |
| &nbsp;&nbsp; 7.50% 2/15/31 | 125000 | 125933 |
| &nbsp;&nbsp; 7.88% 2/15/34 | 60000 | 60210 |
| &nbsp;&nbsp; DBR Land Holdings LLC <br> 6.25% 12/1/30<br>| 120000 | 121499 |
| Ecopetrol SA |  |  |
| &nbsp;&nbsp; 8.38% 1/19/36 | 50000 | 50694 |
| &nbsp;&nbsp; 8.88% 1/13/33 | 350000 | 368385 |
| &nbsp;&nbsp; Empresa Nacional del <br> Petroleo 5.95% 7/30/34<br>| 200000 | 201872 |
| Energean Israel Finance Ltd. |  |  |
| &nbsp;&nbsp; 5.38% 3/30/28 | 85000 | 81605 |
| &nbsp;&nbsp; 5.88% 3/30/31 | 90000 | 83601 |
| Geopark Ltd. 8.75% 1/31/30 | 250000 | 245962 |
| &nbsp;&nbsp; Gran Tierra Energy, Inc. <br> 9.75% 4/15/31<br>| 218000 | 192112 |
| Hess Corp. 7.13% 3/15/33 | 1910000 | 2175954 |
| &nbsp;&nbsp; KazMunayGas National Co. <br> JSC<br>|  |  |
| &nbsp;&nbsp; 5.38% 4/24/30 | 100000 | 101003 |
| &nbsp;&nbsp; 5.75% 4/19/47 | 50000 | 46436 |
| Kosmos Energy Ltd. |  |  |
| &nbsp;&nbsp; 7.50% 3/1/28 | 135000 | 129857 |
| &nbsp;&nbsp; 7.75% 5/1/27 | 125000 | 124725 |
| &nbsp;&nbsp; 8.75% 10/1/31 | 600000 | 523320 |
| &nbsp;&nbsp; Leviathan Bond Ltd. 6.50% <br> 6/30/27<br>| 140000 | 139739 |
| &nbsp;&nbsp; MC Brazil Downstream <br> Trading SARL 7.25% 6/30/31<br>| 172170 | 155177 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp; Medco Maple Tree Pte. Ltd. <br> 8.96% 4/27/29<br>| 250000 | $256824 |
| &nbsp;&nbsp; Moss Creek Resources <br> Holdings, Inc. 8.25% 9/1/31<br>| 186000 | 185885 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp; 5.38% 1/1/32 | 1285000 | 1304253 |
| &nbsp;&nbsp; 5.55% 10/1/34 | 895000 | 910180 |
| ORLEN SA 6.00% 1/30/35 | 200000 | 203393 |
| &nbsp;&nbsp; PBF Holding Co. LLC/PBF <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 6.00% 2/15/28 | 30000 | 29864 |
| &nbsp;&nbsp; 7.88% 9/15/30 | 315000 | 323477 |
| &nbsp;&nbsp; 9.88% 3/15/30 | 120000 | 128635 |
| &nbsp;&nbsp; Pertamina Persero PT 4.18% <br> 1/21/50<br>| 50000 | 36396 |
| ‡Petroleos de Venezuela SA  |  |  |
| &nbsp;&nbsp; 5.38% 4/12/27 | 450000 | 149535 |
| &nbsp;&nbsp; 9.75% 5/17/35 | 300000 | 124590 |
| Petroleos Mexicanos |  |  |
| &nbsp;&nbsp; 5.95% 1/28/31 | 9320000 | 8910601 |
| &nbsp;&nbsp; 6.63% 6/15/35 | 500000 | 465970 |
| &nbsp;&nbsp; 6.70% 2/16/32 | 165000 | 161482 |
| &nbsp;&nbsp; 6.75% 9/21/47 | 1139000 | 908825 |
| &nbsp;&nbsp; 7.69% 1/23/50 | 9810000 | 8495339 |
| &nbsp;&nbsp; 10.00% 2/7/33 | 200000 | 227850 |
| Petronas Capital Ltd. |  |  |
| &nbsp;&nbsp; 3.40% 4/28/61 | 100000 | 65723 |
| &nbsp;&nbsp; 3.50% 4/21/30 | 100000 | 96341 |
| &nbsp;&nbsp; PRIO Luxembourg Holding <br> SARL 6.75% 10/15/30<br>| 200000 | 194550 |
| QatarEnergy |  |  |
| &nbsp;&nbsp; 2.25% 7/12/31 | 200000 | 176162 |
| &nbsp;&nbsp; 3.30% 7/12/51 | 350000 | 225545 |
| Saudi Arabian Oil Co. |  |  |
| &nbsp;&nbsp; 2.25% 11/24/30 | 300000 | 264578 |
| &nbsp;&nbsp; 3.25% 11/24/50 | 150000 | 92975 |
| &nbsp;&nbsp; 3.50% 4/16/29 | 300000 | 287479 |
| &nbsp;&nbsp; 4.25% 4/16/39 | 300000 | 257593 |
| &nbsp;&nbsp; 5.88% 7/17/64 | 200000 | 182000 |
| &nbsp;&nbsp; 6.38% 6/2/55 | 40000 | 39738 |
| &nbsp;&nbsp; 6.38% 6/2/55 | 200000 | 198679 |
| Sunoco LP |  |  |
| &nbsp;&nbsp; 4.63% 5/1/30 | 280000 | 269463 |
| &nbsp;&nbsp; 5.38% 7/15/31 | 185000 | 183514 |
| &nbsp;&nbsp; 5.63% 3/15/31 | 70000 | 69679 |
| &nbsp;&nbsp; 5.63% 7/15/34 | 125000 | 123088 |
| &nbsp;&nbsp; 5.88% 3/15/34 | 70000 | 69227 |
| &nbsp;&nbsp; 6.25% 7/1/33 | 200000 | 200871 |
| &nbsp;&nbsp; 6.63% 8/15/32 | 100000 | 101567 |
| μ7.88% 9/18/30 | 215000 | 219521 |
| &nbsp;&nbsp; Sunoco LP/Sunoco Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 4.50% 5/15/29 | 150000 | 146268 |
| &nbsp;&nbsp; 5.88% 3/15/28 | 160000 | 159934 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–15*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| Tecpetrol SA |  |  |
| &nbsp;&nbsp; 7.63% 11/3/30 | 60000 | $60738 |
| &nbsp;&nbsp; 7.63% 1/22/33 | 50000 | 50657 |
| &nbsp;&nbsp; Tengizchevroil Finance Co. <br> International Ltd. 3.25% <br> 8/15/30<br>| 100000 | 92365 |
| &nbsp;&nbsp; Transocean Aquila Ltd. 8.00% <br> 9/30/28<br>| 86154 | 88175 |
| Transocean International Ltd. |  |  |
| &nbsp;&nbsp; 7.88% 10/15/32 | 40000 | 42740 |
| &nbsp;&nbsp; 8.25% 5/15/29 | 115000 | 118824 |
| &nbsp;&nbsp; Tullow Oil PLC 10.25% <br> 5/15/26<br>| 459000 | 430886 |
| YPF SA 8.25% 1/17/34 | 50000 | 50932 |
|  |  | **39957214** |
| **Oil & Gas Services–0.07%** | **Oil & Gas Services–0.07%** | **Oil & Gas Services–0.07%** |
| &nbsp;&nbsp; Archrock <br> Services LP/Archrock <br> Partners Finance Corp. <br> 6.00% 2/1/34<br>| 245000 | 242566 |
| &nbsp;&nbsp; Guara Norte SARL 5.20% <br> 6/15/34<br>| 110497 | 107110 |
| Kodiak Gas Services LLC |  |  |
| &nbsp;&nbsp; 6.50% 10/1/33 | 160000 | 161728 |
| &nbsp;&nbsp; 6.75% 10/1/35 | 110000 | 111750 |
| &nbsp;&nbsp; Star Holding LLC 8.75% <br> 8/1/31<br>| 100000 | 101454 |
| TGS ASA 8.50% 1/15/30 | 125000 | 130577 |
| &nbsp;&nbsp; USA Compression <br> Partners LP/USA <br> Compression Finance Corp. <br> 6.25% 10/1/33<br>| 130000 | 129591 |
| Viridien 10.00% 10/15/30 | 110000 | 117066 |
| WBI Operating LLC |  |  |
| &nbsp;&nbsp; 6.25% 10/15/30 | 15000 | 15089 |
| &nbsp;&nbsp; 6.50% 10/15/33 | 110000 | 109160 |
| &nbsp;&nbsp; Yinson Boronia Production <br> BV 8.95% 7/31/42<br>| 228293 | 247136 |
|  |  | **1473227** |
| **Packaging & Containers–0.04%** | **Packaging & Containers–0.04%** | **Packaging & Containers–0.04%** |
| &nbsp;&nbsp; Ardagh Metal Packaging <br> Finance USA LLC/Ardagh <br> Metal Packaging Finance <br> PLC<br>|  |  |
| &nbsp;&nbsp; 4.00% 9/1/29 | 185000 | 169405 |
| &nbsp;&nbsp; 6.25% 1/30/31 | 150000 | 148712 |
| &nbsp;&nbsp; Clydesdale Acquisition <br> Holdings, Inc. 8.75% 4/15/30<br>| 120000 | 111969 |
| &nbsp;&nbsp; Crown Americas LLC 5.88% <br> 6/1/33<br>| 160000 | 159926 |
| &nbsp;&nbsp; Graphic Packaging <br> International LLC<br>|  |  |
| &nbsp;&nbsp; 3.75% 2/1/30 | 100000 | 91776 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Packaging & Containers (continued)** | **Packaging & Containers (continued)** | **Packaging & Containers (continued)** |
| &nbsp;&nbsp; Graphic Packaging <br> International LLC (continued)<br>|  |  |
| &nbsp;&nbsp; 6.38% 7/15/32 | 70000 | $69670 |
|  |  | **751458** |
| **Pharmaceuticals–0.63%** | **Pharmaceuticals–0.63%** | **Pharmaceuticals–0.63%** |
| &nbsp;&nbsp; 1261229 BC Ltd. 10.00% <br> 4/15/32<br>| 720000 | 737168 |
| &nbsp;&nbsp; Accendra Health, Inc. 6.63% <br> 4/1/30<br>| 337000 | 160260 |
| &nbsp;&nbsp; AdaptHealth LLC 5.13% <br> 3/1/30<br>| 39000 | 37367 |
| &nbsp;&nbsp; Bausch Health Cos., Inc. <br> 11.00% 9/30/28<br>| 23000 | 23461 |
| &nbsp;&nbsp; Bayer U.S. Finance II LLC <br> 4.38% 12/15/28<br>| 4270000 | 4227167 |
| &nbsp;&nbsp; Bayer U.S. Finance LLC 6.50% <br> 11/21/33<br>| 700000 | 744440 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp; 3.25% 8/15/29 | 5640000 | 5404570 |
| μ6.75% 12/10/54 | 191000 | 193396 |
| μ7.00% 3/10/55 | 290000 | 298871 |
| &nbsp;&nbsp; Organon & Co./Organon <br> Foreign Debt Co-Issuer BV<br>|  |  |
| &nbsp;&nbsp; 4.13% 4/30/28 | 270000 | 261995 |
| &nbsp;&nbsp; 5.13% 4/30/31 | 310000 | 252647 |
| &nbsp;&nbsp; 6.75% 5/15/34 | 5000 | 4454 |
| &nbsp;&nbsp; 7.88% 5/15/34 | 180000 | 148194 |
| &nbsp;&nbsp; Teva Pharmaceutical Finance <br> Netherlands III BV<br>|  |  |
| &nbsp;&nbsp; 3.15% 10/1/26 | 89000 | 88115 |
| &nbsp;&nbsp; 6.00% 12/1/32 | 290000 | 297639 |
| &nbsp;&nbsp; 7.88% 9/15/29 | 200000 | 214168 |
| &nbsp;&nbsp; Teva Pharmaceutical Finance <br> Netherlands IV BV 5.75% <br> 12/1/30<br>| 265000 | 268363 |
|  |  | **13362275** |
| **Pipelines–1.49%** | **Pipelines–1.49%** | **Pipelines–1.49%** |
| &nbsp;&nbsp; Antero Midstream <br> Partners LP/Antero <br> Midstream Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 5.75% 10/15/33 | 70000 | 69223 |
| &nbsp;&nbsp; 5.75% 7/1/34 | 240000 | 236504 |
| Cheniere Energy, Inc. |  |  |
| &nbsp;&nbsp; 5.20% 7/30/36 | 309000 | 305843 |
| &nbsp;&nbsp; 6.00% 7/30/56 | 87000 | 86692 |
| &nbsp;&nbsp; CNX Midstream Partners LP <br> 4.75% 4/15/30<br>| 165000 | 156872 |
| &nbsp;&nbsp; CQP Holdco LP/BIP-V <br> Chinook Holdco LLC 7.50% <br> 12/15/33<br>| 210000 | 220387 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–16*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp; Delek Logistics <br> Partners LP/Delek Logistics <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 7.13% 6/1/28 | 285000 | $284759 |
| &nbsp;&nbsp; 7.38% 6/30/33 | 65000 | 65537 |
| &nbsp;&nbsp; 8.63% 3/15/29 | 150000 | 155215 |
| &nbsp;&nbsp; EIG Pearl Holdings SARL <br> 3.55% 8/31/36<br>| 242479 | 216571 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp; 6.10% 12/1/28 | 4235000 | 4401668 |
| μ6.50% 2/15/56 | 59000 | 58291 |
| μ6.63% 2/15/28 | 195000 | 194344 |
| μ6.75% 2/15/56 | 14000 | 13924 |
| μ7.13% 5/15/30 | 80000 | 81426 |
| &nbsp;&nbsp; 7.38% 2/1/31 | 80000 | 82977 |
| &nbsp;&nbsp; Galaxy Pipeline Assets Bidco <br> Ltd.<br>|  |  |
| &nbsp;&nbsp; 2.16% 3/31/34 | 65989 | 58541 |
| &nbsp;&nbsp; 2.63% 3/31/36 | 300000 | 255214 |
| &nbsp;&nbsp; Genesis Energy LP/Genesis <br> Energy Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 6.75% 3/15/34 | 60000 | 59717 |
| &nbsp;&nbsp; 8.00% 5/15/33 | 220000 | 227324 |
| &nbsp;&nbsp; Global Partners LP/GLP <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 6.88% 1/15/29 | 115000 | 115086 |
| &nbsp;&nbsp; 7.13% 7/1/33 | 50000 | 50408 |
| Golar LNG Ltd. |  |  |
| &nbsp;&nbsp; 7.50% 10/2/30 | 125000 | 126447 |
| &nbsp;&nbsp; 7.75% 9/19/29 | 200000 | 202826 |
| &nbsp;&nbsp; Greensaif Pipelines Bidco <br> SARL<br>|  |  |
| &nbsp;&nbsp; 6.13% 2/23/38 | 200000 | 202301 |
| &nbsp;&nbsp; 6.51% 2/23/42 | 200000 | 206578 |
| Harvest Midstream I LP |  |  |
| &nbsp;&nbsp; 7.50% 9/1/28 | 160000 | 161552 |
| &nbsp;&nbsp; 7.50% 5/15/32 | 50000 | 50964 |
| &nbsp;&nbsp; Hess Midstream <br> Operations LP<br>|  |  |
| &nbsp;&nbsp; 4.25% 2/15/30 | 65000 | 62461 |
| &nbsp;&nbsp; 5.13% 6/15/28 | 245000 | 244280 |
| &nbsp;&nbsp; 5.88% 3/1/28 | 120000 | 120770 |
| &nbsp;&nbsp; Howard Midstream Energy <br> Partners LLC<br>|  |  |
| &nbsp;&nbsp; 6.63% 1/15/34 | 70000 | 70266 |
| &nbsp;&nbsp; 7.38% 7/15/32 | 70000 | 72383 |
| Kinetik Holdings LP |  |  |
| &nbsp;&nbsp; 5.88% 6/15/30 | 125000 | 125460 |
| &nbsp;&nbsp; 6.63% 12/15/28 | 210000 | 213554 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp; 5.05% 11/1/34 | 1353000 | 1316057 |
| &nbsp;&nbsp; 6.50% 9/1/30 | 2990000 | 3164975 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp; •Plains All American <br> Pipeline LP 8.02% (3 mo. <br> USD Term SOFR + 4.37%) <br> 4/30/26<br>| 950000 | $947786 |
| &nbsp;&nbsp; Plains All American <br> Pipeline LP/PAA Finance <br> Corp. 3.55% 12/15/29<br>| 2230000 | 2157952 |
| &nbsp;&nbsp; Prairie Acquiror LP 9.00% <br> 8/1/29<br>| 105000 | 108464 |
| Rockies Express Pipeline LLC |  |  |
| &nbsp;&nbsp; 4.95% 7/15/29 | 165000 | 160886 |
| &nbsp;&nbsp; 6.75% 3/15/33 | 205000 | 211025 |
| &nbsp;&nbsp; μSouth Bow Canadian <br> Infrastructure Holdings Ltd. <br> 7.50% 3/1/55<br>| 110000 | 114530 |
| &nbsp;&nbsp; Tallgrass Energy <br> Partners LP/Tallgrass <br> Energy Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 5.50% 1/15/28 | 250000 | 247885 |
| &nbsp;&nbsp; 6.00% 12/31/30 | 695000 | 691460 |
| &nbsp;&nbsp; 6.75% 3/15/34 | 70000 | 70351 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp; 4.35% 1/15/29 | 466000 | 464048 |
| &nbsp;&nbsp; 4.35% 4/15/31 | 535000 | 523743 |
| &nbsp;&nbsp; 4.90% 9/15/30 | 658000 | 663559 |
| &nbsp;&nbsp; 5.65% 2/15/36 | 1584000 | 1607275 |
| &nbsp;&nbsp; Targa Resources <br> Partners LP/Targa <br> Resources Partners Finance <br> Corp. 5.00% 1/15/28<br>| 4355000 | 4352453 |
| &nbsp;&nbsp; TMS Issuer SARL 5.78% <br> 8/23/32<br>| 100000 | 101389 |
| &nbsp;&nbsp; Venture Global Plaquemines <br> LNG LLC<br>|  |  |
| &nbsp;&nbsp; 6.13% 12/15/30 | 135000 | 138838 |
| &nbsp;&nbsp; 6.50% 1/15/34 | 220000 | 229338 |
| &nbsp;&nbsp; 6.50% 6/15/34 | 75000 | 78071 |
| &nbsp;&nbsp; 6.75% 1/15/36 | 485000 | 513689 |
| &nbsp;&nbsp; Williams Cos., Inc. 2.60% <br> 3/15/31<br>| 4820000 | 4363225 |
|  |  | **31483364** |
| **Real Estate–0.22%** | **Real Estate–0.22%** | **Real Estate–0.22%** |
| &nbsp;&nbsp; Akelius Residential Property <br> AB 3.95% 3/25/31<br>| 100000 | 112845 |
| &nbsp;&nbsp; μAldar Properties PJSC 5.88% <br> 4/14/56<br>| 200000 | 183184 |
| &nbsp;&nbsp; Alpha Star Holding IX Ltd. <br> 7.00% 8/26/28<br>| 200000 | 190562 |
| &nbsp;&nbsp; Anywhere Real Estate <br> Group LLC/Anywhere <br> Co-Issuer Corp. 7.00% <br> 4/15/30<br>| 55000 | 55077 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–17*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Real Estate (continued)** | **Real Estate (continued)** | **Real Estate (continued)** |
| &nbsp;&nbsp; Anywhere Real Estate <br> Group LLC/Realogy <br> Co-Issuer Corp.<br>|  |  |
| &nbsp;&nbsp; 5.75% 1/15/29 | 60000 | $57824 |
| &nbsp;&nbsp; 9.75% 4/15/30 | 50000 | 53078 |
| &nbsp;&nbsp; Aroundtown SA 3.63% <br> 4/10/31<br>| 110000 | 129220 |
| &nbsp;&nbsp; AXA Logistics Europe Master <br> SCA 3.38% 5/13/31<br>| 100000 | 112662 |
| &nbsp;&nbsp; Blackstone Property Partners <br> Europe Holdings SARL <br> 1.63% 4/20/30<br>| 300000 | 314978 |
| &nbsp;&nbsp; CBRE Europe Logistics <br> Partners SCA SICAV-SIF <br> 3.50% 9/22/32<br>| 100000 | 110540 |
| &nbsp;&nbsp; CBRE Open-Ended Funds <br> SCA SICAV-SIF 4.75% <br> 3/27/34<br>| 125000 | 147305 |
| &nbsp;&nbsp; Citycon Treasury BV 5.38% <br> 7/8/31<br>| 100000 | 106490 |
| &nbsp;&nbsp; Corp. Inmobiliaria Vesta SAB <br> de CV 5.50% 1/30/33<br>| 200000 | 193500 |
| &nbsp;&nbsp; CPI Property Group SA 6.00% <br> 1/27/32<br>| 205000 | 225270 |
| &nbsp;&nbsp; Dar Al-Arkan Sukuk Co. Ltd. <br> 7.25% 7/2/30<br>| 200000 | 194479 |
| &nbsp;&nbsp; ‡Fideicomiso Irrevocable de <br> Administracion y Fuente de <br> Pago Numero CIB/4323 <br> 11.00% 9/12/31<br>| 464600 | 198616 |
| &nbsp;&nbsp; μGrand City Properties SA <br> 1.50% 4/15/26<br>| 100000 | 113252 |
| &nbsp;&nbsp; GTC Finance DAC 6.50% <br> 10/15/30<br>| 200000 | 206030 |
| &nbsp;&nbsp; μHeimstaden Bostad AB 3.63% <br> 10/13/26<br>| 105000 | 119717 |
| Howard Hughes Corp. |  |  |
| &nbsp;&nbsp; 4.13% 2/1/29 | 40000 | 37836 |
| &nbsp;&nbsp; 4.38% 2/1/31 | 100000 | 91805 |
| &nbsp;&nbsp; InRetail Shopping Malls <br> 5.65% 10/16/32<br>| 80000 | 77680 |
| &nbsp;&nbsp; Kennedy-Wilson, Inc. 4.75% <br> 2/1/30<br>| 145000 | 144064 |
| &nbsp;&nbsp; Logicor Financing SARL <br> 1.63% 1/17/30<br>| 305000 | 320509 |
| P3 Group SARL |  |  |
| &nbsp;&nbsp; 3.75% 4/2/33 | 100000 | 110513 |
| &nbsp;&nbsp; 4.00% 4/19/32 | 175000 | 198028 |
| &nbsp;&nbsp; Prologis International <br> Funding II SA 4.38% 7/1/36<br>| 275000 | 315139 |
| &nbsp;&nbsp; Samhallsbyggnadsbolaget I <br> Norden Holding AB 2.25% <br> 7/12/27<br>| 215000 | 234439 |
| &nbsp;&nbsp; Shurgard Luxembourg SARL <br> 4.00% 5/27/35<br>| 100000 | 110194 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Real Estate (continued)** | **Real Estate (continued)** | **Real Estate (continued)** |
| &nbsp;&nbsp; Sirius Real Estate Ltd. 4.00% <br> 1/22/32<br>| 100000 | $113105 |
|  |  | **4577941** |
| **Real Estate Investment Trusts–1.37%** | **Real Estate Investment Trusts–1.37%** | **Real Estate Investment Trusts–1.37%** |
| Agree LP 2.90% 10/1/30 | 2340000 | 2161378 |
| &nbsp;&nbsp; American Homes 4 Rent LP <br> 4.95% 6/15/30<br>| 1538000 | 1543625 |
| &nbsp;&nbsp; American Tower Corp. 3.63% <br> 5/30/32<br>| 150000 | 170396 |
| COPT Defense Properties LP |  |  |
| &nbsp;&nbsp; 2.75% 4/15/31 | 4950000 | 4481872 |
| &nbsp;&nbsp; 4.50% 10/15/30 | 178000 | 175700 |
| &nbsp;&nbsp; CTR <br> Partnership LP/CareTrust <br> Capital Corp. 3.88% 6/30/28<br>| 105000 | 102023 |
| &nbsp;&nbsp; EF Holdco/EF Cayman <br> Holdings/Ellington Financial <br> REIT Cayman/TRS/EF <br> Cayman Non-MTM 7.38% <br> 9/30/30<br>| 135000 | 130002 |
| &nbsp;&nbsp; Great Portland Estates PLC <br> 5.38% 9/25/31<br>| 340000 | 442466 |
| &nbsp;&nbsp; Ladder Capital Finance <br> Holdings LLLP/Ladder <br> Capital Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 4.75% 6/15/29 | 100000 | 96927 |
| &nbsp;&nbsp; 7.00% 7/15/31 | 115000 | 118878 |
| Millrose Properties, Inc. |  |  |
| &nbsp;&nbsp; 6.25% 9/15/32 | 70000 | 68713 |
| &nbsp;&nbsp; 6.38% 8/1/30 | 100000 | 99969 |
| &nbsp;&nbsp; MPT Operating <br> Partnership LP/MPT <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp; 0.99% 10/15/26 | 100000 | 110628 |
| &nbsp;&nbsp; 3.50% 3/15/31 | 250000 | 163353 |
| &nbsp;&nbsp; 4.63% 8/1/29 | 150000 | 116629 |
| &nbsp;&nbsp; 5.00% 10/15/27 | 525000 | 488688 |
| &nbsp;&nbsp; Omega Healthcare Investors, <br> Inc.<br>|  |  |
| &nbsp;&nbsp; 3.25% 4/15/33 | 250000 | 220050 |
| &nbsp;&nbsp; 3.63% 10/1/29 | 2000000 | 1920913 |
| &nbsp;&nbsp; Phillips Edison Grocery <br> Center Operating <br> Partnership I LP<br>|  |  |
| &nbsp;&nbsp; 2.63% 11/15/31 | 2470000 | 2187401 |
| &nbsp;&nbsp; 4.75% 3/15/33 | 498000 | 485941 |
| &nbsp;&nbsp; Prologis Euro Finance LLC <br> 3.25% 9/22/32<br>| 100000 | 110920 |
| &nbsp;&nbsp; Realty Income Corp. 3.38% <br> 6/20/31<br>| 100000 | 112388 |
| &nbsp;&nbsp; RHP Hotel <br> Properties LP/RHP Finance <br> Corp.<br>|  |  |
| &nbsp;&nbsp; 5.75% 3/15/34 | 110000 | 108554 |
| &nbsp;&nbsp; 6.50% 6/15/33 | 130000 | 132376 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–18*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| Rithm Capital Corp. |  |  |
| &nbsp;&nbsp; 8.00% 4/1/29 | 100000 | $98243 |
| &nbsp;&nbsp; 8.00% 7/15/30 | 100000 | 96518 |
| &nbsp;&nbsp; Sabra Health Care LP 3.20% <br> 12/1/31<br>| 2860000 | 2582423 |
| Starwood Property Trust, Inc. |  |  |
| &nbsp;&nbsp; 5.25% 10/15/28 | 70000 | 69202 |
| &nbsp;&nbsp; 5.75% 1/15/31 | 110000 | 108625 |
| &nbsp;&nbsp; 6.50% 7/1/30 | 200000 | 204254 |
| &nbsp;&nbsp; 6.50% 10/15/30 | 65000 | 65924 |
| &nbsp;&nbsp; 7.25% 4/1/29 | 120000 | 123555 |
| &nbsp;&nbsp; Stoneweg Ereit Lux Finco <br> SARL 4.13% 2/22/33<br>| 200000 | 221153 |
| &nbsp;&nbsp; Uniti Group LP/Uniti Fiber <br> Holdings, Inc./CSL <br> Capital LLC 6.00% 1/15/30<br>| 240000 | 225738 |
| &nbsp;&nbsp; Ventas Realty LP 3.00% <br> 1/15/30<br>| 4570000 | 4304428 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp; 4.95% 2/15/30 | 2800000 | 2795522 |
| &nbsp;&nbsp; 5.63% 4/1/35 | 1170000 | 1164540 |
| &nbsp;&nbsp; VICI Properties LP/VICI <br> Note Co., Inc.<br>|  |  |
| &nbsp;&nbsp; 4.63% 12/1/29 | 1030000 | 1012629 |
| &nbsp;&nbsp; 5.75% 2/1/27 | 265000 | 266525 |
|  |  | **29089069** |
| **Retail–0.37%** | **Retail–0.37%** | **Retail–0.37%** |
| &nbsp;&nbsp; 1011778 BC ULC/New Red <br> Finance, Inc.<br>|  |  |
| &nbsp;&nbsp; 4.00% 10/15/30 | 100000 | 93993 |
| &nbsp;&nbsp; 4.38% 1/15/28 | 190000 | 187338 |
| &nbsp;&nbsp; 5.63% 9/15/29 | 250000 | 250544 |
| &nbsp;&nbsp; Advance Auto Parts, Inc. <br> 7.38% 8/1/33<br>| 130000 | 131664 |
| &nbsp;&nbsp; BCPE Flavor Debt Merger <br> Sub LLC & BCPE Flavor <br> Issuer, Inc. 9.50% 7/1/32<br>| 175000 | 158693 |
| Carvana Co. 9.00% 6/1/31 | 524300 | 566928 |
| &nbsp;&nbsp; EG Global Finance PLC <br> 12.00% 11/30/28<br>| 480000 | 513577 |
| &nbsp;&nbsp; Fertitta <br> Entertainment LLC/Fertitta <br> Entertainment Finance Co., <br> Inc. 6.75% 1/15/30<br>| 430000 | 401643 |
| &nbsp;&nbsp; ‡Future Retail Ltd. 5.60% <br> 1/22/25<br>| 905000 | 9 |
| &nbsp;&nbsp; LBM Acquisition LLC 6.25% <br> 1/15/29<br>| 140000 | 102307 |
| Lowe's Cos., Inc. 3.75% 4/1/32 | 4590000 | 4343275 |
| &nbsp;&nbsp; Marks & Spencer PLC 5.13% <br> 8/18/32<br>| 100000 | 128918 |
| &nbsp;&nbsp; McDonald's Corp. 3.50% <br> 5/21/32<br>| 150000 | 171040 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| Michaels Cos., Inc. |  |  |
| &nbsp;&nbsp; 8.50% 3/15/33 | 185000 | $180096 |
| &nbsp;&nbsp; 11.00% 3/15/34 | 185000 | 172272 |
| Staples, Inc. |  |  |
| &nbsp;&nbsp; 10.75% 9/1/29 | 355000 | 328311 |
| &nbsp;&nbsp; 12.75% 1/15/30 | 215000 | 145308 |
|  |  | **7875916** |
| **Semiconductors–0.56%** | **Semiconductors–0.56%** | **Semiconductors–0.56%** |
| &nbsp;&nbsp; Amkor Technology, Inc. 5.88% <br> 10/1/33<br>| 70000 | 69713 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp; 3.19% 11/15/36 | 1965000 | 1642070 |
| &nbsp;&nbsp; 3.42% 4/15/33 | 4810000 | 4398377 |
| &nbsp;&nbsp; 5.05% 7/12/29 | 3330000 | 3398848 |
| &nbsp;&nbsp; Infineon Technologies AG <br> 3.50% 2/16/34<br>| 100000 | 112112 |
| &nbsp;&nbsp; NXP BV/NXP <br> Funding LLC/NXP USA, Inc.<br>|  |  |
| &nbsp;&nbsp; 4.85% 8/19/32 | 548000 | 540558 |
| &nbsp;&nbsp; 5.25% 8/19/35 | 1581000 | 1576210 |
| &nbsp;&nbsp; ON Semiconductor Corp. <br> 3.88% 9/1/28<br>| 100000 | 96483 |
| @Wolfspeed, Inc. 7.00% 6/15/31 | 66092 | 52378 |
|  |  | **11886749** |
| **Software–0.43%** | **Software–0.43%** | **Software–0.43%** |
| &nbsp;&nbsp; Cloud Software Group, Inc. <br> 9.00% 9/30/29<br>| 315000 | 303872 |
| CoreWeave, Inc. |  |  |
| &nbsp;&nbsp; 9.00% 2/1/31 | 600000 | 570911 |
| &nbsp;&nbsp; 9.25% 6/1/30 | 235000 | 228340 |
| MSCI, Inc. |  |  |
| &nbsp;&nbsp; 5.15% 3/15/36 | 373000 | 361281 |
| &nbsp;&nbsp; 5.25% 9/1/35 | 1428000 | 1398806 |
| OAK-Eagle Acquireco, Inc. |  |  |
| &nbsp;&nbsp; 7.25% 7/1/33 | 230000 | 238302 |
| &nbsp;&nbsp; 8.75% 7/1/34 | 225000 | 235551 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp; 3.60% 4/1/40 | 819000 | 593757 |
| &nbsp;&nbsp; 4.45% 9/26/30 | 669000 | 644703 |
| &nbsp;&nbsp; 4.55% 2/4/29 | 60000 | 59242 |
| &nbsp;&nbsp;&nbsp; •4.77% (1 day USD SOFR <br> Index + 1.11%) 2/4/29<br>| 60000 | 59452 |
| &nbsp;&nbsp; 4.80% 9/26/32 | 1115000 | 1061868 |
| &nbsp;&nbsp; 4.95% 2/4/31 | 126000 | 123283 |
| &nbsp;&nbsp; 5.20% 9/26/35 | 1015000 | 952065 |
| &nbsp;&nbsp; 5.35% 5/4/33 | 125000 | 121685 |
| &nbsp;&nbsp; 5.70% 2/4/36 | 61000 | 58651 |
| &nbsp;&nbsp; 5.88% 9/26/45 | 626000 | 540076 |
| &nbsp;&nbsp; 5.95% 9/26/55 | 785000 | 660397 |
| &nbsp;&nbsp; 6.10% 9/26/65 | 808000 | 669979 |
| &nbsp;&nbsp; 6.55% 2/4/46 | 86000 | 80234 |
| &nbsp;&nbsp; 6.70% 2/4/56 | 61000 | 56614 |
| &nbsp;&nbsp; 6.85% 2/4/66 | 12000 | 11032 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–19*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| &nbsp;&nbsp; Rackspace Finance LLC <br> 3.50% 5/15/28<br>| 250000 | $123750 |
|  |  | **9153851** |
| **Telecommunications–1.30%** | **Telecommunications–1.30%** | **Telecommunications–1.30%** |
| Altice Financing SA |  |  |
| &nbsp;&nbsp; 5.75% 8/15/29 | 475000 | 332531 |
| &nbsp;&nbsp; 9.63% 7/15/27 | 110000 | 81605 |
| &nbsp;&nbsp; Altice France Lux 3/Altice <br> Holdings 1 10.00% 1/15/33<br>| 66000 | 59983 |
| Altice France SA |  |  |
| &nbsp;&nbsp; 6.50% 4/15/32 | 1147272 | 1087022 |
| &nbsp;&nbsp; 6.88% 7/15/32 | 34298 | 32498 |
| &nbsp;&nbsp; ^Altice Holdings 1 SARL 0.00% <br> 12/31/99<br>| 275 | 39 |
| &nbsp;&nbsp; APLD ComputeCo 2 LLC <br> 6.75% 3/15/31<br>| 200000 | 198544 |
| &nbsp;&nbsp; APLD ComputeCo LLC 9.25% <br> 12/15/30<br>| 550000 | 566677 |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp; 2.25% 2/1/32 | 3760000 | 3284829 |
| &nbsp;&nbsp; 6.30% 1/15/38 | 1485000 | 1577597 |
| &nbsp;&nbsp; Axian Telecom Holding & <br> Management PLC 7.25% <br> 7/11/30<br>| 335000 | 330968 |
| &nbsp;&nbsp; Black Pearl Compute LLC <br> 6.13% 2/15/31<br>| 139000 | 141474 |
| &nbsp;&nbsp; BT Finance PLC 3.38% <br> 11/17/32<br>| 125000 | 140273 |
| &nbsp;&nbsp; C&W Senior Finance Ltd. <br> 9.00% 1/15/33<br>| 480000 | 484877 |
| &nbsp;&nbsp; Cipher Compute LLC 7.13% <br> 11/15/30<br>| 145000 | 150224 |
| &nbsp;&nbsp; Colombia <br> Telecomunicaciones SA ESP <br> 4.95% 7/17/30<br>| 220000 | 199368 |
| &nbsp;&nbsp; Connect Holding II LLC <br> 10.50% 4/3/31<br>| 60000 | 59635 |
| CT Trust 5.13% 2/3/32 | 200000 | 186478 |
| &nbsp;&nbsp; @EchoStar Corp. 6.75% <br> 11/30/30<br>| 603198 | 609084 |
| &nbsp;&nbsp; Flash Compute LLC 7.25% <br> 12/31/30<br>| 245000 | 246664 |
| Iliad Holding SAS |  |  |
| &nbsp;&nbsp; 7.00% 4/15/32 | 125000 | 125150 |
| &nbsp;&nbsp; 8.50% 4/15/31 | 145000 | 151715 |
| &nbsp;&nbsp; Koninklijke KPN NV 3.88% <br> 2/16/36<br>| 200000 | 227363 |
| Level 3 Financing, Inc. |  |  |
| &nbsp;&nbsp; 3.63% 1/15/29 | 120000 | 112500 |
| &nbsp;&nbsp; 3.75% 7/15/29 | 260000 | 241150 |
| &nbsp;&nbsp; 6.88% 6/30/33 | 315000 | 320771 |
| &nbsp;&nbsp; 7.00% 3/31/34 | 190000 | 194481 |
| &nbsp;&nbsp; 8.50% 1/15/36 | 300000 | 313024 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp; Liberty Costa Rica Senior <br> Secured Finance 10.88% <br> 1/15/31<br>| 200000 | $210500 |
| &nbsp;&nbsp; Liquid Telecommunications <br> Financing PLC 5.50% 9/4/26<br>| 503000 | 484182 |
| &nbsp;&nbsp; Millicom International <br> Cellular SA<br>|  |  |
| &nbsp;&nbsp; 4.50% 4/27/31 | 305000 | 277992 |
| &nbsp;&nbsp; 7.38% 4/2/32 | 100000 | 101244 |
| &nbsp;&nbsp; μNetwork i2i Ltd. 3.98% <br> 4/30/26<br>| 150000 | 149700 |
| NTT Finance Corp. |  |  |
| &nbsp;&nbsp; 3.68% 7/16/33 | 100000 | 114269 |
| &nbsp;&nbsp; 4.57% 7/16/27 | 247000 | 247562 |
| &nbsp;&nbsp; 4.62% 7/16/28 | 250000 | 250950 |
| &nbsp;&nbsp; 4.88% 7/16/30 | 638000 | 642033 |
| Orange SA 5.00% 1/13/36 | 200000 | 196446 |
| μRogers Communications, Inc. |  |  |
| &nbsp;&nbsp; 7.00% 4/15/55 | 100000 | 100394 |
| &nbsp;&nbsp; 7.13% 4/15/55 | 65000 | 66514 |
| &nbsp;&nbsp; Sable International Finance <br> Ltd. 7.13% 10/15/32<br>| 385000 | 380293 |
| &nbsp;&nbsp; Silk Road Group Holding LLC <br> 7.50% 9/15/30<br>| 200000 | 198909 |
| &nbsp;&nbsp; Telecom Argentina SA 9.50% <br> 7/18/31<br>| 25000 | 26313 |
| &nbsp;&nbsp; Telecommunications Co. <br> Telekom Srbija AD Belgrade <br> 7.00% 10/28/29<br>| 250000 | 245815 |
| μTELUS Corp. |  |  |
| &nbsp;&nbsp; 6.63% 10/15/55 | 98000 | 98036 |
| &nbsp;&nbsp; 7.00% 10/15/55 | 66000 | 67376 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp; 3.00% 2/15/41 | 580000 | 424053 |
| &nbsp;&nbsp; 3.88% 4/15/30 | 4430000 | 4314248 |
| &nbsp;&nbsp; 5.13% 5/15/32 | 915000 | 928140 |
| &nbsp;&nbsp; 5.75% 1/15/34 | 1190000 | 1240940 |
| &nbsp;&nbsp; Turk Telekomunikasyon AS <br> 6.95% 10/7/32<br>| 55000 | 53559 |
| &nbsp;&nbsp; Uniti Group LP/Uniti Group <br> Finance 2019, Inc./CSL <br> Capital LLC<br>|  |  |
| &nbsp;&nbsp; 6.50% 2/15/29 | 405000 | 393352 |
| &nbsp;&nbsp; 8.63% 6/15/32 | 135000 | 137496 |
| &nbsp;&nbsp; 8.63% 6/15/32 | 195000 | 198605 |
| &nbsp;&nbsp; Uniti Services LLC 7.50% <br> 10/15/33<br>| 100000 | 103965 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp; 2.55% 3/21/31 | 2055000 | 1865669 |
| &nbsp;&nbsp; 5.25% 4/2/35 | 1830000 | 1832257 |
| &nbsp;&nbsp; Vmed O2 U.K. Financing I <br> PLC<br>|  |  |
| &nbsp;&nbsp; 4.25% 1/31/31 | 185000 | 158885 |
| &nbsp;&nbsp; 6.75% 1/15/33 | 85000 | 75943 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–20*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp; Windstream <br> Services LLC/Windstream <br> Escrow Finance Corp. 8.25% <br> 10/1/31<br>| 190000 | $198580 |
| &nbsp;&nbsp; WULF Compute LLC 7.75% <br> 10/15/30<br>| 305000 | 322287 |
|  |  | **27563031** |
| **Transportation–0.07%** | **Transportation–0.07%** | **Transportation–0.07%** |
| &nbsp;&nbsp; Beacon Mobility Corp. 7.25% <br> 8/1/30<br>| 65000 | 67143 |
| Danaos Corp. 6.88% 10/15/32 | 115000 | 116852 |
| &nbsp;&nbsp; Genesee & Wyoming, Inc. <br> 6.25% 4/15/32<br>| 250000 | 252988 |
| &nbsp;&nbsp; MISC Capital Two Labuan <br> Ltd. 3.75% 4/6/27<br>| 200000 | 198230 |
| Mobico Group PLC |  |  |
| &nbsp;&nbsp; 4.88% 9/26/31 | 165000 | 147637 |
| μ7.85% 2/26/31 | 100000 | 87416 |
| &nbsp;&nbsp; Rand Parent LLC 8.50% <br> 2/15/30<br>| 235000 | 241233 |
| &nbsp;&nbsp; Stonepeak Nile Parent LLC <br> 7.25% 3/15/32<br>| 125000 | 130012 |
| Transnet 8.25% 2/6/28 | 50000 | 51747 |
| XPO, Inc. |  |  |
| &nbsp;&nbsp; 7.13% 6/1/31 | 100000 | 103008 |
| &nbsp;&nbsp; 7.13% 2/1/32 | 150000 | 154712 |
|  |  | **1550978** |
| **Trucking & Leasing–0.01%** | **Trucking & Leasing–0.01%** | **Trucking & Leasing–0.01%** |
| FTAI Aviation Investors LLC |  |  |
| &nbsp;&nbsp; 7.00% 6/15/32 | 100000 | 102512 |
| &nbsp;&nbsp; 7.88% 12/1/30 | 110000 | 114861 |
|  |  | **217373** |
| **Water–0.11%** | **Water–0.11%** | **Water–0.11%** |
| &nbsp;&nbsp; Anglian Water Osprey <br> Financing PLC 6.38% <br> 8/18/33<br>| 100000 | 128034 |
| &nbsp;&nbsp; Anglian Water Services <br> Financing PLC 5.88% <br> 6/20/31<br>| 310000 | 412198 |
| &nbsp;&nbsp; Northumbrian Water Finance <br> PLC<br>|  |  |
| &nbsp;&nbsp; 4.50% 2/14/31 | 185000 | 232977 |
| &nbsp;&nbsp; 5.63% 4/29/33 | 100000 | 129451 |
| &nbsp;&nbsp; Severn Trent Utilities Finance <br> PLC 3.88% 8/4/35<br>| 175000 | 197335 |
| &nbsp;&nbsp; South West Water Finance <br> PLC<br>|  |  |
| &nbsp;&nbsp; 5.25% 9/15/31 | 125000 | 162131 |
| &nbsp;&nbsp; 5.75% 12/11/32 | 160000 | 211428 |
| SW Finance I PLC |  |  |
| &nbsp;&nbsp; 6.88% 8/7/32 | 100000 | 134601 |
| &nbsp;&nbsp; 7.38% 12/12/41 | 100000 | 130595 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Water (continued)** | **Water (continued)** | **Water (continued)** |
| &nbsp;&nbsp; Veolia Environnement SA <br> 3.32% 6/17/32<br>| 300000 | $337527 |
| &nbsp;&nbsp; Wessex Water Services <br> Finance PLC 6.13% 9/19/34<br>| 170000 | 223014 |
| &nbsp;&nbsp; Yorkshire Water Finance PLC <br> 6.00% 7/22/33<br>| 100000 | 130948 |
|  |  | **2430239** |
| **Total Corporate Bonds** <br>**(Cost $557,585,756)** | **Total Corporate Bonds** <br>**(Cost $557,585,756)** | **562183057** |
| **LOAN AGREEMENTS–5.56%** | **LOAN AGREEMENTS–5.56%** | **LOAN AGREEMENTS–5.56%** |
| &nbsp;&nbsp; •1011778 BC Unlimited <br> Liability Co. 5.42% (1 mo. <br> USD Term SOFR + 1.75%) <br> 9/20/30<br>| 595626 | 593916 |
| &nbsp;&nbsp; •19th Holdings Golf LLC 7.02% <br> (1 mo. USD Term SOFR + <br> 3.25%) 2/7/29<br>| 519794 | 518494 |
| &nbsp;&nbsp; •ABG Intermediate Holdings 2 <br> LLC 5.92% (1 mo. USD Term <br> SOFR + 2.25%) 12/21/28<br>| 519975 | 518529 |
| &nbsp;&nbsp; •Acosta, Inc. 9.22% (6 mo. USD <br> Term SOFR + 5.50%) <br> 8/21/31<br>| 64585 | 62850 |
| •Acrisure LLC | •Acrisure LLC | •Acrisure LLC |
| &nbsp;&nbsp;&nbsp; 6.67% (1 mo. USD Term <br> SOFR + 3.00%) 11/6/30<br>| 1842305 | 1781969 |
| &nbsp;&nbsp;&nbsp; 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 6/21/32<br>| 44937 | 43477 |
| &nbsp;&nbsp; •Ahead DB Holdings LLC <br> 6.20% (3 mo. USD Term <br> SOFR + 2.50%) 2/3/31<br>| 169148 | 166479 |
| &nbsp;&nbsp; •AI Aqua Merger Sub, Inc. <br> 6.41% (3 mo. USD Term <br> SOFR + 2.75%) 7/31/28<br>| 660000 | 658040 |
| &nbsp;&nbsp; •Air Canada 5.42% (3 mo. USD <br> Term SOFR + 1.75%) <br> 3/21/31<br>| 74810 | 74093 |
| Air Comm Corp. LLC | Air Comm Corp. LLC | Air Comm Corp. LLC |
| ✠0.00% 12/11/31 | 23077 | 23106 |
| &nbsp;&nbsp;&nbsp; •6.42% (3 mo. USD Term <br> SOFR + 2.75%) 12/11/31<br>| 472201 | 472791 |
| &nbsp;&nbsp; •Alera Group, Inc. 6.42% (1 <br> mo. USD Term SOFR + <br> 2.75%) 5/30/32<br>| 293527 | 284287 |
| &nbsp;&nbsp; •AlixPartners LLP 5.67% (1 <br> mo. USD Term SOFR + <br> 2.00%) 8/12/32<br>| 169575 | 167808 |
| &nbsp;&nbsp; •Alkermes, Inc. 6.42% (1 mo. <br> USD Term SOFR + 2.75%) <br> 8/12/31<br>| 75000 | 75516 |
| &nbsp;&nbsp; •Alliant Holdings <br> Intermediate LLC 6.17% (1 <br> mo. USD Term SOFR + <br> 2.50%) 9/19/31<br>| 124437 | 123362 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–21*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •Allied Universal Holdco LLC <br> 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 8/20/32<br>| 815900 | $815451 |
| &nbsp;&nbsp; •Allison Transmission, Inc. <br> 5.42% (1 mo. USD Term <br> SOFR + 1.75%) 1/2/33<br>| 70000 | 70175 |
| &nbsp;&nbsp; •Altice Financing SA 8.67% (3 <br> mo. USD Term SOFR + <br> 5.00%) 10/31/27<br>| 9949 | 7194 |
| &nbsp;&nbsp; •Altice France SA 10.55% (3 <br> mo. USD Term SOFR + <br> 6.88%) 5/31/31<br>| 1519329 | 1520286 |
| &nbsp;&nbsp; •Amentum Government <br> Services Holdings LLC 5.67% <br> (1 mo. USD Term SOFR + <br> 2.00%) 9/29/31<br>| 622666 | 622149 |
| •American Airlines, Inc. | •American Airlines, Inc. | •American Airlines, Inc. |
| &nbsp;&nbsp;&nbsp; 5.92% (3 mo. USD Term <br> SOFR + 2.25%) 4/20/28<br>| 496250 | 490900 |
| &nbsp;&nbsp;&nbsp; 6.42% (3 mo. USD Term <br> SOFR + 2.75%) 5/28/32<br>| 99250 | 98208 |
| &nbsp;&nbsp; •American Axle & <br> Manufacturing, Inc. 6.91% (3 <br> mo. USD Term SOFR + <br> 3.25%) 2/3/33<br>| 113850 | 113210 |
| &nbsp;&nbsp; •American Trailer World Corp. <br> 7.52% (1 mo. USD Term <br> SOFR + 3.75%) 3/3/28<br>| 500000 | 421945 |
| &nbsp;&nbsp; •Amneal Pharmaceuticals LLC <br> 6.67% (1 mo. USD Term <br> SOFR + 3.00%) 8/1/32<br>| 164175 | 164585 |
| &nbsp;&nbsp; •AmWINS Group, Inc. 5.67% (1 <br> mo. USD Term SOFR + <br> 2.00%) 1/30/32<br>| 230657 | 228885 |
| &nbsp;&nbsp; •Anticimex International AB <br> 6.56% (3 mo. USD Term <br> SOFR + 2.90%) 11/17/31<br>| 194025 | 194066 |
| &nbsp;&nbsp; •AP Core Holdings II LLC <br> 9.43% (3 mo. USD Term <br> SOFR + 5.50%) 9/1/27<br>| 775000 | 753323 |
| &nbsp;&nbsp; •Applied Systems, Inc. 5.95% <br> (3 mo. USD Term SOFR + <br> 2.25%) 2/24/31<br>| 466739 | 457143 |
| &nbsp;&nbsp; •Arcis Golf LLC 6.42% (1 mo. <br> USD Term SOFR + 2.75%) <br> 11/24/28<br>| 113297 | 113203 |
| &nbsp;&nbsp; •Artera Services LLC 8.17% (1 <br> mo. USD Term SOFR + <br> 4.50%) 2/15/31<br>| 629569 | 535134 |
| &nbsp;&nbsp; •Arthur U.S. Finco, Inc. 8.95% <br> (3 mo. USD Term SOFR + <br> 5.25%) 12/14/29<br>| 493703 | 438369 |
| •Aruba Investments Holdings LLC | •Aruba Investments Holdings LLC | •Aruba Investments Holdings LLC |
| &nbsp;&nbsp;&nbsp; 7.77% (3 mo. USD Term <br> SOFR + 4.00%) 11/24/27<br>| 629466 | 600353 |
| &nbsp;&nbsp;&nbsp; 11.52% (3 mo. USD Term <br> SOFR + 7.75%) 11/24/28<br>| 70000 | 62738 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •Ascend Learning LLC 6.67% <br> (1 mo. USD Term SOFR + <br> 3.00%) 12/11/28<br>| 767500 | $748312 |
| &nbsp;&nbsp; •Asplundh Tree Expert LLC <br> 5.42% (1 mo. USD Term <br> SOFR + 1.75%) 5/23/31<br>| 247479 | 247912 |
| &nbsp;&nbsp; •Astro Acquisition LLC 6.95% <br> (3 mo. USD Term SOFR + <br> 3.25%) 8/30/32<br>| 99750 | 99999 |
| •Asurion LLC | •Asurion LLC | •Asurion LLC |
| &nbsp;&nbsp;&nbsp; 7.42% (1 mo. USD Term <br> SOFR + 3.75%) 2/23/33<br>| 429426 | 414667 |
| &nbsp;&nbsp;&nbsp; 7.92% (1 mo. USD Term <br> SOFR + 4.25%) 9/19/30<br>| 1732412 | 1712611 |
| &nbsp;&nbsp;&nbsp; 9.03% (1 mo. USD Term <br> SOFR + 5.25%) 1/20/29<br>| 461215 | 457756 |
| &nbsp;&nbsp; •AthenaHealth Group, Inc. <br> 6.42% (1 mo. USD Term <br> SOFR + 2.75%) 2/15/29<br>| 767500 | 752150 |
| &nbsp;&nbsp; •Aurora Lux Finco SARL 8.95% <br> (3 mo. USD Term SOFR + <br> 5.25%) 10/1/32<br>| 194512 | 177736 |
| &nbsp;&nbsp; •Aveanna Healthcare LLC <br> 7.42% (1 mo. USD Term <br> SOFR + 3.75%) 9/17/32<br>| 64675 | 64554 |
| &nbsp;&nbsp; •Avis Budget Car Rental LLC <br> 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 7/16/32<br>| 109175 | 107264 |
| &nbsp;&nbsp; •Azorra Soar TLB Finance Ltd. <br> 6.17% (3 mo. USD Term <br> SOFR + 2.50%) 10/18/29<br>| 168718 | 168647 |
| &nbsp;&nbsp; •AZZ, Inc. 5.42% (1 mo. USD <br> Term SOFR + 1.75%) <br> 5/13/29<br>| 46220 | 46268 |
| &nbsp;&nbsp; •Bakelite U.S. Holdco, Inc. <br> 7.45% (3 mo. USD Term <br> SOFR + 3.75%) 12/23/31<br>| 496241 | 478182 |
| &nbsp;&nbsp; •Bausch & Lomb Corp. 7.42% <br> (1 mo. USD Term SOFR + <br> 3.75%) 1/15/31<br>| 273725 | 274067 |
| &nbsp;&nbsp; •Bausch Health Cos., Inc. <br> 9.92% (1 mo. USD Term <br> SOFR + 6.25%) 10/8/30<br>| 1579023 | 1521562 |
| •BCPE Empire Holdings, Inc. | •BCPE Empire Holdings, Inc. | •BCPE Empire Holdings, Inc. |
| &nbsp;&nbsp;&nbsp; 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 12/11/30<br>| 519987 | 511538 |
| &nbsp;&nbsp;&nbsp; 7.17% (3 mo. USD Term <br> SOFR + 3.50%) 12/29/32<br>| 770000 | 757010 |
| &nbsp;&nbsp; •Beach Acquisition Bidco LLC <br> 6.95% (3 mo. USD Term <br> SOFR + 3.25%) 9/12/32<br>| 154612 | 154806 |
| &nbsp;&nbsp; •Berlin Packaging LLC 6.91% <br> (3 mo. USD Term SOFR + <br> 3.25%) 6/7/31<br>| 338300 | 325238 |
| &nbsp;&nbsp; ∞Betclic Everest Group SAS <br> 0.00% 12/10/31<br>| 75000 | 74672 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–22*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •BIFM U.S. Finance LLC 6.92% <br> (1 mo. USD Term SOFR + <br> 3.25%) 5/31/28<br>| 153832 | $153687 |
| &nbsp;&nbsp; ∞BioMarin Pharmaceutical, <br> Inc. 0.00% 1/28/33<br>| 135000 | 134579 |
| &nbsp;&nbsp; •Boots Group Bidco Ltd. 6.92% <br> (3 mo. USD Term SOFR + <br> 3.25%) 8/30/32<br>| 109725 | 109999 |
| &nbsp;&nbsp; •Brand Industrial Services, <br> Inc. 8.16% (3 mo. USD Term <br> SOFR + 4.50%) 8/1/30<br>| 1064330 | 910886 |
| &nbsp;&nbsp; •BroadStreet Partners, Inc. <br> 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 6/13/31<br>| 385643 | 375666 |
| &nbsp;&nbsp; •C&S Wholesale Grocers, Inc. <br> 8.70% (3 mo. USD Term <br> SOFR + 5.00%) 9/20/30<br>| 348362 | 339942 |
| &nbsp;&nbsp; •CACI International, Inc. <br> 5.42% (1 mo. USD Term <br> SOFR + 1.75%) 3/9/33<br>| 55000 | 54931 |
| &nbsp;&nbsp; •Caesars Entertainment, Inc. <br> 5.92% (1 mo. USD Term <br> SOFR + 2.25%) 2/6/30<br>| 1234756 | 1197713 |
| &nbsp;&nbsp; •Calpine Construction Finance <br> Co. LP 5.42% (1 mo. USD <br> Term SOFR + 1.75%) <br> 7/31/30<br>| 170000 | 169973 |
| &nbsp;&nbsp; =•Canacol Energy Ltd. 13.00% <br> (1 mo. USD Term SOFR + <br> 0.13%) 6/30/26<br>| 94850 | 94850 |
| &nbsp;&nbsp; •Cardenas Markets, Inc. <br> 10.55% (3 mo. USD Term <br> SOFR + 6.75%) 8/1/29<br>| 519872 | 396782 |
| &nbsp;&nbsp; •Cast & Crew Payroll LLC <br> 7.42% (3 mo. USD Term <br> SOFR + 3.75%) 12/29/28<br>| 494831 | 189149 |
| &nbsp;&nbsp; •CD&R Hydra Buyer, Inc. <br> 7.77% (1 mo. USD Term <br> SOFR + 4.00%) 3/25/31<br>| 494949 | 494435 |
| &nbsp;&nbsp; •Celsius Holdings, Inc. 6.20% <br> (3 mo. USD Term SOFR + <br> 2.50%) 4/1/32<br>| 193472 | 193654 |
| &nbsp;&nbsp; •Central Parent, Inc. 6.95% (3 <br> mo. USD Term SOFR + <br> 3.25%) 7/6/29<br>| 148867 | 105709 |
| &nbsp;&nbsp; •CFC Bidco Ltd. 7.16% (3 mo. <br> USD Term SOFR + 3.50%) <br> 7/1/32<br>| 125000 | 119063 |
| &nbsp;&nbsp; •Chamberlain Group, Inc. <br> 6.42% (1 mo. USD Term <br> SOFR + 2.75%) 9/8/32<br>| 183987 | 182080 |
| &nbsp;&nbsp; •Charlotte Buyer, Inc. 7.92% (1 <br> mo. USD Term SOFR + <br> 4.25%) 2/11/28<br>| 266146 | 263418 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •Charter Communications <br> Operating LLC 5.66% (3 mo. <br> USD Term SOFR + 2.00%) <br> 12/7/30<br>| 323476 | $323020 |
| &nbsp;&nbsp; •Charter NEX U.S., Inc. 6.17% <br> (1 mo. USD Term SOFR + <br> 2.50%) 11/29/30<br>| 494778 | 491275 |
| &nbsp;&nbsp; •Chemours Co. 7.17% (1 mo. <br> USD Term SOFR + 3.50%) <br> 10/15/32<br>| 349125 | 346070 |
| &nbsp;&nbsp; •CHG Healthcare Services, <br> Inc. 6.42% (3 mo. USD Term <br> SOFR + 2.75%) 9/29/28<br>| 247502 | 247578 |
| &nbsp;&nbsp; •Chobani LLC 5.92% (1 mo. <br> USD Term SOFR + 2.25%) <br> 10/28/32<br>| 234412 | 234314 |
| &nbsp;&nbsp; •Ciena Corp. 5.43% (1 mo. USD <br> Term SOFR + 1.75%) <br> 10/24/30<br>| 248116 | 248012 |
| &nbsp;&nbsp; •Citadel Securities LP 5.70% <br> (3 mo. USD Term SOFR + <br> 2.00%) 10/31/31<br>| 742481 | 742897 |
| &nbsp;&nbsp; •City Football Group Ltd. <br> 7.17% (1 mo. USD Term <br> SOFR + 3.50%) 7/22/30<br>| 544899 | 542855 |
| &nbsp;&nbsp; •Clarios Global LP 6.17% (1 <br> mo. USD Term SOFR + <br> 2.50%) 5/6/30<br>| 742481 | 739467 |
| &nbsp;&nbsp; •Cloud Software Group, Inc. <br> 6.95% (3 mo. USD Term <br> SOFR + 3.25%) 3/21/31<br>| 992506 | 906158 |
| &nbsp;&nbsp; •Clydesdale Acquisition <br> Holdings, Inc. 6.84% (1 mo. <br> USD Term SOFR + 3.18%) <br> 4/13/29<br>| 1525000 | 1451342 |
| &nbsp;&nbsp; •CMG Media Corp. 7.30% (3 <br> mo. USD Term SOFR + <br> 3.50%) 6/18/29<br>| 721155 | 673559 |
| &nbsp;&nbsp; •CNT Holdings I Corp. 6.17% (3 <br> mo. USD Term SOFR + <br> 2.50%) 11/8/32<br>| 495000 | 494431 |
| &nbsp;&nbsp; •Columbus McKinnon Corp. <br> 7.20% (3 mo. USD Term <br> SOFR + 3.50%) 2/3/33<br>| 216341 | 215259 |
| &nbsp;&nbsp; •CompoSecure Holdings LLC <br> 5.93% (1 mo. USD Term <br> SOFR + 2.25%) 1/14/33<br>| 240000 | 238951 |
| &nbsp;&nbsp; •Congruex Group LLC 5.35% (3 <br> mo. USD Term SOFR + <br> 1.50%) 5/3/29<br>| 66910 | 44985 |
| Connect Holding II LLC | Connect Holding II LLC | Connect Holding II LLC |
| ∞0.00% 10/3/31 | 35000 | 27571 |
| &nbsp;&nbsp;&nbsp; •7.93% (1 mo. USD Term <br> SOFR + 4.25%) 4/3/31<br>| 365000 | 339359 |
| •Consolidated Energy Finance SA | •Consolidated Energy Finance SA | •Consolidated Energy Finance SA |
| &nbsp;&nbsp;&nbsp; 8.20% (6 mo. USD Term <br> SOFR + 4.50%) 11/15/30<br>| 348961 | 333446 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–23*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| •Consolidated Energy Finance SA (continued) | •Consolidated Energy Finance SA (continued) | •Consolidated Energy Finance SA (continued) |
| &nbsp;&nbsp;&nbsp; 8.42% (3 mo. USD Term <br> SOFR + 4.75%) 11/27/30<br>| 180000 | $171338 |
| &nbsp;&nbsp; •Constant Contact, Inc. 7.93% <br> (3 mo. USD Term SOFR + <br> 4.00%) 2/10/28<br>| 728094 | 675569 |
| &nbsp;&nbsp; •Construction Partners, Inc. <br> 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 11/3/31<br>| 247494 | 247108 |
| &nbsp;&nbsp; •CoorsTek, Inc. 6.67% (3 mo. <br> USD Term SOFR + 3.00%) <br> 10/28/32<br>| 114712 | 115143 |
| •Cornerstone Building Brands, Inc. | •Cornerstone Building Brands, Inc. | •Cornerstone Building Brands, Inc. |
| &nbsp;&nbsp;&nbsp; 7.02% (3 mo. USD Term <br> SOFR + 3.25%) 4/12/28<br>| 668068 | 376503 |
| &nbsp;&nbsp;&nbsp; 8.17% (3 mo. USD Term <br> SOFR + 4.50%) 5/15/31<br>| 49748 | 23630 |
| &nbsp;&nbsp;&nbsp; 9.30% (3 mo. USD Term <br> SOFR + 5.63%) 8/1/28<br>| 94513 | 50564 |
| &nbsp;&nbsp; •Corp. Service Co. 5.67% (1 <br> mo. USD Term SOFR + <br> 2.00%) 11/2/29<br>| 421023 | 417604 |
| &nbsp;&nbsp; •Corpay Technologies <br> Operating Co. LLC 5.42% (1 <br> mo. USD Term SOFR + <br> 1.75%) 11/5/32<br>| 159600 | 159268 |
| &nbsp;&nbsp; •Cotiviti Corp. 6.42% (1 mo. <br> USD Term SOFR + 2.75%) <br> 5/1/31<br>| 767399 | 705531 |
| &nbsp;&nbsp; •CPI Holdco B LLC 5.67% (1 <br> mo. USD Term SOFR + <br> 2.00%) 5/19/31<br>| 203263 | 201716 |
| &nbsp;&nbsp; •CPM Holdings, Inc. 8.17% (1 <br> mo. USD Term SOFR + <br> 4.50%) 9/28/28<br>| 129668 | 129622 |
| &nbsp;&nbsp; •Crown Finance U.S., Inc. <br> 8.17% (1 mo. USD Term <br> SOFR + 4.50%) 12/2/31<br>| 1017506 | 1005897 |
| &nbsp;&nbsp; •Crown Subsea <br> Communications Holding, <br> Inc. 6.67% (1 mo. USD Term <br> SOFR + 3.00%) 1/30/31<br>| 124685 | 124903 |
| &nbsp;&nbsp; •Cyberswift U.S. Finco LLC <br> 7.65% (3 mo. USD Term <br> SOFR + 4.00%) 10/8/32<br>| 70000 | 68775 |
| •Darktrace PLC | •Darktrace PLC | •Darktrace PLC |
| &nbsp;&nbsp;&nbsp; 6.90% (3 mo. USD Term <br> SOFR + 3.25%) 10/9/31<br>| 644372 | 615459 |
| &nbsp;&nbsp;&nbsp; 8.90% (3 mo. USD Term <br> SOFR + 5.25%) 10/9/32<br>| 80000 | 73550 |
| •Dave & Buster's, Inc. | •Dave & Buster's, Inc. | •Dave & Buster's, Inc. |
| &nbsp;&nbsp;&nbsp; 6.94% (3 mo. USD Term <br> SOFR + 3.25%) 6/29/29<br>| 500000 | 435415 |
| &nbsp;&nbsp;&nbsp; 6.94% (3 mo. USD Term <br> SOFR + 3.25%) 11/1/31<br>| 219508 | 182505 |
| &nbsp;&nbsp; •DaVita, Inc. 5.42% (1 mo. USD <br> Term SOFR + 1.75%) 5/9/31<br>| 495003 | 495622 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •Dayforce, Inc. 6.66% (3 mo. <br> USD Term SOFR + 3.00%) <br> 2/4/33<br>| 550000 | $519596 |
| •DG Investment Intermediate Holdings 2, Inc. | •DG Investment Intermediate Holdings 2, Inc. | •DG Investment Intermediate Holdings 2, Inc. |
| &nbsp;&nbsp;&nbsp; 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 7/9/32<br>| 497458 | 496836 |
| &nbsp;&nbsp;&nbsp; 9.17% (1 mo. USD Term <br> SOFR + 5.50%) 7/29/33<br>| 40000 | 39000 |
| &nbsp;&nbsp; •Disco Parent, Inc. 6.67% (3 <br> mo. USD Term SOFR + <br> 3.00%) 8/6/32<br>| 114712 | 112418 |
| &nbsp;&nbsp; •Discovery Purchaser Corp. <br> 7.42% (3 mo. USD Term <br> SOFR + 3.75%) 10/4/29<br>| 899131 | 883172 |
| &nbsp;&nbsp; •Dotdash Meredith, Inc. 7.17% <br> (1 mo. USD Term SOFR + <br> 3.50%) 6/17/32<br>| 174562 | 164471 |
| &nbsp;&nbsp; •Dycom Investments, Inc. <br> 5.42% (1 mo. USD Term <br> SOFR + 1.75%) 1/27/33<br>| 110000 | 110321 |
| •Dynasty Acquisition Co., Inc. | •Dynasty Acquisition Co., Inc. | •Dynasty Acquisition Co., Inc. |
| &nbsp;&nbsp;&nbsp; 5.67% (1 mo. USD Term <br> SOFR + 2.00%) 10/31/31<br>| 358591 | 358430 |
| &nbsp;&nbsp;&nbsp; 5.67% (1 mo. USD Term <br> SOFR + 2.00%) 10/31/31<br>| 136397 | 136335 |
| &nbsp;&nbsp; •Eagle Parent Corp. 7.95% (3 <br> mo. USD Term SOFR + <br> 4.25%) 4/2/29<br>| 744201 | 745288 |
| &nbsp;&nbsp; •Echo Global Logistics, Inc. <br> 7.52% (1 mo. USD Term <br> SOFR + 3.75%) 11/23/28<br>| 287752 | 281689 |
| &nbsp;&nbsp; •ECL Entertainment LLC <br> 6.67% (1 mo. USD Term <br> SOFR + 3.00%) 8/30/30<br>| 99500 | 98754 |
| &nbsp;&nbsp; •EG America LLC 6.92% (1 mo. <br> USD Term SOFR + 3.25%) <br> 2/10/31<br>| 675000 | 674494 |
| &nbsp;&nbsp; •Elanco Animal Health, Inc. <br> 5.42% (1 mo. USD Term <br> SOFR + 1.75%) 10/31/32<br>| 75000 | 74981 |
| &nbsp;&nbsp; •Ellucian Holdings, Inc. 6.17% <br> (1 mo. USD Term SOFR + <br> 2.50%) 10/8/29<br>| 519937 | 504880 |
| &nbsp;&nbsp; •EMG Utica LLC 7.20% (3 mo. <br> USD Term SOFR + 3.50%) <br> 4/1/30<br>| 54585 | 54721 |
| •EMRLD Borrower LP | •EMRLD Borrower LP | •EMRLD Borrower LP |
| &nbsp;&nbsp;&nbsp; 5.92% (3 mo. USD Term <br> SOFR + 2.25%) 5/31/30<br>| 34738 | 34677 |
| &nbsp;&nbsp;&nbsp; 5.95% (3 mo. USD Term <br> SOFR + 2.25%) 8/4/31<br>| 228735 | 228163 |
| &nbsp;&nbsp; •Endo Luxembourg Finance <br> Co. I SARL 7.42% (1 mo. <br> USD Term SOFR + 3.75%) <br> 4/23/31<br>| 494975 | 491881 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–24*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •Ensemble RCM LLC 6.70% (3 <br> mo. USD Term SOFR + <br> 3.00%) 2/9/33<br>| 760000 | $750340 |
| &nbsp;&nbsp; •EP Purchaser LLC 7.29% (3 <br> mo. USD Term SOFR + <br> 3.50%) 11/6/28<br>| 19794 | 12244 |
| &nbsp;&nbsp; •Esdec Solar Group BV 8.96% <br> (3 mo. USD Term SOFR + <br> 5.00%) 8/30/28<br>| 727133 | 305396 |
| &nbsp;&nbsp; •Examworks Bidco, Inc. 6.17% <br> (1 mo. USD Term SOFR + <br> 2.50%) 2/6/33<br>| 115000 | 114785 |
| &nbsp;&nbsp; •Fertitta Entertainment LLC <br> 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 1/27/29<br>| 1756894 | 1720227 |
| &nbsp;&nbsp; •Fiesta Purchaser, Inc. 6.42% <br> (1 mo. USD Term SOFR + <br> 2.75%) 2/12/31<br>| 400342 | 389833 |
| &nbsp;&nbsp; •Filtration Group Corp. 6.17% <br> (1 mo. USD Term SOFR + <br> 2.50%) 10/21/28<br>| 234109 | 234011 |
| •Flutter Financing BV | •Flutter Financing BV | •Flutter Financing BV |
| &nbsp;&nbsp;&nbsp; 5.45% (3 mo. USD Term <br> SOFR + 1.75%) 11/30/30<br>| 519873 | 513375 |
| &nbsp;&nbsp;&nbsp; 5.70% (3 mo. USD Term <br> SOFR + 2.00%) 6/4/32<br>| 64513 | 63706 |
| &nbsp;&nbsp; •Flynn Restaurant Group LP <br> 7.42% (1 mo. USD Term <br> SOFR + 3.75%) 1/28/32<br>| 521208 | 511248 |
| &nbsp;&nbsp; •Focus Financial Partners LLC <br> 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 9/15/31<br>| 283622 | 274078 |
| &nbsp;&nbsp; •Froneri Lux Finco SARL <br> 5.88% (6 mo. USD Term <br> SOFR + 2.25%) 9/30/31<br>| 247500 | 242216 |
| &nbsp;&nbsp; •Fugue Finance BV 5.92% (3 <br> mo. SOFR CME + 2.25%) <br> 1/9/32<br>| 174562 | 172108 |
| &nbsp;&nbsp; •Gen Digital, Inc. 5.42% (1 mo. <br> USD Term SOFR + 1.75%) <br> 9/12/29<br>| 517238 | 511419 |
| &nbsp;&nbsp; •GEN II Fund Services LLC <br> 6.45% (3 mo. USD Term <br> SOFR + 2.75%) 11/26/31<br>| 247500 | 244201 |
| &nbsp;&nbsp; •Genesee & Wyoming, Inc. <br> 5.45% (3 mo. USD Term <br> SOFR + 1.75%) 4/10/31<br>| 519975 | 517105 |
| &nbsp;&nbsp; •Genesys Cloud Services <br> Holdings II LLC 6.17% (1 <br> mo. USD Term SOFR + <br> 2.50%) 1/30/32<br>| 34824 | 33272 |
| &nbsp;&nbsp; •Genmab AS 6.70% (3 mo. USD <br> Term SOFR + 3.00%) <br> 12/13/32<br>| 263250 | 263990 |
| &nbsp;&nbsp; •GFL Environmental, Inc. <br> 6.17% (3 mo. USD Term <br> SOFR + 2.50%) 3/3/32<br>| 497500 | 497192 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •Global Medical Response, <br> Inc. 7.17% (3 mo. USD Term <br> SOFR + 3.50%) 10/1/32<br>| 119700 | $119186 |
| &nbsp;&nbsp; •Gloves Buyer, Inc. 7.67% (1 <br> mo. USD Term SOFR + <br> 4.00%) 5/21/32<br>| 523750 | 521393 |
| &nbsp;&nbsp; •Go Daddy Operating Co. LLC <br> 5.42% (1 mo. USD Term <br> SOFR + 1.75%) 11/9/29<br>| 292374 | 287745 |
| &nbsp;&nbsp; •Golden State Food LLC 7.20% <br> (3 mo. USD Term SOFR + <br> 3.50%) 12/4/31<br>| 114421 | 114421 |
| &nbsp;&nbsp; •Graham Packaging Co., Inc. <br> 5.92% (1 mo. USD Term <br> SOFR + 2.25%) 1/26/33<br>| 130000 | 128519 |
| &nbsp;&nbsp; •Great Outdoors Group LLC <br> 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 1/23/32<br>| 2969925 | 2961015 |
| &nbsp;&nbsp; •GTCR Everest Borrower LLC <br> 6.20% (3 mo. USD Term <br> SOFR + 2.50%) 9/5/31<br>| 574601 | 570027 |
| &nbsp;&nbsp; •GVC Holdings Gibraltar Ltd. <br> 5.95% (3 mo. USD Term <br> SOFR + 2.25%) 7/31/32<br>| 154225 | 153937 |
| &nbsp;&nbsp; •Hamilton Projects <br> Acquiror LLC 6.17% (1 mo. <br> USD Term SOFR + 2.50%) <br> 5/30/31<br>| 70798 | 70861 |
| Hanger, Inc. | Hanger, Inc. | Hanger, Inc. |
| &nbsp;&nbsp;&nbsp; •7.17% (1 mo. USD Term <br> SOFR + 3.50%) 10/23/31<br>| 219268 | 219652 |
| &nbsp;&nbsp;&nbsp; ✠•7.17% (1 mo. USD Term <br> SOFR + 3.50%) 10/23/31<br>| 28412 | 28461 |
| &nbsp;&nbsp; •HarbourVest Partners LP <br> 5.70% (3 mo. USD Term <br> SOFR + 2.00%) 4/19/30<br>| 134662 | 134326 |
| &nbsp;&nbsp; •Heartland Dental LLC 0.07% <br> (1 mo. USD Term SOFR + <br> 0.04%) 8/25/32<br>| 114412 | 114087 |
