# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001752724-23-020353
**Filing Date:** 2023-2
**Character Count:** 66403
**Document Hash:** f58222d2687f475b0ea8f9119456cf9b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-020353.hdr.sgml**: 20230208

**ACCESSION NUMBER**: 0001752724-23-020353

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230208

**DATE AS OF CHANGE**: 20230208

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036
- **IRS NUMBER:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 23598243

**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 Global Income Fund (Series ID: S000025309)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000075432 | Standard Class |  |
| C000075433 | Service Class  |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

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

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

- **a. Name of Series:** LVIP Global Income Fund

- **b. EDGAR series identifier (if any):** S000025309

- **c. LEI of Series:** 0BLP1NWPPKDBOCRPMN44

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1116114822.71

**Total Liabilities:** $563496421.90

**Net Assets:** $552618400.81

**Cash Not Reported:** $581744.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9.14000000 | **1-Year:** -339.39000000 | **5-Year:** -11585.48000000 | **10-Year:** -18960.80000000 | **30-Year:** -1913.14000000

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

- **3-Month:** -2.60000000 | **1-Year:** -7.46000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075433 | -0.77%               | 5.75%                | 0.02%                |
| Class ID C000075432 | -0.75%               | 5.78%                | 0.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5184369.46             | $2693822.65                                |
| Month 2  | $-6231117.56             | $37692218.12                               |
| Month 3  | $-308300.53              | $-2255205.98                               |