| &nbsp;&nbsp; •Help At Home, Inc. 8.67% (1 <br> mo. USD Term SOFR + <br> 5.00%) 9/24/31<br>| 494987 | 420987 |
| &nbsp;&nbsp; •Heritage Environmental <br> Services, Inc. 6.68% (3 mo. <br> USD Term SOFR + 3.68%) <br> 4/1/33<br>| 85000 | 85000 |
| &nbsp;&nbsp; •Herschend Entertainment Co. <br> LLC 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 5/27/32<br>| 79400 | 79417 |
| •Hexion Holdings Corp. | •Hexion Holdings Corp. | •Hexion Holdings Corp. |
| &nbsp;&nbsp;&nbsp; 7.68% (1 mo. USD Term <br> SOFR + 4.00%) 3/15/29<br>| 980372 | 936050 |
| &nbsp;&nbsp;&nbsp; 11.21% (1 mo. USD Term <br> SOFR + 7.44%) 3/15/30<br>| 62500 | 57969 |
| &nbsp;&nbsp; •HighTower Holdings LLC <br> 6.41% (3 mo. USD Term <br> SOFR + 2.75%) 2/3/32<br>| 521187 | 515001 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–25*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •Hilton Grand Vacations <br> Borrower LLC 5.67% (1 mo. <br> USD Term SOFR + 2.00%) <br> 8/2/28<br>| 745324 | $744392 |
| &nbsp;&nbsp; •HNI Corp. 5.67% (1 mo. USD <br> Term SOFR + 2.00%) <br> 12/10/32<br>| 79800 | 80199 |
| ∞Hologic, Inc. 0.00% 1/14/33 | 515000 | 508562 |
| &nbsp;&nbsp; •Horizon U.S. Finco LP 8.20% <br> (6 mo. USD Term SOFR + <br> 4.50%) 10/31/31<br>| 461684 | 429366 |
| &nbsp;&nbsp; •HUB International Ltd. 5.92% <br> (3 mo. USD Term SOFR + <br> 2.25%) 6/20/30<br>| 871049 | 868549 |
| &nbsp;&nbsp; •IVC Acquisition Ltd. 7.45% (3 <br> mo. USD Term SOFR + <br> 3.75%) 12/12/28<br>| 519949 | 516700 |
| &nbsp;&nbsp; •J&J Ventures Gaming LLC <br> 7.17% (1 mo. USD Term <br> SOFR + 3.50%) 4/26/30<br>| 520000 | 512850 |
| &nbsp;&nbsp; •Jane Street Group LLC 5.67% <br> (3 mo. USD Term SOFR + <br> 2.00%) 12/15/31<br>| 633462 | 621154 |
| &nbsp;&nbsp; •Jazz Financing Lux SARL <br> 5.92% (1 mo. USD Term <br> SOFR + 2.25%) 5/5/28<br>| 491984 | 493367 |
| &nbsp;&nbsp; ∞Jupiter Borrower, Inc. 0.00% <br> 3/25/33<br>| 335000 | 334163 |
| &nbsp;&nbsp; •Jupiter Buyer, Inc. 7.70% (3 <br> mo. USD Term SOFR + <br> 4.00%) 11/1/31<br>| 210000 | 209870 |
| Kaman Corp. | Kaman Corp. | Kaman Corp. |
| &nbsp;&nbsp;&nbsp; •6.17% (1 mo. USD Term <br> SOFR + 2.50%) 2/26/32<br>| 681825 | 681695 |
| &nbsp;&nbsp;&nbsp; ✠•6.19% (3 mo. USD Term <br> SOFR + 2.50%) 2/26/32<br>| 64609 | 64596 |
| &nbsp;&nbsp; •Karman Holdings, Inc. 6.46% <br> (3 mo. USD Term SOFR + <br> 2.75%) 4/1/32<br>| 74812 | 74766 |
| •Kaseya, Inc. | •Kaseya, Inc. | •Kaseya, Inc. |
| &nbsp;&nbsp;&nbsp; 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 3/22/32<br>| 1290500 | 1201778 |
| &nbsp;&nbsp;&nbsp; 8.67% (1 mo. USD Term <br> SOFR + 5.00%) 3/21/33<br>| 20000 | 15817 |
| &nbsp;&nbsp; •Kingpin Intermediate <br> Holdings LLC 6.92% (1 mo. <br> USD Term SOFR + 3.25%) <br> 9/22/32<br>| 173838 | 157902 |
| &nbsp;&nbsp; •KnowBe4, Inc. 7.42% (3 mo. <br> USD Term SOFR + 3.75%) <br> 7/23/32<br>| 249375 | 221527 |
| •LBM Acquisition LLC | •LBM Acquisition LLC | •LBM Acquisition LLC |
| &nbsp;&nbsp;&nbsp; 7.53% (1 mo. USD Term <br> SOFR + 3.75%) 6/6/31<br>| 311901 | 248704 |
| &nbsp;&nbsp;&nbsp; 8.68% (1 mo. USD Term <br> SOFR + 5.00%) 6/6/31<br>| 144200 | 121282 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •LC AHAB U.S. Bidco LLC <br> 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 5/1/31<br>| 114709 | $113275 |
| &nbsp;&nbsp; •Level 3 Financing, Inc. 6.92% <br> (1 mo. USD Term SOFR + <br> 3.25%) 3/29/32<br>| 20000 | 19979 |
| &nbsp;&nbsp; •Life Time Fitness, Inc. 5.67% <br> (1 mo. USD Term SOFR + <br> 2.00%) 11/5/31<br>| 497500 | 497032 |
| &nbsp;&nbsp; •Live Nation Entertainment, <br> Inc. 5.68% (1 mo. USD Term <br> SOFR + 2.00%) 10/21/32<br>| 64837 | 64756 |
| &nbsp;&nbsp; •Lonza Group AG 7.72% (3 mo. <br> USD Term SOFR + 3.93%) <br> 7/3/28<br>| 927053 | 807306 |
| &nbsp;&nbsp; •Lumexa Imaging, Inc. 6.70% <br> (3 mo. USD Term SOFR + <br> 3.00%) 12/17/32<br>| 54863 | 54966 |
| &nbsp;&nbsp; •M2S Group Holdings, Inc. <br> 8.42% (3 mo. USD Term <br> SOFR + 4.75%) 8/25/31<br>| 818000 | 796871 |
| &nbsp;&nbsp; •Madison IAQ LLC 6.13% (6 <br> mo. USD Term SOFR + <br> 2.50%) 6/21/28<br>| 742228 | 741441 |
| &nbsp;&nbsp; •MajorDrive Holdings IV LLC <br> 7.96% (3 mo. USD Term <br> SOFR + 4.00%) 6/1/28<br>| 252934 | 228819 |
| &nbsp;&nbsp; ∞Mativ Holdings, Inc. 0.00% <br> 3/30/33<br>| 190000 | 180500 |
| &nbsp;&nbsp; •MED ParentCo LP 6.67% (1 <br> mo. USD Term SOFR + <br> 3.00%) 4/15/31<br>| 164176 | 163971 |
| &nbsp;&nbsp; •Medline Borrower LP 5.42% <br> (1 mo. USD Term SOFR + <br> 1.75%) 10/23/28<br>| 227391 | 227689 |
| •MH Sub I LLC | •MH Sub I LLC | •MH Sub I LLC |
| &nbsp;&nbsp;&nbsp; 7.92% (1 mo. USD Term <br> SOFR + 4.25%) 5/3/28<br>| 84565 | 72484 |
| &nbsp;&nbsp;&nbsp; 7.92% (1 mo. USD Term <br> SOFR + 4.25%) 12/31/31<br>| 1237469 | 819303 |
| &nbsp;&nbsp; •Michaels Cos., Inc. 8.67% (3 <br> mo. USD Term SOFR + <br> 5.00%) 3/15/33<br>| 65000 | 62940 |
| &nbsp;&nbsp; •Mitchell International, Inc. <br> 6.66% (1 mo. USD Term <br> SOFR + 3.66%) 6/17/31<br>| 230000 | 218898 |
| &nbsp;&nbsp; •MKS Instruments, Inc. 5.41% <br> (1 mo. USD Term SOFR + <br> 1.75%) 2/4/33<br>| 90000 | 90028 |
| &nbsp;&nbsp; •Modena Buyer LLC 7.92% (3 <br> mo. USD Term SOFR + <br> 4.25%) 7/1/31<br>| 769347 | 688350 |
| &nbsp;&nbsp; •ModivCare Buyer LLC 7.95% <br> (3 mo. USD Term SOFR + <br> 4.25%) 12/30/32<br>| 34575 | 31852 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–26*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| MRP Buyer LLC | MRP Buyer LLC | MRP Buyer LLC |
| &nbsp;&nbsp;&nbsp; •6.95% (3 mo. USD Term <br> SOFR + 3.25%) 6/4/32<br>| 132560 | $132395 |
| &nbsp;&nbsp;&nbsp; ✠•6.95% (3 mo. USD Term <br> SOFR + 3.25%) 6/4/32<br>| 16898 | 16877 |
| &nbsp;&nbsp; •Natgasoline LLC 9.17% (3 mo. <br> USD Term SOFR + 5.50%) <br> 3/29/30<br>| 294092 | 295195 |
| •National Mentor Holdings, Inc. | •National Mentor Holdings, Inc. | •National Mentor Holdings, Inc. |
| &nbsp;&nbsp;&nbsp; 9.67% (1 mo. USD Term <br> SOFR + 6.00%) 12/12/30<br>| 283500 | 281728 |
| &nbsp;&nbsp;&nbsp; 9.67% (1 mo. USD Term <br> SOFR + 6.00%) 12/12/30<br>| 121500 | 120741 |
| &nbsp;&nbsp; •Neptune Bidco U.S., Inc. <br> 8.76% (3 mo. USD Term <br> SOFR + 5.00%) 2/3/33<br>| 1295000 | 1234135 |
| &nbsp;&nbsp; •New Arclin U.S. Holding Corp. <br> 7.27% (1 mo. USD Term <br> SOFR + 3.50%) 9/30/28<br>| 494839 | 490044 |
| &nbsp;&nbsp; ∞New Fortress Energy, Inc. <br> 0.00% 10/30/28<br>| 2653074 | 1475985 |
| &nbsp;&nbsp; •Nexstar Broadcasting, Inc. <br> 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 6/28/32<br>| 208950 | 206524 |
| &nbsp;&nbsp; •Nexstar Media, Inc. 6.43% (3 <br> mo. USD Term SOFR + <br> 3.68%) 3/18/33<br>| 335000 | 330953 |
| •Nexus Buyer LLC | •Nexus Buyer LLC | •Nexus Buyer LLC |
| &nbsp;&nbsp;&nbsp; 7.17% (1 mo. USD Term <br> SOFR + 3.50%) 7/31/31<br>| 767500 | 736455 |
| &nbsp;&nbsp;&nbsp; 9.42% (1 mo. USD Term <br> SOFR + 5.75%) 2/16/32<br>| 95000 | 91641 |
| &nbsp;&nbsp; •Nielsen Consumer, Inc. 5.92% <br> (1 mo. USD Term SOFR + <br> 2.25%) 10/31/30<br>| 247505 | 243792 |
| &nbsp;&nbsp; •Nourish Buyer I, Inc. 7.67% (3 <br> mo. USD Term SOFR + <br> 4.00%) 7/9/32<br>| 254425 | 254585 |
| &nbsp;&nbsp; •Novae LLC 8.85% (3 mo. USD <br> Term SOFR + 5.00%) <br> 12/22/28<br>| 59689 | 52750 |
| &nbsp;&nbsp; •NRG Energy, Inc. 5.52% (3 <br> mo. USD Term SOFR + <br> 1.75%) 4/16/31<br>| 158785 | 158958 |
| &nbsp;&nbsp; •Nuvei Technologies Corp. <br> 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 11/17/31<br>| 520009 | 508741 |
| &nbsp;&nbsp; ∞OAK-Eagle Acquireco, Inc. <br> 0.00% 3/24/33<br>| 775000 | 770156 |
| &nbsp;&nbsp; •Olaplex, Inc. 7.27% (3 mo. <br> USD Term SOFR + 3.50%) <br> 2/23/29<br>| 45000 | 45028 |
| &nbsp;&nbsp; •OMNIA Partners LLC 6.43% <br> (3 mo. USD Term SOFR + <br> 2.75%) 12/31/32<br>| 24875 | 24828 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •OneSky Flight LLC 6.43% (1 <br> mo. USD Term SOFR + <br> 2.75%) 2/17/33<br>| 100000 | $99625 |
| &nbsp;&nbsp; •Openlane, Inc. 6.14% (3 mo. <br> USD Term SOFR + 2.50%) <br> 10/8/32<br>| 49875 | 49813 |
| &nbsp;&nbsp; •Optiv Security, Inc. 8.92% (3 <br> mo. USD Term SOFR + <br> 5.25%) 7/31/26<br>| 494924 | 326650 |
| &nbsp;&nbsp; •Organon & Co. 5.92% (1 mo. <br> USD Term SOFR + 2.25%) <br> 5/19/31<br>| 493310 | 468892 |
| &nbsp;&nbsp; •Orion U.S. Finco, Inc. 7.15% <br> (3 mo. USD Term SOFR + <br> 3.50%) 10/8/32<br>| 100000 | 98896 |
| &nbsp;&nbsp; •Osmose Utilities Services, <br> Inc. 7.03% (1 mo. USD Term <br> SOFR + 3.25%) 6/23/28<br>| 163766 | 160645 |
| &nbsp;&nbsp; •Par Petroleum LLC 6.93% (3 <br> mo. USD Term SOFR + <br> 3.25%) 2/28/30<br>| 494910 | 494539 |
| &nbsp;&nbsp; •PAREXEL International Corp. <br> 6.42% (1 mo. USD Term <br> SOFR + 2.75%) 12/12/31<br>| 483787 | 481770 |
| &nbsp;&nbsp; •Park River Holdings, Inc. <br> 8.16% (3 mo. USD Term <br> SOFR + 4.50%) 3/15/31<br>| 165000 | 160938 |
| &nbsp;&nbsp; •Peer Holding III BV 5.95% (3 <br> mo. USD Term SOFR + <br> 2.25%) 9/29/32<br>| 135000 | 133650 |
| •Peraton Corp. | •Peraton Corp. | •Peraton Corp. |
| &nbsp;&nbsp;&nbsp; 7.52% (3 mo. USD Term <br> SOFR + 3.75%) 2/1/28<br>| 1014354 | 863895 |
| &nbsp;&nbsp;&nbsp; 11.52% (3 mo. USD Term <br> SOFR + 7.75%) 2/1/29<br>| 90000 | 64350 |
| &nbsp;&nbsp; •PHRG Intermediate LLC <br> 7.70% (3 mo. USD Term <br> SOFR + 4.00%) 2/20/32<br>| 288546 | 285661 |
| &nbsp;&nbsp; •Ping Identity Corp. 6.42% (1 <br> mo. USD Term SOFR + <br> 2.75%) 11/15/32<br>| 135000 | 133144 |
| Pinnacle Buyer LLC | Pinnacle Buyer LLC | Pinnacle Buyer LLC |
| ✠2.50% 10/1/32 | 26613 | 26621 |
| &nbsp;&nbsp;&nbsp; •6.16% (3 mo. USD Term <br> SOFR + 2.50%) 10/1/32<br>| 138041 | 138084 |
| &nbsp;&nbsp; •Polaris Newco LLC 7.93% (3 <br> mo. USD Term SOFR + <br> 4.00%) 6/2/28<br>| 1484456 | 1302610 |
| &nbsp;&nbsp; •Prairie ECI Acquiror LP <br> 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 8/1/29<br>| 59850 | 59895 |
| Primo Brands Corp. | Primo Brands Corp. | Primo Brands Corp. |
| ∞0.00% 3/31/31 | 470000 | 470512 |
| &nbsp;&nbsp;&nbsp; •8.00% (3 mo. Prime Rate + <br> 6.75%) 3/31/28<br>| 521241 | 521418 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–27*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •Priority Holdings LLC 7.42% <br> (1 mo. USD Term SOFR + <br> 3.75%) 8/2/32<br>| 108406 | $105357 |
| &nbsp;&nbsp; •Proampac PG Borrower LLC <br> 7.78% (1 mo. USD Term <br> SOFR + 4.00%) 3/7/33<br>| 180000 | 173385 |
| &nbsp;&nbsp; •Project Alpha Intermediate <br> Holding, Inc. 6.95% (3 mo. <br> USD Term SOFR + 3.25%) <br> 10/26/30<br>| 174700 | 131621 |
| &nbsp;&nbsp; •Project Boost Purchaser LLC <br> 6.45% (3 mo. USD Term <br> SOFR + 2.75%) 7/16/31<br>| 171635 | 165178 |
| &nbsp;&nbsp; •Proofpoint, Inc. 6.70% (3 mo. <br> USD Term SOFR + 3.00%) <br> 8/31/28<br>| 533819 | 516027 |
| Pye-Barker Fire & Safety LLC | Pye-Barker Fire & Safety LLC | Pye-Barker Fire & Safety LLC |
| ✠1.25% 12/16/32 | 16900 | 16915 |
| &nbsp;&nbsp;&nbsp; •6.20% (3 mo. USD Term <br> SOFR + 2.50%) 12/16/32<br>| 113100 | 113201 |
| &nbsp;&nbsp; •Qnity Electronics, Inc. 5.67% <br> (1 mo. USD Term SOFR + <br> 2.00%) 11/1/32<br>| 259350 | 258702 |
| QuidelOrtho Corp. | QuidelOrtho Corp. | QuidelOrtho Corp. |
| ✠0.00% 8/21/30 | 8093 | 7709 |
| ∞0.00% 3/31/31 | 91907 | 87541 |
| &nbsp;&nbsp;&nbsp; •7.67% (1 mo. USD Term <br> SOFR + 4.00%) 8/20/32<br>| 348250 | 347487 |
| &nbsp;&nbsp; •Quikrete Holdings, Inc. 5.92% <br> (1 mo. USD Term SOFR + <br> 2.25%) 2/10/32<br>| 742500 | 740644 |
| &nbsp;&nbsp; •Rackspace Finance LLC <br> 6.54% (1 mo. USD Term <br> SOFR + 2.75%) 5/15/28<br>| 498690 | 230644 |
| &nbsp;&nbsp; •Recess Holdings, Inc. 7.42% <br> (3 mo. USD Term SOFR + <br> 3.75%) 2/20/30<br>| 247494 | 247759 |
| &nbsp;&nbsp; •Red Planet Borrower LLC <br> 7.67% (1 mo. USD Term <br> SOFR + 4.00%) 9/8/32<br>| 408975 | 399364 |
| &nbsp;&nbsp; •Renaissance Holdings Corp. <br> 7.67% (3 mo. USD Term <br> SOFR + 4.00%) 4/5/30<br>| 769304 | 543082 |
| &nbsp;&nbsp; •Resilience Parent LLC 6.10% <br> (6 mo. USD Term SOFR + <br> 2.50%) 2/28/33<br>| 160000 | 159050 |
| &nbsp;&nbsp; •Restoration Hardware, Inc. <br> 7.02% (1 mo. USD Term <br> SOFR + 3.25%) 10/20/28<br>| 195647 | 194139 |
| &nbsp;&nbsp; •Roper Industrial Products <br> Investment Co. LLC 6.20% <br> (3 mo. USD Term SOFR + <br> 2.50%) 11/22/29<br>| 148985 | 148840 |
| &nbsp;&nbsp; •RVR Dealership Holdings LLC <br> 8.18% (1 mo. USD Term <br> SOFR + 4.50%) 2/26/33<br>| 245000 | 235813 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •Ryan Specialty Group LLC <br> 5.67% (1 mo. USD Term <br> SOFR + 2.00%) 9/15/31<br>| 247494 | $246875 |
| •Saks Global Enterprises LLC | •Saks Global Enterprises LLC | •Saks Global Enterprises LLC |
| &nbsp;&nbsp;&nbsp; 13.68% (1 mo. USD Term <br> SOFR + 10.00%) 7/15/26<br>| 67891 | 6110 |
| &nbsp;&nbsp;&nbsp; 16.18% (1 mo. USD Term <br> SOFR + 12.50%) 7/15/26<br>| 28678 | 8603 |
| •SAKS Global Enterprises LLC | •SAKS Global Enterprises LLC | •SAKS Global Enterprises LLC |
| &nbsp;&nbsp;&nbsp; 14.67% (1 mo. USD Term <br> SOFR + 11.00%) 1/14/33<br>| 949 | 872 |
| &nbsp;&nbsp;&nbsp; 14.68% (1 mo. USD Term <br> SOFR + 11.00%) 7/15/26<br>| 52138 | 47915 |
| &nbsp;&nbsp;&nbsp; 16.20% (3 mo. USD Term <br> SOFR + 12.50%) 7/15/26<br>| 27749 | 8325 |
| &nbsp;&nbsp; •Sedgwick Claims <br> Management Services, Inc. <br> 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 7/31/31<br>| 520003 | 509884 |
| &nbsp;&nbsp; •SGH2 LLC 8.20% (3 mo. USD <br> Term SOFR + 4.50%) <br> 8/18/32<br>| 94525 | 92753 |
| &nbsp;&nbsp; •Shift4 Payments LLC 5.65% (3 <br> mo. USD Term SOFR + <br> 2.00%) 7/3/32<br>| 34913 | 34804 |
| •Sinclair Television Group, Inc. | •Sinclair Television Group, Inc. | •Sinclair Television Group, Inc. |
| &nbsp;&nbsp;&nbsp; 7.08% (1 mo. USD Term <br> SOFR + 3.30%) 12/31/29<br>| 59736 | 53352 |
| &nbsp;&nbsp;&nbsp; 7.87% (1 mo. USD Term <br> SOFR + 4.10%) 12/31/30<br>| 114572 | 101970 |
| &nbsp;&nbsp; •Solstice Advanced Materials, <br> Inc. 5.42% (3 mo. USD Term <br> SOFR + 1.75%) 10/29/32<br>| 115000 | 115480 |
| &nbsp;&nbsp; •Somnigroup International, <br> Inc. 5.88% (1 mo. USD Term <br> SOFR + 2.25%) 10/24/31<br>| 386836 | 387482 |
| &nbsp;&nbsp; •SonarSource Financing LLC <br> 8.17% (3 mo. USD Term <br> SOFR + 4.50%) 12/19/30<br>| 130000 | 118625 |
| &nbsp;&nbsp; •Sotera Health Holdings LLC <br> 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 5/30/31<br>| 236295 | 236295 |
| &nbsp;&nbsp; •Sovos Compliance LLC 6.92% <br> (1 mo. USD Term SOFR + <br> 3.25%) 8/13/29<br>| 253127 | 239837 |
| &nbsp;&nbsp; •Spa Holdings 3 OYJ 8.21% (3 <br> mo. USD Term SOFR + <br> 4.51%) 5/23/30<br>| 54066 | 53446 |
| •Spin Holdco, Inc. | •Spin Holdco, Inc. | •Spin Holdco, Inc. |
| &nbsp;&nbsp;&nbsp; 7.93% (3 mo. USD Term <br> SOFR + 4.00%) 9/4/30<br>| 1871182 | 1464200 |
| &nbsp;&nbsp;&nbsp; 9.10% (3 mo. USD Term <br> SOFR + 5.43%) 9/4/30<br>| 170224 | 173274 |
| Splat Super Holdco LLC | Splat Super Holdco LLC | Splat Super Holdco LLC |
| ✠5.00% 7/2/32 | 12104 | 10871 |
| &nbsp;&nbsp;&nbsp; •8.67% (1 mo. USD Term <br> SOFR + 5.00%) 7/2/32<br>| 283896 | 254976 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–28*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •SS&C Technologies, Inc. <br> 5.67% (1 mo. USD Term <br> SOFR + 2.00%) 5/9/31<br>| 326339 | $325054 |
| &nbsp;&nbsp; •Staples, Inc. 9.41% (3 mo. <br> USD Term SOFR + 5.75%) <br> 9/4/29<br>| 732273 | 663849 |
| &nbsp;&nbsp; •Station Casinos LLC 5.67% (1 <br> mo. USD Term SOFR + <br> 2.00%) 3/14/31<br>| 494949 | 494395 |
| &nbsp;&nbsp; •Stonepeak Bayou Holdings LP <br> 6.45% (3 mo. USD Term <br> SOFR + 2.75%) 10/1/32<br>| 105000 | 101675 |
| &nbsp;&nbsp; •SupplyOne, Inc. 7.17% (1 mo. <br> USD Term SOFR + 3.50%) <br> 4/21/31<br>| 9950 | 9968 |
| &nbsp;&nbsp; ∞Sweetwater Borrower LLC <br> 0.00% 2/17/33<br>| 454992 | 454710 |
| •Talen Energy Supply LLC | •Talen Energy Supply LLC | •Talen Energy Supply LLC |
| &nbsp;&nbsp;&nbsp; 5.67% (1 mo. USD Term <br> SOFR + 2.00%) 11/25/32<br>| 124687 | 124665 |
| &nbsp;&nbsp;&nbsp; 6.15% (3 mo. USD Term <br> SOFR + 2.50%) 12/15/31<br>| 247494 | 247699 |
| &nbsp;&nbsp; •Team Services Group 8.95% (3 <br> mo. USD Term SOFR + <br> 3.70%) 3/31/33<br>| 110000 | 103847 |
| &nbsp;&nbsp; •TGP Holdings III LLC 7.02% <br> (1 mo. USD Term SOFR + <br> 3.25%) 6/29/28<br>| 250836 | 215844 |
| &nbsp;&nbsp; •Tiger Acquisition LLC 6.18% <br> (1 mo. USD Term SOFR + <br> 2.50%) 8/23/32<br>| 144275 | 144311 |
| &nbsp;&nbsp; •TK Elevator Midco GmbH <br> 6.38% (6 mo. USD Term <br> SOFR + 2.75%) 4/30/30<br>| 496259 | 497053 |
| &nbsp;&nbsp; •TKC Holdings, Inc. 8.18% (1 <br> mo. USD Term SOFR + <br> 4.50%) 8/19/30<br>| 135000 | 134029 |
| &nbsp;&nbsp; •TKO Worldwide Holdings LLC <br> 5.66% (3 mo. USD Term <br> SOFR + 2.00%) 11/21/31<br>| 193936 | 193688 |
| &nbsp;&nbsp; •Tory Burch LLC 7.03% (1 mo. <br> USD Term SOFR + 3.25%) <br> 4/17/28<br>| 494805 | 494187 |
| &nbsp;&nbsp; •TPC Group, Inc. 9.39% (6 mo. <br> USD Term SOFR + 5.75%) <br> 12/16/31<br>| 138165 | 126214 |
| •TransDigm, Inc. | •TransDigm, Inc. | •TransDigm, Inc. |
| &nbsp;&nbsp;&nbsp; 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 2/28/31<br>| 741193 | 741112 |
| &nbsp;&nbsp;&nbsp; 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 8/19/32<br>| 378100 | 378009 |
| &nbsp;&nbsp;&nbsp; 6.17% (1 mo. USD Term <br> SOFR + 2.50%) 2/13/33<br>| 110000 | 110021 |
| &nbsp;&nbsp; •Tronox Finance LLC 6.17% (3 <br> mo. USD Term SOFR + <br> 2.50%) 9/30/31<br>| 233979 | 177293 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •Truist Insurance <br> Holdings LLC 6.45% (3 mo. <br> USD Term SOFR + 2.75%) <br> 5/6/31<br>| 350000 | $344642 |
| &nbsp;&nbsp; •TTM Technologies, Inc. 5.92% <br> (1 mo. USD Term SOFR + <br> 2.25%) 5/30/30<br>| 248111 | 249351 |
| U.S. Fertility Enterprises LLC | U.S. Fertility Enterprises LLC | U.S. Fertility Enterprises LLC |
| ✠1.75% 12/30/32 | 10526 | 10487 |
| &nbsp;&nbsp;&nbsp; •7.17% (3 mo. USD Term <br> SOFR + 3.50%) 12/30/32<br>| 69474 | 69213 |
| &nbsp;&nbsp; •UKG, Inc. 6.17% (3 mo. USD <br> Term SOFR + 2.50%) <br> 2/10/31<br>| 1265617 | 1207563 |
| &nbsp;&nbsp; •United Airlines, Inc. 5.43% (1 <br> mo. USD Term SOFR + <br> 1.75%) 2/22/31<br>| 174555 | 173792 |
| •United FP Holdings LLC | •United FP Holdings LLC | •United FP Holdings LLC |
| &nbsp;&nbsp;&nbsp; 7.93% (3 mo. USD Term <br> SOFR + 4.00%) 12/30/26<br>| 1185448 | 1135659 |
| &nbsp;&nbsp;&nbsp; 12.43% (3 mo. USD Term <br> SOFR + 8.50%) 12/30/27<br>| 50000 | 37500 |
| &nbsp;&nbsp; •Univision Communications, <br> Inc. 7.95% (3 mo. USD Term <br> SOFR + 4.25%) 6/24/29<br>| 742288 | 738576 |
| &nbsp;&nbsp; •USI, Inc. 5.95% (3 mo. USD <br> Term SOFR + 2.25%) <br> 9/29/30<br>| 494042 | 492189 |
| Van Pool Transportation LLC | Van Pool Transportation LLC | Van Pool Transportation LLC |
| ✠0.00% 0 8/6/30 | 4464 | 4462 |
| &nbsp;&nbsp;&nbsp; •6.45% (3 mo. USD Term <br> SOFR + 2.75%) 8/6/30<br>| 90536 | 90508 |
| &nbsp;&nbsp; •Varsity Brands, Inc. 6.45% (3 <br> mo. USD Term SOFR + <br> 2.75%) 8/26/31<br>| 521256 | 518488 |
| •Venture Global Plaquemines LNG LLC | •Venture Global Plaquemines LNG LLC | •Venture Global Plaquemines LNG LLC |
| &nbsp;&nbsp;&nbsp; 5.89% (1 mo. USD Term <br> SOFR + 2.23%) 5/25/29<br>| 163634 | 162919 |
| &nbsp;&nbsp;&nbsp; 5.89% (1 mo. USD Term <br> SOFR + 2.23%) 5/25/29<br>| 20468 | 20442 |
| &nbsp;&nbsp; •Versant Media Group, Inc. <br> 7.20% (3 mo. USD Term <br> SOFR + 3.50%) 1/30/31<br>| 355000 | 354336 |
| &nbsp;&nbsp; •VFH Parent LLC 6.17% (1 mo. <br> USD Term SOFR + 2.50%) <br> 6/21/31<br>| 133650 | 133427 |
| &nbsp;&nbsp; •Virgin Media Bristol LLC <br> 7.05% (6 mo. USD Term <br> SOFR + 3.18%) 3/31/31<br>| 60000 | 54563 |
| &nbsp;&nbsp; •Vista Management Holding, <br> Inc. 7.41% (3 mo. USD Term <br> SOFR + 3.75%) 4/1/31<br>| 247500 | 244562 |
| &nbsp;&nbsp; •Vistra Operations Co. LLC <br> 5.42% (1 mo. USD Term <br> SOFR + 1.75%) 12/20/30<br>| 494937 | 495402 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–29*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** | **LOAN AGREEMENTS (continued)** |
| &nbsp;&nbsp; •VM Consolidated, Inc. 5.67% <br> (1 mo. USD Term SOFR + <br> 2.00%) 10/1/32<br>| 114425 | $114473 |
| &nbsp;&nbsp; •VS Buyer LLC 5.92% (3 mo. <br> USD Term SOFR + 2.25%) <br> 4/12/31<br>| 283575 | 276486 |
| ∞VSE Corp 0.00% 3/17/33 | 135000 | 134719 |
| &nbsp;&nbsp; •W.R. Grace & Co.-Conn. 6.70% <br> (3 mo. USD Term SOFR + <br> 3.00%) 8/19/32<br>| 139300 | 138662 |
| &nbsp;&nbsp; •Wand NewCo 3, Inc. 6.17% (1 <br> mo. USD Term SOFR + <br> 2.50%) 1/30/31<br>| 114694 | 113619 |
| &nbsp;&nbsp; •Wash Multifamily Parent, Inc. <br> 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 9/10/32<br>| 110000 | 110184 |
| &nbsp;&nbsp; •Weber-Stephen Products LLC <br> 7.41% (3 mo. USD Term <br> SOFR + 3.75%) 10/1/32<br>| 410000 | 399955 |
| &nbsp;&nbsp; •WEC U.S. Holdings Ltd. 5.67% <br> (1 mo. USD Term SOFR + <br> 2.00%) 1/27/31<br>| 521222 | 520080 |
| &nbsp;&nbsp; •WH Borrower LLC 8.16% (3 <br> mo. USD Term SOFR + <br> 4.50%) 2/20/32<br>| 1030000 | 1029197 |
| &nbsp;&nbsp; •Whatabrands LLC 6.17% (1 <br> mo. USD Term SOFR + <br> 2.50%) 8/3/28<br>| 519924 | 518718 |
| White Cap Buyer LLC | White Cap Buyer LLC | White Cap Buyer LLC |
| &nbsp;&nbsp;&nbsp; •6.92% (1 mo. USD Term <br> SOFR + 3.25%) 10/19/29<br>| 357475 | 343044 |
| &nbsp;&nbsp;&nbsp; •7.17% (1 mo. USD Term <br> SOFR + 3.50%) 2/10/33<br>| 120000 | 113900 |
| &nbsp;&nbsp; •Windsor Holdings III LLC <br> 6.42% (1 mo. USD Term <br> SOFR + 2.75%) 8/1/30<br>| 494987 | 486944 |
| &nbsp;&nbsp; •Windstream Services LLC <br> 7.67% (1 mo. USD Term <br> SOFR + 4.00%) 10/6/32<br>| 234412 | 234267 |
| &nbsp;&nbsp; •Zelis Payments Buyer, Inc. <br> 6.42% (1 mo. USD Term <br> SOFR + 2.75%) 9/28/29<br>| 496212 | 479688 |
| **Total Loan Agreements** <br>**(Cost $121,632,415)** | **Total Loan Agreements** <br>**(Cost $121,632,415)** | **117747544** |
| **NON-AGENCY ASSET-BACKED SECURITIES–8.82%** | **NON-AGENCY ASSET-BACKED SECURITIES–8.82%** | **NON-AGENCY ASSET-BACKED SECURITIES–8.82%** |
| &nbsp;&nbsp; Affirm Asset Securitization <br> Trust Series 2025-X1 Class B <br> 5.19% 4/15/30<br>| 1000000 | 1000948 |
| &nbsp;&nbsp; •AIMCO CLO 10 Ltd. Series <br> 2019-10A Class ARR 5.08% <br> (3 mo. USD Term SOFR + <br> 1.41%) 7/22/37<br>| 10000000 | 9985070 |
| &nbsp;&nbsp; •Allegro CLO XIII Ltd. Series <br> 2021-1A Class A1R 5.01% (3 <br> mo. USD Term SOFR + <br> 1.34%) 7/20/38<br>| 511000 | 511295 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; Amur Equipment Finance <br> Receivables XV LLC Series <br> 2025-1A Class A2 4.70% <br> 9/22/31<br>| 1509897 | $1519788 |
| &nbsp;&nbsp; •ARES LIV CLO Ltd. Series <br> 2019-54A Class AR2 4.98% (3 <br> mo. USD Term SOFR + <br> 1.31%) 7/15/38<br>| 953000 | 953122 |
| &nbsp;&nbsp; •ARES LXX CLO Ltd. Series <br> 2023-70A Class A1R 4.92% (3 <br> mo. USD Term SOFR + <br> 1.25%) 1/25/39<br>| 1183000 | 1181107 |
| &nbsp;&nbsp; •ARES XXXIV CLO Ltd. Series <br> 2015-2A Class A1R4 4.96% (3 <br> mo. USD Term SOFR + <br> 1.29%) 7/17/38<br>| 1870000 | 1869957 |
| &nbsp;&nbsp; Avis Budget Rental Car <br> Funding AESOP LLC Series <br> 2025-1A Class A 4.80% <br> 8/20/29<br>| 445000 | 448083 |
| •Bain Capital Credit CLO Ltd. | •Bain Capital Credit CLO Ltd. | •Bain Capital Credit CLO Ltd. |
| &nbsp;&nbsp;&nbsp; Series 2023-2A Class A1R <br> 4.99% (3 mo. USD Term <br> SOFR + 1.32%) 7/18/38<br>| 1402000 | 1403269 |
| &nbsp;&nbsp;&nbsp; Series 2023-4A Class A1R <br> 4.96% (3 mo. USD Term <br> SOFR + 1.23%) 1/21/39<br>| 1386000 | 1383697 |
| &nbsp;&nbsp; •Barings CLO Ltd. Series <br> 2020-1A Class A1R2 4.93% (3 <br> mo. USD Term SOFR + <br> 1.26%) 1/15/38<br>| 740000 | 739630 |
| &nbsp;&nbsp; •BCRED BSL Static CLO Ltd. <br> Series 2025-1A Class AR <br> 4.92% (3 mo. USD Term <br> SOFR + 1.25%) 7/24/35<br>| 966103 | 965697 |
| &nbsp;&nbsp; •Benefit Street Partners CLO <br> 43 Ltd. Series 2025-43A <br> Class A 5.07% (3 mo. USD <br> Term SOFR + 1.27%) <br> 10/20/38<br>| 1306000 | 1306013 |
| &nbsp;&nbsp; •Benefit Street Partners CLO <br> 44 Ltd. Series 2025-44A <br> Class A1 4.94% (3 mo. USD <br> Term SOFR + 1.22%) <br> 1/15/39<br>| 1186000 | 1183715 |
| &nbsp;&nbsp; •Benefit Street Partners CLO <br> XXXIII Ltd. Series 2023-33A <br> Class AR 4.85% (3 mo. USD <br> Term SOFR + 1.19%) <br> 1/25/39<br>| 1159000 | 1156491 |
| &nbsp;&nbsp; Blackbird Capital II Aircraft <br> Lease Ltd. Series 2021-1A <br> Class A 2.44% 7/15/46<br>| 3336234 | 3162908 |
| &nbsp;&nbsp; •Carlyle U.S. CLO Ltd. Series <br> 2025-6A Class A1 4.88% (3 <br> mo. USD Term SOFR + <br> 1.22%) 1/20/39<br>| 1354000 | 1353028 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–30*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; CarMax Select Receivables <br> Trust Series 2026-A Class A3 <br> 3.99% 5/17/32<br>| 35000 | $34744 |
| •CIFC Funding Ltd. | •CIFC Funding Ltd. | •CIFC Funding Ltd. |
| &nbsp;&nbsp;&nbsp; Series 2019-5A Class A1R2 <br> 4.94% (3 mo. USD Term <br> SOFR + 1.27%) 10/15/38<br>| 1242000 | 1241974 |
| &nbsp;&nbsp;&nbsp; Series 2021-3A Class A1R <br> 4.90% (3 mo. USD Term <br> SOFR + 1.23%) 10/15/38<br>| 2221000 | 2218670 |
| &nbsp;&nbsp;&nbsp; Series 2025-6A Class A1 <br> 5.11% (3 mo. USD Term <br> SOFR + 1.25%) 10/23/38<br>| 820000 | 819842 |
| &nbsp;&nbsp;&nbsp; Series 2026-1A Class A1 <br> 4.82% (3 mo. USD Term <br> SOFR + 1.17%) 4/25/38<br>| 3571000 | 3568261 |
| &nbsp;&nbsp; Consolidated Communications LLC/Fidium Fiber Finance <br> Holdco LLC | &nbsp;&nbsp; Consolidated Communications LLC/Fidium Fiber Finance <br> Holdco LLC | &nbsp;&nbsp; Consolidated Communications LLC/Fidium Fiber Finance <br> Holdco LLC |
| &nbsp;&nbsp;&nbsp; Series 2025-1A Class A2 <br> 6.00% 5/20/55<br>| 173000 | 175571 |
| &nbsp;&nbsp;&nbsp; Series 2026-1A Class A2 <br> 5.08% 3/20/56<br>| 270000 | 266493 |
| DB Master Finance LLC | DB Master Finance LLC | DB Master Finance LLC |
| &nbsp;&nbsp;&nbsp; Series 2017-1A Class A2II <br> 4.03% 11/20/47<br>| 4600000 | 4554094 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A Class A23 <br> 2.79% 11/20/51<br>| 3740952 | 3307170 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A Class A2I <br> 4.89% 8/20/55<br>| 1012463 | 1002816 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A Class A2II <br> 5.17% 8/20/55<br>| 817950 | 805466 |
| &nbsp;&nbsp; Dell Equipment Finance <br> Trust Series 2023-3 Class A3 <br> 5.93% 4/23/29<br>| 603058 | 604855 |
| &nbsp;&nbsp; Dext ABS LLC Series 2025-2 <br> Class A3 4.23% 4/15/36<br>| 205000 | 204758 |
| Domino's Pizza Master Issuer LLC | Domino's Pizza Master Issuer LLC | Domino's Pizza Master Issuer LLC |
| &nbsp;&nbsp;&nbsp; Series 2017-1A Class A23 <br> 4.12% 7/25/47<br>| 4700000 | 4667694 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A Class A2I <br> 2.66% 4/25/51<br>| 14587500 | 13803083 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A Class A2II <br> 3.15% 4/25/51<br>| 889838 | 807210 |
| &nbsp;&nbsp; •Dryden 108 CLO Ltd. Series <br> 2022-108A Class A1R 5.03% <br> (3 mo. USD Term SOFR + <br> 1.36%) 7/18/37<br>| 500000 | 500003 |
| •Eaton Vance CLO Ltd. | •Eaton Vance CLO Ltd. | •Eaton Vance CLO Ltd. |
| &nbsp;&nbsp;&nbsp; Series 2020-1A Class ARR <br> 5.06% (3 mo. USD Term <br> SOFR + 1.39%) 10/15/37<br>| 411000 | 411155 |
| &nbsp;&nbsp;&nbsp; Series 2020-2A Class AR2 <br> 5.05% (3 mo. USD Term <br> SOFR + 1.38%) 10/15/37<br>| 2750000 | 2746249 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; Exeter Select Automobile <br> Receivables Trust Series <br> 2025-2 Class A3 4.43% <br> 8/15/30<br>| 140000 | $140304 |
| &nbsp;&nbsp; •Flatiron CLO 20 Ltd. Series <br> 2020-1A Class A1R2 4.90% (3 <br> mo. USD Term SOFR + <br> 1.24%) 11/20/38<br>| 1868000 | 1864003 |
| &nbsp;&nbsp; •Flatiron CLO 31 Ltd. Series <br> 2025-31A Class A1 4.90% (3 <br> mo. USD Term SOFR + <br> 1.20%) 1/18/39<br>| 1186000 | 1184673 |
| &nbsp;&nbsp; •Flatiron CLO 32 Ltd. Series <br> 2025-32A Class A1 4.96% (3 <br> mo. USD Term SOFR + <br> 1.29%) 10/22/38<br>| 1242000 | 1242914 |
| &nbsp;&nbsp; GGAM Master Trust <br> International Ltd. Series <br> 2025-1A Class A 5.92% <br> 9/30/60<br>| 2599224 | 2589860 |
| &nbsp;&nbsp; •GoldenTree Loan <br> Management U.S. CLO 28 <br> Ltd. Series 2026-28A Class A <br> 4.84% (3 mo. USD Term <br> SOFR + 1.17%) 10/20/39<br>| 724000 | 723965 |
| &nbsp;&nbsp; GreenSky Home Improvement <br> Issuer Trust Series 2025-2A <br> Class A2 4.93% 6/25/60<br>| 191202 | 191857 |
| &nbsp;&nbsp; HPEFS Equipment Trust <br> Series 2025-2A Class A3 <br> 4.03% 11/22/32<br>| 1200000 | 1196780 |
| &nbsp;&nbsp; Jersey Mike's Funding LLC <br> Series 2025-1A Class A2 <br> 5.61% 8/16/55<br>| 776100 | 787678 |
| &nbsp;&nbsp; •Madison Park Funding LXVII <br> Ltd. Series 2024-67A <br> Class A1 5.18% (3 mo. USD <br> Term SOFR + 1.51%) <br> 4/25/37<br>| 4000000 | 4000116 |
| &nbsp;&nbsp; •Magnetite XXIX Ltd. Series <br> 2021-29A Class AR 5.02% (3 <br> mo. USD Term SOFR + <br> 1.35%) 7/15/37<br>| 6500000 | 6505233 |
| &nbsp;&nbsp; •Magnetite XXVIII Ltd. Series <br> 2020-28A Class A1RR 4.91% <br> (3 mo. USD Term SOFR + <br> 1.24%) 1/15/38<br>| 700000 | 699218 |
| &nbsp;&nbsp; •Magnetite XXXVI Ltd. Series <br> 2023-36A Class AR 4.99% (3 <br> mo. USD Term SOFR + <br> 1.32%) 7/25/38<br>| 1270000 | 1270853 |
| &nbsp;&nbsp; Merchants Fleet Funding LLC <br> Series 2025-1A Class A 4.49% <br> 1/20/39<br>| 200000 | 200291 |
| MetroNet Infrastructure Issuer LLC | MetroNet Infrastructure Issuer LLC | MetroNet Infrastructure Issuer LLC |
| &nbsp;&nbsp;&nbsp; Series 2025-2A Class C 7.83% <br> 8/20/55<br>| 100000 | 101496 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–31*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| MetroNet Infrastructure Issuer LLC (continued) | MetroNet Infrastructure Issuer LLC (continued) | MetroNet Infrastructure Issuer LLC (continued) |
| &nbsp;&nbsp;&nbsp; Series 2025-4A Class C 7.11% <br> 12/20/55<br>| 105000 | $104164 |
| &nbsp;&nbsp;&nbsp; Series 2026-1A Class C 7.10% <br> 4/20/56<br>| 100000 | 99077 |
| &nbsp;&nbsp; Navigator Aviation Ltd. Series <br> 2025-1 Class A 5.11% <br> 10/15/50<br>| 1842489 | 1805247 |
| &nbsp;&nbsp; Nissan Auto Lease Trust <br> Series 2026-A Class A3 3.87% <br> 3/15/29<br>| 200000 | 198710 |
| •OCP Aegis CLO Ltd. | •OCP Aegis CLO Ltd. | •OCP Aegis CLO Ltd. |
| &nbsp;&nbsp;&nbsp; Series 2024-39A Class AR <br> 4.76% (3 mo. USD Term <br> SOFR + 1.09%) 4/16/38<br>| 914000 | 908288 |
| &nbsp;&nbsp;&nbsp; Series 2025-47A Class A1 <br> 4.86% (3 mo. USD Term <br> SOFR + 1.11%) 1/21/38<br>| 1081000 | 1076971 |
| •OCP CLO Ltd. | •OCP CLO Ltd. | •OCP CLO Ltd. |
| &nbsp;&nbsp;&nbsp; Series 2018-15A Class AR <br> 4.92% (3 mo. USD Term <br> SOFR + 1.25%) 1/20/38<br>| 819000 | 818595 |
| &nbsp;&nbsp;&nbsp; Series 2020-8RA Class AR2 <br> 4.89% (3 mo. USD Term <br> SOFR + 1.22%) 10/17/38<br>| 2114000 | 2109609 |
| &nbsp;&nbsp;&nbsp; Series 2025-44A Class A <br> 4.97% (3 mo. USD Term <br> SOFR + 1.30%) 10/24/38<br>| 1317000 | 1317798 |
| &nbsp;&nbsp;&nbsp; Series 2025-46A Class A <br> 5.05% (3 mo. USD Term <br> SOFR + 1.20%) 10/15/38<br>| 840000 | 836863 |
| &nbsp;&nbsp; •OHA Credit Funding 14-R Ltd. <br> Series 2023-14RA Class A <br> 4.90% (3 mo. USD Term <br> SOFR + 1.23%) 4/20/38<br>| 700000 | 699313 |
| &nbsp;&nbsp; •OHA Credit Funding 16-R Ltd. <br> Series 2023-16RA Class A1 <br> 4.87% (3 mo. USD Term <br> SOFR + 1.20%) 10/20/38<br>| 1890000 | 1888000 |
| &nbsp;&nbsp; •OHA Credit Funding 22 Ltd. <br> Series 2025-22A Class A1 <br> 5.00% (3 mo. USD Term <br> SOFR + 1.33%) 7/20/38<br>| 4500000 | 4488849 |
| &nbsp;&nbsp; •OHA Credit Funding 4 Ltd. <br> Series 2019-4A Class AR2 <br> 4.96% (3 mo. USD Term <br> SOFR + 1.29%) 1/22/38<br>| 1000000 | 1001484 |
| &nbsp;&nbsp; •OHA Credit Funding 6 Ltd. <br> Series 2020-6A Class AR2 <br> 5.00% (3 mo. USD Term <br> SOFR + 1.33%) 10/20/37<br>| 1450000 | 1452047 |
| &nbsp;&nbsp; •OHA Credit Partners VII Ltd. <br> Series 2012-7A Class AR4 <br> 4.80% (3 mo. USD Term <br> SOFR + 1.14%) 2/20/38<br>| 10000000 | 9971540 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; Onemain Financial Issuance <br> Trust Series 2025-1A Class A <br> 4.82% 7/14/38<br>| 1500000 | $1503051 |
| Oportun Issuance Trust | Oportun Issuance Trust | Oportun Issuance Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-B Class A 4.88% <br> 5/9/33<br>| 300000 | 300509 |
| &nbsp;&nbsp;&nbsp; Series 2025-C Class A 4.49% <br> 7/8/33<br>| 1100000 | 1097071 |
| &nbsp;&nbsp;&nbsp; Series 2025-D Class A 4.53% <br> 2/8/33<br>| 600000 | 597964 |
| •Palmer Square CLO Ltd. | •Palmer Square CLO Ltd. | •Palmer Square CLO Ltd. |
| &nbsp;&nbsp;&nbsp; Series 2025-2A Class A1 <br> 5.02% (3 mo. USD Term <br> SOFR + 1.35%) 7/20/38<br>| 2355000 | 2358137 |
| &nbsp;&nbsp;&nbsp; Series 2025-5A Class A 5.09% <br> (3 mo. USD Term SOFR + <br> 1.21%) 10/20/38<br>| 1323000 | 1320338 |
| &nbsp;&nbsp;&nbsp; Series 2026-1A Class A 4.86% <br> (3 mo. USD Term SOFR + <br> 1.19%) 4/20/39<br>| 1021000 | 1020947 |
| &nbsp;&nbsp; •Palmer Square Loan Funding <br> Ltd. Series 2025-2A Class A1 <br> 4.61% (3 mo. USD Term <br> SOFR + 0.94%) 7/15/33<br>| 1120855 | 1120118 |
| &nbsp;&nbsp; •Peace Park CLO Ltd. Series <br> 2021-1A Class AR 4.92% (3 <br> mo. USD Term SOFR + <br> 1.25%) 10/20/38<br>| 8656000 | 8643016 |
| &nbsp;&nbsp; Phantom Aviation Series <br> 2026-1 Class A 5.24% <br> 1/15/51<br>| 747097 | 732426 |
| &nbsp;&nbsp; PK Alift Loan Funding 7 LP <br> Series 2025-2 Class A 4.75% <br> 3/15/43<br>| 1335028 | 1328432 |
| &nbsp;&nbsp; RCKT Trust Series 2025-1A <br> Class A 4.90% 7/25/34<br>| 167645 | 167994 |
| &nbsp;&nbsp; Reach ABS Trust Series <br> 2025-2A Class A 4.93% <br> 8/18/32<br>| 353673 | 355087 |
| &nbsp;&nbsp; •RR 25 Ltd. Series 2023-25A <br> Class A1A2 4.85% (3 mo. <br> USD Term SOFR + 1.18%) <br> 4/15/41<br>| 866000 | 865518 |
| &nbsp;&nbsp; •RR 27 Ltd. Series 2023-27A <br> Class A1AR 4.90% (3 mo. <br> USD Term SOFR + 1.23%) <br> 10/15/40<br>| 2989000 | 2982807 |
| &nbsp;&nbsp; •RR 34 Ltd. Series 2024-34RA <br> Class A1R 5.02% (3 mo. USD <br> Term SOFR + 1.35%) <br> 10/15/39<br>| 250000 | 250132 |
| &nbsp;&nbsp; •RR 36 Ltd. Series 2024-36RA <br> Class A1R 4.96% (3 mo. USD <br> Term SOFR + 1.29%) <br> 1/15/40<br>| 1982000 | 1981021 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–32*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; •RR 44 Ltd. Series 2026-44A <br> Class A1A 4.84% (3 mo. USD <br> Term SOFR + 1.17%) <br> 4/15/41<br>| 1312000 | $1307563 |
| SFS Auto Receivables Securitization Trust | SFS Auto Receivables Securitization Trust | SFS Auto Receivables Securitization Trust |
| &nbsp;&nbsp;&nbsp; Series 2026-1A Class A2A <br> 3.91% 8/20/29<br>| 100000 | 99749 |
| &nbsp;&nbsp;&nbsp; Series 2026-1A Class A3 <br> 3.96% 7/21/31<br>| 200000 | 198314 |
| &nbsp;&nbsp; •Sixth Street CLO XIX Ltd. <br> Series 2021-19A Class A1R <br> 4.95% (3 mo. USD Term <br> SOFR + 1.28%) 7/17/38<br>| 810000 | 808781 |
| &nbsp;&nbsp; •Sixth Street CLO XVIII Ltd. <br> Series 2021-18A Class A1R <br> 4.92% (3 mo. USD Term <br> SOFR + 1.25%) 10/17/38<br>| 1240000 | 1239339 |
| &nbsp;&nbsp; •Sixth Street CLO XX Ltd. <br> Series 2021-20A Class A1R <br> 4.99% (3 mo. USD Term <br> SOFR + 1.32%) 7/17/38<br>| 1030000 | 1029490 |
| Slam Ltd. | Slam Ltd. | Slam Ltd. |
| &nbsp;&nbsp;&nbsp; Series 2021-1A Class A 2.43% <br> 6/15/46<br>| 1892100 | 1793684 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A Class A 5.81% <br> 5/15/50<br>| 850424 | 859758 |
| Subway Funding LLC | Subway Funding LLC | Subway Funding LLC |
| &nbsp;&nbsp;&nbsp; Series 2024-1A Class A23 <br> 6.51% 7/30/54<br>| 4937500 | 4942797 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A Class A2I <br> 6.03% 7/30/54<br>| 2883500 | 2902109 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A Class A2II <br> 6.27% 7/30/54<br>| 4937500 | 4980394 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A Class A23 <br> 5.91% 7/30/54<br>| 4937500 | 4809061 |
| &nbsp;&nbsp; •Symphony CLO 43 Ltd. Series <br> 2024-43A Class A1 5.19% (3 <br> mo. USD Term SOFR + <br> 1.52%) 4/15/37<br>| 6800000 | 6800238 |
| &nbsp;&nbsp; Taco Bell Funding LLC Series <br> 2025-1A Class A2I 4.82% <br> 8/25/55<br>| 2430000 | 2392666 |
| &nbsp;&nbsp; UPX HIL Issuer Trust Series <br> 2025-1 Class B 6.07% <br> 1/25/47<br>| 200000 | 198758 |
| VB-S1 Issuer LLC | VB-S1 Issuer LLC | VB-S1 Issuer LLC |
| &nbsp;&nbsp;&nbsp; Series 2022-1A Class F 5.27% <br> 2/15/52<br>| 100000 | 98005 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A Class D <br> 6.64% 5/15/54<br>| 200000 | 203069 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A Class F 8.87% <br> 5/15/54<br>| 320000 | 328247 |
| &nbsp;&nbsp;&nbsp; Series 2026-1A Class F 6.84% <br> 3/15/56<br>| 100000 | 100422 |
| &nbsp;&nbsp; Verdant Receivables LLC <br> Series 2025-1A Class A2 <br> 4.85% 3/13/28<br>| 458154 | 459624 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; Wheels Fleet Lease Funding 1 <br> LLC Series 2025-3A Class A1 <br> 4.08% 9/18/40<br>| 200000 | $198916 |
| &nbsp;&nbsp; Willis Engine Structured <br> Trust VIII Series 2025-A <br> Class A 5.58% 6/15/50<br>| 1031655 | 1044100 |
| **Total Non-Agency Asset-Backed Securities** <br>**(Cost $187,553,678)** | **Total Non-Agency Asset-Backed Securities** <br>**(Cost $187,553,678)** | **186759374** |
| **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.52%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.52%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.52%** |
| &nbsp;&nbsp; •Angel Oak Mortgage Trust <br> Series 2026-2 Class A1 4.69% <br> 2/25/71<br>| 98956 | 97720 |
| &nbsp;&nbsp; •Bravo Residential Funding <br> Trust Series 2025-NQM5 <br> Class A1 5.50% 2/25/65<br>| 579760 | 581468 |
| &nbsp;&nbsp; •CIM Trust Series 2021-R3 <br> Class A1A 1.95% 6/25/57<br>| 1416278 | 1316622 |
| &nbsp;&nbsp; •Cross Mortgage Trust Series <br> 2025-H4 Class A1 5.60% <br> 6/25/70<br>| 744206 | 747316 |
| &nbsp;&nbsp; •GS Mortgage-Backed <br> Securities Trust Series <br> 2024-RPL2 Class A1 3.75% <br> 7/25/61<br>| 1854811 | 1813955 |
| •JP Morgan Mortgage Trust | •JP Morgan Mortgage Trust | •JP Morgan Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2 Class A1 <br> 5.57% 9/25/65<br>| 251517 | 252547 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQX1 Class A1 <br> 5.50% 7/25/66<br>| 400000 | 400023 |
| &nbsp;&nbsp; •Morgan Stanley Residential <br> Mortgage Loan Trust Series <br> 2025-NQM3 Class A1 5.53% <br> 5/25/70<br>| 271189 | 272152 |
| &nbsp;&nbsp; •NYMT Loan Trust Series <br> 2025-CP1 Class A1 3.75% <br> 11/25/69<br>| 550201 | 533334 |
| OBX Trust | OBX Trust | OBX Trust |
| &nbsp;&nbsp;&nbsp; φSeries 2025-NQM10 Class A1 <br> 5.45% 5/25/65<br>| 476362 | 477528 |
| &nbsp;&nbsp;&nbsp; •Series 2025-NQM19 Class A1 <br> 4.87% 10/25/65<br>| 271614 | 269693 |
| &nbsp;&nbsp;&nbsp; φSeries 2026-NQM4 <br> Class A1FC 5.08% 2/25/66<br>| 300000 | 299493 |
| &nbsp;&nbsp; •OLIT Trust Series 2025-HB2 <br> Class A 3.00% 11/25/38<br>| 321459 | 312762 |
| &nbsp;&nbsp; φPRET Trust Series 2025-RPL3 <br> Class A1 4.15% 4/25/65<br>| 369081 | 360100 |
| PRPM LLC | PRPM LLC | PRPM LLC |
| &nbsp;&nbsp;&nbsp; φSeries 2024-RPL1 Class A1 <br> 4.20% 12/25/64<br>| 155796 | 153139 |
| &nbsp;&nbsp;&nbsp; φSeries 2024-RPL4 Class A1 <br> 4.00% 12/25/54<br>| 86522 | 84518 |
| &nbsp;&nbsp;&nbsp; •Series 2026-RCF2 Class A1 <br> 5.50% 3/25/56<br>| 300000 | 301081 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–33*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** |
| &nbsp;&nbsp; φRCO VIII Mortgage LLC <br> Series 2025-3 Class A1 6.43% <br> 5/25/30<br>| 369289 | $369669 |
| &nbsp;&nbsp; φRCO X Mortgage LLC Series <br> 2026-1 Class A1 5.54% <br> 3/25/31<br>| 400000 | 398760 |
| &nbsp;&nbsp; •Towd Point Mortgage Trust <br> Series 2017-6 Class A2 3.00% <br> 10/25/57<br>| 400000 | 385961 |
| &nbsp;&nbsp; φVerus Securitization Trust <br> Series 2025-5 Class A1 5.43% <br> 6/25/70<br>| 1667779 | 1672409 |
| **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $11,003,887)** | **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $11,003,887)** | **11100250** |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–4.55%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–4.55%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–4.55%** |
| &nbsp;&nbsp; •ALA Trust Series 2025-OANA <br> Class A 5.42% (1 mo. USD <br> Term SOFR + 1.74%) <br> 6/15/40<br>| 940000 | 942350 |
| •ARES Commercial Mortgage Trust | •ARES Commercial Mortgage Trust | •ARES Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-IND3 Class E <br> 7.22% (1 mo. USD Term <br> SOFR + 3.55%) 4/15/42<br>| 100000 | 100000 |
| &nbsp;&nbsp;&nbsp; Series 2026-GCP Class D <br> 6.02% (1 mo. USD Term <br> SOFR + 2.35%) 2/15/43<br>| 100000 | 99500 |
| &nbsp;&nbsp; •ARES Trust Series 2025-IND3 <br> Class D 6.22% (1 mo. USD <br> Term SOFR + 2.55%) <br> 4/15/42<br>| 140000 | 140000 |
| •Bank | •Bank | •Bank |
| &nbsp;&nbsp;&nbsp; Series 2017-BNK4 Class C <br> 4.37% 5/15/50<br>| 100000 | 91090 |
| &nbsp;&nbsp;&nbsp; Series 2018-BN10 Class B <br> 4.08% 2/15/61<br>| 330000 | 307955 |
| &nbsp;&nbsp;&nbsp; Series 2018-BN10 Class C <br> 4.16% 2/15/61<br>| 200000 | 178558 |
| &nbsp;&nbsp;&nbsp; Series 2025-BNK51 Class C <br> 5.95% 12/25/67<br>| 160000 | 155813 |
| &nbsp;&nbsp; •Bank of America Merrill <br> Lynch Commercial Mortgage <br> Trust Series 2016-UB10 <br> Class C 4.91% 7/15/49<br>| 100000 | 98396 |
| Bank5 | Bank5 | Bank5 |
| &nbsp;&nbsp;&nbsp; \*•Series 2025-5YR16 Class XB <br> 0.35% 8/15/63<br>| 2000000 | 34306 |
| &nbsp;&nbsp;&nbsp; •Series 2025-5YR19 Class C <br> 5.72% 12/15/58<br>| 100000 | 98713 |
| &nbsp;&nbsp;&nbsp; Series 2025-5YR19 Class D <br> 4.50% 12/15/58<br>| 120000 | 102031 |
| &nbsp;&nbsp;&nbsp; \*•Series 2025-5YR19 Class XB <br> 0.60% 12/15/58<br>| 1000000 | 27772 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| Bank5 (continued) | Bank5 (continued) | Bank5 (continued) |
| &nbsp;&nbsp;&nbsp; Series 2026-5YR21 Class A3 <br> 5.53% 4/15/59<br>| 600000 | $618135 |
| &nbsp;&nbsp;&nbsp; •Series 2026-5YR21 Class C <br> 6.16% 4/15/59<br>| 100000 | 99121 |
| &nbsp;&nbsp; Barings Issuer LLC Series <br> 2026-SBP Class A 4.82% <br> 2/26/59<br>| 1351505 | 1341138 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |
| &nbsp;&nbsp;&nbsp; •Series 2020-C7 Class C 3.59% <br> 4/15/53<br>| 100000 | 83927 |
| &nbsp;&nbsp;&nbsp; Series 2024-C26 Class A5 <br> 5.83% 5/15/57<br>| 200000 | 209301 |
| &nbsp;&nbsp;&nbsp; Series 2024-C26 Class D <br> 4.50% 5/15/57<br>| 100000 | 78332 |
| &nbsp;&nbsp;&nbsp; •Series 2024-C30 Class C <br> 5.98% 11/15/57<br>| 100000 | 98781 |
| &nbsp;&nbsp;&nbsp; •Series 2025-5C34 Class C <br> 6.81% 5/15/58<br>| 275000 | 281699 |
| &nbsp;&nbsp;&nbsp; •Series 2025-5C37 Class C <br> 6.00% 9/15/58<br>| 144000 | 145079 |
| &nbsp;&nbsp;&nbsp; \*•Series 2025-5C38 Class XB <br> 0.89% 11/15/58<br>| 2400000 | 93399 |
| &nbsp;&nbsp;&nbsp; Series 2025-C32 Class C <br> 6.13% 2/15/62<br>| 242000 | 243640 |
| &nbsp;&nbsp;&nbsp; •Series 2025-C35 Class C <br> 6.11% 7/15/58<br>| 100000 | 100461 |
| &nbsp;&nbsp;&nbsp; •Series 2025-C39 Class C <br> 5.91% 12/15/58<br>| 100000 | 97742 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| &nbsp;&nbsp;&nbsp; •Series 2022-B33 Class C <br> 3.61% 3/15/55<br>| 200000 | 159599 |
| &nbsp;&nbsp;&nbsp; Series 2025-B41 Class C <br> 6.14% 7/15/68<br>| 100000 | 100832 |
| &nbsp;&nbsp;&nbsp; Series 2026-V20 Class A3 <br> 5.18% 2/15/59<br>| 400000 | 406110 |
| &nbsp;&nbsp; •BFLD Commercial Mortgage <br> Trust Series 2024-UNIV <br> Class E 7.31% (1 mo. USD <br> Term SOFR + 3.64%) <br> 11/15/41<br>| 381000 | 381119 |
| &nbsp;&nbsp; •BFLD Mortgage Trust Series <br> 2024-WRHS Class E 7.36% (1 <br> mo. USD Term SOFR + <br> 3.69%) 7/15/39<br>| 222479 | 222201 |
| &nbsp;&nbsp; •BLP Commercial Mortgage <br> Trust Series 2024-IND2 <br> Class A 5.01% (1 mo. USD <br> Term SOFR + 1.34%) <br> 3/15/41<br>| 592806 | 592435 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| &nbsp;&nbsp;&nbsp; \*•Series 2025-5C11 Class XB <br> 0.58% 7/15/58<br>| 4000000 | 97390 |
| &nbsp;&nbsp;&nbsp; \*•Series 2025-5C12 Class XB <br> 0.75% 10/15/58<br>| 2300000 | 75169 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–34*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| BMO Mortgage Trust (continued) | BMO Mortgage Trust (continued) | BMO Mortgage Trust (continued) |
| &nbsp;&nbsp;&nbsp; Series 2025-5C13 Class A2 <br> 4.74% 12/15/58<br>| 600000 | $598597 |
| &nbsp;&nbsp;&nbsp; Series 2025-5C13 Class A3 <br> 5.23% 12/15/58<br>| 600000 | 609027 |
| &nbsp;&nbsp;&nbsp; •Series 2025-C12 Class C <br> 6.39% 6/15/58<br>| 178000 | 180905 |
| &nbsp;&nbsp;&nbsp; •Series 2025-C13 Class C <br> 6.13% 10/15/58<br>| 117000 | 115173 |
| &nbsp;&nbsp;&nbsp; •Series 2026-C14 Class C <br> 5.93% 2/15/59<br>| 100000 | 98399 |
| •BMP Trust | •BMP Trust | •BMP Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-MF23 Class B <br> 5.31% (1 mo. USD Term <br> SOFR + 1.64%) 6/15/41<br>| 1113000 | 1112305 |
| &nbsp;&nbsp;&nbsp; Series 2024-MF23 Class E <br> 7.06% (1 mo. USD Term <br> SOFR + 3.39%) 6/15/41<br>| 528000 | 526021 |
| •BPR Commercial Mortgage Trust | •BPR Commercial Mortgage Trust | •BPR Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-PARK Class A <br> 4.87% 11/5/39<br>| 5800000 | 5850184 |
| &nbsp;&nbsp;&nbsp; Series 2024-PARK Class D <br> 6.53% 11/5/39<br>| 120000 | 123854 |
| &nbsp;&nbsp;&nbsp; Series 2025-STAR Class C <br> 5.47% 11/5/42<br>| 135000 | 134464 |
| &nbsp;&nbsp; •BPR Trust Series 2023-BRK2 <br> Class C 8.34% 10/5/38<br>| 275000 | 286341 |
| •BRES Commercial Mortgage Trust | •BRES Commercial Mortgage Trust | •BRES Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-ATCAP Class E <br> 7.31% (1 mo. USD Term <br> SOFR + 3.64%) 11/15/42<br>| 147000 | 146996 |
| &nbsp;&nbsp;&nbsp; Series 2025-ATCAP Class F <br> 8.86% (1 mo. USD Term <br> SOFR + 5.19%) 11/15/42<br>| 125000 | 125379 |
| &nbsp;&nbsp; •BWAY Mortgage Trust Series <br> 2025-1535 Class B 6.96% <br> 5/5/42<br>| 100000 | 103819 |
| •BX Commercial Mortgage Trust | •BX Commercial Mortgage Trust | •BX Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2020-VIV2 Class C <br> 3.54% 3/9/44<br>| 3211000 | 2983527 |
| &nbsp;&nbsp;&nbsp; Series 2020-VIVA Class D <br> 3.55% 3/11/44<br>| 290000 | 267193 |
| &nbsp;&nbsp;&nbsp; Series 2020-VIVA Class E <br> 3.55% 3/11/44<br>| 235000 | 211530 |
| &nbsp;&nbsp;&nbsp; Series 2021-ACNT Class B <br> 5.04% (1 mo. USD Term <br> SOFR + 1.36%) 11/15/38<br>| 198716 | 198592 |
| &nbsp;&nbsp;&nbsp; Series 2021-CIP Class F <br> 7.01% (1 mo. USD Term <br> SOFR + 3.33%) 12/15/38<br>| 127023 | 126903 |
| &nbsp;&nbsp;&nbsp; Series 2021-IRON Class D <br> 5.94% (1 mo. USD Term <br> SOFR + 2.26%) 2/15/38<br>| 87077 | 87063 |
| &nbsp;&nbsp;&nbsp; Series 2021-IRON Class E <br> 6.39% (1 mo. USD Term <br> SOFR + 2.71%) 2/15/38<br>| 87077 | 87063 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| •BX Commercial Mortgage Trust (continued) | •BX Commercial Mortgage Trust (continued) | •BX Commercial Mortgage Trust (continued) |
| &nbsp;&nbsp;&nbsp; Series 2022-LP2 Class C <br> 5.23% (1 mo. USD Term <br> SOFR + 1.56%) 2/15/39<br>| 175000 | $174891 |
| &nbsp;&nbsp;&nbsp; Series 2022-LP2 Class G <br> 7.78% (1 mo. USD Term <br> SOFR + 4.11%) 2/15/39<br>| 105000 | 104737 |
| &nbsp;&nbsp;&nbsp; Series 2024-GPA3 Class A <br> 4.97% (1 mo. USD Term <br> SOFR + 1.29%) 12/15/39<br>| 2666809 | 2666808 |
| &nbsp;&nbsp;&nbsp; Series 2024-KING Class E <br> 7.36% (1 mo. USD Term <br> SOFR + 3.69%) 5/15/34<br>| 661294 | 661294 |
| &nbsp;&nbsp;&nbsp; Series 2024-MDHS Class A <br> 5.31% (1 mo. USD Term <br> SOFR + 1.64%) 5/15/41<br>| 181546 | 181546 |
| &nbsp;&nbsp;&nbsp; Series 2024-MF Class D <br> 6.36% (1 mo. USD Term <br> SOFR + 2.69%) 2/15/39<br>| 531273 | 531106 |
| &nbsp;&nbsp;&nbsp; Series 2024-VLT5 Class E <br> 7.35% 11/13/46<br>| 350000 | 373550 |
| &nbsp;&nbsp;&nbsp; Series 2024-XL4 Class A <br> 5.11% (1 mo. USD Term <br> SOFR + 1.44%) 2/15/39<br>| 4458806 | 4460202 |
| &nbsp;&nbsp;&nbsp; Series 2024-XL4 Class B <br> 5.46% (1 mo. USD Term <br> SOFR + 1.79%) 2/15/39<br>| 1198775 | 1199523 |
| &nbsp;&nbsp;&nbsp; Series 2024-XL4 Class D <br> 6.81% (1 mo. USD Term <br> SOFR + 3.14%) 2/15/39<br>| 87910 | 88130 |
| &nbsp;&nbsp;&nbsp; Series 2024-XL4 Class E <br> 7.86% (1 mo. USD Term <br> SOFR + 4.19%) 2/15/39<br>| 91906 | 91886 |
| &nbsp;&nbsp;&nbsp; Series 2024-XL5 Class A <br> 5.06% (1 mo. USD Term <br> SOFR + 1.39%) 3/15/41<br>| 4859722 | 4861246 |
| &nbsp;&nbsp;&nbsp; Series 2024-XL5 Class D <br> 6.36% (1 mo. USD Term <br> SOFR + 2.69%) 3/15/41<br>| 140000 | 140000 |
| &nbsp;&nbsp;&nbsp; Series 2025-SPOT Class D <br> 6.16% (1 mo. USD Term <br> SOFR + 2.49%) 4/15/40<br>| 253860 | 253860 |
| &nbsp;&nbsp;&nbsp; Series 2025-SPOT Class E <br> 7.36% (1 mo. USD Term <br> SOFR + 3.69%) 4/15/40<br>| 344524 | 344093 |
| &nbsp;&nbsp;&nbsp; Series 2026-ALOHA Class A <br> 5.05% (1 mo. USD Term <br> SOFR + 1.35%) 4/15/43<br>| 1515000 | 1515000 |
| &nbsp;&nbsp;&nbsp; Series 2026-XL6 Class A <br> 4.87% (1 mo. USD Term <br> SOFR + 1.20%) 3/15/43<br>| 1952000 | 1942243 |
| &nbsp;&nbsp;&nbsp; Series 2026-XL6 Class B <br> 5.12% (1 mo. USD Term <br> SOFR + 1.45%) 3/15/43<br>| 258000 | 256710 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–35*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| •BX Commercial Mortgage Trust (continued) | •BX Commercial Mortgage Trust (continued) | •BX Commercial Mortgage Trust (continued) |
| &nbsp;&nbsp;&nbsp; Series 2026-XL6 Class E <br> 6.67% (1 mo. USD Term <br> SOFR + 3.00%) 3/15/43<br>| 100000 | $99999 |
| BX Trust | BX Trust | BX Trust |
| &nbsp;&nbsp;&nbsp; Series 2019-OC11 Class A <br> 3.20% 12/9/41<br>| 530000 | 499785 |
| &nbsp;&nbsp;&nbsp; •Series 2019-OC11 Class E <br> 3.94% 12/9/41<br>| 525000 | 484266 |
| &nbsp;&nbsp;&nbsp; •Series 2021-BXMF Class A <br> 4.42% (1 mo. USD Term <br> SOFR + 0.75%) 10/15/26<br>| 3581129 | 3576652 |
| &nbsp;&nbsp;&nbsp; •Series 2021-LBA Class EV <br> 6.04% (1 mo. USD Term <br> SOFR + 2.36%) 2/15/36<br>| 197702 | 197332 |
| &nbsp;&nbsp;&nbsp; •Series 2021-RISE Class F <br> 6.44% (1 mo. USD Term <br> SOFR + 2.76%) 11/15/36<br>| 84533 | 84480 |
| &nbsp;&nbsp;&nbsp; •Series 2021-RISE Class G <br> 6.74% (1 mo. USD Term <br> SOFR + 3.06%) 11/15/36<br>| 116021 | 115949 |
| &nbsp;&nbsp;&nbsp; •Series 2021-SDMF Class F <br> 5.72% (1 mo. USD Term <br> SOFR + 2.05%) 9/15/34<br>| 299736 | 299174 |
| &nbsp;&nbsp;&nbsp; •Series 2022-IND Class D <br> 6.51% (1 mo. USD Term <br> SOFR + 2.84%) 4/15/37<br>| 94500 | 94589 |
| &nbsp;&nbsp;&nbsp; •Series 2022-LBA6 Class E <br> 6.37% (1 mo. USD Term <br> SOFR + 2.70%) 1/15/39<br>| 250000 | 249844 |
| &nbsp;&nbsp;&nbsp; •Series 2022-VAMF Class E <br> 6.37% (1 mo. USD Term <br> SOFR + 2.70%) 1/15/39<br>| 79147 | 78918 |
| &nbsp;&nbsp;&nbsp; •Series 2022-VAMF Class F <br> 6.97% (1 mo. USD Term <br> SOFR + 3.30%) 1/15/39<br>| 190256 | 189532 |
| &nbsp;&nbsp;&nbsp; •Series 2024-CNYN Class A <br> 5.11% (1 mo. USD Term <br> SOFR + 1.44%) 4/15/41<br>| 940396 | 940397 |
| &nbsp;&nbsp;&nbsp; •Series 2024-CNYN Class D <br> 6.36% (1 mo. USD Term <br> SOFR + 2.69%) 4/15/41<br>| 313703 | 313507 |
| &nbsp;&nbsp;&nbsp; •Series 2024-VLT4 Class E <br> 6.56% (1 mo. USD Term <br> SOFR + 2.89%) 6/15/41<br>| 275000 | 272117 |
| &nbsp;&nbsp;&nbsp; •Series 2024-VLT4 Class F <br> 7.61% (1 mo. USD Term <br> SOFR + 3.94%) 6/15/41<br>| 500000 | 499999 |
| &nbsp;&nbsp;&nbsp; •Series 2025-DIME Class A <br> 4.82% (1 mo. USD Term <br> SOFR + 1.15%) 2/15/35<br>| 1313000 | 1303972 |
| &nbsp;&nbsp;&nbsp; •Series 2025-DIME Class F <br> 7.37% (1 mo. USD Term <br> SOFR + 3.70%) 2/15/35<br>| 195000 | 194232 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| BX Trust (continued) | BX Trust (continued) | BX Trust (continued) |
| &nbsp;&nbsp;&nbsp; •Series 2025-LUNR Class E <br> 7.62% (1 mo. USD Term <br> SOFR + 3.95%) 6/15/40<br>| 77826 | $77923 |
| &nbsp;&nbsp;&nbsp; •Series 2025-OMG Class F <br> 7.27% (1 mo. USD Term <br> SOFR + 3.60%) 10/15/42<br>| 345000 | 346581 |
| &nbsp;&nbsp;&nbsp; •Series 2025-ROIC Class A <br> 4.82% (1 mo. USD Term <br> SOFR + 1.14%) 3/15/30<br>| 4695611 | 4672129 |
| &nbsp;&nbsp;&nbsp; •Series 2025-ROIC Class C <br> 5.22% (1 mo. USD Term <br> SOFR + 1.54%) 3/15/30<br>| 3100802 | 3071737 |
| &nbsp;&nbsp;&nbsp; •Series 2025-ROIC Class D <br> 5.67% (1 mo. USD Term <br> SOFR + 1.99%) 3/15/30<br>| 251812 | 251182 |
| &nbsp;&nbsp;&nbsp; •Series 2025-ROIC Class E <br> 6.61% (1 mo. USD Term <br> SOFR + 2.94%) 3/15/30<br>| 122002 | 121544 |
| &nbsp;&nbsp;&nbsp; •Series 2025-TAIL Class A <br> 5.07% (1 mo. USD Term <br> SOFR + 1.40%) 6/15/35<br>| 496000 | 495379 |
| &nbsp;&nbsp;&nbsp; •Series 2025-TAIL Class D <br> 6.12% (1 mo. USD Term <br> SOFR + 2.45%) 6/15/35<br>| 128000 | 128000 |
| &nbsp;&nbsp;&nbsp; •Series 2025-TAIL Class E <br> 6.97% (1 mo. USD Term <br> SOFR + 3.30%) 6/15/35<br>| 200000 | 199877 |
| &nbsp;&nbsp;&nbsp; •Series 2025-VLT6 Class E <br> 6.86% (1 mo. USD Term <br> SOFR + 3.19%) 3/15/42<br>| 383000 | 380360 |
| &nbsp;&nbsp;&nbsp; •Series 2025-VLT6 Class F <br> 7.61% (1 mo. USD Term <br> SOFR + 3.94%) 3/15/42<br>| 256000 | 253870 |
| &nbsp;&nbsp;&nbsp; •Series 2025-VLT7 Class D <br> 6.92% (1 mo. USD Term <br> SOFR + 3.25%) 7/15/44<br>| 250000 | 248122 |
| &nbsp;&nbsp;&nbsp; •Series 2025-VOLT Class D <br> 6.42% (1 mo. USD Term <br> SOFR + 2.75%) 12/15/44<br>| 140000 | 138994 |
| &nbsp;&nbsp;&nbsp; •Series 2026-RISE Class E <br> 6.47% (1 mo. USD Term <br> SOFR + 2.80%) 4/15/41<br>| 100000 | 100000 |
| CENT | CENT | CENT |
| &nbsp;&nbsp;&nbsp; •Series 2025-CITY Class A <br> 4.92% 7/10/40<br>| 1046000 | 1041985 |
| &nbsp;&nbsp;&nbsp; \*Series 2025-CITY Class X <br> 0.21% 7/10/40<br>| 10300000 | 65388 |
| &nbsp;&nbsp; •CIP Commercial Mortgage <br> Trust Series 2025-SBAY <br> Class E 7.42% (1 mo. USD <br> Term SOFR + 3.75%) <br> 10/15/37<br>| 100000 | 99625 |
| •Citigroup Commercial Mortgage Trust | •Citigroup Commercial Mortgage Trust | •Citigroup Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-SMRT Class D <br> 5.85% 10/12/40<br>| 127000 | 126358 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–36*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| •Citigroup Commercial Mortgage Trust (continued) | •Citigroup Commercial Mortgage Trust (continued) | •Citigroup Commercial Mortgage Trust (continued) |
| &nbsp;&nbsp;&nbsp; Series 2023-SMRT Class E <br> 5.85% 10/12/40<br>| 405000 | $396946 |
| •COMM Mortgage Trust | •COMM Mortgage Trust | •COMM Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2015-DC1 Class B <br> 4.04% 2/10/48<br>| 240000 | 230682 |
| &nbsp;&nbsp;&nbsp; Series 2015-DC1 Class C <br> 4.28% 2/10/48<br>| 250000 | 223949 |
| &nbsp;&nbsp;&nbsp; Series 2015-LC19 Class C <br> 4.41% 2/10/48<br>| 66957 | 63535 |
| &nbsp;&nbsp;&nbsp; Series 2025-180W Class E <br> 7.36% 8/10/42<br>| 240000 | 244522 |
| &nbsp;&nbsp;&nbsp; Series 2025-180W Class F <br> 7.36% 8/10/42<br>| 100000 | 96767 |
| &nbsp;&nbsp; •CONE Trust Series <br> 2024-DFW1 Class E 7.56% (1 <br> mo. USD Term SOFR + <br> 3.89%) 8/15/41<br>| 377000 | 375729 |
| •CSTL Commercial Mortgage Trust | •CSTL Commercial Mortgage Trust | •CSTL Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-GATE2 Class E <br> 6.35% 11/10/42<br>| 209000 | 205887 |
| &nbsp;&nbsp;&nbsp; Series 2026-GATE3 Class A <br> 4.69% 2/10/43<br>| 100000 | 98682 |
| &nbsp;&nbsp;&nbsp; Series 2026-GATE3 Class E <br> 6.34% 2/10/43<br>| 107500 | 105693 |
| &nbsp;&nbsp; DB-JPM Mortgage Trust <br> Series 2020-C9 Class B 2.57% <br> 8/15/53<br>| 100000 | 85815 |
| •ELP Commercial Mortgage Trust | •ELP Commercial Mortgage Trust | •ELP Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-ELP Class A <br> 4.30% 11/13/42<br>| 814000 | 802347 |
| &nbsp;&nbsp;&nbsp; Series 2025-ELP Class D <br> 5.07% 11/13/42<br>| 100000 | 98198 |
| &nbsp;&nbsp;&nbsp; Series 2025-ELP Class E <br> 6.02% 11/13/42<br>| 393000 | 386917 |
| •Extended Stay America Trust | •Extended Stay America Trust | •Extended Stay America Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-ESH Class A <br> 4.97% (1 mo. USD Term <br> SOFR + 1.30%) 10/15/42<br>| 3013000 | 3012999 |
| &nbsp;&nbsp;&nbsp; Series 2025-ESH Class B <br> 5.27% (1 mo. USD Term <br> SOFR + 1.60%) 10/15/42<br>| 445000 | 445555 |
| &nbsp;&nbsp;&nbsp; Series 2025-ESH Class C <br> 5.52% (1 mo. USD Term <br> SOFR + 1.85%) 10/15/42<br>| 215000 | 215336 |
| &nbsp;&nbsp;&nbsp; Series 2025-ESH Class E <br> 7.02% (1 mo. USD Term <br> SOFR + 3.35%) 10/15/42<br>| 100000 | 100219 |
| &nbsp;&nbsp;&nbsp; Series 2025-ESH Class F <br> 7.77% (1 mo. USD Term <br> SOFR + 4.10%) 10/15/42<br>| 100000 | 100250 |
| &nbsp;&nbsp;&nbsp; Series 2026-ESH2 Class A <br> 4.87% (1 mo. USD Term <br> SOFR + 1.20%) 2/15/43<br>| 2150764 | 2150765 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| •Extended Stay America Trust (continued) | •Extended Stay America Trust (continued) | •Extended Stay America Trust (continued) |
| &nbsp;&nbsp;&nbsp; Series 2026-ESH2 Class B <br> 5.07% (1 mo. USD Term <br> SOFR + 1.40%) 2/15/43<br>| 220921 | $221129 |
| &nbsp;&nbsp;&nbsp; Series 2026-ESH2 Class C <br> 5.27% (1 mo. USD Term <br> SOFR + 1.60%) 2/15/43<br>| 149593 | 149826 |
| &nbsp;&nbsp;&nbsp; Series 2026-ESH2 Class E <br> 6.57% (1 mo. USD Term <br> SOFR + 2.90%) 2/15/43<br>| 99068 | 99285 |
| &nbsp;&nbsp;&nbsp; Series 2026-ESH2 Class F <br> 7.42% (1 mo. USD Term <br> SOFR + 3.75%) 2/15/43<br>| 201108 | 201611 |
| &nbsp;&nbsp; •Fashion Show Mall LLC <br> Series 2024-SHOW Class C <br> 5.67% 10/10/41<br>| 120000 | 121001 |
| &nbsp;&nbsp; •Fontainebleau Miami Beach <br> Mortgage Trust Series <br> 2024-FBLU Class G 9.32% (1 <br> mo. USD Term SOFR + <br> 5.65%) 12/15/39<br>| 131000 | 131485 |
| &nbsp;&nbsp; •GS Mortgage Securities Corp. <br> Trust Series 2025-800D <br> Class A 6.33% (1 mo. USD <br> Term SOFR + 2.65%) <br> 11/25/41<br>| 120000 | 120045 |
| •GS Mortgage Securities Trust | •GS Mortgage Securities Trust | •GS Mortgage Securities Trust |
| &nbsp;&nbsp;&nbsp; Series 2011-GC5 Class C <br> 5.56% 8/10/44<br>| 153682 | 151354 |
| &nbsp;&nbsp;&nbsp; Series 2019-GC38 Class B <br> 4.31% 2/10/52<br>| 150888 | 142532 |
| &nbsp;&nbsp;&nbsp; Series 2019-GC42 Class C <br> 3.71% 9/10/52<br>| 175000 | 146743 |
| &nbsp;&nbsp;&nbsp; Series 2019-GSA1 Class C <br> 3.80% 11/10/52<br>| 125000 | 113281 |
| &nbsp;&nbsp;&nbsp; Series 2020-GC45 Class SWD <br> 3.22% 12/13/39<br>| 100000 | 81294 |
| •GSAT Trust | •GSAT Trust | •GSAT Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-BMF Class E <br> 6.97% (1 mo. USD Term <br> SOFR + 3.30%) 7/15/40<br>| 100000 | 100371 |
| &nbsp;&nbsp;&nbsp; Series 2025-BMF Class F <br> 7.82% (1 mo. USD Term <br> SOFR + 4.15%) 7/15/40<br>| 169000 | 169585 |
| •GSMS Trust | •GSMS Trust | •GSMS Trust |
| &nbsp;&nbsp;&nbsp; Series 2026-DAWN Class B <br> 6.57% 4/10/43<br>| 100000 | 99895 |
| &nbsp;&nbsp;&nbsp; Series 2026-DAWN Class C <br> 7.32% 4/10/43<br>| 100000 | 99921 |
| &nbsp;&nbsp; •HAVN Trust Series 2025-MOB <br> Class A 5.37% (1 mo. USD <br> Term SOFR + 1.70%) <br> 10/15/35<br>| 270000 | 268313 |
| &nbsp;&nbsp; •Hilton USA Trust Series <br> 2016-HHV Class F 4.19% <br> 11/5/38<br>| 350000 | 344562 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–37*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| &nbsp;&nbsp; •INT Commercial Mortgage <br> Trust Series 2025-PLAZA <br> Class A 4.55% 11/5/37<br>| 727000 | $722738 |
| &nbsp;&nbsp; •INTOWN Mortgage Trust <br> Series 2025-STAY Class E <br> 7.52% (1 mo. USD Term <br> SOFR + 3.85%) 3/15/42<br>| 250000 | 250625 |
| &nbsp;&nbsp; •IP Mortgage Trust Series <br> 2025-IP Class F 7.71% <br> 6/10/42<br>| 200000 | 200634 |
| &nbsp;&nbsp; •JP Morgan Chase Commercial <br> Mortgage Securities Trust <br> Series 2016-JP4 Class C <br> 3.34% 12/15/49<br>| 90000 | 77401 |
| &nbsp;&nbsp; •JPMBB Commercial Mortgage <br> Securities Trust Series <br> 2014-C26 Class D 3.50% <br> 1/15/48<br>| 250000 | 220636 |
| &nbsp;&nbsp; JPMDB Commercial <br> Mortgage Securities Trust <br> Series 2019-COR6 Class A4 <br> 3.06% 11/13/52<br>| 800000 | 728063 |
| •KIND Trust | •KIND Trust | •KIND Trust |
| &nbsp;&nbsp;&nbsp; Series 2021-KIND Class D <br> 6.09% (1 mo. USD Term <br> SOFR + 2.41%) 8/15/38<br>| 223167 | 220099 |
| &nbsp;&nbsp;&nbsp; Series 2021-KIND Class E <br> 7.04% (1 mo. USD Term <br> SOFR + 3.36%) 8/15/38<br>| 400709 | 398359 |
| &nbsp;&nbsp; •MHC Commercial Mortgage <br> Trust Series 2021-MHC <br> Class G 6.99% (1 mo. USD <br> Term SOFR + 3.32%) <br> 4/15/38<br>| 400308 | 400058 |
| •MHP Commercial Mortgage Trust | •MHP Commercial Mortgage Trust | •MHP Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-MHIL2 Class A <br> 5.17% (1 mo. USD Term <br> SOFR + 1.50%) 9/15/40<br>| 1134000 | 1134356 |
| &nbsp;&nbsp;&nbsp; Series 2025-MHIL2 Class D <br> 6.32% (1 mo. USD Term <br> SOFR + 2.65%) 9/15/40<br>| 100000 | 100031 |
| &nbsp;&nbsp;&nbsp; Series 2025-MHIL2 Class E <br> 7.17% (1 mo. USD Term <br> SOFR + 3.50%) 9/15/40<br>| 100000 | 100031 |
| &nbsp;&nbsp;&nbsp; Series 2025-MHIL2 Class F <br> 7.92% (1 mo. USD Term <br> SOFR + 4.25%) 9/15/40<br>| 175000 | 174892 |
| •MHP Trust | •MHP Trust | •MHP Trust |
| &nbsp;&nbsp;&nbsp; Series 2022-MHIL Class E <br> 6.28% (1 mo. USD Term <br> SOFR + 2.61%) 1/15/39<br>| 200000 | 199875 |
| &nbsp;&nbsp;&nbsp; Series 2022-MHIL Class F <br> 6.93% (1 mo. USD Term <br> SOFR + 3.26%) 1/15/39<br>| 80000 | 79950 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| •Morgan Stanley Bank of America Merrill Lynch Trust | •Morgan Stanley Bank of America Merrill Lynch Trust | •Morgan Stanley Bank of America Merrill Lynch Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-5C2 Class C <br> 5.74% 11/15/58<br>| 100000 | $99728 |
| &nbsp;&nbsp;&nbsp; Series 2025-C35 Class C <br> 6.35% 8/15/58<br>| 100000 | 101129 |
| •Morgan Stanley Capital I Trust | •Morgan Stanley Capital I Trust | •Morgan Stanley Capital I Trust |
| &nbsp;&nbsp;&nbsp; Series 2016-BNK2 Class C <br> 3.88% 11/15/49<br>| 100000 | 87219 |
| &nbsp;&nbsp;&nbsp; Series 2017-H1 Class C <br> 4.28% 6/15/50<br>| 125000 | 118324 |
| MSWF Commercial Mortgage Trust | MSWF Commercial Mortgage Trust | MSWF Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; •Series 2023-2 Class C 7.02% <br> 12/15/56<br>| 335000 | 352479 |
| &nbsp;&nbsp;&nbsp; Series 2023-2 Class D 4.00% <br> 12/15/56<br>| 136000 | 108043 |
| &nbsp;&nbsp; •NCMF Trust Series 2025-MFS <br> Class F 8.44% 6/10/33<br>| 100000 | 101108 |
| &nbsp;&nbsp; •NYC Trust Series 2025-77C <br> Class E 6.26% 1/10/36<br>| 230000 | 226848 |
| &nbsp;&nbsp; •PCY Trust Series 2026-FCMT <br> Class E 7.42% 4/5/41<br>| 100000 | 100154 |
| •PLYM Commercial Mortgage Trust | •PLYM Commercial Mortgage Trust | •PLYM Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2026-IND Class A <br> 4.92% (1 mo. USD Term <br> SOFR + 1.25%) 3/15/43<br>| 2652000 | 2638736 |
| &nbsp;&nbsp;&nbsp; Series 2026-IND Class B <br> 5.12% (1 mo. USD Term <br> SOFR + 1.45%) 3/15/43<br>| 337000 | 334473 |
| &nbsp;&nbsp;&nbsp; Series 2026-IND Class C <br> 5.32% (1 mo. USD Term <br> SOFR + 1.65%) 3/15/43<br>| 375000 | 371719 |
| &nbsp;&nbsp;&nbsp; Series 2026-IND Class D <br> 5.82% (1 mo. USD Term <br> SOFR + 2.15%) 3/15/43<br>| 140000 | 138600 |
| Prima Capital CRE Securitization Ltd. | Prima Capital CRE Securitization Ltd. | Prima Capital CRE Securitization Ltd. |
| &nbsp;&nbsp;&nbsp; Series 2019-7A Class D <br> 4.25% 12/25/50<br>| 100000 | 96079 |
| &nbsp;&nbsp;&nbsp; Series 2019-RK1 Class BT <br> 4.45% 4/15/38<br>| 110000 | 104721 |
| •PRM Trust | •PRM Trust | •PRM Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-PRM6 Class D <br> 5.68% 7/5/33<br>| 135000 | 133925 |
| &nbsp;&nbsp;&nbsp; Series 2025-PRM6 Class E <br> 6.58% 7/5/33<br>| 100000 | 99374 |
| &nbsp;&nbsp;&nbsp; Series 2025-PRM6 Class F <br> 7.06% 7/5/33<br>| 145000 | 143437 |
| &nbsp;&nbsp; •PRM5 Trust Series <br> 2025-PRM5 Class D 5.25% <br> 3/10/33<br>| 150000 | 149116 |
| &nbsp;&nbsp; •RIDE Series 2025-SHRE <br> Class E 7.29% 2/14/47<br>| 350000 | 356764 |
| ROCK Trust | ROCK Trust | ROCK Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-CNTR Class D <br> 7.11% 11/13/41<br>| 125000 | 129473 |
| &nbsp;&nbsp;&nbsp; Series 2024-CNTR Class E <br> 8.82% 11/13/41<br>| 250000 | 260066 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–38*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| •SCG Commercial Mortgage Trust | •SCG Commercial Mortgage Trust | •SCG Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-FLWR Class A <br> 4.92% (1 mo. USD Term <br> SOFR + 1.25%) 8/15/42<br>| 300000 | $299438 |
| &nbsp;&nbsp;&nbsp; Series 2025-FLWR Class E <br> 6.42% (1 mo. USD Term <br> SOFR + 2.75%) 8/15/42<br>| 160000 | 158803 |
| •SCG Trust | •SCG Trust | •SCG Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-SNIP Class D <br> 6.27% (1 mo. USD Term <br> SOFR + 2.60%) 9/15/42<br>| 127000 | 127159 |
| &nbsp;&nbsp;&nbsp; Series 2025-SNIP Class E <br> 7.07% (1 mo. USD Term <br> SOFR + 3.40%) 9/15/42<br>| 159000 | 159000 |
| •SG Commercial Mortgage Securities Trust | •SG Commercial Mortgage Securities Trust | •SG Commercial Mortgage Securities Trust |
| &nbsp;&nbsp;&nbsp; Series 2019-PREZ Class D <br> 3.48% 9/15/39<br>| 135000 | 118058 |
| &nbsp;&nbsp;&nbsp; Series 2020-COVE Class F <br> 3.73% 3/15/37<br>| 45000 | 40859 |
| &nbsp;&nbsp; •SHR Trust Series 2024-LXRY <br> Class E 8.12% (1 mo. USD <br> Term SOFR + 4.45%) <br> 10/15/41<br>| 163000 | 163178 |
| •SMRT Commercial Mortgage Trust | •SMRT Commercial Mortgage Trust | •SMRT Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2022-MINI Class E <br> 6.37% (1 mo. USD Term <br> SOFR + 2.70%) 1/15/39<br>| 390000 | 388537 |
| &nbsp;&nbsp;&nbsp; Series 2022-MINI Class F <br> 7.02% (1 mo. USD Term <br> SOFR + 3.35%) 1/15/39<br>| 165000 | 160875 |
| &nbsp;&nbsp; •SREIT Trust Series <br> 2021-PALM Class G 7.40% (1 <br> mo. USD Term SOFR + <br> 3.73%) 10/15/34<br>| 100000 | 99723 |
| •Starwood Mortgage Trust | •Starwood Mortgage Trust | •Starwood Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2021-LIH Class E <br> 6.69% (1 mo. USD Term <br> SOFR + 3.02%) 11/15/36<br>| 100000 | 99875 |
| &nbsp;&nbsp;&nbsp; Series 2021-LIH Class G <br> 7.99% (1 mo. USD Term <br> SOFR + 4.31%) 11/15/36<br>| 180000 | 179775 |
| •SWCH Commercial Mortgage Trust | •SWCH Commercial Mortgage Trust | •SWCH Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-DATA Class D <br> 6.31% (1 mo. USD Term <br> SOFR + 2.64%) 2/15/42<br>| 200000 | 196687 |
| &nbsp;&nbsp;&nbsp; Series 2025-DATA Class F <br> 7.91% (1 mo. USD Term <br> SOFR + 4.24%) 2/15/42<br>| 250000 | 248035 |
| &nbsp;&nbsp; •TCO Commercial Mortgage <br> Trust Series 2024-DPM <br> Class A 4.92% (1 mo. USD <br> Term SOFR + 1.24%) <br> 12/15/39<br>| 4870000 | 4862391 |
| •VDCM Commercial Mortgage Trust | •VDCM Commercial Mortgage Trust | •VDCM Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ Class C <br> 5.45% 7/13/44<br>| 100000 | 99801 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| •VDCM Commercial Mortgage Trust (continued) | •VDCM Commercial Mortgage Trust (continued) | •VDCM Commercial Mortgage Trust (continued) |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ Class D <br> 5.81% 7/13/44<br>| 100000 | $99858 |
| &nbsp;&nbsp;&nbsp; Series 2025-AZ Class E <br> 7.16% 7/13/44<br>| 100000 | 102343 |
| •VTR Commercial Mortgage Trust | •VTR Commercial Mortgage Trust | •VTR Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-STEM Class B <br> 4.97% 10/13/39<br>| 350000 | 346500 |
| &nbsp;&nbsp;&nbsp; Series 2025-STEM Class C <br> 5.47% 10/13/39<br>| 100000 | 98620 |
| &nbsp;&nbsp;&nbsp; Series 2025-STEM Class D <br> 6.06% 10/13/39<br>| 115000 | 112636 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |
| &nbsp;&nbsp;&nbsp; •Series 2016-BNK1 Class C <br> 3.07% 8/15/49<br>| 20000 | 14557 |
| &nbsp;&nbsp;&nbsp; •Series 2020-C57 Class C <br> 4.02% 8/15/53<br>| 299000 | 273798 |
| &nbsp;&nbsp;&nbsp; •Series 2024-1CHI Class E <br> 7.07% 7/15/35<br>| 250000 | 251928 |
| &nbsp;&nbsp;&nbsp; •Series 2024-5C2 Class C <br> 6.33% 11/15/57<br>| 100000 | 101771 |
| &nbsp;&nbsp;&nbsp; \*•Series 2025-5C4 Class XA <br> 1.12% 5/15/58<br>| 3994142 | 161288 |
| &nbsp;&nbsp;&nbsp; \*•Series 2025-5C4 Class XB <br> 0.51% 5/15/58<br>| 10000000 | 211118 |
| &nbsp;&nbsp;&nbsp; •Series 2025-5C7 Class C <br> 5.80% 12/15/58<br>| 100000 | 98964 |
| &nbsp;&nbsp;&nbsp; •Series 2025-B33RP Class E <br> 7.17% (1 mo. USD Term <br> SOFR + 3.50%) 8/15/42<br>| 160000 | 159800 |
| &nbsp;&nbsp;&nbsp; •Series 2025-C65 Class C <br> 6.01% 10/15/58<br>| 105000 | 103511 |
| &nbsp;&nbsp;&nbsp; •Series 2026-C66 Class C <br> 6.25% 4/15/59<br>| 100000 | 99527 |
| &nbsp;&nbsp; •WHARF Commercial <br> Mortgage Trust Series <br> 2025-DC Class E 7.21% <br> 7/15/40<br>| 228000 | 231175 |
| **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $96,359,899)** | **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $96,359,899)** | **96367929** |
| **ΔSOVEREIGN BONDS–1.37%** | **ΔSOVEREIGN BONDS–1.37%** | **ΔSOVEREIGN BONDS–1.37%** |
| **Angola—0.02%** | **Angola—0.02%** | **Angola—0.02%** |
| &nbsp;&nbsp; Angola Government <br> International Bonds 9.38% <br> 5/8/48<br>| 50000 | 44271 |
| Angolan Government International Bonds | Angolan Government International Bonds | Angolan Government International Bonds |
| &nbsp;&nbsp; 8.75% 4/14/32 | 200000 | 194313 |
| &nbsp;&nbsp; 9.24% 1/15/31 | 200000 | 202498 |
|  |  | **441082** |
| **Argentina—0.10%** | **Argentina—0.10%** | **Argentina—0.10%** |
| &nbsp;&nbsp; φArgentina Government <br> International Bonds 4.13% <br> 7/9/35<br>| 871767 | 627672 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–39*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Argentina (continued)** | **Argentina (continued)** | **Argentina (continued)** | **Argentina (continued)** |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds | Argentina Republic Government International Bonds | Argentina Republic Government International Bonds |
| φ0.75% 7/9/30 |  | 834594 | $697720 |
| &nbsp;&nbsp; 1.00% 7/9/29 |  | 236244 | 206961 |
| φ3.50% 7/9/41 |  | 305000 | 202978 |
| &nbsp;&nbsp; 5.00% 1/9/38 |  | 505000 | 379508 |
|  |  |  | **2114839** |
| **Armenia—0.01%** | **Armenia—0.01%** | **Armenia—0.01%** | **Armenia—0.01%** |
| &nbsp;&nbsp; Republic of Armenia <br> International Bonds 6.75% <br> 3/12/35<br>|  | 250000 | 253377 |
|  |  |  | **253377** |
| **Australia—0.01%** | **Australia—0.01%** | **Australia—0.01%** | **Australia—0.01%** |
| &nbsp;&nbsp; Australia Government Bonds <br> 1.25% 5/21/32<br>| AUD | 500000 | 281048 |
|  |  |  | **281048** |
| **Bahamas—0.01%** | **Bahamas—0.01%** | **Bahamas—0.01%** | **Bahamas—0.01%** |
| &nbsp;&nbsp; Bahamas Government <br> International Bonds 8.25% <br> 6/24/36<br>|  | 170000 | 181361 |
|  |  |  | **181361** |
| **Bahrain—0.01%** | **Bahrain—0.01%** | **Bahrain—0.01%** | **Bahrain—0.01%** |
| Bahrain Government International Bonds | Bahrain Government International Bonds | Bahrain Government International Bonds | Bahrain Government International Bonds |
| &nbsp;&nbsp; 5.63% 5/18/34 |  | 50000 | 44144 |
| &nbsp;&nbsp; 7.10% 2/3/38 |  | 200000 | 188265 |
|  |  |  | **232409** |
| **Benin—0.01%** | **Benin—0.01%** | **Benin—0.01%** | **Benin—0.01%** |
| &nbsp;&nbsp; Benin Government <br> International Bonds 7.96% <br> 2/13/38<br>|  | 200000 | 196211 |
|  |  |  | **196211** |
| **Bermuda—0.01%** | **Bermuda—0.01%** | **Bermuda—0.01%** | **Bermuda—0.01%** |
| Bermuda Government International Bonds | Bermuda Government International Bonds | Bermuda Government International Bonds | Bermuda Government International Bonds |
| &nbsp;&nbsp; 3.38% 8/20/50 |  | 50000 | 34125 |
| &nbsp;&nbsp; 3.72% 1/25/27 |  | 200000 | 198532 |
|  |  |  | **232657** |
| **Brazil—0.05%** | **Brazil—0.05%** | **Brazil—0.05%** | **Brazil—0.05%** |
| Brazil Government International Bonds | Brazil Government International Bonds | Brazil Government International Bonds | Brazil Government International Bonds |
| &nbsp;&nbsp; 3.88% 6/12/30 |  | 200000 | 190530 |
| &nbsp;&nbsp; 6.25% 5/22/36 |  | 200000 | 195900 |
| &nbsp;&nbsp; 6.63% 3/15/35 |  | 200000 | 204430 |
| &nbsp;&nbsp; 7.13% 1/20/37 |  | 100000 | 108220 |
| &nbsp;&nbsp; 8.25% 1/20/34 |  | 250000 | 282837 |
|  |  |  | **981917** |
| **Canada—0.08%** | **Canada—0.08%** | **Canada—0.08%** | **Canada—0.08%** |
| Canada Government Bonds | Canada Government Bonds | Canada Government Bonds | Canada Government Bonds |
| &nbsp;&nbsp; 1.50% 6/1/31 | CAD | 175000 | 116170 |
| &nbsp;&nbsp; 1.50% 12/1/31 | CAD | 2370000 | 1557903 |
| &nbsp;&nbsp; 2.00% 6/1/32 | CAD | 40000 | 26826 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| Canada Government Bonds (continued) | Canada Government Bonds (continued) | Canada Government Bonds (continued) |
| &nbsp;&nbsp; 3.25% 12/1/33<br> CAD | 85000 | $60805 |
|  |  | **1761704** |
| **Chile—0.03%** | **Chile—0.03%** | **Chile—0.03%** |
| Chile Government International Bonds | Chile Government International Bonds | Chile Government International Bonds |
| &nbsp;&nbsp; 2.45% 1/31/31 | 300000 | 273711 |
| &nbsp;&nbsp; 3.10% 1/22/61 | 150000 | 92295 |
| &nbsp;&nbsp; 4.00% 1/31/52 | 200000 | 155490 |
| &nbsp;&nbsp; 5.33% 1/5/54 | 200000 | 188600 |
|  |  | **710096** |
| **Colombia—0.08%** | **Colombia—0.08%** | **Colombia—0.08%** |
| Colombia Government International Bonds | Colombia Government International Bonds | Colombia Government International Bonds |
| &nbsp;&nbsp; 3.00% 1/30/30 | 350000 | 313282 |
| &nbsp;&nbsp; 5.00% 6/15/45 | 117000 | 83902 |
| &nbsp;&nbsp; 5.20% 5/15/49 | 200000 | 143150 |
| &nbsp;&nbsp; 6.13% 1/21/31 | 200000 | 196500 |
| &nbsp;&nbsp; 8.00% 11/14/35 | 780000 | 816301 |
| &nbsp;&nbsp; 8.75% 11/14/53 | 200000 | 214590 |
|  |  | **1767725** |
| **Costa Rica—0.01%** | **Costa Rica—0.01%** | **Costa Rica—0.01%** |
| &nbsp;&nbsp; Costa Rica Government <br> International Bonds 7.30% <br> 11/13/54<br>| 200000 | 215782 |
|  |  | **215782** |
| **Dominican Republic—0.04%** | **Dominican Republic—0.04%** | **Dominican Republic—0.04%** |
| Dominican Republic International Bonds | Dominican Republic International Bonds | Dominican Republic International Bonds |
| &nbsp;&nbsp; 5.30% 1/21/41 | 100000 | 84980 |
| &nbsp;&nbsp; 5.75% 3/17/34 | 150000 | 142800 |
| &nbsp;&nbsp; 6.60% 6/1/36 | 150000 | 149835 |
| &nbsp;&nbsp; 7.05% 2/3/31 | 300000 | 310260 |
| &nbsp;&nbsp; 7.15% 2/24/55 | 150000 | 151665 |
|  |  | **839540** |
| **Ecuador—0.04%** | **Ecuador—0.04%** | **Ecuador—0.04%** |
| Ecuador Government International Bonds | Ecuador Government International Bonds | Ecuador Government International Bonds |
| &nbsp;&nbsp; 6.90% 7/31/30 | 171000 | 166470 |
| &nbsp;&nbsp; 6.90% 7/31/35 | 200000 | 176000 |
| &nbsp;&nbsp; 8.75% 1/29/34 | 200000 | 196000 |
| &nbsp;&nbsp; 9.25% 1/29/39 | 200000 | 196000 |
|  |  | **734470** |
| **Egypt—0.03%** | **Egypt—0.03%** | **Egypt—0.03%** |
| Egypt Government International Bonds | Egypt Government International Bonds | Egypt Government International Bonds |
| &nbsp;&nbsp; 7.50% 1/31/27 | 200000 | 200987 |
| &nbsp;&nbsp; 7.50% 2/16/61 | 150000 | 114134 |
| &nbsp;&nbsp; 7.63% 5/29/32 | 100000 | 96111 |
| &nbsp;&nbsp; 8.70% 3/1/49 | 300000 | 262397 |
|  |  | **673629** |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–40*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **El Salvador—0.02%** | **El Salvador—0.02%** | **El Salvador—0.02%** | **El Salvador—0.02%** |
| El Salvador Government International Bonds | El Salvador Government International Bonds | El Salvador Government International Bonds | El Salvador Government International Bonds |
| &nbsp;&nbsp; 9.25% 4/17/30 |  | 200000 | $207538 |
| &nbsp;&nbsp; 9.65% 11/21/54 |  | 200000 | 211640 |
|  |  |  | **419178** |
| **Germany—0.02%** | **Germany—0.02%** | **Germany—0.02%** | **Germany—0.02%** |
| &nbsp;&nbsp; Bundesrepublik Deutschland <br> Bundesanleihe 2.50% 7/4/44<br>| EUR | 390000 | 396122 |
|  |  |  | **396122** |
| **Ghana—0.01%** | **Ghana—0.01%** | **Ghana—0.01%** | **Ghana—0.01%** |
| φGhana Government International Bonds | φGhana Government International Bonds | φGhana Government International Bonds | φGhana Government International Bonds |
| &nbsp;&nbsp; 5.00% 7/3/29 |  | 54208 | 51617 |
| &nbsp;&nbsp; 5.00% 7/3/35 |  | 89088 | 75874 |
|  |  |  | **127491** |
| **Guatemala—0.02%** | **Guatemala—0.02%** | **Guatemala—0.02%** | **Guatemala—0.02%** |
| Guatemala Government Bonds | Guatemala Government Bonds | Guatemala Government Bonds | Guatemala Government Bonds |
| &nbsp;&nbsp; 5.38% 4/24/32 |  | 100000 | 98750 |
| &nbsp;&nbsp; 6.13% 6/1/50 |  | 50000 | 47450 |
| &nbsp;&nbsp; 6.25% 8/15/36 |  | 200000 | 203300 |
|  |  |  | **349500** |
| **Hungary—0.03%** | **Hungary—0.03%** | **Hungary—0.03%** | **Hungary—0.03%** |
| Hungary Government International Bonds | Hungary Government International Bonds | Hungary Government International Bonds | Hungary Government International Bonds |
| &nbsp;&nbsp; 2.13% 9/22/31 |  | 200000 | 169483 |
| &nbsp;&nbsp; 5.50% 6/16/34 |  | 100000 | 98755 |
| &nbsp;&nbsp; 6.75% 9/25/52 |  | 100000 | 103029 |
| &nbsp;&nbsp; 6.75% 9/23/55 |  | 80000 | 81056 |
| &nbsp;&nbsp; Magyar Export-Import Bank <br> Zrt 6.13% 12/4/27<br>|  | 200000 | 202244 |
|  |  |  | **654567** |
| **Indonesia—0.04%** | **Indonesia—0.04%** | **Indonesia—0.04%** | **Indonesia—0.04%** |
| Indonesia Government International Bonds | Indonesia Government International Bonds | Indonesia Government International Bonds | Indonesia Government International Bonds |
| &nbsp;&nbsp; 4.35% 1/11/48 |  | 100000 | 80521 |
| &nbsp;&nbsp; 5.95% 1/8/46 |  | 250000 | 251773 |
| &nbsp;&nbsp; 7.75% 1/17/38 |  | 200000 | 236671 |
| &nbsp;&nbsp; 8.50% 10/12/35 |  | 200000 | 244459 |
|  |  |  | **813424** |
| **Israel—0.02%** | **Israel—0.02%** | **Israel—0.02%** | **Israel—0.02%** |
| Israel Government International Bonds | Israel Government International Bonds | Israel Government International Bonds | Israel Government International Bonds |
| &nbsp;&nbsp; 5.00% 1/13/36 |  | 200000 | 192815 |
| &nbsp;&nbsp; 5.75% 3/12/54 |  | 200000 | 185899 |
| State of Israel 3.38% 1/15/50 |  | 150000 | 96737 |
|  |  |  | **475451** |
| **Ivory Coast—0.01%** | **Ivory Coast—0.01%** | **Ivory Coast—0.01%** | **Ivory Coast—0.01%** |
| &nbsp;&nbsp; Ivory Coast Government <br> International Bonds 6.13% <br> 6/15/33<br>|  | 300000 | 282091 |
|  |  |  | **282091** |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Jamaica—0.00%** | **Jamaica—0.00%** | **Jamaica—0.00%** | **Jamaica—0.00%** |
| &nbsp;&nbsp; Jamaica Government <br> International Bonds 7.88% <br> 7/28/45<br>|  | 50000 | $57475 |
|  |  |  | **57475** |
| **Japan—0.02%** | **Japan—0.02%** | **Japan—0.02%** | **Japan—0.02%** |
| &nbsp;&nbsp; Japan Government Ten Year <br> Bonds 0.10% 9/20/28<br>| JPY | 73850000 | 450522 |
|  |  |  | **450522** |
| **Jordan—0.00%** | **Jordan—0.00%** | **Jordan—0.00%** | **Jordan—0.00%** |
| &nbsp;&nbsp; Jordan Government <br> International Bonds 7.38% <br> 10/10/47<br>|  | 50000 | 46942 |
|  |  |  | **46942** |
| **Kenya—0.01%** | **Kenya—0.01%** | **Kenya—0.01%** | **Kenya—0.01%** |
| Republic of Kenya Government International Bonds | Republic of Kenya Government International Bonds | Republic of Kenya Government International Bonds | Republic of Kenya Government International Bonds |
| &nbsp;&nbsp; 9.50% 3/5/36 |  | 35000 | 34209 |
| &nbsp;&nbsp; 9.75% 2/16/31 |  | 200000 | 205213 |
|  |  |  | **239422** |
| **Lebanon—0.00%** | **Lebanon—0.00%** | **Lebanon—0.00%** | **Lebanon—0.00%** |
| &nbsp;&nbsp; ‡Lebanon Government <br> International Bonds 6.38% <br> 3/9/20<br>|  | 145000 | 34090 |
|  |  |  | **34090** |
| **Luxembourg—0.01%** | **Luxembourg—0.01%** | **Luxembourg—0.01%** | **Luxembourg—0.01%** |
| &nbsp;&nbsp; Eagle Funding Luxco SARL <br> 5.50% 8/17/30<br>|  | 210000 | 211102 |
|  |  |  | **211102** |
| **Mexico—0.07%** | **Mexico—0.07%** | **Mexico—0.07%** | **Mexico—0.07%** |
| Mexico Government International Bonds | Mexico Government International Bonds | Mexico Government International Bonds | Mexico Government International Bonds |
| &nbsp;&nbsp; 2.66% 5/24/31 |  | 200000 | 176530 |
| &nbsp;&nbsp; 3.50% 2/12/34 |  | 200000 | 170300 |
| &nbsp;&nbsp; 3.77% 5/24/61 |  | 200000 | 119350 |
| &nbsp;&nbsp; 6.13% 2/9/38 |  | 200000 | 194900 |
| &nbsp;&nbsp; 6.35% 2/9/35 |  | 200000 | 204310 |
| &nbsp;&nbsp; 6.40% 5/7/54 |  | 45000 | 42091 |
| &nbsp;&nbsp; 6.88% 5/13/37 |  | 250000 | 261875 |
| &nbsp;&nbsp; 7.38% 5/13/55 |  | 250000 | 262575 |
|  |  |  | **1431931** |
| **Mongolia—0.01%** | **Mongolia—0.01%** | **Mongolia—0.01%** | **Mongolia—0.01%** |
| &nbsp;&nbsp; Mongolia Government <br> International Bonds 7.88% <br> 6/5/29<br>|  | 200000 | 208710 |
|  |  |  | **208710** |
| **Montenegro—0.01%** | **Montenegro—0.01%** | **Montenegro—0.01%** | **Montenegro—0.01%** |
| &nbsp;&nbsp; Montenegro Government <br> International Bonds 7.25% <br> 3/12/31<br>|  | 200000 | 208111 |
|  |  |  | **208111** |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–41*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Morocco—0.01%** | **Morocco—0.01%** | **Morocco—0.01%** |
| &nbsp;&nbsp; Morocco Government <br> International Bonds 6.50% <br> 9/8/33<br>| 200000 | $210561 |
|  |  | **210561** |
| **Nigeria—0.03%** | **Nigeria—0.03%** | **Nigeria—0.03%** |
| Nigeria Government International Bonds | Nigeria Government International Bonds | Nigeria Government International Bonds |
| &nbsp;&nbsp; 6.13% 9/28/28 | 400000 | 396332 |
| &nbsp;&nbsp; 7.88% 2/16/32 | 195000 | 197472 |
|  |  | **593804** |
| **Oman—0.02%** | **Oman—0.02%** | **Oman—0.02%** |
| Oman Government International Bonds | Oman Government International Bonds | Oman Government International Bonds |
| &nbsp;&nbsp; 6.25% 1/25/31 | 200000 | 208561 |
| &nbsp;&nbsp; 6.75% 1/17/48 | 125000 | 130131 |
|  |  | **338692** |
| **Pakistan—0.01%** | **Pakistan—0.01%** | **Pakistan—0.01%** |
| Pakistan Government International Bonds | Pakistan Government International Bonds | Pakistan Government International Bonds |
| &nbsp;&nbsp; 6.00% 4/8/26 | 200000 | 199750 |
| &nbsp;&nbsp; 7.38% 4/8/31 | 55000 | 50881 |
|  |  | **250631** |
| **Panama—0.02%** | **Panama—0.02%** | **Panama—0.02%** |
| Panama Government International Bonds | Panama Government International Bonds | Panama Government International Bonds |
| &nbsp;&nbsp; 5.23% 2/23/34 | 200000 | 192800 |
| &nbsp;&nbsp; 5.66% 2/23/38 | 200000 | 191870 |
| &nbsp;&nbsp; 7.88% 3/1/57 | 100000 | 115929 |
|  |  | **500599** |
| **Paraguay—0.03%** | **Paraguay—0.03%** | **Paraguay—0.03%** |
| Paraguay Government International Bonds | Paraguay Government International Bonds | Paraguay Government International Bonds |
| &nbsp;&nbsp; 2.74% 1/29/33 | 200000 | 175500 |
| &nbsp;&nbsp; 6.00% 2/9/36 | 200000 | 207120 |
| &nbsp;&nbsp; 6.65% 3/4/55 | 200000 | 207480 |
|  |  | **590100** |
| **Peru—0.01%** | **Peru—0.01%** | **Peru—0.01%** |
| Peru Government International Bonds | Peru Government International Bonds | Peru Government International Bonds |
| &nbsp;&nbsp; 2.78% 1/23/31 | 150000 | 136552 |
| &nbsp;&nbsp; 3.30% 3/11/41 | 100000 | 75340 |
|  |  | **211892** |
| **Philippines—0.02%** | **Philippines—0.02%** | **Philippines—0.02%** |
| Philippines Government International Bonds | Philippines Government International Bonds | Philippines Government International Bonds |
| &nbsp;&nbsp; 5.50% 1/17/48 | 200000 | 191909 |
| &nbsp;&nbsp; 5.95% 10/13/47 | 200000 | 202252 |
|  |  | **394161** |
| **Poland—0.01%** | **Poland—0.01%** | **Poland—0.01%** |
| &nbsp;&nbsp; Bank Gospodarstwa <br> Krajowego 6.25% 7/9/54<br>| 120000 | 118486 |
| Republic of Poland Government International Bonds | Republic of Poland Government International Bonds | Republic of Poland Government International Bonds |
| &nbsp;&nbsp; 5.50% 4/4/53 | 40000 | 37026 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Poland (continued)** | **Poland (continued)** | **Poland (continued)** | **Poland (continued)** |
| Republic of Poland Government International Bonds (continued) | Republic of Poland Government International Bonds (continued) | Republic of Poland Government International Bonds (continued) | Republic of Poland Government International Bonds (continued) |
| &nbsp;&nbsp; 5.75% 11/16/32 |  | 100000 | $105048 |
|  |  |  | **260560** |
| **Qatar—0.03%** | **Qatar—0.03%** | **Qatar—0.03%** | **Qatar—0.03%** |
| Qatar Government International Bonds | Qatar Government International Bonds | Qatar Government International Bonds | Qatar Government International Bonds |
| &nbsp;&nbsp; 4.40% 4/16/50 |  | 300000 | 248414 |
| &nbsp;&nbsp; 4.63% 6/2/46 |  | 200000 | 172695 |
| &nbsp;&nbsp; 4.82% 3/14/49 |  | 250000 | 220596 |
|  |  |  | **641705** |
| **Romania—0.05%** | **Romania—0.05%** | **Romania—0.05%** | **Romania—0.05%** |
| Romania Government International Bonds | Romania Government International Bonds | Romania Government International Bonds | Romania Government International Bonds |
| &nbsp;&nbsp; 2.12% 7/16/31 | EUR | 25000 | 24824 |
| &nbsp;&nbsp; 3.63% 3/27/32 |  | 100000 | 87655 |
| &nbsp;&nbsp; 4.00% 2/14/51 |  | 85000 | 54732 |
| &nbsp;&nbsp; 4.63% 3/4/33 | EUR | 130000 | 140380 |
| &nbsp;&nbsp; 5.75% 9/16/30 |  | 80000 | 79751 |
| &nbsp;&nbsp; 5.75% 7/4/36 |  | 115000 | 106633 |
| &nbsp;&nbsp; 5.88% 7/11/32 | EUR | 150000 | 175644 |
| &nbsp;&nbsp; 6.00% 5/25/34 |  | 60000 | 58190 |
| &nbsp;&nbsp; 6.38% 9/18/33 | EUR | 100000 | 118739 |
| &nbsp;&nbsp; 6.38% 1/30/34 |  | 94000 | 93441 |
| &nbsp;&nbsp; 7.50% 2/10/37 |  | 150000 | 158355 |
|  |  |  | **1098344** |
| **Rwanda—0.01%** | **Rwanda—0.01%** | **Rwanda—0.01%** | **Rwanda—0.01%** |
| &nbsp;&nbsp; Rwanda International <br> Government Bonds 5.50% <br> 8/9/31<br>|  | 100000 | 89394 |
|  |  |  | **89394** |
| **Saudi Arabia—0.03%** | **Saudi Arabia—0.03%** | **Saudi Arabia—0.03%** | **Saudi Arabia—0.03%** |
| Saudi Government International Bonds | Saudi Government International Bonds | Saudi Government International Bonds | Saudi Government International Bonds |
| &nbsp;&nbsp; 2.25% 2/2/33 |  | 200000 | 168136 |
| &nbsp;&nbsp; 3.45% 2/2/61 |  | 250000 | 154308 |
| &nbsp;&nbsp; 3.75% 1/21/55 |  | 100000 | 67748 |
| &nbsp;&nbsp; 4.38% 1/12/31 |  | 200000 | 195845 |
| &nbsp;&nbsp; 4.50% 10/26/46 |  | 100000 | 81329 |
|  |  |  | **667366** |
| **Senegal—0.00%** | **Senegal—0.00%** | **Senegal—0.00%** | **Senegal—0.00%** |
| &nbsp;&nbsp; Senegal Government <br> International Bonds 6.25% <br> 5/23/33<br>|  | 75000 | 39761 |
|  |  |  | **39761** |
| **Serbia—0.01%** | **Serbia—0.01%** | **Serbia—0.01%** | **Serbia—0.01%** |
| &nbsp;&nbsp; Serbia International Bonds <br> 6.00% 6/12/34<br>|  | 150000 | 150294 |
|  |  |  | **150294** |
| **South Africa—0.02%** | **South Africa—0.02%** | **South Africa—0.02%** | **South Africa—0.02%** |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds |
| &nbsp;&nbsp; 5.00% 10/12/46 |  | 150000 | 107966 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–42*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **South Africa (continued)** | **South Africa (continued)** | **South Africa (continued)** |
| &nbsp;&nbsp; Republic of South Africa Government International <br> Bonds (continued) | &nbsp;&nbsp; Republic of South Africa Government International <br> Bonds (continued) | &nbsp;&nbsp; Republic of South Africa Government International <br> Bonds (continued) |
| &nbsp;&nbsp; 5.75% 9/30/49 | 200000 | $154638 |
| &nbsp;&nbsp; 6.13% 12/11/37 | 200000 | 185780 |
|  |  | **448384** |
| **Sri Lanka—0.02%** | **Sri Lanka—0.02%** | **Sri Lanka—0.02%** |
| Sri Lanka Government International Bonds | Sri Lanka Government International Bonds | Sri Lanka Government International Bonds |
| φ3.10% 1/15/30 | 56145 | 51569 |
| φ3.35% 3/15/33 | 110128 | 91915 |
| φ3.60% 5/15/36 | 51609 | 45846 |
| φ3.60% 2/15/38 | 103261 | 91127 |
| &nbsp;&nbsp; 4.00% 4/15/28 | 52468 | 50038 |
|  |  | **330495** |
| **Trinidad And Tobago—0.01%** | **Trinidad And Tobago—0.01%** | **Trinidad And Tobago—0.01%** |
| &nbsp;&nbsp; Trinidad & Tobago <br> Government International <br> Bonds 6.50% 1/28/36<br>| 200000 | 198700 |
|  |  | **198700** |
| **Turkey—0.10%** | **Turkey—0.10%** | **Turkey—0.10%** |
| Turkiye Government International Bonds | Turkiye Government International Bonds | Turkiye Government International Bonds |
| &nbsp;&nbsp; 4.88% 4/16/43 | 200000 | 140541 |
| &nbsp;&nbsp; 5.75% 5/11/47 | 100000 | 74760 |
| &nbsp;&nbsp; 5.88% 6/26/31 | 100000 | 95560 |
| &nbsp;&nbsp; 6.30% 3/14/33 | 200000 | 189167 |
| &nbsp;&nbsp; 6.80% 11/4/36 | 200000 | 188686 |
| &nbsp;&nbsp; 7.63% 5/15/34 | 250000 | 254336 |
| &nbsp;&nbsp; 9.38% 3/14/29 | 300000 | 323636 |
| &nbsp;&nbsp; 9.38% 1/19/33 | 400000 | 444224 |
| &nbsp;&nbsp; 9.88% 1/15/28 | 200000 | 213274 |
| &nbsp;&nbsp; Turkiye Ihracat Kredi Bankasi <br> AS 6.38% 10/3/30<br>| 265000 | 255816 |
|  |  | **2180000** |
| **Ukraine—0.02%** | **Ukraine—0.02%** | **Ukraine—0.02%** |
| φUkraine Government International Bonds | φUkraine Government International Bonds | φUkraine Government International Bonds |
| &nbsp;&nbsp; 0.00% 2/1/30 | 21848 | 12778 |
| &nbsp;&nbsp; 0.00% 2/1/34 | 81644 | 34945 |
| &nbsp;&nbsp; 0.00% 2/1/35 | 68995 | 31966 |
| &nbsp;&nbsp; 0.00% 2/1/36 | 57496 | 26661 |
| &nbsp;&nbsp; 4.00% 2/1/32 | 102000 | 73637 |
| &nbsp;&nbsp; 4.50% 2/1/29 | 150000 | 105565 |
| &nbsp;&nbsp; 4.50% 2/1/34 | 179987 | 96033 |
| &nbsp;&nbsp; 4.50% 2/1/35 | 139990 | 73365 |
| &nbsp;&nbsp; 4.50% 2/1/36 | 79994 | 41050 |
|  |  | **496000** |
| **United Arab Emirates—0.03%** | **United Arab Emirates—0.03%** | **United Arab Emirates—0.03%** |
| Abu Dhabi Government International Bonds | Abu Dhabi Government International Bonds | Abu Dhabi Government International Bonds |
| &nbsp;&nbsp; 3.13% 9/30/49 | 500000 | 329438 |
| &nbsp;&nbsp; 5.50% 4/30/54 | 200000 | 191505 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **United Arab Emirates (continued)** | **United Arab Emirates (continued)** | **United Arab Emirates (continued)** | **United Arab Emirates (continued)** |
| &nbsp;&nbsp; Emirate of Dubai Government <br> International Bonds 5.25% <br> 1/30/43<br>|  | 200000 | $186642 |
|  |  |  | **707585** |
| **Uruguay—0.01%** | **Uruguay—0.01%** | **Uruguay—0.01%** | **Uruguay—0.01%** |
| Uruguay Government International Bonds | Uruguay Government International Bonds | Uruguay Government International Bonds | Uruguay Government International Bonds |
| &nbsp;&nbsp; 5.10% 6/18/50 |  | 150000 | 137423 |
| &nbsp;&nbsp; 5.75% 10/28/34 |  | 50000 | 52190 |
|  |  |  | **189613** |
| **Uzbekistan—0.01%** | **Uzbekistan—0.01%** | **Uzbekistan—0.01%** | **Uzbekistan—0.01%** |
| &nbsp;&nbsp; Republic of Uzbekistan <br> International Bonds 3.70% <br> 11/25/30<br>|  | 100000 | 90889 |
|  |  |  | **90889** |
| **Venezuela—0.01%** | **Venezuela—0.01%** | **Venezuela—0.01%** | **Venezuela—0.01%** |
| &nbsp;&nbsp; ‡Venezuela Government <br> International Bonds 9.25% <br> 9/15/27<br>|  | 550000 | 261250 |
|  |  |  | **261250** |
| **Zambia—0.01%** | **Zambia—0.01%** | **Zambia—0.01%** | **Zambia—0.01%** |
| &nbsp;&nbsp; Zambia Government <br> International Bonds 0.50% <br> 12/31/53<br>|  | 155000 | 101779 |
|  |  |  | **101779** |
| **Total Sovereign Bonds** <br>**(Cost $28,612,116)** | **Total Sovereign Bonds** <br>**(Cost $28,612,116)** | **Total Sovereign Bonds** <br>**(Cost $28,612,116)** | **29066535** |
| **SUPRANATIONAL BANKS–0.14%** | **SUPRANATIONAL BANKS–0.14%** | **SUPRANATIONAL BANKS–0.14%** | **SUPRANATIONAL BANKS–0.14%** |
| European Investment Bank | European Investment Bank | European Investment Bank | European Investment Bank |
| ^0.00% 3/28/28 | EUR | 1005000 | 1099971 |
| &nbsp;&nbsp; 3.00% 7/15/33 | EUR | 460000 | 527491 |
| European Union | European Union | European Union | European Union |
| &nbsp;&nbsp; 2.88% 4/4/28 | EUR | 349000 | 403916 |
| &nbsp;&nbsp; 3.38% 12/12/35 | EUR | 610000 | 703320 |
| &nbsp;&nbsp; 3.75% 10/12/45 | EUR | 135000 | 151041 |
| **Total Supranational Banks** <br>**(Cost $2,919,444)** | **Total Supranational Banks** <br>**(Cost $2,919,444)** | **Total Supranational Banks** <br>**(Cost $2,919,444)** | **2885739** |
| **U.S. TREASURY OBLIGATIONS–37.85%** | **U.S. TREASURY OBLIGATIONS–37.85%** | **U.S. TREASURY OBLIGATIONS–37.85%** | **U.S. TREASURY OBLIGATIONS–37.85%** |
| U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |
| &nbsp;&nbsp; 2.25% 8/15/46 |  | 37530000 | 24463403 |
| &nbsp;&nbsp; 3.88% 2/15/43 |  | 28715000 | 25514848 |
| &nbsp;&nbsp; 4.50% 11/15/54 |  | 13320000 | 12443794 |
| &nbsp;&nbsp; 4.63% 11/15/44 |  | 31580000 | 30557351 |
| &nbsp;&nbsp; 4.63% 11/15/45 |  | 1001000 | 965496 |
| &nbsp;&nbsp; 4.63% 2/15/46 |  | 321000 | 309464 |
| &nbsp;&nbsp; 4.63% 2/15/55 |  | 102180000 | 97458166 |
| &nbsp;&nbsp; 4.63% 11/15/55 |  | 480000 | 458625 |
| &nbsp;&nbsp; 4.75% 2/15/45 |  | 74570000 | 73270850 |
| &nbsp;&nbsp; 4.75% 5/15/55 |  | 7441000 | 7245383 |
| &nbsp;&nbsp; 4.75% 8/15/55 |  | 16700000 | 16274672 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–43*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** |
| U.S. Treasury Bonds (continued) | U.S. Treasury Bonds (continued) | U.S. Treasury Bonds (continued) |
| &nbsp;&nbsp; 4.75% 2/15/56 | 130000 | $126791 |
| U.S. Treasury Inflation Indexed Bonds | U.S. Treasury Inflation Indexed Bonds | U.S. Treasury Inflation Indexed Bonds |
| &nbsp;&nbsp; 2.38% 2/15/55 | 1051242 | 976865 |
| &nbsp;&nbsp; 2.38% 2/15/56 | 341180 | 316780 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp; 3.50% 2/15/29 | 7321000 | 7257513 |
| &nbsp;&nbsp; 3.50% 3/15/29 | 6880000 | 6819262 |
| &nbsp;&nbsp; 3.50% 2/28/31 | 1180000 | 1157137 |
| &nbsp;&nbsp; 3.63% 8/31/30 | 20700000 | 20446102 |
| &nbsp;&nbsp; 3.88% 12/31/32 | 37800000 | 37252195 |
| &nbsp;&nbsp; 4.00% 3/31/30 | 45000000 | 45161719 |
| &nbsp;&nbsp; 4.00% 1/31/31 | 1015000 | 1017062 |
| &nbsp;&nbsp; 4.00% 4/30/32 | 154915000 | 154340120 |
| &nbsp;&nbsp; 4.00% 6/30/32 | 16500000 | 16424590 |
| &nbsp;&nbsp; 4.00% 1/31/33 | 130000 | 129005 |
| &nbsp;&nbsp; 4.00% 2/15/34 | 2207000 | 2176998 |
| &nbsp;&nbsp; 4.00% 11/15/35 | 14200000 | 13851656 |
| &nbsp;&nbsp; 4.13% 5/31/32 | 2211000 | 2216787 |
| &nbsp;&nbsp; 4.13% 2/15/36 | 27200000 | 26775000 |
| &nbsp;&nbsp; 4.25% 5/15/35 | 41400000 | 41290031 |
| &nbsp;&nbsp; 4.25% 8/15/35 | 17151700 | 17087381 |
| &nbsp;&nbsp; 4.50% 12/31/31 | 20340000 | 20823075 |
| &nbsp;&nbsp; 4.63% 2/15/35 | 94870000 | 97338102 |
| **Total U.S. Treasury Obligations** <br>**(Cost $820,974,146)** | **Total U.S. Treasury Obligations** <br>**(Cost $820,974,146)** | **801946223** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>|  |
| **COMMON STOCK–0.02%** | **COMMON STOCK–0.02%** | **COMMON STOCK–0.02%** |
| †Luxco Co. Ltd. | 19851 | 337862 |
| †ModivCare, Inc. | 6 | 42 |
| †ModivCare, Inc. | 4485 | 24668 |
| **Total Common Stock** <br>**(Cost $376,601)** | **Total Common Stock** <br>**(Cost $376,601)** | **362572** |
| **PREFERRED STOCKS–0.02%** | **PREFERRED STOCKS–0.02%** | **PREFERRED STOCKS–0.02%** |
| †=Acrisure Holdings, Inc. 0.00% | 8824 | 253425 |
| Strategy, Inc. 11.50% 4/29/26 | 1250 | 125025 |
| **Total Preferred Stocks** <br>**(Cost $327,196)** | **Total Preferred Stocks** <br>**(Cost $327,196)** | **378450** |
| **MONEY MARKET FUND–2.38%** | **MONEY MARKET FUND–2.38%** | **MONEY MARKET FUND–2.38%** |
| &nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Premier Class <br> (seven-day effective yield <br> 3.60%)<br>| 50370568 | 50370568 |
| **Total Money Market Fund** <br>**(Cost $50,370,568)** | **Total Money Market Fund** <br>**(Cost $50,370,568)** | **50370568** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Notional** <br>**Amount**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED–0.03%** | **OPTIONS PURCHASED–0.03%** | **OPTIONS PURCHASED–0.03%** |
| **Over-The-Counter–0.03%** | **Over-The-Counter–0.03%** | **Over-The-Counter–0.03%** |
| **Put Swaptions–0.02%** | **Put Swaptions–0.02%** | **Put Swaptions–0.02%** |
| &nbsp;&nbsp; 10 Year Interest Rate Swap <br> Strike price $3.83, <br> expiration date 7/22/26, <br> notional amount $570,000 <br> JPM<br>| 570000 | $10311 |
| &nbsp;&nbsp; 1 day USD SOFR Strike price <br> $3.99, expiration date <br> 3/5/31, notional amount <br> $1,800,000 CBK<br>| 1800000 | 57202 |
| &nbsp;&nbsp; 1 day USD SOFR Strike price <br> $4.21, expiration date <br> 3/10/31, notional amount <br> $3,400,000 MSC<br>| 3400000 | 188073 |
| &nbsp;&nbsp; 1 day USD SOFR Strike price <br> $3.74, expiration date <br> 9/10/26, notional amount <br> $1,090,000 BOA<br>| 1090000 | 28646 |
| &nbsp;&nbsp; 1 day USD SOFR Strike price <br> $4.34, expiration date <br> 3/20/31, notional amount <br> $760,000 BOA<br>| 760000 | 38946 |
| &nbsp;&nbsp; 1 day USD SOFR Strike price <br> $4.36, expiration date <br> 3/20/31, notional amount <br> $1,200,000 BOA<br>| 1200000 | 60757 |
|  |  | **383935** |
| **Call Swaptions–0.01%** | **Call Swaptions–0.01%** | **Call Swaptions–0.01%** |
| &nbsp;&nbsp; 10 Year Interest Rate Swap <br> Strike price $3.84, <br> expiration date 7/22/26, <br> notional amount $570,000 <br> JPM<br>| 570000 | 10311 |
| &nbsp;&nbsp; 10 Year Interest Rate Swap <br> Strike price $3.96, <br> expiration date 1/26/27, <br> notional amount $2,100,000 <br> JPM<br>| 2100000 | 55651 |
| &nbsp;&nbsp; 1 day USD SOFR Strike price <br> $3.99, expiration date <br> 3/5/31, notional amount <br> $1,800,000 CBK<br>| 1800000 | 45992 |
| &nbsp;&nbsp; 1 day USD SOFR Strike price <br> $3.28, expiration date <br> 3/10/28, notional amount <br> $6,990,000 GS<br>| 6990000 | 28971 |
| &nbsp;&nbsp; 1 day USD SOFR Strike price <br> $3.74, expiration date <br> 9/10/26, notional amount <br> $1,090,000 BOA<br>| 1090000 | 14065 |
| &nbsp;&nbsp; 1 day USD SOFR Strike price <br> $4.34, expiration date <br> 3/20/31, notional amount <br> $760,000 BOA<br>| 760000 | 37087 |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–44*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Notional**<br> **Amount**<br>| **Value**<br> **(U.S. $)**<br>|
| **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** | **OPTIONS PURCHASED (continued)** |
| **Over-The-Counter (continued)** | **Over-The-Counter (continued)** | **Over-The-Counter (continued)** |
| **Call Swaptions (continued)** | **Call Swaptions (continued)** | **Call Swaptions (continued)** |
| &nbsp;&nbsp; 1 day USD SOFR Strike price <br> $4.36, expiration date <br> 3/20/31, notional amount <br> $1,200,000 BOA<br>| 1200000 | $59444 |
| &nbsp;&nbsp; =1 day USD SOFR Strike price <br> $4.34, expiration date <br> 3/25/31, notional amount <br> $1,200,000 CBK<br>| 1200000 | 74640 |
|  |  | **326161** |
| **Total Options Purchased** <br>**(Cost $807,193)** | **Total Options Purchased** <br>**(Cost $807,193)** | **710096** |