**Designated Index Information**

- **Index Name:** FTSE World Government Bond Index

- **Index Identifier:** SBWGU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Republic of Austria                                        | Republic of Austria Government Bond                        | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     4000000 | PA      | $4910109.00   | 0.89%             | 2027-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                   | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2950000 | PA      | $2045904.94   | 0.37%             | 2041-03-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                        | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6000000 | PA      | $1370377.05   | 0.25%             | 2024-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                     | Asian Development Bank                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  1200000000 | PA      | $9876641.15   | 1.79%             | 2027-06-21      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                           | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2250000 | PA      | $1887261.33   | 0.34%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                    | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    64000000 | PA      | $2966435.22   | 0.54%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED CNY / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $472.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                      | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $197279.73    | 0.04%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                        | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5250000 | PA      | $1196074.90   | 0.22%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                      | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $2474657.12   | 0.45%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                      | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1500000 | PA      | $930902.56    | 0.17%             | 2025-11-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                            | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     8250000 | PA      | $5384670.31   | 0.97%             | 2040-06-22      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                      | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     4400000 | PA      | $2349409.57   | 0.43%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $7371.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15050000 | PA      | $14299263.71  | 2.59%             | 2024-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                      | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3600000 | PA      | $1946436.16   | 0.35%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1061861.59  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                      | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1081900000 | PA      | $8163876.93   | 1.48%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                           | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     4326297 | PA      | $4168261.31   | 0.75%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4000.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-282909.71   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                   | Svenska Handelsbanken AB                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     6949000 | PA      | $6057511.68   | 1.10%             | 2028-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14500000 | PA      | $15914316.37  | 2.88%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                        | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     9200000 | PA      | $6007176.33   | 1.09%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                           | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2600000 | PA      | $1620483.27   | 0.29%             | 2044-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                   | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2722000 | PA      | $2910843.93   | 0.53%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANCHEZ ENERGY CORP                                        | SANCHEZ ENERGY CORP                                        | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |      150000 | PA      | $2062.50      | 0.00%             | 2021-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-24512.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                           | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2600000 | PA      | $1493270.19   | 0.27%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                        | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2000000 | PA      | $419276.58    | 0.08%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                        | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6000000 | PA      | $1365376.28   | 0.25%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-2212.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIELDWOOD EQUITY                                           | FIELDWOOD EQUITY                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         900 | NS      | $121410.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                    | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    95000000 | PA      | $4253829.57   | 0.77%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED PLN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |           1 | NC      | $558673.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $3699.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27000000 | PA      | $21893203.26  | 3.96%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $8040234.40   | 1.45%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2590.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912828S35<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3400000 | PA      | $3346476.55   | 0.61%             | 2023-06-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD NZD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-524386.84   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-674.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD SGD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1026372.79  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8000000 | PA      | $7354375.04   | 1.33%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                      | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1200000000 | PA      | $9939683.02   | 1.80%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                              | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     4400000 | PA      | $3012238.02   | 0.55%             | 2036-06-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                      | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   300000000 | PA      | $2389233.47   | 0.43%             | 2025-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4230000 | PA      | $3795598.84   | 0.69%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                    | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   175000000 | PA      | $8006542.99   | 1.45%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $4104.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED CNY / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |           1 | NC      | $1350.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                          | Chile Government International Bond                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      848000 | PA      | $782472.89    | 0.14%             | 2030-05-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                   | European Investment Bank                                   | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  1400000000 | PA      | $11412517.74  | 2.07%             | 2027-01-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                   | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1650000 | PA      | $1373782.77   | 0.25%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $33811.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $487.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                           | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3971000 | PA      | $3599318.24   | 0.65%             | 2030-05-04      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |           1 | NC      | $2927.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-14584.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                                      | Japan Government Forty Year Bond                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   141500000 | PA      | $741710.57    | 0.13%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| K2016470219 SA LTD                                         | K2016470219 South Africa Ltd                               | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |      106828 | PA      | $53.41        | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD SGD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2513.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                           | French Republic Government Bond OAT                        | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3600000 | PA      | $3651888.97   | 0.66%             | 2025-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $4802.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                       | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    20600000 | PA      | $15133940.57  | 2.74%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-9502.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-865435.29   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3949.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                   | Sumitomo Mitsui Trust Bank Ltd                             | CUSIP: 000000000<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     6811000 | PA      | $6138617.64   | 1.11%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18500000 | PA      | $17956562.50  | 3.25%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1391.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED CHF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |           1 | NC      | $1066921.37   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3012.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                    | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   138000000 | PA      | $6674904.16   | 1.21%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     2098628 | NS      | $2098628.07   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1100000 | PA      | $1045300.78   | 0.19%             | 2025-05-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN FIN GMBH                                     | Deutsche Bahn Finance GMBH                                 | CUSIP: 000000000<br>LEI: 52990002BAIDUAIIYU29 | Long             | DBT              | CORP              | DE        |     6272000 | PA      | $5232365.62   | 0.95%             | 2034-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8000000 | PA      | $6520312.48   | 1.18%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      930000 | PA      | $884880.47    | 0.16%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                          | Chile Government International Bond                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2880000 | PA      | $2394792.48   | 0.43%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                     | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    10500000 | PA      | $5418491.21   | 0.98%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $10926.