---

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

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

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–106.96% (Cost $2,294,802,565)** | **2265936338** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>| **Value** <br>**(U.S. $)**<br>|
| **SECURITIES SOLD SHORT–(2.77%)** | **SECURITIES SOLD SHORT–(2.77%)** | **SECURITIES SOLD SHORT–(2.77%)** |
| **Agency Mortgage-Backed Securities–(2.77%)** | **Agency Mortgage-Backed Securities–(2.77%)** | **Agency Mortgage-Backed Securities–(2.77%)** |
| Uniform Mortgage-Backed Security, TBA | (10500000)<br>| $(9230570)<br>|
| Uniform Mortgage-Backed Security, TBA | (15775000)<br>| (13853281)<br>|
| Uniform Mortgage-Backed Security, TBA | (1125000)<br>| (945703)<br>|
| Uniform Mortgage-Backed Security, TBA | (3225000)<br>| (3113509)<br>|
| Uniform Mortgage-Backed Security, TBA | (5500000)<br>| (5426126)<br>|
| Uniform Mortgage-Backed Security, TBA | (1100000)<br>| (1105543)<br>|
| Uniform Mortgage-Backed Security, TBA | (5625000)<br>| (5428157)<br>|
| Uniform Mortgage-Backed Security, TBA | (5500000)<br>| (5423696)<br>|
| Uniform Mortgage-Backed Security, TBA | (4200000)<br>| (4281178)<br>|
| Uniform Mortgage-Backed Security, TBA | (9600000)<br>| (9773924)<br>|
| **Total Securities Sold Short** <br>**(Proceeds $(59162242))** | **Total Securities Sold Short** <br>**(Proceeds $(59162242))** | **(58581687)**<br>|

---

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

---

| | |
|:---|:---|
| **LIABILITIES NET OF RECEIVABLES AND OTHER ASSETS–(4.19%)** | **(88867667)**<br>|
| **NET ASSETS APPLICABLE TO 239,231,146 SHARES OUTSTANDING–100.00%** | **$2118486984** |

---

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

------

---

| |
|:---|
| °Principal amount shown is stated in U.S. dollars unless noted that the security is denominated in another currency. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; •Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at March 31, 2026. For securities based on a <br> published reference rate and spread, the reference rate and spread are indicated in their description above and may be subject to caps <br> and/or floors or include a multiplier. Certain variable rate securities are not based on a published reference rate and spread but are <br> determined by the issuer or agent and are based on current market conditions such as changes in current interest rate and prepayments <br> on the underlying pool of assets. These securities do not indicate a reference rate and spread in their description above. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ♦Pass Through Agreement. Security represents the contractual right to receive a proportionate amount of underlying payments due to the <br> counterparty pursuant to various agreements related to the rescheduling of obligations and the exchange of certain notes. |
| @PIK. 100% of the income received was in the form of additional par. |
| ^Zero coupon security. |
| μFixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2026. Rate will reset at a future date. |
| =The value of this security was determined using significant unobservable inputs. |
| ‡Non-income producing security. Security is currently in default. No interest income is being accrued during the bankruptcy proceedings. |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–45*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ✠All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the <br> time of funding. |
| ∞Delayed settlement. Interest rate to be determined upon settlement date. |
| φStep coupon bond. Coupon increases/decreases periodically based on predetermined schedule. Stated rate in effect at March 31, 2026. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; \*Interest only security. An interest only security is the interest only portion of a fixed income security which is sold separately from the <br> principal portion of the security. |
| ΔSecurities have been classified by country of origin. |
| †Non-income producing. |

---

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

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

**Foreign Currency Exchange Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Receive (Deliver)** | **Contracts to**<br> **Receive (Deliver)** | **In Exchange For** | **In Exchange For** | **Settlement Date** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| BNP | AUD | &nbsp;&nbsp; (40000)<br>| USD | &nbsp;&nbsp; 28493 | 4/24/26 | &nbsp;&nbsp; $903 | &nbsp;&nbsp; $— |
| BNP | CAD | &nbsp;&nbsp; (131000)<br>| USD | &nbsp;&nbsp; 96294 | 4/24/26 | &nbsp;&nbsp; 2024 | &nbsp;&nbsp; — |
| BNP | EUR | &nbsp;&nbsp; (16781000)<br>| USD | &nbsp;&nbsp; 20151709 | 4/24/26 | &nbsp;&nbsp; 731899 | &nbsp;&nbsp; — |
| BNP | EUR | &nbsp;&nbsp; 30000 | USD | &nbsp;&nbsp; (34759)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (41)<br>|
| BNP | EUR | &nbsp;&nbsp; 6000 | USD | &nbsp;&nbsp; (6922)<br>| 4/24/26 | &nbsp;&nbsp; 21 | &nbsp;&nbsp; — |
| BOA | CAD | &nbsp;&nbsp; (2378000)<br>| USD | &nbsp;&nbsp; 1754645 | 4/24/26 | &nbsp;&nbsp; 43399 | &nbsp;&nbsp; — |
| CBK | GBP | &nbsp;&nbsp; (194000)<br>| USD | &nbsp;&nbsp; 264395 | 4/24/26 | &nbsp;&nbsp; 7625 | &nbsp;&nbsp; — |
| GSB | CAD | &nbsp;&nbsp; 40000 | USD | &nbsp;&nbsp; (28682)<br>| 4/24/26 | &nbsp;&nbsp; 103 | &nbsp;&nbsp; — |
| GSB | EUR | &nbsp;&nbsp; (197000)<br>| USD | &nbsp;&nbsp; 233322 | 4/24/26 | &nbsp;&nbsp; 5344 | &nbsp;&nbsp; — |
| GSB | GBP | &nbsp;&nbsp; (4399000)<br>| USD | &nbsp;&nbsp; 6064417 | 4/24/26 | &nbsp;&nbsp; 242097 | &nbsp;&nbsp; — |
| GSB | GBP | &nbsp;&nbsp; 27000 | USD | &nbsp;&nbsp; (36361)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (625)<br>|
| JPM | AUD | &nbsp;&nbsp; (770000)<br>| USD | &nbsp;&nbsp; 536577 | 4/24/26 | &nbsp;&nbsp; 5476 | &nbsp;&nbsp; — |
| JPM | EUR | &nbsp;&nbsp; (423000)<br>| USD | &nbsp;&nbsp; 502701 | 4/24/26 | &nbsp;&nbsp; 13185 | &nbsp;&nbsp; — |
| JPM | EUR | &nbsp;&nbsp; 92000 | USD | &nbsp;&nbsp; (109058)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2591)<br>|
| JPM | EUR | &nbsp;&nbsp; (132000)<br>| USD | &nbsp;&nbsp; 152483 | 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (274)<br>|
| JPM | GBP | &nbsp;&nbsp; (138000)<br>| USD | &nbsp;&nbsp; 187918 | 4/24/26 | &nbsp;&nbsp; 5267 | &nbsp;&nbsp; — |
| JPM | GBP | &nbsp;&nbsp; 47000 | USD | &nbsp;&nbsp; (62944)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (737)<br>|
| JPM | GBP | &nbsp;&nbsp; 70000 | USD | &nbsp;&nbsp; (92399)<br>| 4/24/26 | &nbsp;&nbsp; 249 | &nbsp;&nbsp; — |
| JPM | JPY | &nbsp;&nbsp; 27300000 | USD | &nbsp;&nbsp; (173746)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1323)<br>|
| RBC | EUR | &nbsp;&nbsp; 107000 | USD | &nbsp;&nbsp; (126686)<br>| 4/24/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2860)<br>|
| RBC | JPY | &nbsp;&nbsp; (167100000)<br>| USD | &nbsp;&nbsp; 1099136 | 4/24/26 | &nbsp;&nbsp; 43753 | &nbsp;&nbsp; — |
| RBC | JPY | &nbsp;&nbsp; 67850000 | USD | &nbsp;&nbsp; (428268)<br>| 4/24/26 | &nbsp;&nbsp; 264 | &nbsp;&nbsp; — |
| **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | **Total Foreign Currency Exchange Contracts** | &nbsp;&nbsp; $1101609 | &nbsp;&nbsp; $(8451)<br>|

---

**Futures Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts to Buy (Sell)** | **Contracts to Buy (Sell)** | **Notional** <br>**Amount**<br>| **Notional** <br>**Cost (Proceeds)**<br>| **Expiration** <br>**Date**<br>| **Value/** <br>**Unrealized** <br>**Appreciation**<sup>1</sup> <br>| **Value/** <br>**Unrealized** <br>**Depreciation**<sup>1</sup> <br>|
| **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** | **Interest Rate Contracts:** |
| 1031 | CBOT 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; $114489328 | &nbsp;&nbsp; $115899655 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(1410327)<br>|
| 182 | CBOT 2 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; 37755047 | &nbsp;&nbsp; 37968863 | &nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (213816)<br>|
| 180 | CBOT 5 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; 19472344 | &nbsp;&nbsp; 19400706 | &nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp; 71638 | &nbsp;&nbsp; — |
| 1 | CBOT U.S. Long Bond Futures | &nbsp;&nbsp; 113875 | &nbsp;&nbsp; 117220 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (3345)<br>|
| (8) | Long Gilt Futures | &nbsp;&nbsp; (929591)<br>| &nbsp;&nbsp; (977550)<br>| &nbsp;&nbsp; 6/26/26 | &nbsp;&nbsp; 47959 | &nbsp;&nbsp; — |
| 7 | Ultra 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; 794609 | &nbsp;&nbsp; 806339 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (11730)<br>|
| 62 | Ultra U.S. Treasury Bond Futures | &nbsp;&nbsp; 7226875 | &nbsp;&nbsp; 7416824 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (189949)<br>|
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp; $119597 | &nbsp;&nbsp; $(1829167)<br>|

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–46*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

**Swap Contracts**

**Credit Default Swap (CDS) Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation/**<br> **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount**<sup>2</sup> <br>| **Annual**<br> **Protection**<br> **Payments**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<sup>1</sup> <br>| **Unrealized**<br> **Depreciation**<sup>1</sup> <br>|
| **Centrally Cleared:** |  |  |  |  |  |  |  |
| **Protection Purchased** |  |  |  |  |  |  |  |
| CDX.EM.IG.45 - Quarterly<sup>3</sup> <br>| 525000 | (1.00%) | 6/20/31 | $(3144) | $(3182) | $38 | $— |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Reference**<br> **Obligation/**<br> **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount**<sup>2</sup> <br>| **Annual**<br> **Protection**<br> **Payments**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Over-The-Counter:** |  |  |  |  |  |  |  |
| **Protection Purchased** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; BNP Allianz SE 2.24 <br> 07/07/2045 - Quarterly<br>| EUR 350,000 | (1.00%) | 12/20/30 | $(572) | $(3695) | $3123 | $— |
| &nbsp;&nbsp; BNP Allianz SE 3.10 - <br> 07/06/2047 - Quarterly<br>| EUR 40,000 | (1.00%) | 6/20/31 | 152 | (483) | 635 |  |
| &nbsp;&nbsp; CBK Aviva PLC 6.13 - <br> 06/20/2031 - Quarterly<br>| EUR 140,000 | (1.00%) | 6/20/31 | 1583 | (1109) | 2692 |  |
| &nbsp;&nbsp; CBK Aviva PLC 6.13 - <br> 12/20/2030 - Quarterly<br>| EUR 150,000 | (1.00%) | 12/20/30 | 690 | (38) | 728 |  |
| &nbsp;&nbsp; BNP BMW Finance NV 0.75 - <br> 07/13/2026 - Quarterly<br>| EUR 450,000 | (1.00%) | 12/20/30 | (9460) | (10248) | 788 |  |
| &nbsp;&nbsp; BNP BMW Finance NV 0.75 - <br> 07/13/2026 - Quarterly<br>| EUR 120,000 | (1.00%) | 6/20/31 | (2350) | (3359) | 1009 |  |
| &nbsp;&nbsp; MSC CMBX.NA.BB.18 - <br> Monthly<sup>4</sup> <br>| 200000 | (5.00%) | 12/17/57 | 32639 | 28240 | 4399 |  |
| &nbsp;&nbsp; GS CMBX.NA.BBB-.18 - <br> Monthly<sup>4</sup> <br>| 700000 | (3.00%) | 12/17/57 | 57633 | 67283 |  | (9650) |
| &nbsp;&nbsp; CITI CMBX.NA.BBB-.18 - <br> Monthly<sup>4</sup> <br>| 700000 | (3.00%) | 12/17/57 | 57633 | 51069 | 6564 |  |
| &nbsp;&nbsp; GS CMBX.NA.BBB-.18 - <br> Monthly<sup>4</sup> <br>| 700000 | (3.00%) | 12/17/57 | 57633 | 49486 | 8147 |  |
| &nbsp;&nbsp; JPM CMBX.NA.BBB-.18 - <br> Monthly<sup>4</sup> <br>| 100000 | (3.00%) | 12/17/57 | 8233 | 8099 | 134 |  |
| &nbsp;&nbsp; ICBC CMBX.NA.BBB-.19 - <br> Monthly<sup>4</sup> <br>| 50000 | (3.00%) | 12/17/58 | 4752 | 4606 | 146 |  |
| &nbsp;&nbsp; BNP Deutsche Bank AG 5.63 <br> - 05/19/2031 - Quarterly<br>| EUR 200,000 | (1.00%) | 12/20/30 | 5086 | 3253 | 1833 |  |
| &nbsp;&nbsp; BNP Deutsche Bank AG 5.63 <br> - 05/19/2031 - Quarterly<br>| EUR 60,000 | (1.00%) | 6/20/31 | 2098 | 749 | 1349 |  |
| &nbsp;&nbsp; BNP Generali 4.13 - <br> 05/04/2026 - Quarterly<br>| EUR 300,000 | (1.00%) | 12/20/30 | 901 | (772) | 1673 |  |
| &nbsp;&nbsp; BNP Generali 4.13 - <br> 05/04/2026 - Quarterly<br>| EUR 25,000 | (1.00%) | 6/20/31 | 236 | (57) | 293 |  |
| &nbsp;&nbsp; JPM Heidelberg Materials AG <br> 3.75 05/31/2032 - Quarterly<br>| EUR 290,000 | (5.00%) | 12/20/30 | (61444) | (63310) | 1866 |  |
| &nbsp;&nbsp; BNP Heidelberg Materials AG <br> 3.75 05/31/2032 - Quarterly<br>| EUR 40,000 | (5.00%) | 6/20/31 | (9065) | (9933) | 868 |  |
| &nbsp;&nbsp; JPM Intesa Sanpaolo SpA <br> 6.18 - 02/20/2034 - Quarterly<br>| EUR 250,000 | (1.00%) | 12/20/30 | 1626 | (514) | 2140 |  |
| &nbsp;&nbsp; JPM Intesa Sanpaolo SpA <br> 6.18 - 02/20/2034 - Quarterly<br>| EUR 80,000 | (1.00%) | 6/20/31 | 1107 | (137) | 1244 |  |
| &nbsp;&nbsp; BNP Societe Generale SA <br> 5.25 - 09/06/2032 - Quarterly<br>| EUR 200,000 | (1.00%) | 12/20/30 | 2477 | 2584 |  | (107) |
| &nbsp;&nbsp; BNP Societe Generale SA <br> 5.63 - 06/02/2033 - Quarterly<br>| EUR 90,000 | (1.00%) | 6/20/31 | 1822 | 308 | 1514 |  |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–47*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

**Swap Contracts**

**Credit Default Swap (CDS) Contracts (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty/**<br> **Reference**<br> **Obligation/**<br> **Payment**<br> **Frequency**<br>| **Notional**<br> **Amount**<sup>2</sup><br>| **Annual**<br> **Protection**<br> **Payments**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Over-The-Counter:**<br> **(continued)** |  |  |  |  |  |  |  |
| **Protection Purchased**<br> **(continued)** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; GS UniCredit SpA 2.73 - <br> 01/15/2032 - Quarterly<br>| EUR 45,000 | (1.00%) | 6/20/31 | $924 | $128 | $796 | $— |
| &nbsp;&nbsp; GS UniCredit SpA 5.86 - <br> 06/19/2032 - Quarterly<br>| EUR 250,000 | (1.00%) | 12/20/30 | 3076 | 1463 | 1613 |  |
|  |  |  |  |  | 123613 | 43554 | (9757) |
| **Protection Sold** |  |  |  |  |  |  |  |
| &nbsp;&nbsp; CBK CMBX.NA.AAA.16 - <br> Monthly<sup>4</sup> <br>| 798902 | (0.50%) | 4/17/65 | (5654) | (3914) |  | (1740) |
| &nbsp;&nbsp; ICBC CMBX.NA.AAA.16 - <br> Monthly<sup>4</sup> <br>| 599144 | (0.50%) | 4/17/65 | (4274) | (4977) | 703 |  |
| &nbsp;&nbsp; MSC CMBX.NA.AAA.17 - <br> Monthly<sup>4</sup> <br>| 400000 | (0.50%) | 12/15/56 | (5605) | (4521) |  | (1084) |
| &nbsp;&nbsp; CBK CMBX.NA.AAA.17 - <br> Monthly<sup>4</sup> <br>| 200000 | (0.50%) | 12/15/56 | (2802) | (2078) |  | (724) |
| &nbsp;&nbsp; GS CMBX.NA.AAA.17 - <br> Monthly<sup>4</sup> <br>| 100000 | (0.50%) | 12/15/56 | (1401) | (1206) |  | (196) |
| &nbsp;&nbsp; ICBC CMBX.NA.AAA.17 - <br> Monthly<sup>4</sup> <br>| 900000 | (0.50%) | 12/15/56 | (12623) | (13502) | 879 |  |
| &nbsp;&nbsp; ICBC CMBX.NA.AAA.17 - <br> Monthly<sup>4</sup> <br>| 500000 | (0.50%) | 12/15/56 | (7034) | (7519) | 485 |  |
| &nbsp;&nbsp; ICBC CMBX.NA.AAA.18 - <br> Monthly<sup>4</sup> <br>| 1400000 | (0.50%) | 12/17/57 | 204 | 520 |  | (316) |
| &nbsp;&nbsp; MSC CMBX.NA.BBB-.16 - <br> Monthly<sup>4</sup> <br>| 150000 | (3.00%) | 4/17/65 | (27475) | (22681) |  | (4794) |
|  |  |  |  |  | (59878) | 2067 | (8854) |
|  |  |  |  |  | 63735 | 45621 | (18611) |
| **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | **Total CDS Contracts** | $60553 | $45659 | $(18611) |

---

**Swap Contracts**

**Interest Rate Swap (IRS) Contracts** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference**<br> **Obligation/**<br> **Payment**<br> **Frequency (Fixed**<br> **Rate/Floating Rate)**<br>| **Notional**<br> **Amount**<sup>2</sup> <br>| **Fixed**<br> **Interest**<br> **Rate Paid**<br> **(Received)**<br>| **Floating**<br> **Interest**<br> **Rate Paid**<br> **(Received)**<br>| **Termination**<br> **Date**<br>| **Value** | **Upfront**<br> **Payments**<br> **Paid**<br> **(Received)**<br>| **Unrealized**<br> **Appreciation**<sup>1</sup> <br>| **Unrealized**<br> **Depreciation**<sup>1</sup> <br>|
| **Centrally Cleared:** |  |  |  |  |  |  |  |  |
| Pay-Annual | 63309000 | (3.00%) | (1.00%) | 6/17/28 | $729679 | $531774 | $197905 | $— |
| Pay-Annual | 11163000 | (3.25%) | (1.00%) | 6/17/29 | 101588 | 40543 | 61045 |  |
| Pay-Annual | 410000 | (4.00%) | (1.00%) | 6/17/41 | 4059 | (1255) | 5314 |  |
| Receive-Annual | 590000 | (3.75%) | (1.00%) | 6/17/36 | (6509) | (3381) |  | (3128) |
| Receive-Annual | 670000 | (4.00%) | (1.00%) | 6/17/56 | (15639) | (12992) |  | (2647) |
| **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | **Total IRS Contracts** | $554689 | $264264 | $(5775) |

---

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

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

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

---

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

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–48*

------

**LVIP Fidelity Institutional AM**<sup>®</sup> **Total Bond Fund**

**Schedule of Investments (continued)**

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>3</sup> Markit's CDX.EM Index is composed of fourteen sovereign issuers from the following regions: Latin America, Middle East, Eastern Europe, <br> Africa and Asia. Constituents for the index can be found at www.markit.com/Documentation. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <sup>4</sup> CMBX.NA.AAA, CMBX.NA.AS, CMBX.NA.AA, CMBX.NA.A, CMBX.NA.BBB and CMBX.NA.BB (collectively, the "CMBX Indices" and each, a <br> "CMBX Index"). Each CMBX Index will be composed of 25 reference obligations that are tranches of commercial mortgage-backed <br> securities offerings. |

---

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

---

| |
|:---|
| **Summary of Abbreviations:** |
| AUD–Australian Dollar |
| BMO–Bank of Montreal  |
| BNP–BNP Paribas |
| BOA–Bank of America |
| CAD–Canadian Dollar |
| CBK–Citibank NA |
| CBOT–Chicago Board of Trade |
| CITI–Citigroup Global Markets |
| CLO–Collateralized Loan Obligation |
| CME–Chicago Mercantile Exchange |
| CMPC–Coût Moyen Pondéré du Capital |
| CVR–Contingent Value Rights |
| DB–Deutsche Bank |
| DB-JPM–Deutsche Bank JPMorgan |
| EUR–Euro |
| GBP–British Pound Sterling |
| GS–Goldman Sachs |
| GSB–Goldman Sachs Bank USA |
| HSBC–Hong Kong and Shanghai Banking Corporation |
| ICBC–Industrial and Commercial Bank of China |
| IRS–Interest Rate Swap |
| JPM–JPMorgan Chase Bank NA |
| JPY–Japanese Yen |
| LNG–Liquefied Natural Gas |
| MSC–Morgan Stanley & Co. |
| MSCI–Morgan Stanley Capital International |
| PJSC–Public Joint Stock Company |
| Prime Rate–Interest rate charged by banks to their most credit worthy customers |
| RBC–Royal Bank of Canada |
| REIT–Real Estate Investment Trust |
| REMIC–Real Estate Mortgage Investment Conduits |
| SOFR–Secured Overnight Financing Rate |
| TBA–To be announced |
| USD–United States Dollar |

---

*LVIP Fidelity Institutional AM*<sup>®</sup> *Total Bond Fund–49*

------

## 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 Fidelity Institutional AM(R) Total Bond Fund

- **b. EDGAR series identifier (if any):** S000070165

- **c. LEI of Series:** 549300JTA30014W9UF64

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

- **a. Date of fiscal year-end:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2389723880.36

**Total Liabilities:** $269782435.13

**Net Assets:** $2119941445.23

**Delayed Delivery Securities:** $137787494.05

**Cash Not Reported:** $3129534.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1215.40000000 | **1-Year:** -43773.95000000 | **5-Year:** -154119.04000000 | **10-Year:** -75599.70000000 | **30-Year:** -17544.92000000