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3500000 | PA      | $3513125.00   | 0.64%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                   | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     2500000 | PA      | $2671039.10   | 0.48%             | 2044-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $-1105.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $9021093.72   | 1.63%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED MXN / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $-9209.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $5317.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                        | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      600000 | PA      | $697733.46    | 0.13%             | 2024-01-31      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $697.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                      | Japan Government Ten Year Bond                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   906800000 | PA      | $6966896.59   | 1.26%             | 2024-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22100000 | PA      | $20780043.02  | 3.76%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD CNY                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-383.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED AUD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $2047.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                    | Mexican Bonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   133450000 | PA      | $6337102.99   | 1.15%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                            | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     3600000 | PA      | $3127172.30   | 0.57%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                        | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4300000 | PA      | $979642.30    | 0.18%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| K2016470219 SA LTD                                         | K2016470219 SA LTD                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |        7273 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-187.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-4175.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                                        | Kreditanstalt fuer Wiederaufbau                            | CUSIP: 500769CG7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   200000000 | PA      | $1847774.79   | 0.33%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-391963.22   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                   | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     4300000 | PA      | $4206712.36   | 0.76%             | 2028-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FINNISH GOVERNMENT                                         | Finland Government Bond                                    | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     3459000 | PA      | $3321648.91   | 0.60%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD SGD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6509.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $549.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                        | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3000000 | PA      | $2833295.45   | 0.51%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                        | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2500000 | PA      | $3203249.30   | 0.58%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19500000 | PA      | $18413027.30  | 3.33%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                     | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     3300000 | PA      | $3567101.66   | 0.65%             | 2047-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15900000 | PA      | $15363375.00  | 2.78%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1500000 | PA      | $1442753.91   | 0.26%             | 2024-07-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED JPY / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $4100975.96   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                          | Kommunalbanken AS                                          | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     6579000 | PA      | $5705231.56   | 1.03%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10200000 | PA      | $6334359.32   | 1.15%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                   | Bundesrepublik Deutschland Bundesanleihe                   | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4150000 | PA      | $5179258.52   | 0.94%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7900000 | PA      | $5910804.65   | 1.07%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | Equinor ASA                                                | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     6479000 | PA      | $5552834.10   | 1.00%             | 2035-02-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED GBP / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $26823.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $4224804.70   | 0.76%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED HUF / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $768322.12    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                       | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     7700000 | PA      | $5671233.39   | 1.03%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED NZD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |           1 | NC      | $390.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3055.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4510.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-600.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                        | United Kingdom Gilt                                        | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4250000 | PA      | $5272904.59   | 0.95%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                        | Canadian Government Bond                                   | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      200000 | PA      | $151429.84    | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                          | Chile Government International Bond                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      718000 | PA      | $626394.93    | 0.11%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-14300.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                       | Singapore Government Bond                                  | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     1000000 | PA      | $738763.63    | 0.13%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOLDCO 2 ORDINARY A SHARES                                 | HOLDCO 2 ORDINARY A SHARES                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     1232692 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                      | Japan Government Twenty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1194700000 | PA      | $8559073.31   | 1.55%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                   | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     8500000 | PA      | $8707571.40   | 1.58%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $-710.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD CAD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2010.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                      | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     6000000 | PA      | $4065860.00   | 0.74%             | 2025-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9000000 | PA      | $7193671.92   | 1.30%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7300000 | PA      | $7753398.47   | 1.40%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVERNMENT                                     | Netherlands Government Bond                                | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1950000 | PA      | $1438828.63   | 0.26%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                      | Australia Government Bond                                  | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3100000 | PA      | $2202553.60   | 0.40%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                      | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1200000000 | PA      | $9732947.27   | 1.76%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Onsite Rental Group Pty Ltd                                | Onsite Rental Group Pty Ltd PIK Note                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |      121112 | PA      | $126319.66    | 0.02%             | 2023-10-26      | Fixed         | 6.10%                 | No            |                  3 | On Loan: No      |
| KOREA TREASURY BOND                                        | Korea Treasury Bond                                        | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 16500000000 | PA      | $12699816.69  | 2.30%             | 2023-12-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                        | Canadian Government Bond                                   | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7494000 | PA      | $4463750.73   | 0.81%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD SGD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6669.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                      | China Government Bond                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    40500000 | PA      | $5746680.67   | 1.04%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                   | Italy Buoni Poliennali Del Tesoro                          | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    10500000 | PA      | $9060338.03   | 1.64%             | 2038-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                      | Japan Government Thirty Year Bond                          | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2165000000 | PA      | $12829819.03  | 2.32%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                                        | Canadian Government Bond                                   | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    10465000 | PA      | $6993982.10   | 1.27%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD CNY                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-236546.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                        | Malaysia Government Bond                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2750000 | PA      | $625202.04    | 0.11%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED CAD / SOLD USD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |           1 | NC      | $-2182.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                           | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22000000 | PA      | $20346562.50  | 3.68%             | 2026-02-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                     | New Zealand Government Bond                                | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    10200000 | PA      | $6457135.67   | 1.17%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                            | Kingdom of Belgium Government Bond                         | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      900000 | PA      | $781793.08    | 0.14%             | 2030-06-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD MXN                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-211.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** William Flory

**Name of Signer:** William Flory

**Title:** VP