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

- **3-Month:** -937.24000000 | **1-Year:** -21722.45000000 | **5-Year:** -67296.53000000 | **10-Year:** -16786.91000000 | **30-Year:** -9494.09000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000223150 | 0.19%                | 1.69%                | -1.91%               |
| Class ID C000223151 | 0.21%                | 1.72%                | -1.88%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1825735.28             | $-630127.04                                |
| Month 2  | $1451586.18              | $25482167.20                               |
| Month 3  | $-494207.49              | $-47459551.34                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                                  | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                    | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    519975 | PA      | $518529.35    | 0.02%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP Texas Inc                                                                                                                | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    359000 | PA      | $353062.82    | 0.02%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                     | ADT Security Corp/The                                                                                                        | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111378.59    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                     | AES Corp/The                                                                                                                 | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3398000 | PA      | $3006143.15   | 0.14%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                     | AES Corp/The                                                                                                                 | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111957.53    | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                           | AI Aqua Merger Sub Inc 2026 Term Loan B                                                                                      | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    660000 | PA      | $658039.80    | 0.03%             | 2028-07-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                          | AP Core Holdings II LLC High-Yield Term Loan B2                                                                              | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    775000 | PA      | $753323.25    | 0.04%             | 2027-09-01      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                           | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves                                             | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $189896.70    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                               | APLD ComputeCo LLC                                                                                                           | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $566677.10    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                                                                     | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1577597.16   | 0.07%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3284828.95   | 0.15%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VM Consolidated Inc                                              | VM Consolidated Inc 2025 Term Loan                                                                                           | CUSIP: 00215NAP5<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |    114425 | PA      | $114473.06    | 0.01%             | 2032-10-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                      | Hexion Holdings Corporation 2024 Term Loan B                                                                                 | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    970372 | PA      | $926501.79    | 0.04%             | 2029-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| AZZ Inc                                                          | AZZ Inc Term Loan B                                                                                                          | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |     46220 | PA      | $46268.25     | 0.00%             | 2029-05-13      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                         | Abu Dhabi National Energy Co PJSC                                                                                            | CUSIP: 00388WAH4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    100000 | PA      | $75830.73     | 0.00%             | 2049-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                         | Abu Dhabi National Energy Co PJSC                                                                                            | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $188119.98    | 0.01%             | 2037-03-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                         | Abu Dhabi Developmental Holding Co PJSC                                                                                      | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $202413.09    | 0.01%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                         | Abu Dhabi Developmental Holding Co PJSC                                                                                      | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $176768.22    | 0.01%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Co Inc                                                                                                     | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189407.52    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Acosta Inc                                                       | Acosta Inc 2024 Term Loan B                                                                                                  | CUSIP: 00485CAW7<br>LEI: 549300NKH5QUQILWWM10 | Long             | LON              | CORP              | US        |     64585 | PA      | $62849.64     | 0.00%             | 2031-08-21      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                    | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                      | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   1842305 | PA      | $1781969.16   | 0.08%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                     | Acrisure LLC 2025 Term Loan B                                                                                                | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     44937 | PA      | $43476.73     | 0.00%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                      | Acushnet Co                                                                                                                  | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69458.33     | 0.00%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | AdaptHealth LLC                                                                                                              | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $94854.08     | 0.00%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                             | Adnoc Murban Rsc Ltd                                                                                                         | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $171998.51    | 0.01%             | 2054-09-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                               | Advance Auto Parts Inc                                                                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131664.00    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                                                                        | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224752.79    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | 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        |   2070000 | PA      | $2047198.62   | 0.10%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                    | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3769000 | PA      | $3627980.87   | 0.17%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                    | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1400000 | PA      | $1418289.63   | 0.07%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                          | Aeropuertos Dominicanos Siglo XXI SA                                                                                         | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    200000 | PA      | $203778.00    | 0.01%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                          | Aeropuerto Internacional de Tocumen SA                                                                                       | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $160056.00    | 0.01%             | 2061-08-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                         | Advanced Drainage Systems Inc                                                                                                | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121640.10    | 0.01%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X1                                                                                    | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000948.30   | 0.05%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | Agree LP                                                                                                                     | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |   2340000 | PA      | $2161377.74   | 0.10%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                            | Ahead DB Holdings LLC 2024 Term Loan B4                                                                                      | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    169148 | PA      | $166478.71    | 0.01%             | 2031-02-03      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Aimco                                                            | AIMCO CLO 10 Ltd                                                                                                             | CUSIP: 00901AAS6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9985070.00   | 0.47%             | 2037-07-22      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                   | Air Lease Corp                                                                                                               | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    378000 | PA      | $367285.51    | 0.02%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                    | Aircastle Ltd                                                                                                                | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $248685.18    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                        | ALA Trust 2025-OANA                                                                                                          | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $942350.09    | 0.04%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120804.60    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92942.90     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                               | Albertsons Cos Inc                                                                                                           | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123064.51    | 0.01%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                          | Alcoa Nederland Holding BV                                                                                                   | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    415000 | PA      | $433970.46    | 0.02%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                                            | Aldar Properties PJSC                                                                                                        | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $183183.91    | 0.01%             | 2056-04-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                                  | Alera Group Inc 2026 Term Loan B                                                                                             | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    293527 | PA      | $284286.62    | 0.01%             | 2032-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                 | AlixPartners LLP 2025 USD Term Loan                                                                                          | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    169575 | PA      | $167808.03    | 0.01%             | 2032-08-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                  | Allegro CLO XIII Ltd                                                                                                         | CUSIP: 01750WAQ2<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | KY        |    511000 | PA      | $511294.85    | 0.02%             | 2038-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                               | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                                           | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    124437 | PA      | $123361.62    | 0.01%             | 2031-09-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC 2025 USD Term Loan B                                                                             | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    815900 | PA      | $815451.26    | 0.04%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | Allison Transmission Inc                                                                                                     | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124233.68    | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | Allison Transmission Inc 2025 Incremental Term Loan B                                                                        | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |     70000 | PA      | $70175.00     | 0.00%             | 2033-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25700000 | PA      | $20694523.31  | 0.98%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7175000 | PA      | $5775594.67   | 0.27%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10500000 | PA      | $9230569.64   | 0.44%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F030637<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -10500000 | PA      | $-9230569.64  | -0.44%            | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -15775000 | PA      | $-13853280.82 | -0.65%            | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3225000 | PA      | $3113508.53   | 0.15%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F042632<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3225000 | PA      | $-3113508.53  | -0.15%            | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2600000 | PA      | $2509014.74   | 0.12%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -5625000 | PA      | $-5428156.89  | -0.26%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F050445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6150000 | PA      | $6194907.36   | 0.29%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3950000 | PA      | $3975139.81   | 0.19%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $5426126.53   | 0.26%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F050635<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -5500000 | PA      | $-5426126.53  | -0.26%            | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11100000 | PA      | $10946005.70  | 0.52%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -5500000 | PA      | $-5423696.52  | -0.26%            | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1105543.23   | 0.05%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F052631<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1100000 | PA      | $-1105543.23  | -0.05%            | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2511514.78   | 0.12%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4200000 | PA      | $4281177.60   | 0.20%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F060642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -4200000 | PA      | $-4281177.60  | -0.20%            | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1119928.77   | 0.05%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F060659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -9600000 | PA      | $-9773923.78  | -0.46%            | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29719.97     | 0.00%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                                                                           | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232076.58    | 0.01%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                                                                           | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292015.35    | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                                                                           | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    340000 | PA      | $328178.87    | 0.02%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50731.63     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                                                                         | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221027.31    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                                                             | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1147272 | PA      | $1087021.85   | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                                                             | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     34298 | PA      | $32498.33     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                                         | Altice France Lux 3 / Altice Holdings 1                                                                                      | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     66000 | PA      | $59982.64     | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | Altice Financing SA                                                                                                          | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $332531.30    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | Altice Financing SA                                                                                                          | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $81605.41     | 0.00%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                  | Alumina Pty Ltd                                                                                                              | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $215719.77    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                 | Ambipar Lux Sarl                                                                                                             | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |    531000 | PA      | $98235.00     | 0.00%             | 2031-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                         | Amentum Government Services Holdings LLC 2024 Term Loan B                                                                    | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    622666 | PA      | $622148.98    | 0.03%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                        | Hess Corp                                                                                                                    | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $2175954.32   | 0.10%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines Inc 2025 Term Loan                                                                                         | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    496250 | PA      | $490900.43    | 0.02%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines Inc 2025 Term Loan B                                                                                       | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |     99250 | PA      | $98207.88     | 0.00%             | 2032-05-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing, Inc.                            | American Axle and Manufacturing Inc 2025 Incremental Term Loan C                                                             | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    113850 | PA      | $113210.16    | 0.01%             | 2033-02-03      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                                                            | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103923.02    | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                                                            | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136289.72    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                            | American Homes 4 Rent LP                                                                                                     | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1538000 | PA      | $1543625.43   | 0.07%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp                                      | American Trailer World Corp Term Loan B                                                                                      | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |    500000 | PA      | $421945.00    | 0.02%             | 2028-03-03      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                         | AmeriTex HoldCo Intermediate LLC                                                                                             | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113547.17    | 0.01%             | 2033-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                             | Amkor Technology Inc                                                                                                         | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69713.62     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                       | Amneal Pharmaceuticals LLC 2026 Term Loan                                                                                    | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    164175 | PA      | $164585.44    | 0.01%             | 2032-08-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                | Amsted Industries Inc                                                                                                        | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135668.25    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AmWINS Group Inc 2026 Term Loan B                                                                                            | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    230657 | PA      | $228885.22    | 0.01%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                           | Amur Equipment Finance Receivables XV LLC                                                                                    | CUSIP: 03237FAB1<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |   1509897 | PA      | $1519787.93   | 0.07%             | 2031-09-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2026-2                                                                                              | CUSIP: 03466LAA2<br>LEI: 254900KYTF3JMR1ZQR67 | Long             | ABS-MBS          | CORP              | US        |     98956 | PA      | $97719.51     | 0.00%             | 2071-02-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                                                                        | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     50000 | PA      | $44270.62     | 0.00%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                                                                        | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $194313.58    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                                                                        | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $202497.63    | 0.01%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                 | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69223.43     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                 | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $236503.62    | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTICIMEX INTERNATIONAL AB                                       | Anticimex International AB 2025 USD Term Loan                                                                                | CUSIP: 03703HAD8<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |    194025 | PA      | $194065.75    | 0.01%             | 2031-11-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                  | Antofagasta PLC                                                                                                              | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $179300.00    | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                             | APLD ComputeCo 2 LLC                                                                                                         | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198543.82    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                              | Applied Systems Inc 2024 1st Lien Term Loan                                                                                  | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    466739 | PA      | $457142.73    | 0.02%             | 2031-02-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                                                                          | CUSIP: 038461AL3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $200987.36    | 0.01%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                                                                          | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    150000 | PA      | $114133.59    | 0.01%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                                                                          | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    300000 | PA      | $262397.06    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                                                                          | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    100000 | PA      | $96111.01     | 0.00%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| New Arclin US Holding Corp                                       | New Arclin US Holding Corp 2021 Term Loan                                                                                    | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    494839 | PA      | $490043.85    | 0.02%             | 2028-09-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                         | Archrock Services LP / Archrock Partners Finance Corp                                                                        | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $242565.45    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arcis Golf LLC                                                   | Arcis Golf LLC 2025 Term Loan B                                                                                              | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |    113297 | PA      | $113203.00    | 0.01%             | 2028-11-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                  | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    185000 | PA      | $169404.76    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                  | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $148711.94    | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HERITAGE ENVIRONMENTAL SER INC                                   | HERITAGE ENVIRONMENTAL SER INC 2026 TERM LOAN B                                                                              | CUSIP: 03970GAC8<br>LEI: 549300E3IIHNPMXFHC03 | Long             | LON              | CORP              | US        |     85000 | PA      | $85000.00     | 0.00%             | 2033-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares LXX CLO Ltd                                                                                                             | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1183000 | PA      | $1181107.20   | 0.06%             | 2039-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Trust 2025-IND3                                                                                                         | CUSIP: 039955AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $140000.00    | 0.01%             | 2042-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Trust 2025-IND3                                                                                                         | CUSIP: 039955AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.11    | 0.00%             | 2042-04-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    834594 | PA      | $697720.38    | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    871767 | PA      | $627672.24    | 0.03%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    505000 | PA      | $379507.50    | 0.02%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    225000 | PA      | $149737.50    | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    236244 | PA      | $206961.29    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares XXXIV CLO Ltd                                                                                                           | CUSIP: 04015GBB4<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   1870000 | PA      | $1869956.99   | 0.09%             | 2038-07-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                     | Ares LIV CLO Ltd                                                                                                             | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    953000 | PA      | $953121.98    | 0.04%             | 2038-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                         | Ares Strategic Income Fund                                                                                                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2096687.02   | 0.10%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                         | Ares Strategic Income Fund                                                                                                   | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    869000 | PA      | $845004.77    | 0.04%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                         | Ares Strategic Income Fund                                                                                                   | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1063812.96   | 0.05%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust 2026-GCP                                                                                      | CUSIP: 04021QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99500.11     | 0.00%             | 2043-02-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                                 | Aris Mining Corp                                                                                                             | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $258875.00    | 0.01%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                              | Republic of Armenia International Bond                                                                                       | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    250000 | PA      | $253376.89    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | Artera Services LLC                                                                                                          | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    729000 | PA      | $624229.36    | 0.03%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                   | Aruba Investments Holdings LLC 2020 USD Term Loan                                                                            | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    629466 | PA      | $600353.35    | 0.03%             | 2027-11-24      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                   | Aruba Investments Holdings LLC 2020 2nd Lien Term Loan                                                                       | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     70000 | PA      | $62737.50     | 0.00%             | 2028-11-24      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                              | Ascend Learning LLC 2025 Repriced Term Loan B                                                                                | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    767500 | PA      | $748312.50    | 0.04%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                       | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61030.32     | 0.00%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                               | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66130.25     | 0.00%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                               | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62707.81     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                         | Asplundh Tree Expert LLC 2024 Incremental Term Loan B                                                                        | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247479 | PA      | $247911.65    | 0.01%             | 2031-05-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                           | Asurion LLC/ Asurion Co-Issuer Inc                                                                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    355000 | PA      | $368294.04    | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                           | Asurion LLC/ Asurion Co-Issuer Inc                                                                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    920000 | PA      | $893193.43    | 0.04%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                         | Aston Martin Capital Holdings Ltd                                                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $150500.00    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASTRO ACQUISITION LLC                                            | Astro Acquisition LLC 2025 Term Loan B                                                                                       | CUSIP: 04636FAG5<br>LEI: 254900PB0M1U1S6VUM04 | Long             | LON              | CORP              | US        |     99750 | PA      | $99999.38     | 0.00%             | 2032-08-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC 2021 Second Lien Term Loan B4                                                                                    | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    461215 | PA      | $457755.84    | 0.02%             | 2029-01-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC 2024 Term Loan B12                                                                                               | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1732412 | PA      | $1712610.61   | 0.08%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                      | Asurion LLC 2026 Term Loan B14                                                                                               | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    429426 | PA      | $414666.65    | 0.02%             | 2033-02-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | Athene Global Funding                                                                                                        | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2466471.31   | 0.12%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | Athene Global Funding                                                                                                        | CUSIP: 04685A4X6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2120316.77   | 0.10%             | 2027-04-19      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                           | Athenahealth Group Inc 2022 Term Loan B                                                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    767500 | PA      | $752150.00    | 0.04%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                         | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94478.65     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC 2025 Term Loan B                                                                                  | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    109175 | PA      | $107264.44    | 0.01%             | 2032-07-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC                                                                                     | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $448082.96    | 0.02%             | 2029-08-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1700000 | PA      | $1705595.58   | 0.08%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2150000 | PA      | $2173442.46   | 0.10%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1469843.30   | 0.07%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                                                                  | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     62000 | PA      | $59393.85     | 0.00%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                         | Axalta Coating Systems Dutch Holding B BV                                                                                    | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $104571.73    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | Axon Enterprise Inc                                                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147399.17    | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | Axon Enterprise Inc                                                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168423.09    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                                              | Axian Telecom Holding & Management PLC                                                                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    335000 | PA      | $330968.02    | 0.02%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2020-C7                                                                                                 | CUSIP: 05492VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $83927.03     | 0.00%             | 2053-04-15      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-C30                                                                                                | CUSIP: 05493YAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98781.48     | 0.00%             | 2057-11-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-5C37                                                                                               | CUSIP: 05494NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144000 | PA      | $145079.11    | 0.01%             | 2058-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR19                                                                                                             | CUSIP: 05494RAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $102031.40    | 0.00%             | 2058-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR19                                                                                                             | CUSIP: 05494RBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $27772.00     | 0.00%             | 2058-12-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR19                                                                                                             | CUSIP: 05494RCD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98712.89     | 0.00%             | 2058-12-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                         | Azul Secured Finance LLP                                                                                                     | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $68578.13     | 0.00%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                                                             | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6515852.22   | 0.31%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                 | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $242950.00    | 0.01%             | 2033-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                           | Aveanna Healthcare LLC 2025 Term Loan B                                                                                      | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |     64675 | PA      | $64554.06     | 0.00%             | 2032-09-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                                         | BCPE Empire Holdings Inc 2025 Term Loan B                                                                                    | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    519987 | PA      | $511537.68    | 0.02%             | 2030-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                         | BCPE EMPIRE HOLDINGS INC 2026 10TH AMENDMENT TERM LOAN                                                                       | CUSIP: 05550HAT2<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    770000 | PA      | $757010.10    | 0.04%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                              | LBM Acquisition LLC                                                                                                          | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $102307.31    | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-C26                                                                                                | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209300.62    | 0.01%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2024-C26                                                                                                | CUSIP: 05555AAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $78331.53     | 0.00%             | 2057-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD 2024-WRHS Mortgage Trust                                                                                                | CUSIP: 05555HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222479 | PA      | $222200.85    | 0.01%             | 2039-07-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| BCRED BSL Static CLO Ltd                                         | BCRED BSL Static CLO 2025-1 Ltd                                                                                              | CUSIP: 05556KAA0<br>LEI: 2549001IQYV4NQDSNA79 | Long             | ABS-CBDO         | CORP              | KY        |    966103 | PA      | $965697.23    | 0.05%             | 2035-07-24      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-5C38                                                                                               | CUSIP: 05556RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $93398.64     | 0.00%             | 2058-11-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-C39                                                                                                | CUSIP: 05556YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97742.27     | 0.00%             | 2058-12-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                                                      | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    420000 | PA      | $430519.16    | 0.02%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-C13 Mortgage Trust                                                                                                  | CUSIP: 05592YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $115172.74    | 0.01%             | 2058-10-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                        | BMP 2024-MF23                                                                                                                | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113000 | PA      | $1112305.04   | 0.05%             | 2041-06-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                        | BMP 2024-MF23                                                                                                                | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528000 | PA      | $526020.58    | 0.02%             | 2041-06-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2024-PARK                                                                                      | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5800000 | PA      | $5850184.50   | 0.28%             | 2039-11-05      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2024-PARK                                                                                      | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $123853.81    | 0.01%             | 2039-11-05      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-ROIC                                                                                                           | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4695611 | PA      | $4672128.59   | 0.22%             | 2030-03-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-ROIC                                                                                                           | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100802 | PA      | $3071736.70   | 0.14%             | 2030-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-ROIC                                                                                                           | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122002 | PA      | $121544.50    | 0.01%             | 2030-03-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-LUNR                                                                                                           | CUSIP: 05594CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77826 | PA      | $77923.31     | 0.00%             | 2040-06-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2026-RISE                                                                                                           | CUSIP: 05595AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.00%             | 2041-04-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                                                               | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    165000 | PA      | $165624.41    | 0.01%             | 2035-06-27      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2020-VIV2                                                                                       | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3211000 | PA      | $2983526.98   | 0.14%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                               | BX Trust 2019-OC11                                                                                                           | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $499785.50    | 0.02%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                               | BX Trust 2019-OC11                                                                                                           | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $484265.57    | 0.02%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2021-IRON                                                                                       | CUSIP: 05608JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87077 | PA      | $87062.95     | 0.00%             | 2038-02-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2021-IRON                                                                                       | CUSIP: 05608JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87077 | PA      | $87062.82     | 0.00%             | 2038-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-LBA                                                                                                            | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197702 | PA      | $197331.69    | 0.01%             | 2036-02-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2021-ACNT                                                                                       | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198716 | PA      | $198591.74    | 0.01%             | 2038-11-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-BXMF                                                                                                           | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3581129 | PA      | $3576651.95   | 0.17%             | 2026-10-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-VAMF                                                                                                           | CUSIP: 05609TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79147 | PA      | $78918.20     | 0.00%             | 2039-01-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-VAMF                                                                                                           | CUSIP: 05609TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190256 | PA      | $189532.27    | 0.01%             | 2039-01-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-IND                                                                                                            | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94500 | PA      | $94588.62     | 0.00%             | 2037-04-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2022-LP2                                                                                        | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $174890.70    | 0.01%             | 2039-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2022-LP2                                                                                        | CUSIP: 05610HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $104737.52    | 0.00%             | 2039-02-15      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Trust 2023-BRK2                                                                                                          | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $286340.67    | 0.01%             | 2038-10-05      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                                                                        | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4458806 | PA      | $4460202.18   | 0.21%             | 2039-02-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                                                                        | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1198775 | PA      | $1199522.97   | 0.06%             | 2039-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                                                                        | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87910 | PA      | $88129.89     | 0.00%             | 2039-02-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                                                                        | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91906 | PA      | $91885.82     | 0.00%             | 2039-02-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-MF                                                                                         | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    531273 | PA      | $531106.42    | 0.03%             | 2039-02-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL5                                                                                        | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4859722 | PA      | $4861245.56   | 0.23%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL5                                                                                        | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $140000.11    | 0.01%             | 2041-03-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-CNYN                                                                                                           | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940396 | PA      | $940396.75    | 0.04%             | 2041-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-CNYN                                                                                                           | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313703 | PA      | $313506.82    | 0.01%             | 2041-04-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-KING                                                                                       | CUSIP: 05612RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    661294 | PA      | $661294.18    | 0.03%             | 2034-05-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-VLT4                                                                                                           | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $272117.37    | 0.01%             | 2041-06-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-VLT4                                                                                                           | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499998.70    | 0.02%             | 2041-06-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-DIME                                                                                                           | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1313000 | PA      | $1303971.55   | 0.06%             | 2035-02-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-DIME                                                                                                           | CUSIP: 05613UAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $194232.27    | 0.01%             | 2035-02-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                               | BW Real Estate Inc                                                                                                           | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $165206.25    | 0.01%             | 2030-03-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-VLT5                                                                                       | CUSIP: 05614JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $373550.45    | 0.02%             | 2046-11-13      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-C12 Mortgage Trust                                                                                                  | CUSIP: 05615DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178000 | PA      | $180905.44    | 0.01%             | 2058-06-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2025-STAR                                                                                      | CUSIP: 05619DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $134463.97    | 0.01%             | 2042-11-05      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BRES Commercial Mortgage Trust                                   | BRES Commercial Mortgage Trust 2025-ATCAP                                                                                    | CUSIP: 05619GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $146995.99    | 0.01%             | 2042-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BRES Commercial Mortgage Trust                                   | BRES Commercial Mortgage Trust 2025-ATCAP                                                                                    | CUSIP: 05619GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $125378.91    | 0.01%             | 2042-11-15      | Floating      | 8.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-OMG                                                                                                            | CUSIP: 05619HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $346581.00    | 0.02%             | 2042-10-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VOLT                                                                                                           | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $138993.60    | 0.01%             | 2044-12-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                    | BLP Commercial Mortgage Trust 2024-IND2                                                                                      | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592806 | PA      | $592434.61    | 0.03%             | 2041-03-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                          | Bahamas Government International Bond                                                                                        | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    170000 | PA      | $181361.10    | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                               | Bahrain Government International Bond                                                                                        | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     50000 | PA      | $44143.70     | 0.00%             | 2034-05-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2023-2 Ltd                                                                                           | CUSIP: 05684GAS5<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |   1402000 | PA      | $1403268.81   | 0.07%             | 2038-07-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2023-4 Ltd                                                                                           | CUSIP: 05685EAN0<br>LEI: 254900ZFJ59QPVWB0563 | Long             | ABS-CBDO         | CORP              | KY        |   1386000 | PA      | $1383696.47   | 0.07%             | 2039-01-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                               | Bahrain Government International Bond                                                                                        | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $188265.11    | 0.01%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Bakelite US Holdco Inc                                           | Bakelite US Holdco Inc 2024 Term Loan B                                                                                      | CUSIP: 05710LAD5<br>LEI: 549300UCYL2XSFT5Y041 | Long             | LON              | CORP              | US        |    496241 | PA      | $478182.41    | 0.02%             | 2031-12-23      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                         | Banco de Credito e Inversiones SA                                                                                            | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $210226.00    | 0.01%             | 2029-05-08      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                         | Banco Bilbao Vizcaya Argentaria SA                                                                                           | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $415661.45    | 0.02%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                          | Banco del Estado de Chile                                                                                                    | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $210522.00    | 0.01%             | 2029-05-02      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                         | Banco Mercantil del Norte SA/Grand Cayman                                                                                    | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $250501.75    | 0.01%             | 2028-01-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                         | Banco de Credito del Peru S.A.                                                                                               | CUSIP: 05971U2H9<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    100000 | PA      | $98690.00     | 0.00%             | 2035-03-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5429245.41   | 0.26%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7290000 | PA      | $7378609.00   | 0.35%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4171000 | PA      | $4302758.43   | 0.20%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3138679.98   | 0.15%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4239000 | PA      | $4257429.09   | 0.20%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                        | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                                                           | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98396.25     | 0.00%             | 2049-07-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135813.11    | 0.01%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                         | Bank Gospodarstwa Krajowego                                                                                                  | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    120000 | PA      | $118485.78    | 0.01%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | Bank of Nova Scotia/The                                                                                                      | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98660.84     | 0.00%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2018-BNK10                                                                                                              | CUSIP: 065404BD6<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $307955.41    | 0.01%             | 2061-02-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2018-BNK10                                                                                                              | CUSIP: 065404BE4<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $178558.12    | 0.01%             | 2061-02-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2017-BNK4                                                                                                               | CUSIP: 06541FBF5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91090.44     | 0.00%             | 2050-05-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2025-BNK51                                                                                                              | CUSIP: 06541HAK1<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $155813.07    | 0.01%             | 2067-12-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR16                                                                                                             | CUSIP: 065934BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $34306.20     | 0.00%             | 2063-08-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2026-5YR21                                                                                                             | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $618135.06    | 0.03%             | 2059-04-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2026-5YR21                                                                                                             | CUSIP: 06644BAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99121.52     | 0.00%             | 2059-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                                                                 | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6190000 | PA      | $6260795.22   | 0.30%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                                                                 | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4180000 | PA      | $4252595.94   | 0.20%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                   | Barings CLO Ltd 2020-I                                                                                                       | CUSIP: 06762LAR9<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | KY        |    740000 | PA      | $739630.00    | 0.03%             | 2038-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Barings Issuer LLC                                               | Barings 2026-SBP Issuer LLC                                                                                                  | CUSIP: 06764UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1351505 | PA      | $1341138.25   | 0.06%             | 2059-02-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                         | Great Outdoors Group LLC 2025 Term Loan B                                                                                    | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   2969925 | PA      | $2961015.03   | 0.14%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                                                                        | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $23460.89     | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                             | Bayer US Finance LLC                                                                                                         | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $744439.98    | 0.04%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | Bayer US Finance II LLC                                                                                                      | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4270000 | PA      | $4227166.90   | 0.20%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                          | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                                                                   | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $158692.94    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-C32                                                                                                | CUSIP: 07337AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242000 | PA      | $243639.62    | 0.01%             | 2062-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-5C34                                                                                               | CUSIP: 07337BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $281699.25    | 0.01%             | 2058-05-15      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-C35                                                                                                | CUSIP: 07337DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100460.57    | 0.00%             | 2058-07-15      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                      | Beach Acquisition Bidco LLC USD Term Loan B                                                                                  | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    154612 | PA      | $154805.77    | 0.01%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                          | Beach Acquisition Bidco LLC                                                                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    221350 | PA      | $235741.58    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VAN POOL TRANSPORTATION LLC                                      | Van Pool Transportation LLC 2026 Term Loan                                                                                   | CUSIP: 07363PAE0<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     90536 | PA      | $90508.08     | 0.00%             | 2030-08-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| VAN POOL TRANSPORTATION LLC                                      | Van Pool Transportation LLC 2026 Delayed Draw Term Loan                                                                      | CUSIP: 07363PAG5<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |      4464 | PA      | $4462.47      | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                             | Beacon Mobility Corp                                                                                                         | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67142.79     | 0.00%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                 | Beazer Homes USA Inc                                                                                                         | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98234.17     | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2022-B33 Mortgage Trust                                                                                            | CUSIP: 08163PBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $159599.02    | 0.01%             | 2055-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2026-V20 Mortgage Trust                                                                                            | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $406110.32    | 0.02%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners Clo XXXIII Ltd                                                                                       | CUSIP: 08179DAL3<br>LEI: 254900IWSSBPCATK8N78 | Long             | ABS-CBDO         | CORP              | JE        |   1159000 | PA      | $1156490.77   | 0.05%             | 2039-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO 43 Ltd                                                                                           | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   1306000 | PA      | $1306013.06   | 0.06%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                  | Benefit Street Partners CLO 44 Ltd                                                                                           | CUSIP: 08187NAA5<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |   1186000 | PA      | $1183714.58   | 0.06%             | 2039-01-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2025-B41 Mortgage Trust                                                                                            | CUSIP: 081935BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100832.20    | 0.00%             | 2068-07-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                              | Benin Government International Bond                                                                                          | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $196211.04    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                             | Berlin Packaging LLC 2025 Term Loan B7                                                                                       | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    338300 | PA      | $325238.24    | 0.02%             | 2031-06-07      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                  | Bermuda Government International Bond                                                                                        | CUSIP: 085209AD6<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $198532.00    | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                  | Bermuda Government International Bond                                                                                        | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     50000 | PA      | $34125.00     | 0.00%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                                                                     | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381000 | PA      | $381119.48    | 0.02%             | 2041-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                          | BioMarin Pharmaceutical Inc                                                                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88610.09     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                          | Biocon Biologics Global PLC                                                                                                  | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $54206.53     | 0.00%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                          | Black Pearl Compute LLC                                                                                                      | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $141473.78    | 0.01%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                       | Blackbird Capital II Aircraft Lease Ltd                                                                                      | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3336234 | PA      | $3162908.33   | 0.15%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                           | Blackstone Private Credit Fund                                                                                               | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3010368.92   | 0.14%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                           | Blackstone Private Credit Fund                                                                                               | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1522314.67   | 0.07%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                                                               | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3491000 | PA      | $3606280.33   | 0.17%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C12 Mortgage Trust                                                                                                 | CUSIP: 09663VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $75169.29     | 0.00%             | 2058-10-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C13 Mortgage Trust                                                                                                 | CUSIP: 09664JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $598597.08    | 0.03%             | 2058-12-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C13 Mortgage Trust                                                                                                 | CUSIP: 09664JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $609026.64    | 0.03%             | 2058-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C11 Mortgage Trust                                                                                                 | CUSIP: 096941AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $97390.00     | 0.00%             | 2058-07-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2026-C14 Mortgage Trust                                                                                                  | CUSIP: 096942BB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98399.26     | 0.00%             | 2059-02-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | Boeing Co/The                                                                                                                | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2156546.44   | 0.10%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | Boeing Co/The                                                                                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3301724.58   | 0.16%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $120510.46    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                                                               | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $160069.74    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                            | Boots Group Bidco Ltd USD Term Loan                                                                                          | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    109725 | PA      | $109999.31    | 0.01%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                         | Brand Industrial Services Inc                                                                                                | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    315000 | PA      | $287882.53    | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                    | Brand Industrial Services Inc 2024 Term Loan B                                                                               | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1064330 | PA      | $910885.81    | 0.04%             | 2030-08-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                              | Braskem Netherlands Finance BV                                                                                               | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $41812.50     | 0.00%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                              | Braskem Netherlands Finance BV                                                                                               | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $114962.50    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2025-NQM5                                                                                    | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |    579760 | PA      | $581468.50    | 0.03%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                                                                        | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    250000 | PA      | $282837.50    | 0.01%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                                                                        | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    100000 | PA      | $108220.00    | 0.01%             | 2037-01-20      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                                                                        | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $190530.00    | 0.01%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                                                                        | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $204430.00    | 0.01%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                           | Brazilian Government International Bond                                                                                      | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $195900.00    | 0.01%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENRGY HOLD                                            | Breakwater Energy Holdings Sarl                                                                                              | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    165000 | PA      | $173280.36    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                         | Broadstreet Partners Inc 2024 Term Loan B4                                                                                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    385643 | PA      | $375666.00    | 0.02%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                                                                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1642069.68   | 0.08%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3398847.68   | 0.16%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                                                                 | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4398377.61   | 0.21%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                          | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                              | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    148701 | PA      | $155672.50    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73658.99     | 0.00%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98721.69     | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314698.17    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                         | Burford Capital Global Finance LLC                                                                                           | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116550.00    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-GPA3                                                                                       | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2666809 | PA      | $2666808.27   | 0.13%             | 2039-12-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-TAIL                                                                                                           | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $495379.11    | 0.02%             | 2035-06-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-TAIL                                                                                                           | CUSIP: 123912AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $128000.08    | 0.01%             | 2035-06-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-TAIL                                                                                                           | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199877.20    | 0.01%             | 2035-06-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT7                                                                                                           | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248121.80    | 0.01%             | 2044-07-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                              | BWAY Trust 2025-1535                                                                                                         | CUSIP: 12430BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103819.11    | 0.00%             | 2042-05-05      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-MDHS                                                                                       | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181546 | PA      | $181545.80    | 0.01%             | 2041-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-LBA6                                                                                                           | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249843.80    | 0.01%             | 2039-01-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2025-SPOT                                                                                       | CUSIP: 12433FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253860 | PA      | $253859.76    | 0.01%             | 2040-04-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2025-SPOT                                                                                       | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344524 | PA      | $344092.97    | 0.02%             | 2040-04-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT6                                                                                                           | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383000 | PA      | $380360.33    | 0.02%             | 2042-03-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT6                                                                                                           | CUSIP: 12433KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256000 | PA      | $253870.36    | 0.01%             | 2042-03-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2026-XL6                                                                                        | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1952000 | PA      | $1942242.54   | 0.09%             | 2043-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2026-XL6                                                                                        | CUSIP: 12433NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258000 | PA      | $256710.10    | 0.01%             | 2043-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2026-XL6                                                                                        | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99999.18     | 0.00%             | 2043-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2020-VIVA                                                                                       | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $267192.69    | 0.01%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2020-VIVA                                                                                       | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $211530.46    | 0.01%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-SDMF                                                                                                           | CUSIP: 12434CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299736 | PA      | $299174.31    | 0.01%             | 2034-09-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-RISE                                                                                                           | CUSIP: 12434EAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84533 | PA      | $84480.08     | 0.00%             | 2036-11-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-RISE                                                                                                           | CUSIP: 12434EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116021 | PA      | $115948.91    | 0.01%             | 2036-11-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2021-CIP                                                                                        | CUSIP: 12434FAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127023 | PA      | $126903.46    | 0.01%             | 2038-12-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2026-ALOHA                                                                                      | CUSIP: 12434HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515000 | PA      | $1515000.00   | 0.07%             | 2043-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                                         | C&S Group Enterprises LLC                                                                                                    | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92992.37     | 0.00%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $218749.10    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $121887.29    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $205452.20    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $136878.98    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60165.26     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49792.33     | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc                                             | CD&R Hydra Buyer Inc 2024 Term Loan B                                                                                        | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    494949 | PA      | $494434.73    | 0.02%             | 2031-03-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Centragas                                                        | CENT 2025-CITY                                                                                                               | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1046000 | PA      | $1041984.72   | 0.05%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Centragas                                                        | CENT 2025-CITY                                                                                                               | CUSIP: 12517TAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10300000 | PA      | $65388.52     | 0.00%             | 2040-07-10      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                               | CFC Bidco 2022 Ltd Term Loan B                                                                                               | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $119062.50    | 0.01%             | 2032-07-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                         | Viridien                                                                                                                     | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    110000 | PA      | $117066.40    | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                      | CHG Healthcare Services Inc 2025 Term Loan B1                                                                                | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    248125 | PA      | $248201.92    | 0.01%             | 2028-09-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                                                             | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    640000 | PA      | $590031.21    | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                                                             | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    275000 | PA      | $239102.77    | 0.01%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                                                             | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    427000 | PA      | $402439.96    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                                                             | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114165.49    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2019-V Ltd                                                                                                      | CUSIP: 12554XAY8<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1242000 | PA      | $1241973.92   | 0.06%             | 2038-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2021-III Ltd                                                                                                    | CUSIP: 12564DAJ3<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   2221000 | PA      | $2218670.17   | 0.10%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                        | CIM Trust 2021-R3                                                                                                            | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1416278 | PA      | $1316622.38   | 0.06%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                              | Charlotte Buyer Inc 2025 Repriced Term Loan B                                                                                | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    266146 | PA      | $263418.16    | 0.01%             | 2028-02-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                          | CIP Commercial Mortgage Trust 2025-SBAY                                                                                      | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99625.19     | 0.00%             | 2037-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2026-I Ltd                                                                                                      | CUSIP: 12576MAA8<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   3571000 | PA      | $3568261.04   | 0.17%             | 2038-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                            | CMG Media Corp                                                                                                               | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $38910.06     | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2025-180W Mortgage Trust                                                                                                | CUSIP: 12597SAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $244521.67    | 0.01%             | 2042-08-10      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2025-180W Mortgage Trust                                                                                                | CUSIP: 12597SAJ1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96767.02     | 0.00%             | 2042-08-10      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                 | CPI Holdco B LLC 2025 Add-on Term Loan B                                                                                     | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203263 | PA      | $201716.08    | 0.01%             | 2031-05-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                                 | CPM Holdings Inc 2023 Term Loan                                                                                              | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    129668 | PA      | $129621.69    | 0.01%             | 2028-09-28      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2015-DC1 Mortgage Trust                                                                                                 | CUSIP: 12629NAJ4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $230682.26    | 0.01%             | 2048-02-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2015-DC1 Mortgage Trust                                                                                                 | CUSIP: 12629NAL9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223948.60    | 0.01%             | 2048-02-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                                                             | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     80000 | PA      | $48007.09     | 0.00%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                                                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    210000 | PA      | $74102.15     | 0.00%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                                                             | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $293723.80    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                                                             | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $207518.01    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                              | CSN Inova Ventures                                                                                                           | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $150259.86    | 0.01%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                         | CTR Partnership LP / CareTrust Capital Corp                                                                                  | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |    105000 | PA      | $102022.71    | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX Resources Corp                                                                                                           | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216395.76    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                               | CNX Resources Corp                                                                                                           | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126603.96    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                            | CNX Midstream Partners LP                                                                                                    | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $156872.36    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                              | CNT Holdings I Corp 2025 Term Loan                                                                                           | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    495000 | PA      | $494430.75    | 0.02%             | 2032-11-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                     | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $220387.23    | 0.01%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                         | CT Trust                                                                                                                     | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    200000 | PA      | $186478.00    | 0.01%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                   | CVR Energy Inc                                                                                                               | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125933.38    | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                   | CVR Energy Inc                                                                                                               | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60210.27     | 0.00%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                                                              | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5404570.44   | 0.25%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    191000 | PA      | $193395.71    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298870.52    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                           | C&W Senior Finance Ltd                                                                                                       | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    480000 | PA      | $484876.80    | 0.02%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                   | CSTL Commercial Mortgage Trust 2025-GATE2                                                                                    | CUSIP: 12676JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209000 | PA      | $205886.53    | 0.01%             | 2042-11-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                    | Telecomunicaciones Digitales SA                                                                                              | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    250000 | PA      | $235400.00    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                             | COPT Defense Properties LP                                                                                                   | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    178000 | PA      | $175700.15    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                           | CACI INTERNATIONAL INC 2026 INCREMENTAL TERM LOAN B2                                                                         | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |     55000 | PA      | $54931.25     | 0.00%             | 2033-03-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                           | CACI International Inc                                                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183226.68    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                        | Caesars Entertainment Inc Term Loan B                                                                                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   1234756 | PA      | $1197713.40   | 0.06%             | 2030-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                                                                 | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    485000 | PA      | $528208.98    | 0.02%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                         | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                              | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    365000 | PA      | $356632.16    | 0.02%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                                                                                    | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    174000 | PA      | $182043.67    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136101.86    | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company, L.P.                       | Calpine Construction Finance Company LP 2025 Repriced Term Loan B                                                            | CUSIP: 13134NAK7<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    170000 | PA      | $169972.80    | 0.01%             | 2030-07-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp                                                                | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $258122.50    | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp                                                                | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $116859.15    | 0.01%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                         | Camelot Return Merger Sub Inc                                                                                                | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $55521.99     | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                               | Canacol Energy Ltd                                                                                                           | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    872000 | PA      | $306290.00    | 0.01%             | 2028-11-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                          | Canada Government Bonds                                                                                                      | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    175000 | PA      | $116169.76    | 0.01%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                          | Canada Government Bonds                                                                                                      | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   2370000 | PA      | $1557903.17   | 0.07%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                          | Canada Government Bonds                                                                                                      | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $26825.68     | 0.00%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                          | Canada Government Bonds                                                                                                      | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     85000 | PA      | $60805.15     | 0.00%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                          | Canadian Natural Resources Ltd                                                                                               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   4730000 | PA      | $4449259.08   | 0.21%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                                                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005379.68   | 0.09%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                                                                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5170070.90   | 0.24%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                             | Capstone Copper Corp                                                                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $109275.54    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cardenas Markets Inc                                             | Cardenas Markets Inc 2022 Term Loan                                                                                          | CUSIP: 14141NAB6<br>LEI: 254900WQ0CLAIQ6DHO57 | Long             | LON              | CORP              | US        |    519872 | PA      | $396781.75    | 0.02%             | 2029-08-01      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                  | CarMax Select Receivables Trust 2026-A                                                                                       | CUSIP: 142929AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $34743.49     | 0.00%             | 2032-05-17      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | Carlyle US CLO 2025-6 LTD                                                                                                    | CUSIP: 14320LAA5<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   1354000 | PA      | $1353027.83   | 0.06%             | 2039-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    125000 | PA      | $126253.13    | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    215000 | PA      | $217642.57    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    110000 | PA      | $109964.23    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                             | Carpenter Technology Corp                                                                                                    | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158526.23    | 0.01%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                       | Carvana Co                                                                                                                   | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    524300 | PA      | $566927.69    | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                        | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                                         | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    494831 | PA      | $189149.09    | 0.01%             | 2028-12-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114812.94    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110993.74    | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101339.92    | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    351000 | PA      | $358193.04    | 0.02%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $2389467.66   | 0.11%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184822.92    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358583.40    | 0.02%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                             | Celsius Holdings Inc 2025 Term Loan B                                                                                        | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    193472 | PA      | $193654.08    | 0.01%             | 2032-04-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                  | Cemex SAB de CV                                                                                                              | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $348544.25    | 0.02%             | 2026-06-08      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                  | Cemex SAB de CV                                                                                                              | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    255000 | PA      | $258187.50    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | Centene Corp                                                                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6755000 | PA      | $6412402.61   | 0.30%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | Cenovus Energy Inc                                                                                                           | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    366000 | PA      | $363468.11    | 0.02%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | Cenovus Energy Inc                                                                                                           | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    282000 | PA      | $280544.66    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                           | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                    | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    125000 | PA      | $121616.75    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                               | Central Parent Inc 2024 Term Loan B                                                                                          | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148867 | PA      | $105708.62    | 0.00%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                         | Century Aluminum Co                                                                                                          | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134091.88    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                              | Century Communities Inc                                                                                                      | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132252.18    | 0.01%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                         | Champion Iron Canada Inc                                                                                                     | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51932.94     | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                          | Champions Financing Inc                                                                                                      | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    207000 | PA      | $185643.25    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                            | Chamberlain Group Inc 2025 Term Loan B                                                                                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    183987 | PA      | $182080.46    | 0.01%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4140000 | PA      | $4204102.02   | 0.20%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2074421.32   | 0.10%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                              | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6270000 | PA      | $3661755.11   | 0.17%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC 2023 Term Loan B4                                                                       | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    323476 | PA      | $323020.40    | 0.02%             | 2030-12-07      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Charter NEX US Inc                                               | Charter NEX US Inc 2025 Repriced Term Loan B                                                                                 | CUSIP: 16125TAP7<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    494778 | PA      | $491275.04    | 0.02%             | 2030-11-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                           | Chemours Company (The) 2025 USD Term Loan B                                                                                  | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    349125 | PA      | $346070.16    | 0.02%             | 2032-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                                                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210896.52    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                                                              | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42198.98     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                                                              | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191037.59    | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                                                              | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149956.40    | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                              | Cheniere Energy Inc                                                                                                          | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    309000 | PA      | $305843.48    | 0.01%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                              | Cheniere Energy Inc                                                                                                          | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86691.62     | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                            | Chile Electricity Lux MPC Sarl                                                                                               | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    172000 | PA      | $177479.92    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                             | Chile Government International Bonds                                                                                         | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $273711.00    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                             | Chile Government International Bonds                                                                                         | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    150000 | PA      | $92295.00     | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                             | Chile Government International Bonds                                                                                         | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $155490.00    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                             | Chile Government International Bonds                                                                                         | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $188600.00    | 0.01%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC                                                     | Chobani LLC 2025 Term Loan B                                                                                                 | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |    234412 | PA      | $234314.05    | 0.01%             | 2032-10-28      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                | Ciena Corporation 2025 Repriced Term Loan B                                                                                  | CUSIP: 17178HAR3<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    248116 | PA      | $248011.85    | 0.01%             | 2030-10-24      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                                            | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323                                                   | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    464600 | PA      | $198616.50    | 0.01%             | 2030-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                 | CIFC Funding 2025-VI Ltd                                                                                                     | CUSIP: 171933AA2<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    820000 | PA      | $819841.74    | 0.04%             | 2038-10-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                               | Cipher Compute LLC                                                                                                           | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $150224.21    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                            | Citadel Securities LP 2024 First Lien Term Loan                                                                              | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    742481 | PA      | $742896.99    | 0.04%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                                | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $126357.68    | 0.01%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                                | CUSIP: 17291NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $396946.09    | 0.02%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7040000 | PA      | $6530924.36   | 0.31%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $4076893.87   | 0.19%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180135.04    | 0.01%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59854.45     | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                             | CITGO Petroleum Corp                                                                                                         | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51634.20     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                      | City Football Group Limited 2024 Term Loan                                                                                   | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    544899 | PA      | $542855.41    | 0.03%             | 2030-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $102250.00    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    170000 | PA      | $171360.00    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                | Clean Harbors Inc                                                                                                            | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101557.56    | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185780.70    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219765.63    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172869.72    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    165000 | PA      | $174734.67    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                           | Clearway Energy Operating LLC                                                                                                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231493.50    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                           | Clearway Energy Operating LLC                                                                                                | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132664.57    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149970.61    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78261.61     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83042.25     | 0.00%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    315000 | PA      | $303872.18    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                                                                          | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111968.87    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                              | Clydesdale Acquisition Holdings Inc Term Loan B                                                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1525000 | PA      | $1451342.50   | 0.07%             | 2029-04-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                           | Cogent Communications Group LLC / Cogent Finance Inc                                                                         | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163210.18    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                           | Cogent Communications Group LLC / Cogent Finance Inc                                                                         | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    385000 | PA      | $379183.81    | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                                                                      | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    117000 | PA      | $83901.87     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                                                                      | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $143150.49    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                                                                      | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    350000 | PA      | $313281.50    | 0.01%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    780000 | PA      | $816301.20    | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                          | Colombia Government International Bonds                                                                                      | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $214590.00    | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                             | Colombia Government International Bond                                                                                       | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $196500.00    | 0.01%             | 2031-01-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                                         | Colombia Telecomunicaciones SA ESP                                                                                           | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    220000 | PA      | $199368.40    | 0.01%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                           | Columbus McKinnon Corp/NY                                                                                                    | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124942.50    | 0.01%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                                    | Columbus McKinnon Corporation 2026 Term Loan B                                                                               | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    216341 | PA      | $215259.26    | 0.01%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2015-LC19 Mortgage Trust                                                                                                | CUSIP: 200474BH6<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     66957 | PA      | $63534.95     | 0.00%             | 2048-02-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                             | Commercial Metals Co                                                                                                         | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92090.33     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                             | Commercial Metals Co                                                                                                         | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66689.55     | 0.00%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                             | Commercial Metals Co                                                                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142486.06    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                             | Commercial Metals Co                                                                                                         | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187310.65    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                           | Commonwealth Bank of Australia                                                                                               | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    365000 | PA      | $330268.96    | 0.02%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                         | Cia de Minas Buenaventura SAA                                                                                                | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $202816.00    | 0.01%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                         | CompoSecure Holdings LLC Term Loan                                                                                           | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240000 | PA      | $238951.20    | 0.01%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                         | CompoSecure Holdings LLC                                                                                                     | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $239352.75    | 0.01%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                                                                       | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162860.41    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                                                                       | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203189.55    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CART                                                             | CONE Trust 2024-DFW1                                                                                                         | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $375729.43    | 0.02%             | 2041-08-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Congruex Group LLC                                               | Congruex Group LLC Term Loan                                                                                                 | CUSIP: 20729MAJ8<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | LON              | CORP              | US        |     66910 | PA      | $44985.40     | 0.00%             | 2029-05-03      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                           | Connect Holding II LLC Delayed Draw Term Loan                                                                                | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |    365000 | PA      | $339358.75    | 0.02%             | 2031-04-03      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                           | Connect Holding II LLC PIK Term Loan B                                                                                       | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     35000 | PA      | $27570.55     | 0.00%             | 2031-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                           | Connect Holding II LLC                                                                                                       | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59635.09     | 0.00%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                                                              | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173000 | PA      | $175571.06    | 0.01%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                          | Consolidated Energy Finance SA                                                                                               | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $149000.00    | 0.01%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                          | Consolidated Energy Finance SA                                                                                               | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $541750.00    | 0.03%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                             | Constant Contact Inc Term Loan                                                                                               | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    728094 | PA      | $675569.00    | 0.03%             | 2028-02-10      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                        | Construction Partners Inc Term Loan B                                                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    247494 | PA      | $247107.63    | 0.01%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                         | ContourGlobal Power Holdings SA                                                                                              | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $126405.00    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI                                         | Cooper-Standard Automotive Inc                                                                                               | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183251.25    | 0.01%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COORSTEK INC                                                     | CoorsTek Inc Term Loan B                                                                                                     | CUSIP: 21702EAF3<br>LEI: GHWONX83GNDLWPBRQQ83 | Long             | LON              | CORP              | US        |    114712 | PA      | $115142.67    | 0.01%             | 2032-10-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                    | CoreCivic Inc                                                                                                                | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277462.72    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                    | CoreCivic Inc                                                                                                                | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67855.65     | 0.00%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | Corebridge Financial Inc                                                                                                     | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4379506.34   | 0.21%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | CoreWeave Inc                                                                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228339.96    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | CoreWeave Inc                                                                                                                | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570911.34    | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                             | Cornerstone Building Brands Inc                                                                                              | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $44355.27     | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                  | Cornerstone Building Brands Inc 2022 Term Loan                                                                               | CUSIP: 21925FAA2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     94513 | PA      | $50564.36     | 0.00%             | 2028-08-01      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     50000 | PA      | $46894.06     | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204492.80    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $200848.40    | 0.01%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                                                             | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $196314.00    | 0.01%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA                                         | Corp Inmobiliaria Vesta SAB de CV                                                                                            | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $193500.00    | 0.01%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4050000 | PA      | $3344730.45   | 0.16%             | 2056-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12150000 | PA      | $10029919.89  | 0.47%             | 2056-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13875000 | PA      | $11934667.97  | 0.56%             | 2056-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5050000 | PA      | $5001026.82   | 0.24%             | 2056-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7200000 | PA      | $7245854.93   | 0.34%             | 2056-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21300000 | PA      | $21392388.54  | 1.01%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2825000 | PA      | $2872477.52   | 0.14%             | 2056-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8175000 | PA      | $8302491.25   | 0.39%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                   | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1125000 | PA      | $1165750.95   | 0.05%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                             | COPT Defense Properties LP                                                                                                   | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   4950000 | PA      | $4481871.52   | 0.21%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Corporation Service Company                                      | Corporation Service Company Term Loan B                                                                                      | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |    421023 | PA      | $417604.02    | 0.02%             | 2029-11-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                            | Costa Rica Government International Bond                                                                                     | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $215782.00    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                             | Cotiviti Corporation 2024 Term Loan                                                                                          | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    767399 | PA      | $705531.32    | 0.03%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | Reworld Holding Corp                                                                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70309.57     | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6590000 | PA      | $6447742.86   | 0.30%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82977.07     | 0.00%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                             | Cross 2025-H4 Mortgage Trust                                                                                                 | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    744206 | PA      | $747316.03    | 0.04%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                               | Crown Americas LLC                                                                                                           | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159926.10    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                             | Crown Finance US Inc 2025 Term Loan B                                                                                        | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |   1017506 | PA      | $1005896.52   | 0.05%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                         | Crown Subsea Communications HoldingInc 2026 Term Loan B                                                                      | CUSIP: 22860EAL6<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    124685 | PA      | $124903.34    | 0.01%             | 2031-01-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                   | CSTL Commercial Mortgage Trust 2026-GATE3                                                                                    | CUSIP: 228920AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98682.05     | 0.00%             | 2043-02-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                   | CSTL Commercial Mortgage Trust 2026-GATE3                                                                                    | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107500 | PA      | $105693.30    | 0.00%             | 2043-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                  | Spin Holdco Inc 2026 First Lien First Out Term Loan                                                                          | CUSIP: 22946QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170224 | PA      | $173273.97    | 0.01%             | 2030-09-04      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                  | Spin Holdco Inc 2026 First Lien Second Out Term Loan                                                                         | CUSIP: 22946QAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1871182 | PA      | $1464199.63   | 0.07%             | 2030-09-04      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Cyberswift US Finco LLC                                          | Cyberswift US Finco LLC Term Loan B                                                                                          | CUSIP: 23252DAB4<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | NL        |     70000 | PA      | $68775.00     | 0.00%             | 2032-10-08      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                         | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                                              | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    185000 | PA      | $182376.23    | 0.01%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                         | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                                                              | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    185000 | PA      | $179568.77    | 0.01%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB Master Finance LLC                                                                                                        | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4554094.30   | 0.21%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB Master Finance LLC                                                                                                        | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   3740952 | PA      | $3307169.60   | 0.16%             | 2051-11-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB Master Finance LLC                                                                                                        | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1012462 | PA      | $1002816.47   | 0.05%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                            | DB Master Finance LLC                                                                                                        | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    817950 | PA      | $805466.45    | 0.04%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                          | DBJPM 20-C9 Mortgage Trust                                                                                                   | CUSIP: 233063BC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85815.15     | 0.00%             | 2053-08-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                                 | DP World Ltd/United Arab Emirates                                                                                            | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    100000 | PA      | $89558.93     | 0.00%             | 2048-09-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                      | DG Investment Intermediate Holdings 2 Inc 2025 Term Loan                                                                     | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497458 | PA      | $496836.08    | 0.02%             | 2032-07-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                      | DG Investment Intermediate Holdings 2 Inc 2025 2nd Lien Term Loan                                                            | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     40000 | PA      | $39000.00     | 0.00%             | 2033-07-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                      | Danaos Corp                                                                                                                  | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    115000 | PA      | $116852.42    | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's Inc                                              | Dave & Buster's Inc 2024 Term Loan B                                                                                         | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    500000 | PA      | $435415.00    | 0.02%             | 2029-06-29      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                            | Dave & Buster's Inc 2024 1st Lien Term Loan B                                                                                | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    219508 | PA      | $182505.19    | 0.01%             | 2031-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita Inc                                                                                                                   | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    360000 | PA      | $346145.47    | 0.02%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita Inc                                                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215129.62    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita Inc                                                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162744.48    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                       | DaVita Inc 2025 Term Loan B                                                                                                  | CUSIP: 23918VBC7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |    495003 | PA      | $495621.89    | 0.02%             | 2031-05-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                     | Dayforce Inc 2026 Term Loan                                                                                                  | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    550000 | PA      | $519596.00    | 0.02%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                            | DBR Land Holdings LLC                                                                                                        | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $121498.80    | 0.01%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                   | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $284759.20    | 0.01%             | 2028-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                   | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155215.33    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                   | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65537.36     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                     | Dell Equipment Finance Trust 2023-3                                                                                          | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    603058 | PA      | $604854.91    | 0.03%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                                                            | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    889000 | PA      | $881605.62    | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                                                            | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1739196.41   | 0.08%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                                                            | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1156332.42   | 0.05%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                                                                            | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2141390.83   | 0.10%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                                                                 | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3558000 | PA      | $3686249.36   | 0.17%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                 | Deutsche Bank AG/New York NY                                                                                                 | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2599000 | PA      | $2728866.57   | 0.13%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                         | Dext ABS 2025-2 LLC                                                                                                          | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $204758.04    | 0.01%             | 2036-04-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Disco Parent Inc                                                 | Disco Parent Inc 2025 Term Loan B                                                                                            | CUSIP: 25461GAB9<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |    114712 | PA      | $112418.25    | 0.01%             | 2032-08-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                                                                | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59710.33     | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123927.92    | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                                  | Discovery Purchaser Corporation Term Loan                                                                                    | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    899131 | PA      | $883171.63    | 0.04%             | 2029-10-04      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                        | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $84980.00     | 0.00%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                        | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $310260.00    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                        | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $149835.00    | 0.01%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                        | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $151665.00    | 0.01%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                        | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $142800.00    | 0.01%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                  | Domino's Pizza Master Issuer LLC                                                                                             | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4667694.08   | 0.22%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                  | Domino's Pizza Master Issuer LLC                                                                                             | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14587500 | PA      | $13803083.45  | 0.65%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                  | Domino's Pizza Master Issuer LLC                                                                                             | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    889838 | PA      | $807210.04    | 0.04%             | 2051-04-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                             | Dotdash Meredith Inc                                                                                                         | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82987.20     | 0.00%             | 2032-06-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith Inc                                             | Dotdash Meredith Inc 2025 Term Loan B                                                                                        | CUSIP: 25849KAH0<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |    174562 | PA      | $164471.04    | 0.01%             | 2032-06-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                            | DP World Crescent Ltd                                                                                                        | CUSIP: 26139PAC7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187715.93    | 0.01%             | 2030-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                          | Dream Finders Homes Inc                                                                                                      | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $129165.96    | 0.01%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 108 CLO Ltd                                                                                                           | CUSIP: 26253MAN0<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500002.50    | 0.02%             | 2037-07-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| DYCOM INVESTMENTS INC                                            | Dycom Investments Inc 2026 Term Loan B                                                                                       | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |    110000 | PA      | $110321.20    | 0.01%             | 2033-01-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                       | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                                                                        | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    358591 | PA      | $358429.53    | 0.02%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                       | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                                                                        | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    136397 | PA      | $136335.16    | 0.01%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                            | ECL Entertainment LLC 2025 Term Loan B                                                                                       | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     99500 | PA      | $98753.75     | 0.00%             | 2030-08-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| EMG Utica LLC                                                    | EMG Utica LLC 2025 Term Loan B                                                                                               | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |     54585 | PA      | $54721.11     | 0.00%             | 2030-04-01      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP Term Loan B                                                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     34738 | PA      | $34676.71     | 0.00%             | 2030-05-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP 2024 Term Loan B                                                                                           | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    228735 | PA      | $228163.34    | 0.01%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                 | EP Purchaser LLC 2021 Term Loan B                                                                                            | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |     19794 | PA      | $12244.02     | 0.00%             | 2028-11-06      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                         | Eagle Funding Luxco Sarl                                                                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    210000 | PA      | $211102.50    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp                                                | Eagle Parent Corp 2022 Term Loan B                                                                                           | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    744201 | PA      | $745287.55    | 0.04%             | 2029-04-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                           | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $242096.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD AUD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $5475.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $43753.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $729954.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD CAD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $43398.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $9596.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $1018.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $3463.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $5020.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $-2859.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $7625.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-2590.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $5343.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD CAD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $2024.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD AUD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $903.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $245.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $926.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $84.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED JPY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $-1322.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                           | PURCHASED GBP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |         1 | NC      | $-625.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-274.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED GBP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $-736.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $40.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | PURCHASED JPY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | JP        |         1 | NC      | $264.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $-41.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                              | Eaton Vance CLO 2020-2 Ltd                                                                                                   | CUSIP: 27829PAU0<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2746249.00   | 0.13%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                              | Eaton Vance CLO 2020-1 Ltd                                                                                                   | CUSIP: 278300AS7<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |    411000 | PA      | $411155.36    | 0.02%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                                                                | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    603198 | PA      | $609084.01    | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                                                                | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    172568 | PA      | $616430.15    | 0.03%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol SA                                                                                                                 | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    350000 | PA      | $368384.51    | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol SA                                                                                                                 | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     50000 | PA      | $50693.58     | 0.00%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                         | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122172.96    | 0.01%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                         | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122927.16    | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                         | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103600.83    | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                         | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    124000 | PA      | $121045.13    | 0.01%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                            | EG Global Finance PLC                                                                                                        | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $513576.96    | 0.02%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                   | EG America LLC 2026 Term Loan B                                                                                              | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    675000 | PA      | $674493.75    | 0.03%             | 2031-02-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                          | EIG Pearl Holdings Sarl                                                                                                      | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    242479 | PA      | $216570.93    | 0.01%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Echo Global Logistics Inc                                        | Echo Global Logistics Inc Term Loan                                                                                          | CUSIP: 28257KAB2<br>LEI: 549300WRZ9Y84GWVYR04 | Long             | LON              | CORP              | US        |    287752 | PA      | $281689.01    | 0.01%             | 2028-11-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                          | El Salvador Government International Bond                                                                                    | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    200000 | PA      | $207538.00    | 0.01%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                          | El Salvador Government International Bond                                                                                    | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    200000 | PA      | $211640.00    | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                | Elanco Animal Health Inc 2025 Term Loan B                                                                                    | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |     75000 | PA      | $74981.25     | 0.00%             | 2032-10-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| EXAMWORKS BIDCO INC                                              | ExamWorks BidCo Inc 2026 Term Loan B                                                                                         | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $114784.95    | 0.01%             | 2033-02-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                          | Ellucian Holdings Inc 2024 1st Lien Term Loan B                                                                              | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    519937 | PA      | $504879.65    | 0.02%             | 2029-10-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                    | ELP Commercial Mortgage Trust 2025-ELP                                                                                       | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    814000 | PA      | $802347.26    | 0.04%             | 2042-11-13      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                    | ELP Commercial Mortgage Trust 2025-ELP                                                                                       | CUSIP: 290154AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98198.05     | 0.00%             | 2042-11-13      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                    | ELP Commercial Mortgage Trust 2025-ELP                                                                                       | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393000 | PA      | $386916.99    | 0.02%             | 2042-11-13      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                         | Embraer Netherlands Finance BV                                                                                               | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $57352.80     | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                            | Emergent BioSolutions Inc                                                                                                    | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    316000 | PA      | $266631.74    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                    | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381397.13    | 0.02%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                             | Abu Dhabi Government International Bond                                                                                      | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    500000 | PA      | $329437.91    | 0.02%             | 2049-09-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                             | Abu Dhabi Government International Bond                                                                                      | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $191504.56    | 0.01%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                         | Empresa Nacional del Petroleo                                                                                                | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $201871.60    | 0.01%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                         | Encore Capital Group Inc                                                                                                     | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179743.38    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                             | Endeavour Mining PLC                                                                                                         | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202547.66    | 0.01%             | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194344.41    | 0.01%             | 2028-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81426.00     | 0.00%             | 2030-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4401667.79   | 0.21%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58290.75     | 0.00%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                           | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13923.65     | 0.00%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                              | Energuate Trust 2 0                                                                                                          | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195812.20    | 0.01%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                             | ENEL Finance International NV                                                                                                | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $218392.32    | 0.01%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                          | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                                                              | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    560000 | PA      | $509845.36    | 0.02%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I Sa rl                          | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                                              | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |    494975 | PA      | $491881.29    | 0.02%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                        | Enpro Inc                                                                                                                    | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116318.59    | 0.01%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                                                 | Ensemble RCM LLC 2026 Term Loan B                                                                                            | CUSIP: 29359BAH4<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    760000 | PA      | $750340.40    | 0.04%             | 2033-02-09      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | Entegris Inc                                                                                                                 | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331157.95    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | Entegris Inc                                                                                                                 | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    535000 | PA      | $538374.78    | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                         | Equitable Financial Life Global Funding                                                                                      | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4253402.48   | 0.20%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                  | ERO Copper Corp                                                                                                              | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $182787.38    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                   | Eskom Holdings                                                                                                               | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    250000 | PA      | $251334.43    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                      | Exelon Corp                                                                                                                  | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1139887.74   | 0.05%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                       | Exeter Select Automobile Receivables Trust 2025-2                                                                            | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140304.35    | 0.01%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3013000 | PA      | $3012998.79   | 0.14%             | 2042-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $445555.49    | 0.02%             | 2042-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $215336.00    | 0.01%             | 2042-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100218.64    | 0.00%             | 2042-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2025-ESH                                                                                         | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100250.16    | 0.00%             | 2042-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2026-ESH2                                                                                        | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150764 | PA      | $2150764.65   | 0.10%             | 2043-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2026-ESH2                                                                                        | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220921 | PA      | $221128.61    | 0.01%             | 2043-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2026-ESH2                                                                                        | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149593 | PA      | $149826.15    | 0.01%             | 2043-02-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2026-ESH2                                                                                        | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99068 | PA      | $99284.73     | 0.00%             | 2043-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                      | Extended Stay America Trust 2026-ESH2                                                                                        | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201108 | PA      | $201610.62    | 0.01%             | 2043-02-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                                         | Tierra Mojada Luxembourg II Sarl                                                                                             | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    168684 | PA      | $160249.61    | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | Forvia SE                                                                                                                    | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    135000 | PA      | $131812.62    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132A5GE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2168782 | PA      | $1945994.31   | 0.09%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132CXLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3532621 | PA      | $3258992.02   | 0.15%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    711410 | PA      | $641931.77    | 0.03%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18077 | PA      | $14850.78     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1677478 | PA      | $1380565.98   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7731209 | PA      | $6951234.50   | 0.33%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DNCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3005006 | PA      | $2777228.17   | 0.13%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DNFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1266484 | PA      | $1140825.35   | 0.05%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DNMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    989555 | PA      | $960677.11    | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DPCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3931912 | PA      | $4006031.02   | 0.19%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DPK49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6580154 | PA      | $6257130.16   | 0.30%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DQ2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2639473 | PA      | $2155594.77   | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DQPF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4143265 | PA      | $4106883.89   | 0.19%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DSRC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202531 | PA      | $215839.44    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DTJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187966 | PA      | $200766.55    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DTJQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104699 | PA      | $111578.37    | 0.01%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DTQC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3281622 | PA      | $3356669.40   | 0.16%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DTZ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245349 | PA      | $261029.25    | 0.01%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DTZ86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84222 | PA      | $90008.28     | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DUWP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127161 | PA      | $132720.71    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DUXZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105000 | PA      | $111900.06    | 0.01%             | 2054-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22744 | PA      | $18528.08     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198348 | PA      | $211822.84    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVAU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185341 | PA      | $197686.50    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVCN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48774 | PA      | $51449.57     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3688126 | PA      | $3172697.51   | 0.15%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67617 | PA      | $55636.60     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16941 | PA      | $13965.01     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    577552 | PA      | $516185.18    | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6014170 | PA      | $5355334.89   | 0.25%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30938 | PA      | $32392.58     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132E06G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18076 | PA      | $18844.57     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132E06X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95181 | PA      | $101743.04    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3132E0LR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46247 | PA      | $48413.09     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2180827 | PA      | $1972187.18   | 0.09%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2029071 | PA      | $1902725.50   | 0.09%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335BZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1859946 | PA      | $1921755.40   | 0.09%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133AEML5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25180 | PA      | $20606.27     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133APFE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26363 | PA      | $21399.57     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133APLG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87673 | PA      | $71142.73     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133B0SH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7458430 | PA      | $6421874.10   | 0.30%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133C4TM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14265 | PA      | $14816.18     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133CGS65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81149 | PA      | $86674.53     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133CLMR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24471 | PA      | $26019.95     | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133CQQW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30725 | PA      | $32298.63     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133CQUE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14260 | PA      | $14887.28     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133CQUP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24536 | PA      | $25652.73     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133D1DV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22136 | PA      | $22938.23     | 0.00%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133D1HB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24564 | PA      | $25819.71     | 0.00%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KJR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34144 | PA      | $28048.29     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KLJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6547674 | PA      | $5623663.56   | 0.27%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287168 | PA      | $246118.47    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KPN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4133499 | PA      | $4124361.67   | 0.19%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KQGP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1488275 | PA      | $1546619.80   | 0.07%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYSZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2335811 | PA      | $2129970.13   | 0.10%             | 2040-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4984374 | PA      | $4397908.75   | 0.21%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYWT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1876733 | PA      | $1738800.67   | 0.08%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133KYWX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3050162 | PA      | $2826160.16   | 0.13%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133W93Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18447 | PA      | $19412.23     | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3133W9GE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24908 | PA      | $26218.63     | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                          | Fannie Mae Grantor Trust 1999-T2                                                                                             | CUSIP: 31359VYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        88 | PA      | $90.63        | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BMAZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244342 | PA      | $228040.78    | 0.01%             | 2049-03-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BMGV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429714 | PA      | $409129.51    | 0.02%             | 2046-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BNS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1416089 | PA      | $1398544.98   | 0.07%             | 2052-08-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BNY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2101266 | PA      | $2070344.99   | 0.10%             | 2052-09-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BPBP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2041506 | PA      | $2016283.34   | 0.10%             | 2052-10-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BPDD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1576438 | PA      | $1554436.50   | 0.07%             | 2052-10-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BQNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1268968 | PA      | $1285421.36   | 0.06%             | 2053-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BQPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1753912 | PA      | $1778045.84   | 0.08%             | 2053-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BQVT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1485368 | PA      | $1509094.37   | 0.07%             | 2053-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BQY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1133582 | PA      | $1141462.27   | 0.05%             | 2053-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137F85N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240971 | PA      | $186567.88    | 0.01%             | 2051-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FU4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    828486 | PA      | $783552.16    | 0.04%             | 2045-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FUAS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    987604 | PA      | $830231.12    | 0.04%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $180162.76    | 0.01%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137H6UX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351560 | PA      | $324430.81    | 0.02%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137H6V28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351560 | PA      | $324430.26    | 0.02%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137H8P62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214783 | PA      | $212727.53    | 0.01%             | 2052-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137H8VP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471532 | PA      | $464797.84    | 0.02%             | 2052-09-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HAT48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3847189 | PA      | $3898772.65   | 0.18%             | 2053-10-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HCTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    697438 | PA      | $697730.93    | 0.03%             | 2029-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HHF97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1501975 | PA      | $1510544.62   | 0.07%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HMC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $300227.58    | 0.01%             | 2030-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $299780.04    | 0.01%             | 2030-07-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HN4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $300819.99    | 0.01%             | 2030-05-25      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $603204.30    | 0.03%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $700771.26    | 0.03%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HNNC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100190.65    | 0.00%             | 2030-09-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HNWV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $198659.16    | 0.01%             | 2030-11-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HNWW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2199371 | PA      | $2199365.98   | 0.10%             | 2030-10-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HPEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1299492 | PA      | $1299489.71   | 0.06%             | 2030-10-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HPU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    652841 | PA      | $652840.18    | 0.03%             | 2030-10-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HPUB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599863 | PA      | $599861.36    | 0.03%             | 2030-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HQ6C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1299942 | PA      | $1300342.62   | 0.06%             | 2030-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HQDN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299997 | PA      | $299996.06    | 0.01%             | 2030-12-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                 | CUSIP: 3137HQSQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $899994.24    | 0.04%             | 2030-12-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3138ERJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4969691 | PA      | $4486134.10   | 0.21%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3138ESAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520943 | PA      | $537725.38    | 0.03%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3138MRK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1649891 | PA      | $1467485.84   | 0.07%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                          | Fannie Mae Grantor Trust 2004-T1                                                                                             | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1027 | PA      | $1057.45      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                         | Freddie Mac Structured Pass-Through Certificates                                                                             | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1163 | PA      | $1212.62      | 0.00%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A3RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14381 | PA      | $15304.73     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A4QP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15328 | PA      | $16395.24     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A5SJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24802 | PA      | $26140.01     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A6MD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47068 | PA      | $50189.10     | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A6MK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46202 | PA      | $49247.34     | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A77D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11327 | PA      | $12064.73     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140A8Z62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19934 | PA      | $20970.15     | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140ACAL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9169 | PA      | $9777.39      | 0.00%             | 2054-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140AKT70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21755 | PA      | $23199.19     | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140APGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14031 | PA      | $14971.01     | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140J7RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504943 | PA      | $521063.02    | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140J9FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1399638 | PA      | $1446897.49   | 0.07%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140K0SW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8028196 | PA      | $7193128.63   | 0.34%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140KNKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78503 | PA      | $63558.48     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140KQVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50777 | PA      | $41302.16     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140KQWY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51763 | PA      | $42082.16     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140KUKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17564 | PA      | $14373.57     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432011 | PA      | $354805.43    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140KVXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107912 | PA      | $87707.42     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140KVXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52816 | PA      | $42955.19     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1849147 | PA      | $1521498.38   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140L24V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84137 | PA      | $68319.10     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140L6US1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58030 | PA      | $47120.46     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140LNRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141201 | PA      | $114380.73    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140NPMP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19974 | PA      | $21281.96     | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1652362 | PA      | $1542128.05   | 0.07%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Q9T29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157647 | PA      | $150965.48    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QBCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739586 | PA      | $709215.29    | 0.03%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QEKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7950531 | PA      | $6834122.65   | 0.32%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QGPL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3163900 | PA      | $2698085.73   | 0.13%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2086936 | PA      | $1711064.34   | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QLWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2566706 | PA      | $2211793.22   | 0.10%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29647 | PA      | $24383.10     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QNEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18517 | PA      | $15234.81     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2135443 | PA      | $1754373.46   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31467 | PA      | $25824.01     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QNNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21890 | PA      | $18003.86     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QQSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2744037 | PA      | $2796755.36   | 0.13%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QQUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2731696 | PA      | $2784083.85   | 0.13%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QTDT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59846 | PA      | $63903.46     | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QTVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707657 | PA      | $754159.69    | 0.04%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QVFN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51410 | PA      | $55096.99     | 0.00%             | 2054-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140QVFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35772 | PA      | $38315.20     | 0.00%             | 2054-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140W2JJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    943235 | PA      | $812814.85    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140W2MT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    894572 | PA      | $733739.32    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140W4Z67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589465 | PA      | $609729.52    | 0.03%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X5FW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    972967 | PA      | $876891.72    | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    898810 | PA      | $879149.96    | 0.04%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514478 | PA      | $519939.51    | 0.02%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X8DY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2765409 | PA      | $2596818.43   | 0.12%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X8YM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41120 | PA      | $33651.73     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X9UJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25497 | PA      | $20944.67     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140X9XJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1672162 | PA      | $1725107.48   | 0.08%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XATH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5149395 | PA      | $4825671.12   | 0.23%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16155 | PA      | $13321.07     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5597410 | PA      | $4986360.40   | 0.24%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XB7L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    982943 | PA      | $939475.19    | 0.04%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XCB56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1166769 | PA      | $1002554.64   | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XCCN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22934 | PA      | $18881.66     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XCWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    997810 | PA      | $897429.13    | 0.04%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XDRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88716 | PA      | $72709.59     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XDS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20863 | PA      | $17164.81     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XDXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2057539 | PA      | $1773027.70   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XGP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2097153 | PA      | $1948214.56   | 0.09%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471973 | PA      | $419258.44    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XKZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1052760 | PA      | $983051.14    | 0.05%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XLL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4833770 | PA      | $5065804.89   | 0.24%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XLTZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2376860 | PA      | $2470045.97   | 0.12%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XLYF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3764421 | PA      | $3883328.67   | 0.18%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XMLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2765274 | PA      | $2733278.14   | 0.13%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XMYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5298979 | PA      | $4712778.23   | 0.22%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XNQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156443 | PA      | $166722.91    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XNVQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94839 | PA      | $101042.22    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XNW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90590 | PA      | $96731.95     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XNW42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394782 | PA      | $420722.88    | 0.02%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XNWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200975 | PA      | $214662.75    | 0.01%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XQD87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2280304 | PA      | $2408051.94   | 0.11%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XQEV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216584 | PA      | $230424.62    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XQSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1907543 | PA      | $2003242.46   | 0.09%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140XQXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1875726 | PA      | $1604033.40   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Y66E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588243 | PA      | $610229.36    | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5292913 | PA      | $5500464.14   | 0.26%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Y6UB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1029160 | PA      | $1070447.61   | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Y6YQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1942823 | PA      | $2020769.80   | 0.10%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140Y6ZA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    652287 | PA      | $690205.39    | 0.03%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 3140YW3H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14715 | PA      | $15669.59     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562099 | PA      | $504820.55    | 0.02%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43658 | PA      | $35511.84     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46171 | PA      | $37555.66     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23967 | PA      | $19519.78     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50241 | PA      | $40917.92     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564557 | PA      | $509422.68    | 0.02%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4137302 | PA      | $3620109.90   | 0.17%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                              | CUSIP: 31418EGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726994 | PA      | $709678.11    | 0.03%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 31425WTU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20837 | PA      | $21898.59     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 31426ARB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46880 | PA      | $49422.05     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 31426JCF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23185 | PA      | $24365.54     | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 31427MNQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36936 | PA      | $38512.86     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 31427NAS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1178104 | PA      | $1015210.92   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 31427RFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179705 | PA      | $188852.48    | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 31427RZK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599211 | PA      | $618721.07    | 0.03%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142GT6K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25647 | PA      | $26791.64     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142GTWC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23920 | PA      | $25310.65     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142GU3E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1795572 | PA      | $1898876.09   | 0.09%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142GUDG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23157 | PA      | $24503.17     | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142GUKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74376 | PA      | $78300.99     | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1051250 | PA      | $1093109.17   | 0.05%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                             | CUSIP: 3142GVER8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    766666 | PA      | $796730.63    | 0.04%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                       | Fertitta Entertainment LLC 2022 Term Loan B                                                                                  | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1756894 | PA      | $1720227.46   | 0.08%             | 2029-01-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                           | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $401642.53    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                                         | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM                                               | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |    135000 | PA      | $130001.91    | 0.01%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                                                              | CUSIP: 315961AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $266492.97    | 0.01%             | 2056-03-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                             | Fiesta Purchaser Inc 2025 Repriced Term Loan                                                                                 | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400342 | PA      | $389832.86    | 0.02%             | 2031-02-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                     | Filtration Group Corporation 2025 USD Term Loan                                                                              | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    234109 | PA      | $234010.64    | 0.01%             | 2028-10-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                           | Northumbrian Water Finance PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $129451.25    | 0.01%             | 2033-04-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                         | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $187623.54    | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                         | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $371583.51    | 0.02%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                         | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $192403.36    | 0.01%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                | Flash Compute LLC                                                                                                            | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $246663.80    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 32 Ltd                                                                                                          | CUSIP: 33882RAA2<br>LEI: 254900C27X485MIHBY47 | Long             | ABS-CBDO         | CORP              | KY        |   1242000 | PA      | $1242914.11   | 0.06%             | 2038-10-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 20 Ltd                                                                                                          | CUSIP: 33883MAU8<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |   1868000 | PA      | $1864002.48   | 0.09%             | 2038-11-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 31 Ltd                                                                                                          | CUSIP: 33883WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1186000 | PA      | $1184672.87   | 0.06%             | 2039-01-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                        | Corpay Technologies Operating Company LLC 2025 Term Loan B                                                                   | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    159600 | PA      | $159268.03    | 0.01%             | 2032-11-05      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                        | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                                         | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    521208 | PA      | $511247.94    | 0.02%             | 2032-01-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    283622 | PA      | $274077.89    | 0.01%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                           | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131000 | PA      | $131485.11    | 0.01%             | 2039-12-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $987593.77    | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2410435.31   | 0.11%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    850000 | PA      | $879910.96    | 0.04%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    361000 | PA      | $356546.13    | 0.02%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                               | Forestar Group Inc                                                                                                           | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163118.19    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                                                                  | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114861.45    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                                                                  | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102511.60    | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                    | Fresnillo PLC                                                                                                                | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $189771.30    | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                                                | Future Retail Ltd                                                                                                            | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |    905000 | PA      | $9.05         | 0.00%             | 2025-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                | GEO Group Inc/The                                                                                                            | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171357.85    | 0.01%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                | GEO Group Inc/The                                                                                                            | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $176019.33    | 0.01%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                                                                        | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $97230.93     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $347682.10    | 0.02%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    160000 | PA      | $163559.20    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    165000 | PA      | $164396.92    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GGAM Master Trust US LLC                                         | GGAM Master Trust International Ltd                                                                                          | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2599224 | PA      | $2589860.09   | 0.12%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345671 | PA      | $312824.27    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4681525 | PA      | $4412387.73   | 0.21%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    358804 | PA      | $320555.25    | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95942 | PA      | $85729.95     | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121307 | PA      | $108430.26    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381775 | PA      | $315564.26    | 0.01%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143835 | PA      | $128502.06    | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122466 | PA      | $105430.41    | 0.00%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3668793 | PA      | $3032518.03   | 0.14%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24656 | PA      | $21226.40     | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6356637 | PA      | $5679010.40   | 0.27%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1483404 | PA      | $1370645.55   | 0.06%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    456515 | PA      | $422075.45    | 0.02%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618N5KR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77970 | PA      | $69786.23     | 0.00%             | 2055-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust 2011-GC5                                                                                        | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153682 | PA      | $151354.11    | 0.01%             | 2044-08-10      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                           | CUSIP: 3622ADQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    489033 | PA      | $486465.80    | 0.02%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust 2019-GC38                                                                                       | CUSIP: 36252SBA4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    150888 | PA      | $142531.76    | 0.01%             | 2052-02-10      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                            | GFL Environmental Inc 2025 Term Loan B                                                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    497500 | PA      | $497191.55    | 0.02%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust 2019-GC42                                                                                       | CUSIP: 36257UAS6<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $146743.10    | 0.01%             | 2052-09-10      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust 2020-GC45                                                                                       | CUSIP: 36258YAY4<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $81294.06     | 0.00%             | 2039-12-13      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                      | GPD Cos Inc                                                                                                                  | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133731 | PA      | $71546.09     | 0.00%             | 2029-12-31      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust 2019-GSA1                                                                                       | CUSIP: 36261PAZ5<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $113281.14    | 0.01%             | 2052-11-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                    | Clue Opco LLC                                                                                                                | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $115992.35    | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2024-RPL2                                                                                | CUSIP: 36269MAA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   1854810 | PA      | $1813955.29   | 0.09%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GTCR EVEREST BORROWER LLC                                        | GTCR Everest Borrower LLC 2026 Term Loan B                                                                                   | CUSIP: 36269YAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    574601 | PA      | $570026.86    | 0.03%             | 2031-09-05      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                              | GSAT Trust 2025-BMF                                                                                                          | CUSIP: 36271XAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100371.06    | 0.00%             | 2040-07-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                              | GSAT Trust 2025-BMF                                                                                                          | CUSIP: 36271XAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $169584.98    | 0.01%             | 2040-07-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                                            | GFL Environmental Holdings US Inc                                                                                            | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58847.75     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2025-800D                                                                                  | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120045.16    | 0.01%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GSMS Trust 2026-DAWN                                                                                                         | CUSIP: 36274LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99894.60     | 0.00%             | 2043-04-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GSMS Trust 2026-DAWN                                                                                                         | CUSIP: 36274LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99921.25     | 0.00%             | 2043-04-10      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                           | Galaxy Pipeline Assets Bidco Ltd                                                                                             | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $255213.61    | 0.01%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                           | Galaxy Pipeline Assets Bidco Ltd                                                                                             | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     65989 | PA      | $58541.31     | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                            | Genesee & Wyoming Inc                                                                                                        | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252987.50    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                                      | Genesee & Wyoming Inc (New) 2024 Term Loan                                                                                   | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    519975 | PA      | $517104.62    | 0.02%             | 2031-04-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                                                              | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $227324.24    | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                                                              | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59716.54     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                              | GENM Capital Labuan Ltd                                                                                                      | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $177468.18    | 0.01%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Genmab AS                                                        | Genmab AS Term Loan B                                                                                                        | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |    263250 | PA      | $263989.73    | 0.01%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                      | Geopark Ltd                                                                                                                  | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $245962.20    | 0.01%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                 | Georgia Power Co                                                                                                             | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4233122.67   | 0.20%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                             | Wrangler Holdco Corp                                                                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $195639.43    | 0.01%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                | Ghana Government International Bond                                                                                          | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     54208 | PA      | $51616.90     | 0.00%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                | Ghana Government International Bond                                                                                          | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     89088 | PA      | $75874.20     | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                            | Gildan Activewear Inc                                                                                                        | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $151387.33    | 0.01%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                          | Global Partners LP / GLP Finance Corp                                                                                        | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115085.79    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                          | Global Partners LP / GLP Finance Corp                                                                                        | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50408.15     | 0.00%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                      | Global Medical Response Inc 2025 Term Loan B                                                                                 | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    119700 | PA      | $119186.49    | 0.01%             | 2032-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                          | Global Medical Response Inc                                                                                                  | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62306.40     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                          | Global Aircraft Leasing Co Ltd                                                                                               | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    315000 | PA      | $319580.10    | 0.02%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                 | Gloves Buyer Inc 2025 Term Loan                                                                                              | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    523750 | PA      | $521393.13    | 0.02%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                              | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $60478.08     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                                   | Go Daddy Operating Company LLC 2024 Term Loan B8                                                                             | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    292374 | PA      | $287745.25    | 0.01%             | 2029-11-09      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                    | Golar LNG Ltd                                                                                                                | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    260000 | PA      | $309010.00    | 0.01%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                    | Golar LNG Ltd                                                                                                                | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $126447.25    | 0.01%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                                            | Golden State Food LLC 2026 Term Loan B                                                                                       | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114421 | PA      | $114420.66    | 0.01%             | 2031-12-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                          | Goldentree Loan Management US Clo 28 Ltd                                                                                     | CUSIP: 38140CAC8<br>LEI: 254900QMNDOCGSL27870 | Long             | ABS-CBDO         | CORP              | KY        |    724000 | PA      | $723964.52    | 0.03%             | 2039-10-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8295000 | PA      | $8677769.87   | 0.41%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $4137079.99   | 0.20%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3337112.61   | 0.16%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                           | Gran Tierra Energy Inc                                                                                                       | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    218000 | PA      | $192112.50    | 0.01%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GRAND RVR FND TRST I                                             | Grand River Funding Trust I                                                                                                  | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1414387.69   | 0.07%             | 2036-02-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                         | Graphic Packaging International LLC                                                                                          | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91776.59     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                         | Graphic Packaging International LLC                                                                                          | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69669.75     | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                           | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                                                                  | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     34824 | PA      | $33271.66     | 0.00%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                         | Greensaif Pipelines Bidco Sarl                                                                                               | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $202300.74    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                         | Greensaif Pipelines Bidco Sarl                                                                                               | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206577.86    | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-2                                                                                | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191202 | PA      | $191857.35    | 0.01%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                             | GrubHub Holdings Inc                                                                                                         | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39005 | PA      | $30671.71     | 0.00%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                 | Guara Norte Sarl                                                                                                             | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    110498 | PA      | $107109.54    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                                                                    | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     50000 | PA      | $47450.00     | 0.00%             | 2050-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                                                                    | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    100000 | PA      | $98750.00     | 0.00%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                                                                    | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $203300.00    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HAVN Trust                                                       | HAVN Trust 2025-MOB                                                                                                          | CUSIP: 40408XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $268312.88    | 0.01%             | 2035-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2634427.54   | 0.12%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                                                            | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $445051.79    | 0.02%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                                                            | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $123666.36    | 0.01%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                                                            | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $59405.06     | 0.00%             | 2035-09-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                    | HTA Group Ltd/Mauritius                                                                                                      | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     90000 | PA      | $91473.23     | 0.00%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                    | HTA Group Ltd/Mauritius                                                                                                      | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $197638.33    | 0.01%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHRG Intermediate LLC                                            | PHRG Intermediate LLC 2025 Term Loan B                                                                                       | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    288546 | PA      | $285660.90    | 0.01%             | 2032-02-20      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Help At Home Inc                                                 | Help At Home Inc 2024 Term Loan B                                                                                            | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |    494987 | PA      | $420986.84    | 0.02%             | 2031-09-24      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                       | Hanger Inc 2024 Term Loan B                                                                                                  | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    219268 | PA      | $219651.79    | 0.01%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                       | Hanger Inc 2024 Delayed Draw Term Loan                                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     28412 | PA      | $28461.32     | 0.00%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                           | HA Sustainable Infrastructure Capital Inc                                                                                    | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    209000 | PA      | $216269.44    | 0.01%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                           | HA Sustainable Infrastructure Capital Inc                                                                                    | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96537.21     | 0.00%             | 2056-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                           | HA Sustainable Infrastructure Capital Inc                                                                                    | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    189000 | PA      | $183376.94    | 0.01%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HARBOURVEST PARTNERS LLC                                         | Harbourvest Partners LLC 2025 Repriced Term Loan B                                                                           | CUSIP: 41165QAN7<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |    134662 | PA      | $134325.84    | 0.01%             | 2030-04-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | Harvest Midstream I LP                                                                                                       | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161552.16    | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | Harvest Midstream I LP                                                                                                       | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50963.75     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                | Jordan Government International Bond                                                                                         | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     50000 | PA      | $46942.35     | 0.00%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                 | Hawaiian Electric Co Inc                                                                                                     | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99873.13     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                             | Heartland Dental LLC 2025 Term Loan                                                                                          | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    114412 | PA      | $114087.31    | 0.01%             | 2032-08-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220454.34    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158835.01    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78789.36     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72506.16     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                               | Herens Holdco Sarl                                                                                                           | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    562000 | PA      | $472304.80    | 0.02%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                             | Herschend Entertainment Company LLC 2026 Term Loan B                                                                         | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |     79400 | PA      | $79416.67     | 0.00%             | 2032-05-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                                                                 | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62460.92     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                                                                 | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120769.92    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                                                                 | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $244280.07    | 0.01%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                      | Hexion Holdings Corporation 2022 USD 2nd Lien Term Loan                                                                      | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |     62500 | PA      | $57968.75     | 0.00%             | 2030-03-15      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                           | HighTower Holdings LLC 2025 1st Lien Term Loan B                                                                             | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    521187 | PA      | $515000.70    | 0.02%             | 2032-02-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                            | Hightower Holding LLC                                                                                                        | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183548.34    | 0.01%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    340000 | PA      | $308947.83    | 0.01%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101500.30    | 0.00%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109503.35    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                                                             | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58618.61     | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                              | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                                                                         | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |    745324 | PA      | $744392.36    | 0.04%             | 2028-08-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                    | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $118525.40    | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                 | Hilton USA Trust 2016-HHV                                                                                                    | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $344562.16    | 0.02%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                            | Amrize Finance US LLC                                                                                                        | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1257382.73   | 0.06%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                                              | Horizon US Finco LP Term Loan B                                                                                              | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461684 | PA      | $429365.92    | 0.02%             | 2031-10-31      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | Howard Hughes Corp/The                                                                                                       | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37835.55     | 0.00%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | Howard Hughes Corp/The                                                                                                       | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91805.02     | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                          | Howard Midstream Energy Partners LLC                                                                                         | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72383.29     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                          | Howard Midstream Energy Partners LLC                                                                                         | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70266.14     | 0.00%             | 2034-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                            | HPEFS Equipment Trust 2025-2                                                                                                 | CUSIP: 442927AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1196780.40   | 0.06%             | 2032-11-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                        | HUB International Limited 2025 Term Loan B                                                                                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    871049 | PA      | $868549.48    | 0.04%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                              | Hudbay Minerals Inc                                                                                                          | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100000.00    | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                                                                   | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    445000 | PA      | $427638.15    | 0.02%             | 2056-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                                                                        | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $169482.65    | 0.01%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                                                                        | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100000 | PA      | $98754.76     | 0.00%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                                                                        | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100000 | PA      | $103029.19    | 0.00%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                                                                        | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     80000 | PA      | $81056.22     | 0.00%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                  | IHS Holding Ltd                                                                                                              | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    165000 | PA      | $164384.58    | 0.01%             | 2026-11-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                  | IHS Holding Ltd                                                                                                              | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    375000 | PA      | $379934.54    | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                  | IHS Holding Ltd                                                                                                              | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    165000 | PA      | $169291.22    | 0.01%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                                                            | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    145000 | PA      | $151715.39    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                                                            | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $125149.75    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                        | IP 2025-IP Mortgage Trust                                                                                                    | CUSIP: 449843AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200633.56    | 0.01%             | 2042-06-10      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                         | INT Commercial Mortgage Trust 2025-PLAZA                                                                                     | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    727000 | PA      | $722738.11    | 0.03%             | 2037-11-05      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                        | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    515000 | PA      | $504652.31    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                        | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    205000 | PA      | $174938.88    | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                        | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83737.60     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC 2023 Term Loan                                                                                                  | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     84565 | PA      | $72484.23     | 0.00%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC 2024 Term Loan B4                                                                                               | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   1237469 | PA      | $819303.26    | 0.04%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                            | Indonesia Government International Bond                                                                                      | CUSIP: 455780AT3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $244458.64    | 0.01%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                            | Indonesia Government International Bond                                                                                      | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $236670.68    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                            | Indonesia Government International Bond                                                                                      | CUSIP: 455780BW5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $251773.10    | 0.01%             | 2046-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                         | Indonesia Government International Bonds                                                                                     | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $80521.61     | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                                             | Nielsen Consumer Inc 2025 USD 1st Lien Term Loan                                                                             | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247505 | PA      | $243792.14    | 0.01%             | 2030-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                          | InRetail Shopping Malls                                                                                                      | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |     80000 | PA      | $77680.00     | 0.00%             | 2032-10-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | Intesa Sanpaolo SpA                                                                                                          | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1070000 | PA      | $1062309.85   | 0.05%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                              | Inversiones CMPC SA                                                                                                          | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     50000 | PA      | $43664.75     | 0.00%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                            | Investment Energy Resources Ltd                                                                                              | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $199066.84    | 0.01%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                                                                | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199987.96    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                                                                    | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102091.90    | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                                                                    | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233562.93    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                  | State of Israel                                                                                                              | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    150000 | PA      | $96737.32     | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                  | Israel Government International Bond                                                                                         | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $185898.53    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                  | Israel Government International Bond                                                                                         | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $192815.33    | 0.01%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                | Ivanhoe Mines Ltd                                                                                                            | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $136445.99    | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2025-NQM2                                                                                    | CUSIP: 46590SAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    251517 | PA      | $252546.94    | 0.01%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                         | JH North America Holdings Inc                                                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34860.52     | 0.00%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2026-NQX1                                                                                    | CUSIP: 46594QAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400022.88    | 0.02%             | 2066-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                         | J&J Ventures Gaming LLC 2025 Repriced Term Loan B                                                                            | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    520000 | PA      | $512850.00    | 0.02%             | 2030-04-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                       | JPMBB Commercial Mortgage Securities Trust 2014-C26                                                                          | CUSIP: 46643TAL6<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $220636.28    | 0.01%             | 2048-01-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                                                                | CUSIP: 46645UAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $77401.51     | 0.00%             | 2049-12-15      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8190000 | PA      | $7568436.74   | 0.36%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1524652.90   | 0.07%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2104030.37   | 0.10%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2208381.90   | 0.10%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7040000 | PA      | $7332759.39   | 0.35%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1838033.94   | 0.09%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds                           | Jamaica Government International Bonds                                                                                       | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     50000 | PA      | $57475.00     | 0.00%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                            | Jane Street Group LLC 2024 Term Loan B1                                                                                      | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    633462 | PA      | $621154.13    | 0.03%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                                                                          | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46258.02     | 0.00%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $163166.64    | 0.01%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                                                                          | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $304370.40    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                | Japan Tobacco Inc                                                                                                            | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $341052.01    | 0.02%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                         | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                  | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $200350.27    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                         | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                  | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $133475.86    | 0.01%             | 2031-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                         | Jersey Mike's Funding                                                                                                        | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    776100 | PA      | $787677.94    | 0.04%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                          | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $189011.67    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                       | JPMDB Commercial Mortgage Securities Trust 2019-COR6                                                                         | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $728062.72    | 0.03%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Jupiter Buyer, Inc.                                              | Jupiter Buyer Inc 2024 Term Loan B                                                                                           | CUSIP: 48205CAC9<br>LEI: 254900FACU3AJQKAQ270 | Long             | LON              | CORP              | US        |    210000 | PA      | $209870.30    | 0.01%             | 2031-11-01      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                             | KIND Trust 2021-KIND                                                                                                         | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223167 | PA      | $220098.70    | 0.01%             | 2038-08-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                             | KIND Trust 2021-KIND                                                                                                         | CUSIP: 482606AQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400709 | PA      | $398359.16    | 0.02%             | 2038-08-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                             | Kaiser Aluminum Corp                                                                                                         | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $137461.52    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                             | Kallpa Generacion SA                                                                                                         | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $196220.00    | 0.01%             | 2035-09-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                | Kaman Corporation 2025 Term Loan B                                                                                           | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    681825 | PA      | $681695.11    | 0.03%             | 2032-02-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                | Kaman Corporation 2025 Delayed Draw Term Loan                                                                                | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     64609 | PA      | $64596.45     | 0.00%             | 2032-02-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| KARMAN HOLDINGS LLC                                              | Karman Holdings LLC 2026 Term Loan B                                                                                         | CUSIP: 48571CAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74812 | PA      | $74766.12     | 0.00%             | 2032-04-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                       | Kaseya Inc 2025 1st Lien Term Loan B                                                                                         | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |   1290500 | PA      | $1201777.83   | 0.06%             | 2032-03-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                       | Kaseya Inc 2025 2nd Lien Term Loan B                                                                                         | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     20000 | PA      | $15816.60     | 0.00%             | 2033-03-21      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                          | KazMunayGas National Co JSC                                                                                                  | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     50000 | PA      | $46435.70     | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                          | KazMunayGas National Co JSC                                                                                                  | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    100000 | PA      | $101002.71    | 0.00%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                         | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc                                                        | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $229031.00    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                               | Kennedy-Wilson Inc                                                                                                           | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144064.05    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                | Republic of Kenya Government International Bond                                                                              | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $205212.81    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                | Republic of Kenya Government International Bond                                                                              | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     35000 | PA      | $34208.70     | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | Kinetik Holdings LP                                                                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125459.88    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | Kinetik Holdings LP                                                                                                          | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213553.83    | 0.01%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Kingpin Intermediate Holdings LLC                                | Kingpin Intermediate Holdings LLC 2025 Term Loan B                                                                           | CUSIP: 49579GAJ1<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |    173838 | PA      | $157902.17    | 0.01%             | 2032-09-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                         | Kingston Airport Revenue Finance Ltd                                                                                         | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198000.00    | 0.01%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KnowBe4 Inc                                                      | KnowBe4 Inc 2025 Term Loan                                                                                                   | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |    249375 | PA      | $221527.29    | 0.01%             | 2032-07-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ADVANCION SCIENCES INC                                           | Advancion Sciences Inc                                                                                                       | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342465 | PA      | $278252.81    | 0.01%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161728.32    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111750.32    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                | Kosmos Energy Ltd                                                                                                            | CUSIP: 500688AD8<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129857.00    | 0.01%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                | Kosmos Energy Ltd                                                                                                            | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124725.00    | 0.01%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                | Kosmos Energy Ltd                                                                                                            | CUSIP: 500688AH9<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    552000 | PA      | $430304.03    | 0.02%             | 2030-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                | Kosmos Energy Ltd                                                                                                            | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    600000 | PA      | $523320.00    | 0.02%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                              | Kreditanstalt fuer Wiederaufbau                                                                                              | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $452249.00    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                        | Kroger Co/The                                                                                                                | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $4285155.03   | 0.20%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                              | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                             | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    311901 | PA      | $248703.92    | 0.01%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                              | LBM Acquisition LLC 2025 Incremental Term Loan                                                                               | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    144200 | PA      | $121282.29    | 0.01%             | 2031-06-06      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| LC AHAB US Bidco LLC                                             | LC AHAB US Bidco LLC Term Loan B                                                                                             | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    114709 | PA      | $113275.00    | 0.01%             | 2031-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                                                                | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48987.54     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                                                                | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    460000 | PA      | $426524.56    | 0.02%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                    | LFS Topco LLC                                                                                                                | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $181532.76    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                                 | LG Energy Solution Ltd                                                                                                       | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $199379.86    | 0.01%             | 2031-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                         | LD Celulose International GmbH                                                                                               | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $205533.96    | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                            | Life Time Fitness Inc 2025 Term Loan                                                                                         | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    497500 | PA      | $497032.35    | 0.02%             | 2031-11-05      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                         | Fashion Show Mall LLC                                                                                                        | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $121000.84    | 0.01%             | 2041-10-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                           | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $96927.22     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                           | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |    115000 | PA      | $118878.49    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                 | Lamar Media Corp                                                                                                             | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $171276.67    | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                  | Lamb Weston Holdings Inc                                                                                                     | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318935.68    | 0.02%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                                    | Darktrace PLC 1st Lien Term Loan                                                                                             | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    644372 | PA      | $615458.89    | 0.03%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Darktrace PLC                                                    | Darktrace PLC 2nd Lien Term Loan                                                                                             | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $73550.40     | 0.00%             | 2032-10-09      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                        | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112500.00    | 0.01%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                        | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $241150.00    | 0.01%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                        | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320771.16    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194481.32    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                        | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313023.51    | 0.01%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                            | Level 3 Financing Inc 2025 Repriced Term Loan B4                                                                             | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     20000 | PA      | $19979.20     | 0.00%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                         | Liberty Costa Rica Senior Secured Finance                                                                                    | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $210500.00    | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                    | Life Time Inc                                                                                                                | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181426.14    | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                                                                             | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166547.30    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                                                                         | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102123.02    | 0.00%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                              | Lightning Power LLC                                                                                                          | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103947.78    | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOM FINANCE                                           | Liquid Telecommunications Financing Plc                                                                                      | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    483000 | PA      | $464930.02    | 0.02%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                    | Live Nation Entertainment Inc 2025 Term Loan B                                                                               | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |     64838 | PA      | $64756.45     | 0.00%             | 2032-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                   | Lowe's Cos Inc                                                                                                               | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4343275.06   | 0.20%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                | MDGH GMTN RSC Ltd                                                                                                            | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $176030.00    | 0.01%             | 2053-05-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| M2S Group Holdings Inc                                           | M2S Group Holdings Inc Term Loan B                                                                                           | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    818000 | PA      | $796871.06    | 0.04%             | 2031-08-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                                | MC Brazil Downstream Trading SARL                                                                                            | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    172170 | PA      | $155176.72    | 0.01%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP 2022-MHIL                                                                                                                | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199875.04    | 0.01%             | 2039-01-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP 2022-MHIL                                                                                                                | CUSIP: 55293DAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $79950.02     | 0.00%             | 2039-01-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                          | MKS Inc                                                                                                                      | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     76000 | PA      | $125552.00    | 0.01%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MKS INSTRUMENTS INC                                              | MKS Instruments Inc 2026 USD Term Loan B                                                                                     | CUSIP: 55314NBB9<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |     90000 | PA      | $90027.90     | 0.00%             | 2033-02-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                    | MHC Commercial Mortgage Trust 2021-MHC                                                                                       | CUSIP: 55316VAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400308 | PA      | $400057.81    | 0.02%             | 2038-04-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |    525000 | PA      | $488688.40    | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    150000 | PA      | $116629.47    | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $163352.49    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                                    | MRP Buyer LLC Term Loan                                                                                                      | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |    132560 | PA      | $132394.72    | 0.01%             | 2032-06-04      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                                    | MRP Buyer LLC Delayed Draw Term Loan                                                                                         | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     16902 | PA      | $16881.08     | 0.00%             | 2032-06-04      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                         | MSCI Inc                                                                                                                     | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1398806.41   | 0.07%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                         | MSCI Inc                                                                                                                     | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    373000 | PA      | $361280.97    | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                   | MSWF Commercial Mortgage Trust 2023-2                                                                                        | CUSIP: 55361AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136000 | PA      | $108043.21    | 0.01%             | 2056-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                   | MSWF Commercial Mortgage Trust 2023-2                                                                                        | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $352479.03    | 0.02%             | 2056-12-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                | Ma'aden Sukuk Ltd                                                                                                            | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200986.58    | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                         | Macquarie Airfinance Holdings Ltd                                                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $170960.07    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                         | Macquarie Airfinance Holdings Ltd                                                                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $130892.85    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC Term Loan                                                                                                    | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    742228 | PA      | $741441.20    | 0.03%             | 2028-06-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                         | Madison Park Funding LXVII Ltd                                                                                               | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000116.00   | 0.19%             | 2037-04-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                | Magnetite XXIX Ltd                                                                                                           | CUSIP: 55955KAL8<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6505232.50   | 0.31%             | 2037-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                | Magnetite XXVIII Ltd                                                                                                         | CUSIP: 55955LAS1<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $699218.10    | 0.03%             | 2038-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                         | Magyar Export-Import Bank Zrt                                                                                                | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $202243.97    | 0.01%             | 2027-12-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                | Magnetite XXXVI Ltd                                                                                                          | CUSIP: 559922AL3<br>LEI: 549300M0875JBMUL0W79 | Long             | ABS-CBDO         | CORP              | KY        |   1270000 | PA      | $1270853.44   | 0.06%             | 2038-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                         | MajorDrive Holdings IV LLC                                                                                                   | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    185000 | PA      | $136838.04    | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                       | MajorDrive Holdings IV LLC Term Loan B                                                                                       | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    252934 | PA      | $228819.04    | 0.01%             | 2028-06-01      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                  | MARB BondCo PLC                                                                                                              | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $123990.59    | 0.01%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                          | Red Planet Borrower LLC 2025 Term Loan B                                                                                     | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    408975 | PA      | $399364.09    | 0.02%             | 2032-09-08      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | Mars Inc                                                                                                                     | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7595000 | PA      | $7674930.16   | 0.36%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | Mars Inc                                                                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2882181.74   | 0.14%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                                  | MED ParentCo LP 2025 Repriced Term Loan B                                                                                    | CUSIP: 58401DAP9<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    164176 | PA      | $163970.81    | 0.01%             | 2031-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                         | Medco Maple Tree Pte Ltd                                                                                                     | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $256823.67    | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                          | Pediatrix Medical Group Inc                                                                                                  | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $118115.41    | 0.01%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP 2025 Term Loan B                                                                                         | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    227391 | PA      | $227688.53    | 0.01%             | 2028-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                         | Medline Borrower LP/Medline Co-Issuer Inc                                                                                    | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $397403.32    | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                      | Merchants Fleet Funding LLC                                                                                                  | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200291.20    | 0.01%             | 2039-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| METALSA SA DE CV                                                 | Metalsa Sapi De Cv                                                                                                           | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $173500.00    | 0.01%             | 2031-05-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                    | Methanex Corp                                                                                                                | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $218654.95    | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                    | Methanex Corp                                                                                                                | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69301.95     | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                    | Methanex Corp                                                                                                                | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $322977.01    | 0.02%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                           | Methanex US Operations Inc                                                                                                   | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $168805.89    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC                                                                                           | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101496.03    | 0.00%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC                                                                                           | CUSIP: 59170JBH0<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $104164.37    | 0.00%             | 2055-12-20      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC                                                                                           | CUSIP: 59170JBL1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99076.76     | 0.00%             | 2056-04-20      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP Commercial Mortgage Trust 2025-MHIL2                                                                                     | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1134000 | PA      | $1134356.08   | 0.05%             | 2040-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP Commercial Mortgage Trust 2025-MHIL2                                                                                     | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100031.15    | 0.00%             | 2040-09-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP Commercial Mortgage Trust 2025-MHIL2                                                                                     | CUSIP: 59317DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100031.13    | 0.00%             | 2040-09-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP Commercial Mortgage Trust 2025-MHIL2                                                                                     | CUSIP: 59317DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $174891.61    | 0.01%             | 2040-09-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                                                                         | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172272.44    | 0.01%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                                                                         | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180096.39    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Michaels Companies, Inc. (The)                                   | MICHAELS COMPANIES INC THE 2026 TERM LOAN B                                                                                  | CUSIP: 59408UAE7<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     65000 | PA      | $62939.50     | 0.00%             | 2033-03-15      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                     | Strategy Inc                                                                                                                 | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      1250 | NS      | $125025.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR                                           | Millicom International Cellular SA                                                                                           | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $277992.16    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                           | Millicom International Cellular SA                                                                                           | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $101243.90    | 0.00%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties Inc                                                                                                      | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $99968.89     | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                          | Millrose Properties Inc                                                                                                      | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |     70000 | PA      | $68712.55     | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                                                                        | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $141787.68    | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    310000 | PA      | $318618.17    | 0.02%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $103612.25    | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                                                                        | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $76643.96     | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                            | Minerva Luxembourg SA                                                                                                        | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $36215.33     | 0.00%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                            | Minerva Luxembourg SA                                                                                                        | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    140000 | PA      | $149613.80    | 0.01%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                          | MISC Capital Two Labuan Ltd                                                                                                  | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $198229.88    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL INC                                       | MITCHELL INTERNATIONAL INC 2026 Add-On TERM LOAN                                                                             | CUSIP: 60662WBC5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    230000 | PA      | $218897.90    | 0.01%             | 2031-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                          | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                      | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57465.19     | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                 | Modena Buyer LLC Term Loan                                                                                                   | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    769347 | PA      | $688349.92    | 0.03%             | 2031-07-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                          | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                      | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46879.52     | 0.00%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    390000 | PA      | $378140.35    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186790.01    | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                          | Mong Duong Finance Holdings BV                                                                                               | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     57938 | PA      | $56986.88     | 0.00%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                               | Mongolia Government International Bond                                                                                       | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $208710.48    | 0.01%             | 2029-06-05      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                                         | Montego Bay Airport Revenue Finance Ltd                                                                                      | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192034.00    | 0.01%             | 2035-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                         | Moog Inc                                                                                                                     | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60188.50     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2016-BNK2                                                                                     | CUSIP: 61690YBZ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87218.69     | 0.00%             | 2049-11-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2017-H1                                                                                       | CUSIP: 61691JBA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $118324.09    | 0.01%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                               | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3189000 | PA      | $3272457.41   | 0.15%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $5236299.66   | 0.25%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                               | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2746000 | PA      | $2865989.11   | 0.14%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                               | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5246000 | PA      | $5446334.09   | 0.26%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                               | Morocco Government International Bond                                                                                        | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $210561.12    | 0.01%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                                                               | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2162484.99   | 0.10%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                                                               | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2140261.76   | 0.10%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3                                                                     | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271189 | PA      | $272151.97    | 0.01%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                                                                  | CUSIP: 61779CAZ7<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101128.68    | 0.00%             | 2058-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                                                                  | CUSIP: 61779RCV1<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99727.67     | 0.00%             | 2058-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                         | Moss Creek Resources Holdings Inc                                                                                            | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    186000 | PA      | $185884.57    | 0.01%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                              | NBM US Holdings Inc                                                                                                          | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149919.00    | 0.01%             | 2029-08-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $124051.59    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    230000 | PA      | $223177.83    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                       | NCMF Trust 2025-MFS                                                                                                          | CUSIP: 62887TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101107.64    | 0.00%             | 2033-06-10      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310079.05    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                               | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211674.16    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                               | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164753.33    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                               | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172624.27    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                               | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173408.74    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                   | NRG Energy Inc 2024 Term Loan                                                                                                | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    158785 | PA      | $158957.90    | 0.01%             | 2031-04-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                       | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    548000 | PA      | $540557.91    | 0.03%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                       | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1581000 | PA      | $1576210.04   | 0.07%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                                                             | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    247000 | PA      | $247562.28    | 0.01%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $250950.41    | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                                                             | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    638000 | PA      | $642033.28    | 0.03%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                  | Natgasoline LLC 2025 Term Loan B                                                                                             | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    294092 | PA      | $295194.70    | 0.01%             | 2030-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                         | National Mentor Holdings Inc                                                                                                 | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190952.75    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                     | National Mentor Holdings Inc 2025 1st Lien Term Loan B                                                                       | CUSIP: 63689EAX3<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    283500 | PA      | $281728.13    | 0.01%             | 2030-12-12      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                                     | National Mentor Holdings Inc 2025 Delayed Draw Term Loan                                                                     | CUSIP: 63689EAY1<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    121500 | PA      | $120740.63    | 0.01%             | 2030-12-12      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                         | Navoi Mining & Metallurgical Combinat                                                                                        | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $208592.70    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                                                                 | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94385.53     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                                                                 | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73324.18     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                                                                 | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71323.80     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                           | Navigator 2025-1 Aviation Ltd                                                                                                | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |   1842489 | PA      | $1805246.94   | 0.09%             | 2050-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                                                                         | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135833.46    | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc 2026 USD Term Loan B                                                                                    | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   1295000 | PA      | $1234135.00   | 0.06%             | 2033-02-03      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| NETWORK I2I LTD                                                  | Network i2i Ltd                                                                                                              | CUSIP: 64132NAC0<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    150000 | PA      | $149699.49    | 0.01%             | 2026-04-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                          | New Fortress Energy Inc 2025 Incremental Term Loan B                                                                         | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |   2653074 | PA      | $1475984.73   | 0.07%             | 2028-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                               | Risewell Homes Inc                                                                                                           | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112449.45    | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                               | Rithm Capital Corp                                                                                                           | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    100000 | PA      | $98243.06     | 0.00%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                               | Rithm Capital Corp                                                                                                           | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    100000 | PA      | $96518.08     | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                | Nexa Resources SA                                                                                                            | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $209580.45    | 0.01%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                                         | Nexstar Broadcasting Inc 2025 Term Loan B5                                                                                   | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    208950 | PA      | $206524.09    | 0.01%             | 2032-06-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                                         | NEXSTAR BROADCASTING INC 2026 TERM LOAN B7                                                                                   | CUSIP: 65336RBF4<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    335000 | PA      | $330953.20    | 0.02%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30874.98     | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                  | NEXUS Buyer LLC 2025 Term Loan B                                                                                             | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    767500 | PA      | $736454.63    | 0.03%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                               | Niagara Energy SAC                                                                                                           | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $199413.08    | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                | Nexstar Media Inc                                                                                                            | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146104.76    | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                              | Nigeria Government International Bond                                                                                        | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    195000 | PA      | $197472.13    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                              | Nigeria Government International Bond                                                                                        | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $396331.54    | 0.02%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NiSource Inc                                                                                                                 | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4314384.65   | 0.20%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                          | Nissan Auto Lease Trust 2026-A                                                                                               | CUSIP: 65481HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198709.84    | 0.01%             | 2029-03-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                  | Gen Digital Inc 2024 Term Loan B                                                                                             | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |    517238 | PA      | $511419.11    | 0.02%             | 2029-09-12      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NOURISH BUYER I INC                                              | Nourish Buyer I Inc 2026 Repriced Term Loan B                                                                                | CUSIP: 66979CAK7<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |    254425 | PA      | $254585.29    | 0.01%             | 2032-07-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Novae LLC                                                        | Novae LLC 1st Lien Term Loan                                                                                                 | CUSIP: 66988QAB5<br>LEI: 549300IO3D43N4TFUV08 | Long             | LON              | CORP              | US        |     59689 | PA      | $52750.26     | 0.00%             | 2028-12-22      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242081.04    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                                                                 | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68662.49     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2020-8R Ltd                                                                                                          | CUSIP: 670898AW5<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |   2114000 | PA      | $2109609.22   | 0.10%             | 2038-10-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                         | OCP SA                                                                                                                       | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    100000 | PA      | $99806.33     | 0.00%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                         | OCP SA                                                                                                                       | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $181689.20    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                         | OCP SA                                                                                                                       | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    100000 | PA      | $77880.00     | 0.00%             | 2051-06-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 4 Ltd                                                                                                     | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001484.00   | 0.05%             | 2038-01-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 6 Ltd                                                                                                     | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1452047.40   | 0.07%             | 2037-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2025-46 Ltd                                                                                                          | CUSIP: 671023AA7<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | KY        |    840000 | PA      | $836862.60    | 0.04%             | 2038-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Partners VII Ltd                                                                                                  | CUSIP: 67102QBK3<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9971540.00   | 0.47%             | 2038-02-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2018-15 Ltd                                                                                                          | CUSIP: 67112KAG4<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |    819000 | PA      | $818595.41    | 0.04%             | 2038-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 22 Ltd                                                                                                    | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4488849.00   | 0.21%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM10 Trust                                                                                                         | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    476362 | PA      | $477527.79    | 0.02%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                          | NYMT Loan Trust 2025-CP1                                                                                                     | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |    550201 | PA      | $533334.04    | 0.03%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 16-R Ltd                                                                                                  | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1890000 | PA      | $1888000.38   | 0.09%             | 2038-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                                | OCP Aegis CLO 2025-47 Ltd                                                                                                    | CUSIP: 67122UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1081000 | PA      | $1076971.11   | 0.05%             | 2038-01-21      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Trust 2025-77C                                                                                                           | CUSIP: 67123LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $226848.52    | 0.01%             | 2036-01-10      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                              | ELECTRONIC ARTS INC USD TERM LOAN B                                                                                          | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    775000 | PA      | $770156.25    | 0.04%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                          | OAK-Eagle Acquireco Inc                                                                                                      | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238301.72    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                          | OAK-Eagle Acquireco Inc                                                                                                      | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235550.63    | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2026-NQM4 Trust                                                                                                          | CUSIP: 67124FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $598985.22    | 0.03%             | 2066-02-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-NQM19 Trust                                                                                                         | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |    271614 | PA      | $269693.29    | 0.01%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                         | Occidental Petroleum Corp                                                                                                    | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1304252.85   | 0.06%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                         | Occidental Petroleum Corp                                                                                                    | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    895000 | PA      | $910180.10    | 0.04%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                                | OCP Aegis CLO 2024-39 Ltd                                                                                                    | CUSIP: 67570HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    914000 | PA      | $908287.50    | 0.04%             | 2038-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO 2025-44 Ltd                                                                                                          | CUSIP: 67570UAA0<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   1317000 | PA      | $1317798.10   | 0.06%             | 2038-10-24      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 14-R Ltd                                                                                                  | CUSIP: 67706QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $699313.30    | 0.03%             | 2038-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSCC                                              | Bapco Energies BSC Closed                                                                                                    | CUSIP: 67778M2A7<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    150000 | PA      | $147963.95    | 0.01%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSCC                                              | Bapco Energies BSC Closed                                                                                                    | CUSIP: 67778M2D1<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |     50000 | PA      | $49473.01     | 0.00%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Olaplex Inc                                                      | Olaplex Inc 2022 Term Loan                                                                                                   | CUSIP: 67936UAB7<br>LEI: 254900QYCAW2BUUZ1O97 | Long             | LON              | CORP              | US        |     45000 | PA      | $45028.35     | 0.00%             | 2029-02-23      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | Olin Corp                                                                                                                    | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311312.85    | 0.01%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | Olin Corp                                                                                                                    | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64219.19     | 0.00%             | 2029-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | Olin Corp                                                                                                                    | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210318.57    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                                                                | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236260.50    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                                                                | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214672.77    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                         | Omega Healthcare Investors Inc                                                                                               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   2000000 | PA      | $1920912.94   | 0.09%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                         | Omega Healthcare Investors Inc                                                                                               | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    250000 | PA      | $220049.62    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                           | Oman Government International Bond                                                                                           | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    125000 | PA      | $130130.83    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                           | Oman Government International Bond                                                                                           | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $208560.70    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                            | ON Semiconductor Corp                                                                                                        | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96482.81     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                            | ON Semiconductor Corp                                                                                                        | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    114000 | PA      | $147003.00    | 0.01%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                               | OMNIA Partners LLC 2024 Term Loan B                                                                                          | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     24875 | PA      | $24828.48     | 0.00%             | 2032-12-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                                                                         | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    190000 | PA      | $187338.44    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                                                                         | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93992.52     | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                                                                         | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250544.50    | 0.01%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| 19th Holdings Golf LLC                                           | 19th Holdings Golf LLC 2022 Term Loan B                                                                                      | CUSIP: 68250XAB7<br>LEI: 549300INS30LLUJP0S18 | Long             | LON              | CORP              | US        |    519794 | PA      | $518494.36    | 0.02%             | 2029-02-07      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK Inc                                                                                                                    | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1316057.19   | 0.06%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK Inc                                                                                                                    | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3164974.53   | 0.15%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103409.92    | 0.00%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107562.50    | 0.01%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                                                                         | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66914.82     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                                                                         | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57531.16     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | Onemain Financial Issuance Trust 2025-1                                                                                      | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1503050.70   | 0.07%             | 2038-07-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                                      | OLIT 2025-HB2                                                                                                                | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321459 | PA      | $312762.39    | 0.01%             | 2038-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OneSky Flight, LLC                                               | OneSky Flight LLC 2026 Term Loan B                                                                                           | CUSIP: 68279FAB3<br>LEI: 549300PM6NEPXGG5B882 | Long             | LON              | CORP              | US        |    100000 | PA      | $99625.00     | 0.00%             | 2033-02-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    720000 | PA      | $737167.68    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Openlane Inc                                                     | Openlane Inc Term Loan B                                                                                                     | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |     49875 | PA      | $49812.66     | 0.00%             | 2032-10-08      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Issuance Trust 2025-B                                                                                                | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300508.56    | 0.01%             | 2033-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Issuance Trust 2025-C                                                                                                | CUSIP: 68378RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1097070.48   | 0.05%             | 2033-07-08      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                              | Oportun Issuance Trust 2025-D                                                                                                | CUSIP: 68379HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $597964.38    | 0.03%             | 2033-02-08      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      3590 | NS      | $161585.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    819000 | PA      | $593756.88    | 0.03%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    669000 | PA      | $644702.84    | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1061867.92   | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $952064.88    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    626000 | PA      | $540075.76    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    785000 | PA      | $660397.50    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    808000 | PA      | $669978.68    | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59452.50     | 0.00%             | 2029-02-04      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59241.70     | 0.00%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    126000 | PA      | $123283.42    | 0.01%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121684.86    | 0.01%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58650.79     | 0.00%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80234.22     | 0.00%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56614.32     | 0.00%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                  | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11031.86     | 0.00%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Optiv Security Inc                                               | Optiv Security Inc 2023 Term Loan                                                                                            | CUSIP: 68405PAB8<br>LEI: 549300EMRBO1UNORKL53 | Long             | LON              | CORP              | US        |    494924 | PA      | $326649.74    | 0.02%             | 2026-07-31      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                        | Orange SA                                                                                                                    | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $196445.53    | 0.01%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                     | Organon & Co 2024 USD Term Loan                                                                                              | CUSIP: 68621XAG8<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    493310 | PA      | $468891.62    | 0.02%             | 2031-05-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                             | CUSIP: 68622FAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4454.12      | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                             | CUSIP: 68622FAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $135844.91    | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                             | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261995.43    | 0.01%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                             | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    310000 | PA      | $252646.87    | 0.01%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc.                                              | Orion US Finco Inc 1st Lien Term Loan                                                                                        | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $98896.00     | 0.00%             | 2032-10-08      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN SA                                                                                                                     | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    200000 | PA      | $203393.01    | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc                                    | Osmose Utilities Services Inc Term Loan                                                                                      | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |    163766 | PA      | $160644.58    | 0.01%             | 2028-06-23      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                     | OT Midco Inc                                                                                                                 | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $88767.48     | 0.00%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                     | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57349.22     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                              | Accendra Health Inc                                                                                                          | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    337000 | PA      | $160260.48    | 0.01%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                            | PK Alift Loan Funding 7 LP                                                                                                   | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1335028 | PA      | $1328432.46   | 0.06%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                                   | PLYM Commercial Mortgage Trust 2026-IND                                                                                      | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2652000 | PA      | $2638736.02   | 0.12%             | 2043-03-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                                   | PLYM Commercial Mortgage Trust 2026-IND                                                                                      | CUSIP: 69292BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337000 | PA      | $334473.24    | 0.02%             | 2043-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                                   | PLYM Commercial Mortgage Trust 2026-IND                                                                                      | CUSIP: 69292BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $371719.46    | 0.02%             | 2043-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                                   | PLYM Commercial Mortgage Trust 2026-IND                                                                                      | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $138600.14    | 0.01%             | 2043-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                               | PBF Holding Co LLC / PBF Finance Corp                                                                                        | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29863.57     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                               | PBF Holding Co LLC / PBF Finance Corp                                                                                        | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $323477.28    | 0.02%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                               | PBF HOLDING CO LLC                                                                                                           | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $128635.08    | 0.01%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                                    | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24804.31     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                                    | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    605000 | PA      | $597009.22    | 0.03%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                                    | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    348000 | PA      | $360345.56    | 0.02%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    231000 | PA      | $232481.73    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                                    | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    203000 | PA      | $200590.04    | 0.01%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                                                                         | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2949735.90   | 0.14%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                    | PRA Group Inc                                                                                                                | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60579.72     | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                           | Pertamina Persero PT                                                                                                         | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     50000 | PA      | $36395.68     | 0.00%             | 2050-01-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                    | Pye-Barker Fire & Safety LLC 2025 Term Loan                                                                                  | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    113100 | PA      | $113200.66    | 0.01%             | 2032-12-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                    | Pye-Barker Fire & Safety LLC 2025 Delayed Draw Term Loan                                                                     | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     16900 | PA      | $16915.04     | 0.00%             | 2032-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RPL1 LLC                                                                                                           | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155796 | PA      | $153139.34    | 0.01%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| GEN II Fund Services LLC                                         | GEN II Fund Services LLC 2024 Term Loan B                                                                                    | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    247500 | PA      | $244200.83    | 0.01%             | 2031-11-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                             | PRET 2025-RPL3 Trust                                                                                                         | CUSIP: 69382RAA1<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    369081 | PA      | $360099.99    | 0.02%             | 2065-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                       | PRM5 Trust 2025-PRM5                                                                                                         | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $149115.99    | 0.01%             | 2033-03-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                                          | Nuvei Technologies Corp 2025 Repriced Term Loan B                                                                            | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    520009 | PA      | $508740.79    | 0.02%             | 2031-11-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19492.56     | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                                                                  | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18980.70     | 0.00%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                                                                   | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152886.22    | 0.01%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                          | Pakistan Government International Bond                                                                                       | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $199749.98    | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                          | Pakistan Government International Bond                                                                                       | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     55000 | PA      | $50880.95     | 0.00%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2025-5 Ltd                                                                                                 | CUSIP: 696914AA8<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1323000 | PA      | $1320338.12   | 0.06%             | 2038-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                   | Palmer Square Loan Funding 2025-2 Ltd                                                                                        | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1120855 | PA      | $1120117.69   | 0.05%             | 2033-07-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square CLO 2025-2 Ltd                                                                                                 | CUSIP: 69704BAA7<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   2355000 | PA      | $2358136.86   | 0.11%             | 2038-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                            | Palmer Square Clo 2026-1 Ltd                                                                                                 | CUSIP: 69704JAA0<br>LEI: 254900Y6UZ4R7YTZ7E82 | Long             | ABS-CBDO         | CORP              | KY        |   1021000 | PA      | $1020946.91   | 0.05%             | 2039-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                            | Panama Government International Bonds                                                                                        | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $115929.00    | 0.01%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                               | Panama Government International Bond                                                                                         | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $192800.00    | 0.01%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                               | Panama Government International Bond                                                                                         | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $191870.00    | 0.01%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PAR PETROLEUM LLC                                                | Par Petroleum LLC 2025 Term Loan B                                                                                           | CUSIP: 69889PAF2<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |    496182 | PA      | $495810.33    | 0.02%             | 2030-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                             | Paraguay Government International Bond                                                                                       | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $175500.00    | 0.01%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                             | Paraguay Government International Bond                                                                                       | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $207120.00    | 0.01%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                             | Paraguay Government International Bond                                                                                       | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $207480.00    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                          | Park River Holdings Inc 2025 Term Loan                                                                                       | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    165000 | PA      | $160937.70    | 0.01%             | 2031-03-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                             | Peace Park CLO Ltd                                                                                                           | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |   8656000 | PA      | $8643016.00   | 0.41%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| PCY Trust 2026-FCMT                                              | PCY Trust 2026-FCMT                                                                                                          | CUSIP: 704929AP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100154.33    | 0.00%             | 2041-04-05      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $465969.65    | 0.02%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                     | Peraton Corp Term Loan B                                                                                                     | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1014354 | PA      | $863895.11    | 0.04%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                     | Peraton Corp. 2nd Lien Term Loan B1                                                                                          | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     90000 | PA      | $64350.00     | 0.00%             | 2029-02-01      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                                                                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60110.82     | 0.00%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                                                                   | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135028.94    | 0.01%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOL                                                    | Perimeter Holdings LLC                                                                                                       | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $117690.05    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                              | Peru Government International Bonds                                                                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $136552.50    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                              | Peru Government International Bonds                                                                                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $75340.00     | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    165000 | PA      | $161482.25    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1139000 | PA      | $908825.47    | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   9810000 | PA      | $8495339.34   | 0.40%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   9320000 | PA      | $8910600.55   | 0.42%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $227850.00    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                         | Petroleos de Venezuela SA                                                                                                    | CUSIP: 716558AE1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    300000 | PA      | $124590.00    | 0.01%             | 2035-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | Petronas Capital Ltd                                                                                                         | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    100000 | PA      | $96340.62     | 0.00%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                             | Petronas Capital Ltd                                                                                                         | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    100000 | PA      | $65723.00     | 0.00%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PHANTOM AVIATION                                                 | Phantom Aviation                                                                                                             | CUSIP: 71711GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    747097 | PA      | $732426.46    | 0.03%             | 2051-01-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                          | Philippine Government International Bond                                                                                     | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $202251.59    | 0.01%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                       | Philippines Government International Bonds                                                                                   | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $191909.24    | 0.01%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                          | Phillips Edison Grocery Center Operating Partnership I LP                                                                    | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |   2470000 | PA      | $2187401.17   | 0.10%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                          | Phillips Edison Grocery Center Operating Partnership I LP                                                                    | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    498000 | PA      | $485941.47    | 0.02%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                                | Parexel International Corporation 2025 Repriced Term Loan B                                                                  | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |    483788 | PA      | $481770.11    | 0.02%             | 2031-12-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ping Identity Corporation                                        | Ping Identity Corporation 2025 Term Loan                                                                                     | CUSIP: 72342MAB3<br>LEI: 254900DJEBSADAC6R313 | Long             | LON              | CORP              | US        |    135000 | PA      | $133143.75    | 0.01%             | 2032-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                               | Pinnacle Buyer LLC Term Loan                                                                                                 | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |    138041 | PA      | $138083.92    | 0.01%             | 2032-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                               | Pinnacle Buyer LLC Delayed Draw Term Loan                                                                                    | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     26613 | PA      | $26621.15     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                  | Cornerstone Building Brands Inc 2021 Term Loan B                                                                             | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    668068 | PA      | $376502.91    | 0.02%             | 2028-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                  | Cornerstone Building Brands Inc 2024 Term Loan B                                                                             | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     49748 | PA      | $23630.36     | 0.00%             | 2031-05-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                         | Plains All American Pipeline LP                                                                                              | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    950000 | PA      | $947786.31    | 0.04%             | 2026-04-30      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                         | Plains All American Pipeline LP / PAA Finance Corp                                                                           | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2157952.16   | 0.10%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                              | Recess Holdings Inc 2025 Repriced Term Loan                                                                                  | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    247494 | PA      | $247758.54    | 0.01%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                | Republic of Poland Government International Bonds                                                                            | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     40000 | PA      | $37025.76     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                | Polaris Newco LLC USD Term Loan B                                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1484456 | PA      | $1302610.10   | 0.06%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| POSCO                                                            | POSCO                                                                                                                        | CUSIP: 73730EAE3<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $209669.41    | 0.01%             | 2033-01-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                                                            | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166705.94    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                                                            | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162548.55    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                                                            | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58759.25     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                              | Artera Services LLC 2024 Term Loan                                                                                           | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    629569 | PA      | $535133.96    | 0.03%             | 2031-02-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                              | Prairie Acquiror LP                                                                                                          | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108463.53    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                                          | Prairie ECI Acquiror LP 2026 Repriced Term Loan B                                                                            | CUSIP: 73955HAG9<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |     59850 | PA      | $59894.89     | 0.00%             | 2029-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PRIMA Capital LTD                                                | Prima Capital CRE Securitization 2019-RK1 Ltd                                                                                | CUSIP: 74166GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    110000 | PA      | $104721.22    | 0.00%             | 2038-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRIMA Capital LTD                                                | Prima Capital CRE Securitization 2019-VII Ltd                                                                                | CUSIP: 74166VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96078.54     | 0.00%             | 2050-12-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                                                | PRIO Luxembourg Holding Sarl                                                                                                 | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $194550.00    | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                                         | Proampac PG Borrower LLC 2026 USD Term Loan B                                                                                | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    180000 | PA      | $173385.00    | 0.01%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                            | Priority Holdings LLC 2025 Term Loan B                                                                                       | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108406 | PA      | $105357.43    | 0.00%             | 2032-08-02      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                        | PRM Trust 2025-PRM6                                                                                                          | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $133924.67    | 0.01%             | 2033-07-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                        | PRM Trust 2025-PRM6                                                                                                          | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99373.55     | 0.00%             | 2033-07-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                        | PRM Trust 2025-PRM6                                                                                                          | CUSIP: 74277DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $143437.32    | 0.01%             | 2033-07-05      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                         | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                                                             | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174700 | PA      | $131620.95    | 0.01%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                      | Project Boost Purchaser LLC 2025 Refinancing Term Loan                                                                       | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    171635 | PA      | $165178.42    | 0.01%             | 2031-07-16      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                   | Proofpoint Inc 2025 Repriced Term Loan                                                                                       | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    533819 | PA      | $516027.22    | 0.02%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                        | Prosus NV                                                                                                                    | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $470381.06    | 0.02%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MINERAL IND                                          | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT                                                        | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    150000 | PA      | $151672.65    | 0.01%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2024-RPL4 LLC                                                                                                           | CUSIP: 74448MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86522 | PA      | $84518.13     | 0.00%             | 2054-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                            | PRPM 2026-RCF2 LLC                                                                                                           | CUSIP: 74449JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301081.44    | 0.01%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                 | Puget Energy Inc                                                                                                             | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4321213.14   | 0.20%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                                                                          | CUSIP: 74727PAV3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $172694.74    | 0.01%             | 2046-06-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                                                                          | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    250000 | PA      | $220595.82    | 0.01%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                   | Qatar Government International Bond                                                                                          | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    300000 | PA      | $248414.58    | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QatarEnergy                                                                                                                  | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $176162.40    | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                     | QatarEnergy                                                                                                                  | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    350000 | PA      | $225544.79    | 0.01%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | Qnity Electronics Inc Term Loan B                                                                                            | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    259350 | PA      | $258701.63    | 0.01%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                            | Quikrete Holdings Inc 2025 Term Loan B                                                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    742500 | PA      | $740643.75    | 0.03%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                 | QuidelOrtho Corp Term Loan A                                                                                                 | CUSIP: 74840YAF1<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     91907 | PA      | $87541.35     | 0.00%             | 2030-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                 | QuidelOrtho Corp Delayed Draw Term Loan A                                                                                    | CUSIP: 74840YAG9<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |      8093 | PA      | $7708.65      | 0.00%             | 2030-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                 | QuidelOrtho Corp Term Loan                                                                                                   | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    348250 | PA      | $347487.33    | 0.02%             | 2032-08-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370111.10    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167580.60    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                 | RCO VIII Mortgage LLC 2025-3                                                                                                 | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369289 | PA      | $369668.60    | 0.02%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                                       | RCKT Trust 2025-PL1                                                                                                          | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167645 | PA      | $167993.62    | 0.01%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                 | RCO X Mortgage LLC 2026-1                                                                                                    | CUSIP: 74940DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $398759.76    | 0.02%             | 2031-03-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                                                                   | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    130000 | PA      | $132375.88    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                                                                         | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $260065.95    | 0.01%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | Cooperatieve Rabobank UA                                                                                                     | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $259475.95    | 0.01%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                                                                   | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |    110000 | PA      | $108553.91    | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 34 LTD                                                                                                                    | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250132.00    | 0.01%             | 2039-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| RR 36 LTD                                                        | RR 36 Ltd                                                                                                                    | CUSIP: 74989AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1982000 | PA      | $1981020.89   | 0.09%             | 2040-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                               | RWE Finance US LLC                                                                                                           | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    202000 | PA      | $208811.95    | 0.01%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                               | RWE Finance US LLC                                                                                                           | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311105.50    | 0.01%             | 2035-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 25 Ltd                                                                                                                    | CUSIP: 75000KAY3<br>LEI: 254900FV8ZM4T7O1K491 | Long             | ABS-CBDO         | CORP              | BM        |    866000 | PA      | $865517.64    | 0.04%             | 2041-04-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| RVR DEALERSHIP HOLDINGS LLC                                      | RVR DEALERSHIP HOLDINGS LLC 2026 TERM LOAN B                                                                                 | CUSIP: 75001CAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    245000 | PA      | $235812.50    | 0.01%             | 2033-02-26      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                           | Rackspace Finance LLC 2024 First Lien Second Out Term Loan                                                                   | CUSIP: 75008UAD9<br>LEI: 25490078N5MHLAGLZ689 | Long             | LON              | CORP              | US        |    498690 | PA      | $230644.15    | 0.01%             | 2028-05-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                            | Rackspace Finance LLC                                                                                                        | CUSIP: 75008WAA1<br>LEI: 25490078N5MHLAGLZ689 | Long             | DBT              | CORP              | US        |    250000 | PA      | $123750.00    | 0.01%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                           | Radiology Partners Inc                                                                                                       | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65901.55     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                          | Railworks Holdings LP / Railworks Rally Inc                                                                                  | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $259500.98    | 0.01%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                  | Rand Parent LLC                                                                                                              | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $241233.38    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                              | Reach ABS Trust 2025-2                                                                                                       | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353673 | PA      | $355086.73    | 0.02%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                      | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57824.46     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                         | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                                                                     | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55076.51     | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                      | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53078.20     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                                                      | Redfin Corp                                                                                                                  | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |    529000 | PA      | $504666.00    | 0.02%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                                            | Resilience Parent LLC 1st Lien Term Loan                                                                                     | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160000 | PA      | $159049.60    | 0.01%             | 2033-02-28      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                          | Reinsurance Group of America Inc                                                                                             | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4289906.17   | 0.20%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                        | Renaissance Holding Corp 2024 1st Lien Term Loan                                                                             | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    769304 | PA      | $543082.33    | 0.03%             | 2030-04-05      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                           | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $137422.50    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                           | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     50000 | PA      | $52190.00     | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | Resideo Funding Inc                                                                                                          | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59116.60     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware Inc                                         | Restoration Hardware Inc 2022 Incremental Term Loan                                                                          | CUSIP: 76133MAC5<br>LEI: 549300H9H1H3OC7C3H47 | Long             | LON              | CORP              | US        |    195647 | PA      | $194138.55    | 0.01%             | 2028-10-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                   | RIDE 2025-SHRE                                                                                                               | CUSIP: 765692AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $356763.61    | 0.02%             | 2047-02-14      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                               | Riot Platforms Inc                                                                                                           | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |    279000 | PA      | $320152.50    | 0.02%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RIVIAN HLD/AUTO LLC                                              | Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                                                                         | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $274012.43    | 0.01%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | Rockies Express Pipeline LLC                                                                                                 | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160885.59    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | ROCKIES EXPRESS PIPELINE                                                                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211024.54    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                                                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100393.90    | 0.00%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                                                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $66513.72     | 0.00%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     85000 | PA      | $54732.55     | 0.00%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $87655.00     | 0.00%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $58190.47     | 0.00%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $158354.69    | 0.01%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     80000 | PA      | $79751.44     | 0.00%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    115000 | PA      | $106632.99    | 0.01%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC                 | Roper Industrial Products Investment Company LLC 2026 USD Term Loan B                                                        | CUSIP: 77669LAL7<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    148985 | PA      | $148840.44    | 0.01%             | 2029-11-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 44 Ltd                                                                                                                    | CUSIP: 78109WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1312000 | PA      | $1307562.82   | 0.06%             | 2041-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                           | RR 27 Ltd                                                                                                                    | CUSIP: 78110VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2989000 | PA      | $2982806.79   | 0.14%             | 2040-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                               | Rwanda International Government Bond                                                                                         | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |    100000 | PA      | $89394.33     | 0.00%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                         | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                                | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    247494 | PA      | $246874.99    | 0.01%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                          | SG Commercial Mortgage Securities Trust 2020-COVE                                                                            | CUSIP: 78397FAL7<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $40858.54     | 0.00%             | 2037-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Trust 2025-SNIP                                                                                                          | CUSIP: 78398JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $127158.81    | 0.01%             | 2042-09-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Trust 2025-SNIP                                                                                                          | CUSIP: 78398JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $158999.78    | 0.01%             | 2042-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                     | State Street Institutional US Government Money Market Fund                                                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  50370568 | NS      | $50370567.63  | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SHR Trust                                                        | SHR Trust 2024-LXRY                                                                                                          | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163000 | PA      | $163178.26    | 0.01%             | 2041-10-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                         | SGH2 LLC 2025 USD Term Loan B                                                                                                | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94525 | PA      | $92752.66     | 0.00%             | 2032-08-18      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                          | SG Commercial Mortgage Securities Trust 2019-PREZ                                                                            | CUSIP: 78430EAJ4<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $118057.54    | 0.01%             | 2039-09-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Commercial Mortgage Trust 2025-FLWR                                                                                      | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299437.95    | 0.01%             | 2042-08-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                             | SCG Commercial Mortgage Trust 2025-FLWR                                                                                      | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $158802.56    | 0.01%             | 2042-08-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                                                                 | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77937.82     | 0.00%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                         | SLM Corp                                                                                                                     | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $122714.11    | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                  | Slam 2021-1 Ltd                                                                                                              | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1892100 | PA      | $1793683.55   | 0.08%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                                         | SLAM 2025-1 Ltd                                                                                                              | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850424 | PA      | $859757.95    | 0.04%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                                                               | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $388537.34    | 0.02%             | 2039-01-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                                                               | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $160874.82    | 0.01%             | 2039-01-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                            | SS&C Technologies Inc 2024 Term Loan B8                                                                                      | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    326339 | PA      | $325053.58    | 0.02%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                                | Spa Holdings 3 Oy 2025 USD Term Loan B                                                                                       | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |     54003 | PA      | $53384.13     | 0.00%             | 2030-05-23      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                               | STWD 2021-LIH Mortgage Trust                                                                                                 | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99874.98     | 0.00%             | 2036-11-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                               | STWD 2021-LIH Mortgage Trust                                                                                                 | CUSIP: 78486EAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $179775.02    | 0.01%             | 2036-11-15      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                   | SWCH Commercial Mortgage Trust 2025-DATA                                                                                     | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196687.36    | 0.01%             | 2042-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                   | SWCH Commercial Mortgage Trust 2025-DATA                                                                                     | CUSIP: 78489CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248034.53    | 0.01%             | 2042-02-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                               | Saavi Energia Sarl                                                                                                           | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $262350.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                           | Sable International Finance Ltd                                                                                              | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    385000 | PA      | $380292.95    | 0.02%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                             | Sabra Health Care LP                                                                                                         | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |   2860000 | PA      | $2582423.39   | 0.12%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                             | Samarco Mineracao SA                                                                                                         | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    568666 | PA      | $559514.40    | 0.03%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268204.12    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | Sasol Financing USA LLC                                                                                                      | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208144.40    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                                                                          | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    100000 | PA      | $81329.03     | 0.00%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                                                                          | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    100000 | PA      | $67748.39     | 0.00%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                                                                          | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $168135.67    | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                                                                          | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    250000 | PA      | $154308.10    | 0.01%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                                                                          | CUSIP: 80413TBQ1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $195845.19    | 0.01%             | 2031-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    300000 | PA      | $287478.84    | 0.01%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    300000 | PA      | $257592.86    | 0.01%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    300000 | PA      | $264577.80    | 0.01%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    150000 | PA      | $92975.37     | 0.00%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $182000.00    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     40000 | PA      | $39738.32     | 0.00%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                               | Mativ Holdings Inc                                                                                                           | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    253000 | PA      | $235639.54    | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | EW Scripps Co/The                                                                                                            | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121346.61    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                | Seagate Data Storage Technology Pte Ltd                                                                                      | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    115000 | PA      | $116890.60    | 0.01%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                          | SEAGATE DATA STOR                                                                                                            | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     75000 | PA      | $78633.45     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                | Seagate Data Storage Technology Pte Ltd                                                                                      | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    155000 | PA      | $154418.67    | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                          | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    520003 | PA      | $509883.88    | 0.02%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                              | Senegal Government International Bond                                                                                        | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     75000 | PA      | $39760.65     | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | Sensata Technologies BV                                                                                                      | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     93000 | PA      | $89741.25     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112198.24    | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                               | Serbia International Bond                                                                                                    | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    150000 | PA      | $150294.30    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                      | SAKS Global Enterprises LLC DIP 1st Out Subsequent Delayed Draw Term Loan                                                    | CUSIP: 81881KAD1<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |     52138 | PA      | $47914.56     | 0.00%             | 2026-07-15      | Floating      | 14.68%                | No            |                  2 | On Loan: No      |
| SAKS Global Enterprises LLC                                      | SAKS Global Enterprises LLC DIP 2nd Out Delayed Draw Term Loan                                                               | CUSIP: 81881KAF6<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |     28678 | PA      | $8603.31      | 0.00%             | 2026-07-15      | Floating      | 16.18%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                      | SAKS Global Enterprises LLC DIP Second Out Roll-Up DDTL                                                                      | CUSIP: 81881KAG4<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |     27749 | PA      | $8324.66      | 0.00%             | 2026-07-15      | Floating      | 16.19%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                      | SAKS Global Enterprises LLC DIP 3rd Out Term Loan                                                                            | CUSIP: 81881KAH2<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |     67891 | PA      | $6110.15      | 0.00%             | 2026-07-15      | Floating      | 13.68%                | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                        | SFS Auto Receivables Securitization Trust 2026-1                                                                             | CUSIP: 81885FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99749.28     | 0.00%             | 2029-08-20      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                        | SFS Auto Receivables Securitization Trust 2026-1                                                                             | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198313.68    | 0.01%             | 2031-07-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | Shift4 Payments LLC 2025 Repriced Term Loan B                                                                                | CUSIP: 82453JAC2<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |     34912 | PA      | $34803.57     | 0.00%             | 2032-07-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                          | Sierra Pacific Power Co                                                                                                      | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    247000 | PA      | $244981.57    | 0.01%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                         | Air Comm Corporation LLC 2025 Term Loan                                                                                      | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    473390 | PA      | $473982.12    | 0.02%             | 2031-12-11      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                         | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                                                                         | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     23077 | PA      | $23105.77     | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING                                          | Silk Road Group Holding LLC                                                                                                  | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |    200000 | PA      | $198909.42    | 0.01%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                    | Sinclair Television Group Inc 2025 Term Loan B6                                                                              | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |     59736 | PA      | $53352.09     | 0.00%             | 2029-12-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                    | Sinclair Television Group Inc 2025 Term Loan B7                                                                              | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    114572 | PA      | $101969.52    | 0.00%             | 2030-12-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                         | Sixth Street Lending Partners                                                                                                | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4195275.95   | 0.20%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XVIII Ltd                                                                                                   | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1240000 | PA      | $1239339.08   | 0.06%             | 2038-10-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XIX Ltd                                                                                                     | CUSIP: 83012KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    810000 | PA      | $808780.95    | 0.04%             | 2038-07-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XX Ltd                                                                                                      | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1030000 | PA      | $1029490.15   | 0.05%             | 2038-07-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                                                                     | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108591.07    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                                                                     | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65839.82     | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                         | Snam SpA                                                                                                                     | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $203698.50    | 0.01%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | Societe Generale SA                                                                                                          | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $218946.53    | 0.01%             | 2034-01-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                  | Solstice Advanced Materials Inc Term Loan B                                                                                  | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |    115000 | PA      | $115479.55    | 0.01%             | 2032-10-29      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                         | Solstice Advanced Materials Inc                                                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87757.76     | 0.00%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                        | SonarSource Financing LLC Term Loan                                                                                          | CUSIP: 83541WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $118625.00    | 0.01%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                        | Sotheby's                                                                                                                    | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    518000 | PA      | $515518.57    | 0.02%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                            | Sotheby's/Bidfair Holdings Inc                                                                                               | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14082.86     | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                       | Sotera Health Holdings LLC 2025 Term Loan B                                                                                  | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    236295 | PA      | $236294.65    | 0.01%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                                                                      | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    150000 | PA      | $107966.09    | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                                                                      | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $154637.97    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                                                                       | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $185780.00    | 0.01%             | 2037-12-11      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                         | South Bow Canadian Infrastructure Holdings Ltd                                                                               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $114530.24    | 0.01%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                          | Southwestern Electric Power Co                                                                                               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    703000 | PA      | $712859.20    | 0.03%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                          | Southwestern Electric Power Co                                                                                               | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    581000 | PA      | $571326.38    | 0.03%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance LLC                                             | Sovos Compliance LLC 2025 Repriced Term Loan B                                                                               | CUSIP: 84611YAF7<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |    253127 | PA      | $239837.43    | 0.01%             | 2029-08-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                               | Ahlstrom Holding 3 Oy                                                                                                        | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $97283.39     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Splat Super Holdco LLC                                           | Splat Super Holdco LLC 2025 Term Loan                                                                                        | CUSIP: 84862VAC6<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |    283896 | PA      | $254975.74    | 0.01%             | 2032-07-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| SPLAT SUPER HOLDCO LLC                                           | Splat Super Holdco LLC 2025 Delayed Draw Term Loan                                                                           | CUSIP: 84862VAD4<br>LEI: 549300440PU6D6ZUIR97 | Long             | LON              | CORP              | US        |     12104 | PA      | $10870.75     | 0.00%             | 2032-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                                                                    | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $218242.92    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282556.68    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157357.36    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                         | Smyrna Ready Mix Concrete LLC                                                                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163755.62    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                      | SREIT Trust 2021-PALM                                                                                                        | CUSIP: 85237AAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99723.33     | 0.00%             | 2034-10-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125064.63    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                                                              | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232357.54    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                                                              | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115702.69    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | Staples Inc                                                                                                                  | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    355000 | PA      | $328310.85    | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | Staples Inc                                                                                                                  | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    215000 | PA      | $145307.79    | 0.01%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Staples Inc                                                      | Staples Inc 2024 Term Loan B                                                                                                 | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    732273 | PA      | $663849.08    | 0.03%             | 2029-09-04      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                 | Star Holding LLC                                                                                                             | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101453.50    | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                                                                  | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    120000 | PA      | $123555.48    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                                                                  | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    200000 | PA      | $204253.80    | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                                                                  | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     65000 | PA      | $65923.91     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                                                                  | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     70000 | PA      | $69201.99     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                                                                  | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    110000 | PA      | $108625.10    | 0.01%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAVOIYURAN                                                       | Navoiyuran State Enterprise                                                                                                  | CUSIP: 85679AAA6<br>LEI: 254900ACNT2MA4KNLL55 | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $200196.72    | 0.01%             | 2030-07-02      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                           | Montenegro Government International Bond                                                                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    200000 | PA      | $208111.09    | 0.01%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                | Republic of Poland Government International Bonds                                                                            | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $105048.15    | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC 2024 Term Loan B                                                                                         | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    494949 | PA      | $494395.14    | 0.02%             | 2031-03-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                            | Stellantis Finance US Inc                                                                                                    | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    229000 | PA      | $227754.32    | 0.01%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                         | Stellantis Financial Services US Corp                                                                                        | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    216000 | PA      | $212099.34    | 0.01%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                     | StoneMor Inc                                                                                                                 | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342000 | PA      | $333514.95    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Stonepeak Bayou Holdings LP                                      | Stonepeak Bayou Holdings LP Term Loan B                                                                                      | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $111357.95    | 0.01%             | 2032-10-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                            | Stonepeak Nile Parent LLC                                                                                                    | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130012.13    | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                           | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2883500 | PA      | $2902108.67   | 0.14%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                           | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4937500 | PA      | $4980394.04   | 0.23%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                           | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4937500 | PA      | $4942797.44   | 0.23%             | 2054-07-30      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                           | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4937500 | PA      | $4809061.31   | 0.23%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200871.40    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219520.59    | 0.01%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69678.93     | 0.00%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69226.77     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269463.32    | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101566.70    | 0.00%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183513.73    | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                    | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123088.23    | 0.01%             | 2034-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                           | Sunoco LP / Sunoco Finance Corp                                                                                              | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $159934.08    | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                           | Sunoco LP / Sunoco Finance Corp                                                                                              | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146268.35    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESC CB144A SUNNOVA ENE                                           | ESC CB144A SUNNOVA ENE                                                                                                       | CUSIP: 867ESCAF2<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $700.00       | 0.00%             | 2026-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SupplyOne Inc                                                    | SupplyOne Inc 2024 Term Loan B                                                                                               | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9950 | PA      | $9968.45      | 0.00%             | 2031-04-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                          | Surgery Center Holdings Inc                                                                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117860.79    | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                            | Suzano Netherlands BV                                                                                                        | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $96750.00     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                              | Suzano Austria GmbH                                                                                                          | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $197358.60    | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO 43 Ltd                                                                                                          | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |   6800000 | PA      | $6800238.00   | 0.32%             | 2037-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                         | Synergy Infrastructure Holdings LLC                                                                                          | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61159.38     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                        | TCO Commercial Mortgage Trust 2024-DPM                                                                                       | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4870000 | PA      | $4862390.63   | 0.23%             | 2039-12-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                          | TGS ASA                                                                                                                      | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    125000 | PA      | $130577.15    | 0.01%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III LLC                                             | TGP Holdings III LLC 2021 Term Loan                                                                                          | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |    250836 | PA      | $215844.23    | 0.01%             | 2028-06-29      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                 | TKC Holdings Inc 2026 Term Loan                                                                                              | CUSIP: 87256FAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135000 | PA      | $134029.35    | 0.01%             | 2030-08-19      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                 | TKC Holdings Inc                                                                                                             | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $236958.73    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                 | TKC Holdings Inc                                                                                                             | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $123781.44    | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4314248.26   | 0.20%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                                                             | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    580000 | PA      | $424052.93    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                                                             | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1240940.19   | 0.06%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                                                             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    915000 | PA      | $928139.82    | 0.04%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TPC Group Inc                                                    | TPC Group Inc 2024 Term Loan B                                                                                               | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |    138165 | PA      | $126213.87    | 0.01%             | 2031-12-16      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                  | TMS Issuer Sarl                                                                                                              | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $101389.00    | 0.00%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TTM Technologies Inc                                             | TTM Technologies Inc 2024 Term Loan B                                                                                        | CUSIP: 87305VAN0<br>LEI: 549300SC4BDOIS008048 | Long             | LON              | CORP              | US        |    248111 | PA      | $249351.39    | 0.01%             | 2030-05-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                           | Taco Bell Funding LLC                                                                                                        | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2392666.45   | 0.11%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                           | Takeoff Merger Sub Inc                                                                                                       | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    681000 | PA      | $677347.73    | 0.03%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                           | Takeoff Merger Sub Inc                                                                                                       | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    674000 | PA      | $669662.30    | 0.03%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                           | Takeoff Merger Sub Inc                                                                                                       | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    845000 | PA      | $834433.03    | 0.04%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                          | Talen Energy Supply LLC 2024-1 Incremental Term Loan                                                                         | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    247494 | PA      | $247699.14    | 0.01%             | 2031-12-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC 2025 Term Loan B                                                                                     | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    124688 | PA      | $124665.06    | 0.01%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                                                                      | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173050.22    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                                                                      | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176212.88    | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                 | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247885.15    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                 | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $691459.88    | 0.03%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                 | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70350.49     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | 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        |   4355000 | PA      | $4352453.41   | 0.21%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | Targa Resources Corp                                                                                                         | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    658000 | PA      | $663559.37    | 0.03%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | Targa Resources Corp                                                                                                         | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1607275.42   | 0.08%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | Targa Resources Corp                                                                                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    466000 | PA      | $464048.16    | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | Targa Resources Corp                                                                                                         | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    535000 | PA      | $523742.71    | 0.02%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                             | Taylor Morrison Communities Inc                                                                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110096.25    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES GROUP                                              | TEAM SERVICES GROUP 2026 TERM LOAN B                                                                                         | CUSIP: 87821RAB0<br>LEI: 2549000UQACQVCO13Y82 | Long             | LON              | CORP              | US        |    110000 | PA      | $103846.60    | 0.00%             | 2033-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HLDG INC                                           | TEAM Services Holding Inc                                                                                                    | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245136.19    | 0.01%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                   | Tecpetrol SA                                                                                                                 | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     50000 | PA      | $50657.50     | 0.00%             | 2033-01-22      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                   | Tecpetrol SA                                                                                                                 | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     60000 | PA      | $60738.00     | 0.00%             | 2030-11-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                             | Telecom Argentina SA                                                                                                         | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     25000 | PA      | $26312.50     | 0.00%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                         | Telecommunications co Telekom Srbija AD Belgrade                                                                             | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    250000 | PA      | $245815.37    | 0.01%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                                                                   | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $98035.87     | 0.00%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                                                                   | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $67376.03     | 0.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                                     | Somnigroup International Inc Term Loan B                                                                                     | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    386836 | PA      | $387481.86    | 0.02%             | 2031-10-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245569.49    | 0.01%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196267.89    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116362.29    | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198155.34    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                         | Tengizchevroil Finance Co International Ltd                                                                                  | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $92364.63     | 0.00%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                     | Terawulf Inc                                                                                                                 | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |    229000 | PA      | $236537.21    | 0.01%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                            | Termocandelaria Power SA                                                                                                     | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $254505.00    | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation                                            | CMG Media Corporation 2024 Term Loan                                                                                         | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    721155 | PA      | $673558.80    | 0.03%             | 2029-06-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     89000 | PA      | $88115.23     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $214167.80    | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $297638.60    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                | Teva Pharmaceutical Finance Netherlands IV BV                                                                                | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $268363.12    | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                    | Vistra Operations Company LLC 1st Lien Term Loan B3                                                                          | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    494937 | PA      | $495401.96    | 0.02%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                         | Cloud Software Group Inc 2025 Term Loan B (2031)                                                                             | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    992506 | PA      | $906158.22    | 0.04%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                                            | Tiger Acquisition LLC 2025 Term Loan B                                                                                       | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    144275 | PA      | $144311.07    | 0.01%             | 2032-08-23      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                                                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $6042817.07   | 0.29%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                    | TopBuild Corp                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92158.10     | 0.00%             | 2032-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                    | TopBuild Corp                                                                                                                | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156603.47    | 0.01%             | 2034-01-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Tory Burch LLC                                                   | Tory Burch LLC Term Loan B                                                                                                   | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |    494805 | PA      | $494186.69    | 0.02%             | 2028-04-17      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2017-6                                                                                             | CUSIP: 89175JAB6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $385961.04    | 0.02%             | 2057-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                   | TransAlta Corp                                                                                                               | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123125.39    | 0.01%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                   | TransAlta Corp                                                                                                               | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $183754.83    | 0.01%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122239.56    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101987.00    | 0.00%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208880.34    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45496.40     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187424.43    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162284.50    | 0.01%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2023 Term Loan J                                                                                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    741193 | PA      | $741111.89    | 0.03%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                    | TransDigm Inc 2025 Term Loan M                                                                                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    378100 | PA      | $378009.26    | 0.02%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc 2026 Term Loan N                                                                                               | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    110000 | PA      | $110020.90    | 0.01%             | 2033-02-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                            | Transnet/South Africa                                                                                                        | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     50000 | PA      | $51746.51     | 0.00%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                            | Transocean Aquila Ltd                                                                                                        | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     86154 | PA      | $88175.11     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $42740.00     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    115000 | PA      | $118824.21    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                | Trinidad & Tobago Government International Bond                                                                              | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    200000 | PA      | $198700.00    | 0.01%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                         | Primo Brands Corporation 2025 Term Loan B                                                                                    | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    521241 | PA      | $521417.83    | 0.02%             | 2028-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                       | Tronox Inc                                                                                                                   | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    340000 | PA      | $272239.73    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                               | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                                 | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    233979 | PA      | $177293.24    | 0.01%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                    | Truist Insurance Holdings LLC 2024 Term Loan B                                                                               | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $344641.50    | 0.02%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                          | UKG Inc 2024 Term Loan B                                                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1265617 | PA      | $1207563.27   | 0.06%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                   | Tullow Oil PLC                                                                                                               | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    459000 | PA      | $430886.25    | 0.02%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                         | Turk Telekomunikasyon AS                                                                                                     | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     55000 | PA      | $53559.34     | 0.00%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $140540.79    | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    100000 | PA      | $74759.95     | 0.00%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    100000 | PA      | $95560.30     | 0.00%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $213274.28    | 0.01%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $444223.74    | 0.02%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $323636.58    | 0.02%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $254336.40    | 0.01%             | 2034-05-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                              | Turkiye Government International Bond                                                                                        | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $188686.00    | 0.01%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                              | Turkiye Government International Bond                                                                                        | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $189166.60    | 0.01%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                                          | Turkiye Garanti Bankasi AS                                                                                                   | CUSIP: 900148AH0<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     80000 | PA      | $79571.01     | 0.00%             | 2036-01-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                               | Turkiye Ihracat Kredi Bankasi AS                                                                                             | CUSIP: 90015LAL1<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    265000 | PA      | $255815.72    | 0.01%             | 2030-10-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                    | Coherent Corp                                                                                                                | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102986.39    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                                 | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1005000 | PA      | $1030242.80   | 0.05%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                       | TKO Worldwide Holdings LLC 2025 Term Loan                                                                                    | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    193936 | PA      | $193688.26    | 0.01%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                                                                 | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207207.90    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                                                                 | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124444.24    | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                          | USI Inc 2024 Term Loan C                                                                                                     | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    494042 | PA      | $492188.85    | 0.02%             | 2030-09-29      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                                                                                                        | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    884000 | PA      | $864369.89    | 0.04%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                                                                                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    697000 | PA      | $676336.88    | 0.03%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                     | US Fertility Enterprises LLC 2025 Term Loan                                                                                  | CUSIP: 90356EAG5<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |     69474 | PA      | $69213.15     | 0.00%             | 2032-12-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| US FERTILITY ENTERPRISES LLC                                     | US Fertility Enterprises LLC 2025 Delayed Draw Term Loan                                                                     | CUSIP: 90356EAH3<br>LEI: 254900DAI0GZFFDITB24 | Long             | LON              | CORP              | US        |     10526 | PA      | $10486.85     | 0.00%             | 2032-12-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                          | US Acute Care Solutions LLC                                                                                                  | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $294644.76    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    150000 | PA      | $105564.76    | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    179987 | PA      | $96033.54     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    139990 | PA      | $73365.08     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     79994 | PA      | $41049.84     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     21848 | PA      | $12777.68     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     81644 | PA      | $34944.87     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     68995 | PA      | $31965.55     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     57496 | PA      | $26661.43     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                        | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    102000 | PA      | $73637.15     | 0.00%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LUMEXA IMAGING INC                                               | Lumexa Imaging Inc Term Loan B                                                                                               | CUSIP: 90372AAN8<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |     54862 | PA      | $54965.64     | 0.00%             | 2032-12-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | United Airlines Inc 2026 Term Loan B                                                                                         | CUSIP: 90932RAQ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    174555 | PA      | $173791.91    | 0.01%             | 2031-02-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                         | United Airlines Holdings Inc                                                                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122414.59    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                         | United Airlines Holdings Inc                                                                                                 | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180945.11    | 0.01%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $176530.00    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $119350.00    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $170300.00    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $204310.00    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     45000 | PA      | $42090.75     | 0.00%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $261875.00    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $262575.00    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                                                                         | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $194900.00    | 0.01%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United FP Holdings LLC                                           | United FP Holdings LLC 2019 2nd Lien Term Loan                                                                               | CUSIP: 91132UAD5<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     50000 | PA      | $37500.00     | 0.00%             | 2027-12-30      | Floating      | 12.43%                | No            |                  2 | On Loan: No      |
| United FP Holdings LLC                                           | United FP Holdings LLC 2019 1st Lien Term Loan                                                                               | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |   1185448 | PA      | $1135659.16   | 0.05%             | 2026-12-30      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                                                             | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212643.27    | 0.01%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                                                             | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233371.10    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37530000 | PA      | $24463402.83  | 1.15%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28715000 | PA      | $25514847.92  | 1.20%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13320000 | PA      | $12443793.75  | 0.59%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31580000 | PA      | $30557350.86  | 1.44%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 102180000 | PA      | $97458166.15  | 4.60%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Inflation-Indexed Bonds                                                                                        | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1051243 | PA      | $976864.83    | 0.05%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74570000 | PA      | $73270850.41  | 3.46%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7441000 | PA      | $7245383.10   | 0.34%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16700000 | PA      | $16274671.88  | 0.77%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $458625.00    | 0.02%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1001000 | PA      | $965495.78    | 0.05%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $126790.63    | 0.01%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Inflation-Indexed Bonds                                                                                        | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    341180 | PA      | $316780.39    | 0.01%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                          | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    321000 | PA      | $309464.06    | 0.01%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1015000 | PA      | $1017061.72   | 0.05%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2146000 | PA      | $2116827.81   | 0.10%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20340000 | PA      | $20823075.00  | 0.98%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94870000 | PA      | $97338101.87  | 4.59%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $45161718.75  | 2.13%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 154915000 | PA      | $154340119.73 | 7.28%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41400000 | PA      | $41290031.25  | 1.95%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2211000 | PA      | $2216786.61   | 0.10%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16424589.89  | 0.77%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17151700 | PA      | $17087381.13  | 0.81%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20700000 | PA      | $20446101.67  | 0.96%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14200000 | PA      | $13851656.25  | 0.65%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37800000 | PA      | $37252195.22  | 1.76%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $129004.69    | 0.01%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27200000 | PA      | $26775000.00  | 1.26%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7321000 | PA      | $7257513.17   | 0.34%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1157137.50   | 0.05%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                          | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3680000 | PA      | $3647512.52   | 0.17%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORWARDS JP MORGAN BOC                                           | FORWARDS JP MORGAN BOC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     70000 | NS      | $70000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARDS JP MORGAN BOC                                           | FORWARDS JP MORGAN BOC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -69950 | NS      | $-69950.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FORWARDS TD BANK COCOC                                           | FORWARDS TD BANK COCOC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     41235 | NS      | $41235.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                          | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                                                  | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    240000 | PA      | $225738.39    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                              | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $393351.61    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                              | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $198604.73    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                              | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $137495.58    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                                                                 | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396927.60    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                                                                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190663.80    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                     | Univision Communications Inc 2022 First Lien Term Loan B                                                                     | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    742288 | PA      | $738576.48    | 0.03%             | 2029-06-24      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                      | UPX HIL 2025-1 Issuer Trust                                                                                                  | CUSIP: 916925AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198757.52    | 0.01%             | 2047-01-25      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| USIMINAS INTERNATIONAL                                           | Usiminas International Sarl                                                                                                  | CUSIP: 91734JAB6<br>LEI: 529900KLYX6QPXVIVP43 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $203318.00    | 0.01%             | 2032-01-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                         | USA Compression Partners LP / USA Compression Finance Corp                                                                   | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129591.15    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                                   | VFH Parent LLC 2025 Term Loan B                                                                                              | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |    133650 | PA      | $133426.80    | 0.01%             | 2031-06-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                           | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    100000 | PA      | $90889.42     | 0.00%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                 | VB-S1 Issuer LLC - VBTEL                                                                                                     | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98005.07     | 0.00%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                 | VB-S1 Issuer LLC - VBTEL                                                                                                     | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203068.96    | 0.01%             | 2054-05-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                 | VB-S1 Issuer LLC - VBTEL                                                                                                     | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $328246.56    | 0.02%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                   | VDCM Commercial Mortgage Trust 2025-AZ                                                                                       | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99801.39     | 0.00%             | 2044-07-13      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                   | VDCM Commercial Mortgage Trust 2025-AZ                                                                                       | CUSIP: 91825CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99857.69     | 0.00%             | 2044-07-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                   | VDCM Commercial Mortgage Trust 2025-AZ                                                                                       | CUSIP: 91825CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102342.82    | 0.00%             | 2044-07-13      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                 | VB-S1 Issuer LLC                                                                                                             | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100422.10    | 0.00%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                     | VS Buyer LLC 2025 Term Loan B                                                                                                | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |    283575 | PA      | $276485.63    | 0.01%             | 2031-04-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                            | Vale Overseas Ltd                                                                                                            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $151905.00    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                            | Vale Overseas Ltd                                                                                                            | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196800.00    | 0.01%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                                   | Vallourec SACA                                                                                                               | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    259000 | PA      | $271435.37    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                               | Varsity Brands Inc 2025 1st Lien Term Loan                                                                                   | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    521256 | PA      | $518488.45    | 0.02%             | 2031-08-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                            | Venezuela Government International Bond                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    550000 | PA      | $261250.00    | 0.01%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                 | Ventas Realty LP                                                                                                             | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   4570000 | PA      | $4304428.16   | 0.20%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229337.74    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    485000 | PA      | $513688.72    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138837.51    | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                                                                           | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78071.40     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                          | Verdant Receivables 2025-1 LLC                                                                                               | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458154 | PA      | $459624.23    | 0.02%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                           | Verizon Communications Inc                                                                                                   | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1865668.60   | 0.09%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                           | Verizon Communications Inc                                                                                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1832256.65   | 0.09%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                             | Verisk Analytics Inc                                                                                                         | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    242000 | PA      | $237975.13    | 0.01%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                          | Versant Media Group Inc Term Loan B                                                                                          | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |    355000 | PA      | $354336.15    | 0.02%             | 2031-01-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                         | TK Elevator US Newco Inc                                                                                                     | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199477.20    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2025-5                                                                                            | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   1667779 | PA      | $1672408.55   | 0.08%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                                                                        | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1030000 | PA      | $1012628.60   | 0.05%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                                                                        | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    265000 | PA      | $266525.13    | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties LP                                                                                                           | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2800000 | PA      | $2795521.65   | 0.13%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties LP                                                                                                           | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   1170000 | PA      | $1164539.84   | 0.05%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                                                                           | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $105494.50    | 0.00%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    320000 | PA      | $315939.79    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                         | Virgin Media Secured Finance PLC                                                                                             | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $221712.15    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                    | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    195000 | PA      | $168403.62    | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                          | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                    | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    190000 | PA      | $187526.47    | 0.01%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209999.83    | 0.01%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217338.95    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                    | VistaJet Malta Finance PLC 2025 Term Loan B                                                                                  | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    247500 | PA      | $244562.18    | 0.01%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $158885.23    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                           | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $75942.85     | 0.00%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                         | Volcan Cia Minera SAA                                                                                                        | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    270000 | PA      | $273753.00    | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                    | VTR Commercial Mortgage Trust 2025-STEM                                                                                      | CUSIP: 92890YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98620.04     | 0.00%             | 2039-10-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| VTR Commercial Mortgage Trust                                    | VTR Commercial Mortgage Trust 2025-STEM                                                                                      | CUSIP: 92890YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $112636.01    | 0.01%             | 2039-10-13      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| WH Borrower LLC                                                  | WH Borrower LLC 2025 Term Loan B                                                                                             | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |    995000 | PA      | $994223.90    | 0.05%             | 2032-02-20      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    335000 | PA      | $308106.01    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165640.40    | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82549.88     | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn                                               | WR Grace & Co-Conn 2025 Term Loan B                                                                                          | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    139300 | PA      | $138662.01    | 0.01%             | 2032-08-19      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                              | WEC US Holdings Ltd 2024 Term Loan                                                                                           | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    521222 | PA      | $520080.17    | 0.02%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                | WBI Operating LLC                                                                                                            | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15089.40     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                | WBI Operating LLC                                                                                                            | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109159.60    | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                  | WHARF Commercial Mortgage Trust 2025-DC                                                                                      | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101392.59    | 0.00%             | 2040-07-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                    | LUXCO3 SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     19851 | NS      | $337861.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                              | Walker & Dunlop Inc                                                                                                          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97768.07     | 0.00%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                 | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                   | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    114694 | PA      | $113619.19    | 0.01%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                 | Wand NewCo 3 Inc                                                                                                             | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35787.39     | 0.00%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                  | NGG Finance PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |    181000 | PA      | $205138.31    | 0.01%             | 2082-09-05      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily Parent Inc                                      | Wash Multifamily Parent Inc Term Loan B                                                                                      | CUSIP: 93710RAB2<br>LEI: 254900VX9ZQVIOW7QI08 | Long             | LON              | CORP              | US        |    110000 | PA      | $110183.70    | 0.01%             | 2032-09-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                                                                  | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    321000 | PA      | $327671.66    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                                                                  | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364397.95    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                                                                  | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206556.33    | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                       | Weber-Stephen Products LLC 2025 Term Loan B                                                                                  | CUSIP: 94767KAR2<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    395000 | PA      | $385322.50    | 0.02%             | 2032-10-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                               | CUSIP: 949931AD1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   3994142 | PA      | $161287.83    | 0.01%             | 2058-05-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-5C4                                                                               | CUSIP: 949931AE9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $211118.00    | 0.01%             | 2058-05-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                                                              | CUSIP: 95000GBE3<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $14556.56     | 0.00%             | 2049-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                             | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9110000 | PA      | $8595093.05   | 0.41%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                             | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $6269144.91   | 0.30%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1885855.26   | 0.09%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2020-C57                                                                               | CUSIP: 95002XBG9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    299000 | PA      | $273797.62    | 0.01%             | 2053-08-15      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                             | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185696.28    | 0.01%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                                              | CUSIP: 95003PAJ0<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251928.20    | 0.01%             | 2035-07-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                               | CUSIP: 95003UAJ9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101771.15    | 0.00%             | 2057-11-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                                                             | CUSIP: 95004RAJ5<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $159799.79    | 0.01%             | 2042-08-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-C65                                                                               | CUSIP: 95004WAJ4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $103510.72    | 0.00%             | 2058-10-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2025-5C7                                                                               | CUSIP: 95004XAH6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98963.63     | 0.00%             | 2058-12-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2026-C66                                                                               | CUSIP: 95005CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99527.50     | 0.00%             | 2059-04-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61125.72     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124253.86    | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182197.06    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TBA TD COC USD                                                   | TBA TD COC USD                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |    -30000 | NS      | $-30000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE HOLDINGS, INC.                                          | ACRISURE HOLDINGS, INC.                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8824 | NS      | $253425.28    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                         | Western Alliance Bancorp                                                                                                     | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186854.85    | 0.01%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                          | WEX Inc                                                                                                                      | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44080.74     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                  | Whatabrands LLC 2024 1st Lien Term Loan B                                                                                    | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    519924 | PA      | $518718.13    | 0.02%             | 2028-08-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                   | Wheels Fleet Lease Funding 1 LLC                                                                                             | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198916.20    | 0.01%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                                                               | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |      3035 | NS      | $124283.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                                                               | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22287.99     | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219684.69    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    530000 | PA      | $502137.11    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                              | White Cap Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    357475 | PA      | $343043.61    | 0.02%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                              | White Cap Buyer LLC 2026 Incremental Term Loan B                                                                             | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    120000 | PA      | $113900.40    | 0.01%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | Williams Cos Inc/The                                                                                                         | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4363225.18   | 0.21%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                                                                        | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111236.84    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                                                                        | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76184.18     | 0.00%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                               | Willis Engine Structured Trust VIII                                                                                          | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1031655 | PA      | $1044100.03   | 0.05%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                         | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    494987 | PA      | $486943.93    | 0.02%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                         | Windstream Services LLC / Windstream Escrow Finance Corp                                                                     | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $198579.83    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                          | Windstream Services LLC 2025 Term Loan B                                                                                     | CUSIP: 97381JAK9<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |    234412 | PA      | $234267.16    | 0.01%             | 2032-10-06      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                               | Uniti Services LLC                                                                                                           | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103965.17    | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                    | Wolfspeed Inc                                                                                                                | CUSIP: 977852AP7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     51000 | PA      | $72738.75     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                    | Wolfspeed Inc                                                                                                                | CUSIP: 977852AQ5<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     21000 | PA      | $29951.25     | 0.00%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                    | Wolfspeed Inc                                                                                                                | CUSIP: 977852AS1<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     66092 | PA      | $52377.91     | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                    | Wolfspeed Inc                                                                                                                | CUSIP: 97785WAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $194880.00    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                          | Imperial Brands Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $221054.84    | 0.01%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                 | WULF Compute LLC                                                                                                             | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $322287.40    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO Inc                                                                                                                      | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154712.40    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO Inc                                                                                                                      | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103008.40    | 0.00%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284006.80    | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147378.14    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211283.81    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                                               | Cosan Overseas Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189100.00    | 0.01%             | 2026-05-05      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                             | YPF SA                                                                                                                       | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     50000 | PA      | $50932.01     | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                         | Yinson Boronia Production BV                                                                                                 | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    228293 | PA      | $247135.77    | 0.01%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                                                                 | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217661.02    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                                                                 | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142515.45    | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                                                                 | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122789.40    | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                               | Zambia Government International Bond                                                                                         | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    155000 | PA      | $101778.77    | 0.00%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                         | Zelis Payments Buyer Inc Term Loan B                                                                                         | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    496212 | PA      | $479688.25    | 0.02%             | 2029-09-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC                                                                                                                | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |         6 | NS      | $42.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC                                                                                                                | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      4485 | NS      | $24667.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | Long: LFC180000 CDS USD R V 01MEVENT LFC180000_PRO CMBX / Short: LFC180000 CDS USD P F  3.00000 LFC180000_FEE CMBX           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    700000 | OU      | $58041.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | Long: LFH039000 CDS USD R V 01MEVENT LFH039000_PRO CMBX / Short: LFH039000 CDS USD P F  5.00000 LFH039000_FEE CMBX           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |    200000 | OU      | $32833.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                   | Long: LGA900000 CDS USD R V 01MEVENT LGA900000_PRO CMBX / Short: LGA900000 CDS USD P F  3.00000 LGA900000_FEE CMBX           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              |  | US        |    700000 | OU      | $58041.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | Long: LGX306000 CDS USD R V 01MEVENT LGX306000_PRO CMBX / Short: LGX306000 CDS USD P F  3.00000 LGX306000_FEE CMBX           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    700000 | OU      | $58041.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | Long: LKG837000 CDS EUR R V 03MEVENT LKG837000_PRO CORPORATE / Short: LKG837000 CDS EUR P F  1.00000 LKG837000_FEE CORPORATE | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    150000 | OU      | $751.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | Long: LKH604000 CDS EUR R V 03MEVENT LKH604000_PRO CORPORATE / Short: LKH604000 CDS EUR P F  5.00000 LKH604000_FEE CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    290000 | OU      | $-60886.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                                     | Long: LKI259000 CDS EUR R V 03MEVENT LKI259000_PRO CORPORATE / Short: LKI259000 CDS EUR P F  1.00000 LKI259000_FEE CORPORATE | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              |  | US        |    350000 | OU      | $-437.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Long: LSD383000 CDS USD R V 01MEVENT LSD383000_PRO CMBX / Short: LSD383000 CDS USD P F   .50000 LSD383000_FEE CMBX           | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |      1766 | OU      | $12.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | Long: LSS585000 CDS EUR R V 03MEVENT LSS585000_PRO CORPORATE / Short: LSS585000 CDS EUR P F  1.00000 LSS585000_FEE CORPORATE | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    250000 | OU      | $3172.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                                     | Long: LSS811000 CDS EUR R V 03MEVENT LSS811000_PRO CORPORATE / Short: LSS811000 CDS EUR P F  1.00000 LSS811000_FEE CORPORATE | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              |  | US        |    200000 | OU      | $2554.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | Long: LST023000 CDS USD R V 01MEVENT LST023000_PRO CMBX / Short: LST023000 CDS USD P F   .50000 LST023000_FEE CMBX           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |       126 | OU      | $0.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | Long: LST845000 CDS EUR R V 03MEVENT LST845000_PRO CORPORATE / Short: LST845000 CDS EUR P F  1.00000 LST845000_FEE CORPORATE | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |    450000 | OU      | $-9286.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | Long: LST827000 CDS EUR R V 03MEVENT LST827000_PRO CORPORATE / Short: LST827000 CDS EUR P F  1.00000 LST827000_FEE CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    250000 | OU      | $1722.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | Long: LST812000 CDS EUR R V 03MEVENT LST812000_PRO CORPORATE / Short: LST812000 CDS EUR P F  1.00000 LST812000_FEE CORPORATE | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |    300000 | OU      | $1016.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | Long: LST694000 CDS EUR R V 03MEVENT LST694000_PRO CORPORATE / Short: LST694000 CDS EUR P F  1.00000 LST694000_FEE CORPORATE | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |    200000 | OU      | $5162.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | Long: LSV920000 CDS USD R V 01MEVENT LSV920000_PRO CMBX / Short: LSV920000 CDS USD P F  3.00000 LSV920000_FEE CMBX           | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    100000 | OU      | $8291.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | Long: LWO043000 CDS USD R V 01MEVENT LWO043000_PRO CMBX / Short: LWO043000 CDS USD P F   .50000 LWO043000_FEE CMBX           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DCR              |  | US        |       243 | OU      | $1.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Long: MAL569000 CDS USD R F   .50000 MAL569000_FEE CMBX / Short: MAL569000 CDS USD P V 01MEVENT MAL569000_PRO CMBX           | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |    400000 | OU      | $-5643.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Long: MCN290000 CDS USD R F  3.00000 MCN290000_FEE CMBX / Short: MCN290000 CDS USD P V 01MEVENT MCN290000_PRO CMBX           | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |    150000 | OU      | $-27562.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                                     | Long: MEM995000 CDS EUR R V 03MEVENT MEM995000_PRO CORPORATE / Short: MEM995000 CDS EUR P F  1.00000 MEM995000_FEE CORPORATE | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              |  | US        |    120000 | OU      | $-2303.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                                     | Long: MEN021000 CDS EUR R V 03MEVENT MEN021000_PRO CORPORATE / Short: MEN021000 CDS EUR P F  1.00000 MEN021000_FEE CORPORATE | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              |  | US        |     90000 | OU      | $1856.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                          | Long: MEN008000 CDS EUR R V 03MEVENT MEN008000_PRO CORPORATE / Short: MEN008000 CDS EUR P F  1.00000 MEN008000_FEE CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     80000 | OU      | $1137.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                                     | Long: MEN001000 CDS EUR R V 03MEVENT MEN001000_PRO CORPORATE / Short: MEN001000 CDS EUR P F  1.00000 MEN001000_FEE CORPORATE | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              |  | US        |     25000 | OU      | $245.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | Long: MEN100000 CDS EUR R V 03MEVENT MEN100000_PRO CORPORATE / Short: MEN100000 CDS EUR P F  1.00000 MEN100000_FEE CORPORATE | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    140000 | OU      | $1634.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                                     | Long: MEN103000 CDS EUR R V 03MEVENT MEN103000_PRO CORPORATE / Short: MEN103000 CDS EUR P F  1.00000 MEN103000_FEE CORPORATE | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              |  | US        |     40000 | OU      | $167.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                                     | Long: MEN004000 CDS EUR R V 03MEVENT MEN004000_PRO CORPORATE / Short: MEN004000 CDS EUR P F  1.00000 MEN004000_FEE CORPORATE | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              |  | US        |     60000 | OU      | $2121.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | Long: MEN015000 CDS EUR R V 03MEVENT MEN015000_PRO CORPORATE / Short: MEN015000 CDS EUR P F  1.00000 MEN015000_FEE CORPORATE | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |     45000 | OU      | $941.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                                     | Long: MEO815000 CDS EUR R V 03MEVENT MEO815000_PRO CORPORATE / Short: MEO815000 CDS EUR P F  5.00000 MEO815000_FEE CORPORATE | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DCR              |  | US        |     40000 | OU      | $-8987.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | Long: MFU116000 CDS USD R F   .50000 MFU116000_FEE CMBX / Short: MFU116000 CDS USD P V 01MEVENT MFU116000_PRO CMBX           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    200000 | OU      | $-2821.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | Long: MGI941000 CDS USD R F   .50000 MGI941000_FEE CMBX / Short: MGI941000 CDS USD P V 01MEVENT MGI941000_PRO CMBX           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    798902 | OU      | $-5732.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | Long: MGJ910000 CDS USD R F   .50000 MGJ910000_FEE CMBX / Short: MGJ910000 CDS USD P V 01MEVENT MGJ910000_PRO CMBX           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |    100000 | OU      | $-1410.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                           | Long: MHL614000 CDS USD R V 01MEVENT MHL614000_PRO CMBX / Short: MHL614000 CDS USD P F  3.00000 MHL614000_FEE CMBX           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DCR              |  | GB        |     50000 | OU      | $4781.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: BHA457000 IRS USD R V 12MSOFR MHA457000_FLO CCPOIS / Short: BHA457000 IRS USD P F  3.25000 MHA457000_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11163000 | OU      | $101587.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: BHA450000 IRS USD R V 12MSOFR MHA450000_FLO CCPOIS / Short: BHA450000 IRS USD P F  3.00000 MHA450000_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  59119000 | OU      | $681386.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: BHA467000 IRS USD R V 12MSOFR MHA467000_FLO CCPOIS / Short: BHA467000 IRS USD P F  4.00000 MHA467000_FIX CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $6930.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: SHA480000 IRS USD R F  3.75000 MHA480000_FIX CCPOIS / Short: SHA480000 IRS USD P V 12MSOFR MHA480000_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    590000 | OU      | $-6509.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                           | Long: MHQ897000 CDS USD R F   .50000 MHQ897000_FEE CMBX / Short: MHQ897000 CDS USD P V 01MEVENT MHQ897000_PRO CMBX           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DCR              |  | GB        |   1400000 | OU      | $68.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | Long: SHA463000 IRS USD R F  4.00000 MHA463000_FIX CCPOIS / Short: SHA463000 IRS USD P V 12MSOFR MHA463000_FLO CCPOIS        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    380000 | OU      | $-8869.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                           | Long: MIF217000 CDS USD R F   .50000 MIF217000_FEE CMBX / Short: MIF217000 CDS USD P V 01MEVENT MIF217000_PRO CMBX           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DCR              |  | US        |    900000 | OU      | $-12698.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                           | Long: MIU320000 CDS USD R F   .50000 MIU320000_FEE CMBX / Short: MIU320000 CDS USD P V 01MEVENT MIU320000_PRO CMBX           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DCR              |  | GB        |    500000 | OU      | $-7054.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Long: BIS804000 CDS USD R V 03MEVENT MIS804000_PRO CCPCDX / Short: BIS804000 CDS USD P F  1.00000 MIS804000_FEE CCPCDX       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    525000 | OU      | $-2968.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                           | Long: MIU402000 CDS USD R F   .50000 MIU402000_FEE CMBX / Short: MIU402000 CDS USD P V 01MEVENT MIU402000_PRO CMBX           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DCR              |  | GB        |    599144 | OU      | $-4298.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                         | Bundesrepublik Deutschland Bundesanleihe                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    390000 | PA      | $396122.06    | 0.02%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                   | European Union                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    349000 | PA      | $403916.14    | 0.02%             | 2028-04-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    300000 | PA      | $282090.63    | 0.01%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                                  | Japan Government Ten Year Bonds                                                                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  73850000 | PA      | $450521.99    | 0.02%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | Cooperatieve Rabobank UA                                                                                                     | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $306601.78    | 0.01%             | 2031-05-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25000 | PA      | $24823.64     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                       | Australia Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    500000 | PA      | $281047.76    | 0.01%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                           | Volkswagen International Finance NV                                                                                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $222361.38    | 0.01%             | 2029-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                          | SSE PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $132204.69    | 0.01%             | 2026-04-14      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                               | Leviathan Bond Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    140000 | PA      | $139739.00    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    171000 | PA      | $166470.21    | 0.01%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $176000.00    | 0.01%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                 | Mobico Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87415.66     | 0.00%             | 2031-02-26      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                         | Grand City Properties SA                                                                                                     | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $113251.97    | 0.01%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                          | Energean Israel Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     85000 | PA      | $81605.49     | 0.00%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                          | Energean Israel Finance Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     90000 | PA      | $83601.41     | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                              | Kreditanstalt fuer Wiederaufbau                                                                                              | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    130000 | PA      | $113206.73    | 0.01%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd.                                               | CIMIC Finance Ltd.                                                                                                           | CUSIP: 000000000<br>LEI: 213800SWJBM5VMCQJW54 | Long             | DBT              | CORP              | AU        |    124000 | PA      | $133060.10    | 0.01%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THE BERKELEY GROUP PLC                                           | Berkeley Group PLC/The                                                                                                       | CUSIP: 000000000<br>LEI: 2138001V85JLYR7AUB61 | Long             | DBT              | CORP              | GB        |    427000 | PA      | $476361.87    | 0.02%             | 2031-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                                          | QBE Insurance Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    174000 | PA      | $215826.58    | 0.01%             | 2038-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $110627.85    | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                             | Heimstaden Bostad AB                                                                                                         | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |    105000 | PA      | $119717.30    | 0.01%             | 2026-10-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                           | Blackstone Property Partners Europe Holdings Sarl                                                                            | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $314978.35    | 0.01%             | 2030-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                           | Logicor Financing Sarl                                                                                                       | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $320508.61    | 0.02%             | 2030-01-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                              | Kreditanstalt fuer Wiederaufbau                                                                                              | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    380000 | PA      | $350514.36    | 0.02%             | 2037-03-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                           | Blackstone Private Credit Fund                                                                                               | CUSIP: 000000000<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $132337.41    | 0.01%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $199716.34    | 0.01%             | 2034-11-16      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $239342.74    | 0.01%             | 2033-06-06      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $379917.84    | 0.02%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                                           | Northumbrian Water Finance PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $232976.70    | 0.01%             | 2031-02-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                         | AusNet Services Holdings Pty Ltd                                                                                             | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $125549.68    | 0.01%             | 2033-05-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERV FIN                                           | Anglian Water Services Financing PLC                                                                                         | CUSIP: 000000000<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $412198.08    | 0.02%             | 2031-06-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                | Admiral Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $346920.60    | 0.02%             | 2034-01-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | Amprion GmbH                                                                                                                 | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $349052.57    | 0.02%             | 2034-09-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                         | Engie SA                                                                                                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $235962.08    | 0.01%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                                 | REWE International Finance BV                                                                                                | CUSIP: 000000000<br>LEI: 5299003XLG8J4YTHLX44 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $241046.06    | 0.01%             | 2030-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $118739.37    | 0.01%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                 | Mobico Group PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $147637.34    | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                               | SW Finance I PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $130595.22    | 0.01%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | Danske Bank A/S                                                                                                              | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    415000 | PA      | $483761.48    | 0.02%             | 2032-01-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK A/S                                                   | Jyske Bank A/S                                                                                                               | CUSIP: 000000000<br>LEI: 3M5E1GQGKL17HI6CPN30 | Long             | DBT              | CORP              | DK        |    338000 | PA      | $402521.22    | 0.02%             | 2035-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     94000 | PA      | $93440.57     | 0.00%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                             | ZF Europe Finance BV                                                                                                         | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112000.60    | 0.01%             | 2029-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                               | Koninklijke KPN NV                                                                                                           | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $227363.27    | 0.01%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    240000 | PA      | $277820.03    | 0.01%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | Heathrow Funding Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    255000 | PA      | $337639.49    | 0.02%             | 2032-03-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN-ENDED FUNDS                                            | CBRE Open-Ended Funds SCA SICAV-SIF                                                                                          | CUSIP: 000000000<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $147305.14    | 0.01%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                             | BAT International Finance PLC                                                                                                | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $296556.14    | 0.01%             | 2032-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTL FUND II                                            | Prologis International Funding II SA                                                                                         | CUSIP: 000000000<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    275000 | PA      | $315138.74    | 0.01%             | 2036-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                    | RCI Banque SA                                                                                                                | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $234307.22    | 0.01%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                          | Scottish Hydro Electric Transmission PLC                                                                                     | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $197638.88    | 0.01%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GRO                                         | Scandinavian Tobacco Group A/S                                                                                               | CUSIP: 000000000<br>LEI: 5299003KG4JS99TRML67 | Long             | DBT              | CORP              | DK        |    165000 | PA      | $195970.71    | 0.01%             | 2029-09-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                    | P3 Group Sarl                                                                                                                | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    175000 | PA      | $198028.13    | 0.01%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                            | CPI Property Group SA                                                                                                        | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    205000 | PA      | $225269.67    | 0.01%             | 2032-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GREAT PORTLAND ESTATES                                           | Great Portland Estates PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800JMEDD2Q4N1MC42 | Long             | DBT              |  | GB        |    340000 | PA      | $442466.41    | 0.02%             | 2031-09-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                             | EnBW International Finance BV                                                                                                | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $273912.16    | 0.01%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FIN PLC                                         | South West Water Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800OV68U446W4NV89 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $211428.44    | 0.01%             | 2032-12-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    110128 | PA      | $91915.58     | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    103261 | PA      | $91126.80     | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     56145 | PA      | $51568.86     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     51609 | PA      | $45846.12     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     52468 | PA      | $50037.61     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                                 | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                  | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |    215000 | PA      | $234439.31    | 0.01%             | 2027-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                           | Sirius Real Estate Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |    100000 | PA      | $113104.87    | 0.01%             | 2032-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                          | Severn Trent Utilities Finance PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $197334.55    | 0.01%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                          | Imperial Brands Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $301316.65    | 0.01%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING Groep NV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $336577.12    | 0.02%             | 2031-08-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $225559.97    | 0.01%             | 2037-02-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                          | Barry Callebaut Services NV                                                                                                  | CUSIP: 000000000<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $232682.46    | 0.01%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                          | Carlsberg Breweries A/S                                                                                                      | CUSIP: 000000000<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |    175000 | PA      | $197411.98    | 0.01%             | 2032-02-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                                             | Alpha Star Holding IX Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $190561.50    | 0.01%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| METRO AG                                                         | METRO AG                                                                                                                     | CUSIP: 000000000<br>LEI: 5299006EQ03K3SSUYS12 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $207419.53    | 0.01%             | 2030-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | Bank of Nova Scotia/The                                                                                                      | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $379921.89    | 0.02%             | 2033-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | Standard Chartered PLC                                                                                                       | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $148791.06    | 0.01%             | 2033-03-17      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                   | European Union                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    610000 | PA      | $703320.06    | 0.03%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN                                           | Wessex Water Services Finance PLC                                                                                            | CUSIP: 000000000<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $223013.71    | 0.01%             | 2034-09-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                    | Schaeffler AG                                                                                                                | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $233707.68    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bonds                          | Romanian Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $175644.06    | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                              | Citycon Treasury BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106490.49    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                          | Fiserv Funding ULC                                                                                                           | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $110310.99    | 0.01%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $285564.49    | 0.01%             | 2031-08-14      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                   | European Union                                                                                                               | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |    135000 | PA      | $151041.51    | 0.01%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                  | McDonald's Corp                                                                                                              | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $171039.62    | 0.01%             | 2032-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                              | Shurgard Luxembourg Sarl                                                                                                     | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $110194.44    | 0.01%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                                                                          | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $170395.49    | 0.01%             | 2032-05-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FLUXYS SA                                                        | Fluxys SA                                                                                                                    | CUSIP: 000000000<br>LEI: 529900UEWUHSPPJQ1R79 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $232021.43    | 0.01%             | 2030-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | Amprion GmbH                                                                                                                 | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $112908.49    | 0.01%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                           | Philip Morris International Inc                                                                                              | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $365003.56    | 0.02%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS                                            | London Power Networks PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800JDI3GTKPG4XI38 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $112449.47    | 0.01%             | 2037-06-11      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                               | Publicis Groupe SA                                                                                                           | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111919.34    | 0.01%             | 2032-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                          | Veolia Environnement SA                                                                                                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $337526.78    | 0.02%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                                                                           | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $112388.25    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                             | Volkswagen Bank GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113318.43    | 0.01%             | 2031-06-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | Royal Bank of Canada                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $209651.16    | 0.01%             | 2031-09-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LT                                         | Dar Al-Arkan Sukuk Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194478.94    | 0.01%             | 2030-07-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                               | Czechoslovak Group AS                                                                                                        | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    200000 | PA      | $204430.12    | 0.01%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                                                             | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $114269.27    | 0.01%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                          | Yorkshire Water Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $130947.76    | 0.01%             | 2033-07-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113330.49    | 0.01%             | 2036-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                               | SW Finance I PLC                                                                                                             | CUSIP: 000000000<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $134601.10    | 0.01%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                           | Commonwealth Bank of Australia                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $113178.77    | 0.01%             | 2037-08-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                     | CUSIP: 345397H30<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $132358.85    | 0.01%             | 2031-08-29      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $112577.25    | 0.01%             | 2034-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                          | Vier Gas Transport GmbH                                                                                                      | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $225941.21    | 0.01%             | 2033-09-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                                  | IHG Finance LLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112868.20    | 0.01%             | 2030-09-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FIN PLC                                         | South West Water Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800OV68U446W4NV89 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $162131.12    | 0.01%             | 2031-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CBRE EUROPE LOGISTICS PA                                         | CBRE Europe Logistics Partners SCA SICAV-SIF                                                                                 | CUSIP: 000000000<br>LEI: 529900ZG3L6Z4K64S041 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $110539.50    | 0.01%             | 2032-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                            | Prologis Euro Finance LLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    100000 | PA      | $110919.71    | 0.01%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | Toronto-Dominion Bank/The                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    184000 | PA      | $207200.80    | 0.01%             | 2032-09-22      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| VALEO SE                                                         | Valeo SE                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $111769.04    | 0.01%             | 2032-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                    | P3 Group Sarl                                                                                                                | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $110512.58    | 0.01%             | 2033-04-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTICE HOLDINGS 1                                                | ALTICE HOLDINGS 1                                                                                                            | CUSIP: 000000000<br>LEI: 213800KN5HWZ17ATLB25 | Long             | DBT              | CORP              | LU        |       275 | PA      | $38.94        | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GTC FINANCE DAC                                                  | GTC Finance DAC                                                                                                              | CUSIP: 000000000<br>LEI: 213800BQ2YULQCB6M521 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206030.30    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG                                                       | DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main                                                            | CUSIP: 000000000<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113492.93    | 0.01%             | 2035-10-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| STONEWEG EREIT LUX FINCO                                         | Stoneweg Ereit Lux Finco Sarl                                                                                                | CUSIP: 000000000<br>LEI: 213800VKBKU9G6DF2O19 | Long             | DBT              |  | LU        |    200000 | PA      | $221152.52    | 0.01%             | 2033-02-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                                                | Mondi Finance PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $112094.33    | 0.01%             | 2031-05-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                                 | Pernod Ricard SA                                                                                                             | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109831.66    | 0.01%             | 2037-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA LOGISTICS EUROPE                                             | AXA Logistics Europe Master SCA                                                                                              | CUSIP: 000000000<br>LEI: 213800IWFTNKN5BPH814 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $112661.63    | 0.01%             | 2031-05-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BT FINANCE PLC                                                   | BT Finance PLC                                                                                                               | CUSIP: 000000000<br>LEI: 64882D4OUTP2YP126091 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $140272.56    | 0.01%             | 2032-11-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                          | Australia & New Zealand Banking Group Ltd                                                                                    | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $257661.60    | 0.01%             | 2036-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                             | EnBW International Finance BV                                                                                                | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $133103.81    | 0.01%             | 2036-02-26      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                          | National Australia Bank Ltd                                                                                                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $113157.74    | 0.01%             | 2036-01-22      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $196000.00    | 0.01%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $196000.00    | 0.01%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INFINEON TECHNOLOGIES AG                                         | Infineon Technologies AG                                                                                                     | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $112112.03    | 0.01%             | 2034-02-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                             | ZF Europe Finance BV                                                                                                         | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $109047.39    | 0.01%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER OSPREY FIN                                         | Anglian Water Osprey Financing PLC                                                                                           | CUSIP: 000000000<br>LEI: 21380072JDZ74GW9ZY87 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $128034.31    | 0.01%             | 2033-08-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARKS & SPENCER PLC                                              | Marks & Spencer PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $128918.22    | 0.01%             | 2032-08-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    130000 | PA      | $140379.69    | 0.01%             | 2033-03-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                               | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    175000 | PA      | $200010.28    | 0.01%             | 2035-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KION GROUP AG                                                    | KION Group AG                                                                                                                | CUSIP: 000000000<br>LEI: 5299005KY91C4C6U9H17 | Long             | DBT              | CORP              | DE        |    188000 | PA      | $214407.27    | 0.01%             | 2031-03-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL AB                                           | Akelius Residential Property AB                                                                                              | CUSIP: 000000000<br>LEI: 213800REBFN6T3PU8L97 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $112845.25    | 0.01%             | 2031-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMPHENOL TECH HLDS GMBH                                          | Amphenol Technologies Holding GmbH                                                                                           | CUSIP: 000000000<br>LEI: 549300110BRSS7DV8V39 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115875.14    | 0.01%             | 2031-03-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COCA-COLA HBC FINANCE BV                                         | Coca-Cola HBC Finance BV                                                                                                     | CUSIP: 000000000<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $139839.52    | 0.01%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US LONG BOND(CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-3345.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA BOND CBT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        62 | NC      | $-189949.07   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR NOTE (CBT)JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1035 | NC      | $-1417740.13  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       180 | NC      | $71637.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       172 | NC      | $-213145.81   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                 | LONG GILT FUTURE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -8 | NC      | $47958.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR ULTRA FUT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5 | NC      | $-11727.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | LJH658000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    570000 | NC      | $10310.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | LJH674000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    570000 | NC      | $10310.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | MDT232000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   2100000 | NC      | $55651.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | MHA926000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   1800000 | NC      | $57202.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | MHA934000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   1800000 | NC      | $45992.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                         | MHL318000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              |  | US        |   3400000 | NC      | $188073.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                          | MHM734000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   6990000 | NC      | $28971.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | MHN157000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   1090000 | NC      | $28646.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | MHN162000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   1090000 | NC      | $14065.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | MIF158000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    760000 | NC      | $38946.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | MIF163000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    760000 | NC      | $37086.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | MIF260000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   1200000 | NC      | $60756.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | MIF265000 SWAPTION                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   1200000 | NC      | $59444.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | MIR218000 SWAPTION MAR31 4.34 CALL                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   1200000 | NC      | $74640.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC (VGPL)                       | Venture Global Plaquemines LNG LLC (VGPL) Base Term Loan                                                                     | CUSIP: 000000000<br>LEI: 549300TKP4I6OJ02BF90 | Long             | LON              | CORP              | US        |    163634 | PA      | $162919.39    | 0.01%             | 2029-05-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC (VGPL)                       | Venture Global Plaquemines LNG LLC (VGPL) 2024 Contingency Reserve Delayed Draw Term Loan                                    | CUSIP: 000000000<br>LEI: 549300TKP4I6OJ02BF90 | Long             | LON              | CORP              | US        |     20468 | PA      | $20442.48     | 0.00%             | 2029-05-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror, LLC                                  | Hamilton Projects Acquiror LLC 2025 Repriced Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     70798 | PA      | $70861.44     | 0.00%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                 | GVC Holdings (Gibraltar) Limited 2025 Term Loan B5 (2032)                                                                    | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |    154225 | PA      | $153936.60    | 0.01%             | 2032-07-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                  | NEXUS Buyer LLC 2025 2nd Lien Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |     95000 | PA      | $91640.80     | 0.00%             | 2032-02-16      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                                        | C&S Wholesale Grocers Inc Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |    348362 | PA      | $339942.31    | 0.02%             | 2030-09-20      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                 | Altice France SA 2025 USD Term Loan B14                                                                                      | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |   1519329 | PA      | $1520286.27   | 0.07%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| HNI Corp                                                         | HNI Corp Term Loan B                                                                                                         | CUSIP: 000000000<br>LEI: 549300SKRADLC4O5HV93 | Long             | LON              | CORP              | US        |     79800 | PA      | $80199.00     | 0.00%             | 2032-12-10      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ModivCare Buyer LLC                                              | ModivCare Buyer LLC Takeback Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |     34575 | PA      | $31852.11     | 0.00%             | 2032-12-30      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                      | HOLOGIC INC 2026 TERM LOAN B                                                                                                 | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    515000 | PA      | $508562.50    | 0.02%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING COMPANY INC                                     | Graham Packaging Company Inc 2026 Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    130000 | PA      | $128519.30    | 0.01%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                               | Canacol Energy Ltd Term Loan A                                                                                               | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | LON              | CORP              | CA        |     64707 | PA      | $64706.62     | 0.00%             | 2026-06-30      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| BETCLIC EVEREST GROUP                                            | BETCLIC EVEREST GROUP 2026 USD TERM LOAN B                                                                                   | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |     75000 | PA      | $74672.25     | 0.00%             | 2031-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAKS Global Enterprises LLC                                      | SAKS Global Enterprises LLC DIP First Out Interim Delayed Draw Term Loan                                                     | CUSIP: 81881KAB5<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |       949 | PA      | $872.27       | 0.00%             | 2033-01-14      | Floating      | 14.68%                | No            |                  2 | On Loan: No      |
| ALKERMES INC                                                     | Alkermes Inc 2026 Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 549300YHRMYLL071E243 | Long             | LON              | CORP              | US        |     75000 | PA      | $75516.00     | 0.00%             | 2031-08-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                      | BIOMARIN PHARMACEUTICAL INC TERM LOAN B                                                                                      | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |    135000 | PA      | $134578.80    | 0.01%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC                                          | Sweetwater Borrower LLC 2026 Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    454992 | PA      | $454710.23    | 0.02%             | 2033-02-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| VSE CORP                                                         | VSE CORP TERM LOAN B                                                                                                         | CUSIP: 000000000<br>LEI: 549300QWJYQDH4U5XI15 | Long             | LON              | CORP              | US        |    135000 | PA      | $134719.20    | 0.01%             | 2033-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                         | PRIMO BRANDS CORPORATION 2026 TERM LOAN B                                                                                    | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    470000 | PA      | $470512.30    | 0.02%             | 2031-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                                             | JUPITER BORROWER INC TERM LOAN B                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335000 | PA      | $334162.50    | 0.02%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                    | Aroundtown SA                                                                                                                | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $129219.92    | 0.01%             | 2031-04-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                         | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $198678.77    | 0.01%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                         | European Investment Bank                                                                                                     | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1005000 | PA      | $1099971.01   | 0.05%             | 2028-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                    | Golar LNG Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $202825.56    | 0.01%             | 2029-09-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                       | Air Canada 2024 Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     74810 | PA      | $74092.97     | 0.00%             | 2031-03-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                        | Bausch & Lomb Corporation 2025 Repriced Term Loan                                                                            | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    273725 | PA      | $274067.16    | 0.01%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                           | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                     | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    595626 | PA      | $593916.29    | 0.03%             | 2030-09-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                      | Bausch Health Companies Inc 2025 Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |   1579023 | PA      | $1521562.41   | 0.07%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP 2024 USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    742481 | PA      | $739466.73    | 0.03%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                              | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    519949 | PA      | $516699.80    | 0.02%             | 2028-12-12      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                           | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    496259 | PA      | $497053.37    | 0.02%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Arthur US Finco Inc                                              | Arthur US Finco Inc Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 254900YJ1VCSP18B5452 | Long             | LON              | CORP              | US        |    493703 | PA      | $438368.56    | 0.02%             | 2029-12-14      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| AZORRA SOAR TLB FINANCE LTD                                      | Azorra Soar TLB Finance Ltd 2026 Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |    168718 | PA      | $168646.70    | 0.01%             | 2029-10-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BIFM US Finance LLC                                              | BIFM US Finance LLC 2025 Repriced Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |    153832 | PA      | $153687.05    | 0.01%             | 2028-05-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                           | Emirate of Dubai Government International Bonds                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $186642.14    | 0.01%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                           | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                                 | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    247500 | PA      | $242215.88    | 0.01%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                          | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                                                                           | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    491984 | PA      | $493366.96    | 0.02%             | 2028-05-05      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                         | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                                | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     60000 | PA      | $54562.80     | 0.00%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Aurora Lux Finco SARL                                            | Aurora Lux Finco SARL 2025 Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    194512 | PA      | $177735.80    | 0.01%             | 2032-10-01      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                              | Altice Financing SA 2022 USD Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |      9949 | PA      | $7194.22      | 0.00%             | 2027-10-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                   | Consolidated Energy Finance SA 2024 Term Loan B                                                                              | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |    348961 | PA      | $333445.75    | 0.02%             | 2030-11-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                   | CONSOLIDATED ENERGY FINANCE SA 2026 INCREMENTAL TERM LOAN                                                                    | CUSIP: 000000000<br>LEI: 549300PUNIS0USNSL750 | Long             | LON              | CORP              | LU        |    180000 | PA      | $171338.40    | 0.01%             | 2030-11-27      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                   | Lonza Group AG USD Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    927053 | PA      | $807305.89    | 0.04%             | 2028-07-03      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    145000 | PA      | $34089.50     | 0.00%             | 2020-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Esdec Solar Group BV                                             | Esdec Solar Group BV Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 724500UTJRTIU7878U15 | Long             | LON              | CORP              | NL        |    727133 | PA      | $305395.90    | 0.01%             | 2028-08-30      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV 2024 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    519873 | PA      | $513374.53    | 0.02%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                             | Flutter Financing BV 2025 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     64512 | PA      | $63706.09     | 0.00%             | 2032-06-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                                 | Fugue Finance BV 2026 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    174562 | PA      | $172108.15    | 0.01%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                              | Peer Holding III BV 2025 USD Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |    135000 | PA      | $133650.00    | 0.01%             | 2032-10-14      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                         | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    450000 | PA      | $149535.00    | 0.01%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP