# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-046959
**Filing Date:** 2026-5
**Character Count:** 142355
**Document Hash:** 3b97148ed953c28d93142120f93bfaba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-046959.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0001410368-26-046959

**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:** 26992524

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP American Century Inflation Protection Fund (Series ID: S000083646)

| Class ID   | Class Name        | Ticker Symbol   |
|:---|:---|:---|
| C000247629 | Standard Class II |  |
| C000247630 | Service Class     |  |
| C000247632 | Standard Class    |  |

## Nport-Ex

**LVIP American Century Inflation Protection 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 MORTGAGE-BACKED SECURITIES–4.32%** | **AGENCY MORTGAGE-BACKED SECURITIES–4.32%** | **AGENCY MORTGAGE-BACKED SECURITIES–4.32%** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 4.00% 11/1/52 | 1590150 | $1514368 |
| &nbsp;&nbsp; 5.00% 6/1/53 | 1441839 | 1429440 |
| &nbsp;&nbsp; 5.50% 10/1/54 | 1721446 | 1736695 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 4.00% 4/20/54 | 2726508 | 2561192 |
| &nbsp;&nbsp; 5.00% 8/20/53 | 3859827 | 3838656 |
| **Total Agency** <br> **Mortgage-Backed** <br> **Securities** <br>**(Cost $10,929,585)**<br>|  | **11080351** |
| **ΔCORPORATE BONDS–19.33%** | **ΔCORPORATE BONDS–19.33%** | **ΔCORPORATE BONDS–19.33%** |
| **Canada–0.77%** | **Canada–0.77%** | **Canada–0.77%** |
| &nbsp;&nbsp; μRoyal Bank of Canada 4.70% <br> 8/6/31<br>| 496000 | 494897 |
| &nbsp;&nbsp; Toronto-Dominion Bank <br> 4.11% 10/13/28<br>| 1480000 | 1472040 |
|  |  | **1966937** |
| **France–0.26%** | **France–0.26%** | **France–0.26%** |
| &nbsp;&nbsp; μCredit Agricole SA 4.66% <br> 1/12/32<br>| 671000 | 661774 |
|  |  | **661774** |
| **Germany–0.16%** | **Germany–0.16%** | **Germany–0.16%** |
| μAllianz SE 6.35% 9/6/53 | 400000 | 416447 |
|  |  | **416447** |
| **Netherlands–0.28%** | **Netherlands–0.28%** | **Netherlands–0.28%** |
| &nbsp;&nbsp; μABN AMRO Bank NV 3.32% <br> 3/13/37<br>| 800000 | 714052 |
|  |  | **714052** |
| **Singapore–0.18%** | **Singapore–0.18%** | **Singapore–0.18%** |
| &nbsp;&nbsp; Equinix Asia Financing Corp. <br> Pte. Ltd. 4.40% 3/15/31<br>| 485000 | 474764 |
|  |  | **474764** |
| **United States–17.68%** | **United States–17.68%** | **United States–17.68%** |
| &nbsp;&nbsp; Abbott Laboratories 4.00% <br> 3/15/31<br>| 1074000 | 1056986 |
| AbbVie, Inc. 4.13% 3/15/31 | 1155000 | 1138240 |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp; 4.40% 2/15/33 | 475000 | 469084 |
| &nbsp;&nbsp; 4.80% 2/15/36 | 340000 | 338544 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp; 4.55% 3/13/33 | 325000 | 321872 |
| &nbsp;&nbsp; 4.88% 3/13/36 | 270000 | 267539 |
| Amgen, Inc. 5.25% 3/2/33 | 995000 | 1021097 |
| &nbsp;&nbsp; Atlas Warehouse Lending Co. <br> LP<br>|  |  |
| &nbsp;&nbsp; 4.95% 11/15/30 | 150000 | 147138 |
| &nbsp;&nbsp; 6.25% 1/15/30 | 625000 | 642776 |
| &nbsp;&nbsp; Augusta SpinCo Corp. 4.95% <br> 3/23/33<br>| 950000 | 946713 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; μBank of New York Mellon <br> Corp. 4.03% 1/22/30<br>| 785000 | $777142 |
| &nbsp;&nbsp; Black Hills Corp. 4.55% <br> 1/31/31<br>| 1796000 | 1776706 |
| μCapital One Financial Corp. |  |  |
| &nbsp;&nbsp; 2.36% 7/29/32 | 1120000 | 965540 |
| &nbsp;&nbsp; 7.62% 10/30/31 | 1535000 | 1695402 |
| &nbsp;&nbsp; Cheniere Energy, Inc. 5.20% <br> 7/30/36<br>| 96000 | 95019 |
| μCitibank NA 4.88% 11/19/27 | 1955000 | 1961340 |
| μCitigroup, Inc. 5.83% 2/13/35 | 650000 | 658540 |
| &nbsp;&nbsp; Consumers Energy Co. 4.50% <br> 1/15/31<br>| 1565000 | 1566917 |
| &nbsp;&nbsp; CVS Health Corp. 5.13% <br> 2/21/30<br>| 1060000 | 1074865 |
| &nbsp;&nbsp; Duke Energy Florida LLC <br> 4.20% 12/1/30<br>| 280000 | 276926 |
| Eaton Corp. 4.20% 3/6/31 | 940000 | 926400 |
| &nbsp;&nbsp; EOG Resources, Inc. 4.40% <br> 1/15/31<br>| 1375000 | 1365205 |
| &nbsp;&nbsp; Evergy Kansas Central, Inc. <br> 4.70% 3/13/28<br>| 505000 | 507330 |
| &nbsp;&nbsp; Fortitude Global Funding <br> 4.63% 10/6/28<br>| 585000 | 579062 |
| &nbsp;&nbsp; GA Global Funding Trust <br> 5.20% 12/9/31<br>| 285000 | 279182 |
| &nbsp;&nbsp; Glencore Funding LLC 5.20% <br> 7/1/33<br>| 955000 | 956140 |
| μGoldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp; 4.52% 1/21/32 | 575000 | 566284 |
| &nbsp;&nbsp; 4.94% 10/21/36 | 585000 | 566523 |
| &nbsp;&nbsp; 5.07% 1/21/37 | 185000 | 180869 |
| &nbsp;&nbsp; Goldman Sachs Private Credit <br> Corp. 5.05% 2/23/28<br>| 405000 | 398820 |
| HCA, Inc. 5.25% 3/1/30 | 1090000 | 1112318 |
| &nbsp;&nbsp; Honeywell Aerospace, Inc. <br> 4.95% 3/16/36<br>| 665000 | 659815 |
| &nbsp;&nbsp; HPS Corporate Lending Fund <br> 4.90% 9/11/28<br>| 35000 | 34097 |
| Intel Corp. 2.45% 11/15/29 | 1030000 | 956987 |
| &nbsp;&nbsp; Jefferies Financial Group, <br> Inc. 5.50% 2/15/36<br>| 552000 | 529806 |
| &nbsp;&nbsp; Jersey Central Power & Light <br> Co. 4.40% 1/15/31<br>| 1249000 | 1230751 |
| μJPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp; 5.00% 7/22/30 | 1360000 | 1379308 |
| &nbsp;&nbsp; 5.30% 7/24/29 | 730000 | 743624 |
| &nbsp;&nbsp; Ladder Capital Finance <br> Holdings LLLP/Ladder <br> Capital Finance Corp. 7.00% <br> 7/15/31<br>| 680000 | 702934 |
| Loews Corp. 4.94% 4/1/36 | 265000 | 259331 |
| &nbsp;&nbsp; Lowe's Cos., Inc. 4.25% <br> 3/15/31<br>| 987000 | 968678 |
| MetLife, Inc. 6.40% 12/15/66 | 530000 | 541150 |

---

*LVIP American Century Inflation Protection Fund–1*

------

**LVIP American Century Inflation Protection Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** | **ΔCORPORATE BONDS (continued)** |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp; μMorgan Stanley 4.89% <br> 10/22/36<br>| 200000 | $193341 |
| &nbsp;&nbsp; μMorgan Stanley Private Bank <br> NA 4.21% 2/8/30<br>| 785000 | 777051 |
| &nbsp;&nbsp; North Haven Private Income <br> Fund LLC 5.13% 9/25/28<br>| 687000 | 669034 |
| &nbsp;&nbsp; Oncor Electric Delivery Co. <br> LLC 4.30% 5/15/28<br>| 990000 | 989747 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp; 4.45% 9/26/30 | 1221000 | 1176655 |
| &nbsp;&nbsp; 4.95% 2/4/31 | 450000 | 440298 |
| &nbsp;&nbsp; Prologis Targeted <br> U.S. Logistics Fund LP 4.63% <br> 3/15/33<br>| 950000 | 923847 |
| &nbsp;&nbsp; Royalty Pharma PLC 4.45% <br> 3/25/31<br>| 816000 | 805197 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp; 4.90% 9/15/31 | 400000 | 399434 |
| &nbsp;&nbsp; 5.20% 3/15/33 | 295000 | 294496 |
| &nbsp;&nbsp; Takeoff Merger Sub, Inc. <br> 4.85% 3/24/31<br>| 380000 | 375248 |
| &nbsp;&nbsp; Targa Resources Corp. 4.35% <br> 1/15/29<br>| 91000 | 90619 |
| Textron, Inc. 4.95% 3/15/36 | 395000 | 384035 |
| μTruist Bank 4.14% 1/27/29 | 650000 | 646513 |
| μWells Fargo & Co. |  |  |
| &nbsp;&nbsp; 4.18% 1/23/30 | 824000 | 816699 |
| &nbsp;&nbsp; 4.97% 4/23/29 | 960000 | 968324 |
| &nbsp;&nbsp; 5.61% 4/23/36 | 120000 | 122799 |
| &nbsp;&nbsp; 6.30% 10/23/29 | 270000 | 281203 |
| &nbsp;&nbsp; Western Midstream <br> Operating LP 4.80% 3/1/31<br>| 521000 | 515378 |
| &nbsp;&nbsp; Wisconsin Electric Power Co. <br> 4.15% 10/15/30<br>| 939000 | 926406 |
| &nbsp;&nbsp; μZions Bancorp NA 4.48% <br> 2/9/29<br>| 925000 | 918093 |
|  |  | **45357417** |
| **Total Corporate Bonds** <br>**(Cost $49,928,595)**<br>|  | **49591391** |
| **MUNICIPAL BOND–0.25%** | **MUNICIPAL BOND–0.25%** | **MUNICIPAL BOND–0.25%** |
| &nbsp;&nbsp; Golden State Tobacco <br> Securitization Corp. Series <br> B 2.75% 6/1/34<br>| 730000 | 646012 |
| **Total Municipal Bond** <br>**(Cost $731,515)**<br>|  | **646012** |
| **NON-AGENCY ASSET-BACKED SECURITIES–4.87%** | **NON-AGENCY ASSET-BACKED SECURITIES–4.87%** | **NON-AGENCY ASSET-BACKED SECURITIES–4.87%** |
| &nbsp;&nbsp; Blackbird Capital II Aircraft <br> Lease Ltd. Series 2021-1A <br> Class A 2.44% 7/15/46<br>| 522054 | 494932 |
| &nbsp;&nbsp; Flexential Issuer LLC Series <br> 2026-4A Class A2 6.00% <br> 3/25/61<br>| 652325 | 636977 |

---

---

| | | |
|:---|:---|:---|
|  | **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; GoodLeap Sustainable Home <br> Solutions Trust Series <br> 2021-4GS Class A 1.93% <br> 7/20/48<br>| 723129 | $577652 |
| &nbsp;&nbsp; Instar Leasing V LLC Series <br> 2026-1A Class A 5.25% <br> 4/17/56<br>| 650000 | 649510 |
| φJP Morgan Mortgage Trust | φJP Morgan Mortgage Trust | φJP Morgan Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1 Class A1A <br> 4.91% 6/25/56<br>| 1358523 | 1347651 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1 Class A2 <br> 5.18% 6/25/56<br>| 1025000 | 1016325 |
| &nbsp;&nbsp; MetroNet Infrastructure <br> Issuer LLC Series 2026-1A <br> Class A2 5.27% 4/20/56<br>| 761525 | 761858 |
| &nbsp;&nbsp; φRCKT Mortgage Trust Series <br> 2024-CES6 Class A1B 5.55% <br> 9/25/44<br>| 697352 | 698698 |
| &nbsp;&nbsp; RNL PH Owner LLC Series <br> 2026-1A Class A 4.91% <br> 3/20/56<br>| 570897 | 561933 |
| φSantander Mortgage Asset Receivable Trust | φSantander Mortgage Asset Receivable Trust | φSantander Mortgage Asset Receivable Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-CES1 Class A1A <br> 5.04% 9/25/55<br>| 731125 | 727793 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1 Class A1A <br> 4.88% 1/25/56<br>| 1007644 | 997600 |
| &nbsp;&nbsp;&nbsp; Series 2026-CES1 Class A1B <br> 4.98% 1/25/56<br>| 1523754 | 1508594 |
| &nbsp;&nbsp; Stack Infrastructure <br> Issuer LLC Series 2026-1A <br> Class A2 5.00% 3/27/56<br>| 889092 | 855487 |
| &nbsp;&nbsp; SVC ABS LLC Series 2026-1A <br> Class A 5.16% 3/20/56<br>| 583867 | 578765 |
| &nbsp;&nbsp; VB-S1 Issuer LLC Series <br> 2026-1A Class C2 4.69% <br> 3/15/56<br>| 1092000 | 1072939 |
| **Total Non-Agency** <br> **Asset-Backed Securities** <br>**(Cost $12,631,373)**<br>|  | **12486714** |
| **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–10.68%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–10.68%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–10.68%** |
| &nbsp;&nbsp; ABN AMRO Mortgage Corp. <br> Series 2003-4 Class A4 5.50% <br> 3/25/33<br>| 4318 | 4255 |
| &nbsp;&nbsp; •Agate Bay Mortgage Trust <br> Series 2015-7 Class A3 3.50% <br> 10/25/45<br>| 364383 | 335880 |
| •Angel Oak Mortgage Trust | •Angel Oak Mortgage Trust | •Angel Oak Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2019-5 Class A3 2.92% <br> 10/25/49<br>| 55812 | 55314 |
| &nbsp;&nbsp;&nbsp; Series 2019-6 Class A3 2.93% <br> 11/25/59<br>| 55087 | 54625 |
| •Arroyo Mortgage Trust | •Arroyo Mortgage Trust | •Arroyo Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2021-1R Class A2 <br> 1.48% 10/25/48<br>| 251025 | 232830 |

---

*LVIP American Century Inflation Protection Fund–2*

------

**LVIP American Century Inflation Protection 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)** |
| •Arroyo Mortgage Trust (continued) | •Arroyo Mortgage Trust (continued) | •Arroyo Mortgage Trust (continued) |
| &nbsp;&nbsp;&nbsp; Series 2021-1R Class A3 <br> 1.64% 10/25/48<br>| 204784 | $190049 |
| &nbsp;&nbsp; φBRAVO Residential Funding <br> Trust Series 2025-NQM9 <br> Class A3 5.55% 9/25/65<br>| 630816 | 628530 |
| &nbsp;&nbsp; Cendant Mortgage Corp. <br> Series 2003-6 Class A3 5.25% <br> 7/25/33<br>| 58232 | 56545 |
| •Chase Home Lending Mortgage Trust | •Chase Home Lending Mortgage Trust | •Chase Home Lending Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-10 Class A4 <br> 6.00% 10/25/55<br>| 688049 | 690615 |
| &nbsp;&nbsp;&nbsp; Series 2024-2 Class A4A <br> 6.00% 2/25/55<br>| 404285 | 406113 |
| &nbsp;&nbsp;&nbsp; Series 2024-7 Class A4 6.00% <br> 6/25/55<br>| 1170414 | 1174474 |
| &nbsp;&nbsp;&nbsp; Series 2024-9 Class A4 5.50% <br> 9/25/55<br>| 625174 | 625018 |
| &nbsp;&nbsp;&nbsp; Series 2024-9 Class A6 5.50% <br> 9/25/55<br>| 112027 | 111748 |
| &nbsp;&nbsp;&nbsp; Series 2025-10 Class A4A <br> 5.50% 7/25/56<br>| 1383551 | 1384263 |
| &nbsp;&nbsp;&nbsp; Series 2025-9 Class A4A <br> 5.50% 6/25/56<br>| 1881841 | 1882642 |
| •CSMC Trust | •CSMC Trust | •CSMC Trust |
| &nbsp;&nbsp;&nbsp; Series 2015-WIN1 Class A10 <br> 3.50% 12/25/44<br>| 176617 | 164427 |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM2 Class A3 <br> 1.54% 2/25/66<br>| 338696 | 305166 |
| &nbsp;&nbsp; •HOMES Trust Series <br> 2025-AFC3 Class A1 4.93% <br> 8/25/60<br>| 605852 | 601776 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |
| &nbsp;&nbsp;&nbsp; •Series 2014-5 Class A1 2.53% <br> 10/25/29<br>| 107664 | 106448 |
| &nbsp;&nbsp;&nbsp; •Series 2016-1 Class A7 3.50% <br> 5/25/46<br>| 955829 | 875242 |
| &nbsp;&nbsp;&nbsp; •Series 2024-10 Class A4 <br> 5.50% 3/25/55<br>| 746157 | 746045 |
| &nbsp;&nbsp;&nbsp; •Series 2024-10 Class A6 <br> 5.50% 3/25/55<br>| 403233 | 402832 |
| &nbsp;&nbsp;&nbsp; •Series 2024-5 Class A6 6.00% <br> 11/25/54<br>| 285238 | 285005 |
| &nbsp;&nbsp;&nbsp; •Series 2024-6 Class A6 6.00% <br> 12/25/54<br>| 73426 | 73249 |
| &nbsp;&nbsp;&nbsp; •Series 2024-9 Class A6 5.50% <br> 2/25/55<br>| 160356 | 159938 |
| &nbsp;&nbsp;&nbsp; •Series 2024-INV1 Class A4 <br> 6.00% 4/25/55<br>| 765939 | 771789 |
| &nbsp;&nbsp;&nbsp; φSeries 2025-NQM3 Class A1B <br> 5.50% 11/25/65<br>| 836645 | 837842 |
| &nbsp;&nbsp;&nbsp; •Series 2026-ACES1 Class A2 <br> 5.16% 4/25/66<br>| 1157000 | 1134909 |
| φMorgan Stanley Residential Mortgage Loan Trust | φMorgan Stanley Residential Mortgage Loan Trust | φMorgan Stanley Residential Mortgage Loan Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM10 <br> Class A1LC 5.24% 11/25/70<br>| 1525000 | 1518183 |

---

---

| | | |
|:---|:---|:---|
|  | **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)** |
| φMorgan Stanley Residential Mortgage Loan Trust (continued) | φMorgan Stanley Residential Mortgage Loan Trust (continued) | φMorgan Stanley Residential Mortgage Loan Trust (continued) |
| &nbsp;&nbsp;&nbsp; Series 2025-SPL1 Class A2 <br> 4.25% 2/25/65<br>| 385504 | $376296 |
| &nbsp;&nbsp; φNew Residential Mortgage <br> Loan Trust Series <br> 2025-NQM7 Class A1LC <br> 5.16% 10/26/65<br>| 650000 | 645413 |
| &nbsp;&nbsp; φOBX Trust Series <br> 2025-NQM16 Class A1B <br> 4.91% 8/25/65<br>| 1278535 | 1267512 |
| &nbsp;&nbsp; •PMT Loan Trust Series <br> 2025-J2 Class A9 5.50% <br> 8/25/56<br>| 1846332 | 1846964 |
| &nbsp;&nbsp; •Rate Mortgage Trust Series <br> 2024-J3 Class A8 5.50% <br> 10/25/54<br>| 162069 | 161868 |
| Santander Mortgage Asset Receivable Trust | Santander Mortgage Asset Receivable Trust | Santander Mortgage Asset Receivable Trust |
| &nbsp;&nbsp;&nbsp; •Series 2026-NQM1 Class A1 <br> 4.95% 11/25/65<br>| 747296 | 742466 |
| &nbsp;&nbsp;&nbsp; •Series 2026-NQM2 Class A1 <br> 4.70% 1/25/66<br>| 711681 | 703793 |
| &nbsp;&nbsp;&nbsp; φSeries 2026-NQM2 Class A3 <br> 5.11% 1/25/66<br>| 1398820 | 1382104 |
| •Sequoia Mortgage Trust | •Sequoia Mortgage Trust | •Sequoia Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2017-7 Class A7 3.50% <br> 10/25/47<br>| 664973 | 603155 |
| &nbsp;&nbsp;&nbsp; Series 2024-10 Class A11 <br> 5.50% 11/25/54<br>| 304898 | 304439 |
| &nbsp;&nbsp;&nbsp; Series 2024-10 Class A5 <br> 5.50% 11/25/54<br>| 399715 | 399657 |
| &nbsp;&nbsp;&nbsp; Series 2024-6 Class A11 <br> 6.00% 7/27/54<br>| 167181 | 167189 |
| &nbsp;&nbsp;&nbsp; Series 2024-9 Class A5 5.50% <br> 10/25/54<br>| 485281 | 485141 |
| &nbsp;&nbsp;&nbsp; Series 2025-6 Class A5 5.50% <br> 7/25/55<br>| 198468 | 198519 |
| &nbsp;&nbsp;&nbsp; Series 2025-8 Class A4 5.50% <br> 9/25/55<br>| 1058346 | 1058739 |
| &nbsp;&nbsp; •STAR Trust Series 2021-1 <br> Class A1 1.22% 5/25/65<br>| 566992 | 539089 |
| &nbsp;&nbsp; •Verus Securitization Trust <br> Series 2021-1 Class A3 1.16% <br> 1/25/66<br>| 596218 | 545513 |
| &nbsp;&nbsp; •Vista Point Securitization <br> Trust Series 2020-2 Class A3 <br> 2.50% 4/25/65<br>| 155635 | 151850 |
| **Total Non-Agency** <br> **Collateralized Mortgage** <br> **Obligations** <br>**(Cost $27,855,822)**<br>|  | **27395459** |
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–3.33%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–3.33%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–3.33%** |
| &nbsp;&nbsp; Bank5 Series 2026-5YR21 <br> Class AS 5.84% 4/15/59<br>| 1024000 | 1053975 |

---

*LVIP American Century Inflation Protection Fund–3*

------

**LVIP American Century Inflation Protection 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)** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES (continued)** |
| &nbsp;&nbsp; Bank5 Trust Series 2024-5YR6 <br> Class A3 6.23% 5/15/57<br>|  | 311000 | $323108 |
| &nbsp;&nbsp; BBCMS Mortgage Trust Series <br> 2024-5C27 Class A3 6.01% <br> 7/15/57<br>|  | 519000 | 540180 |
| •Benchmark Mortgage Trust | •Benchmark Mortgage Trust | •Benchmark Mortgage Trust | •Benchmark Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-V4 Class B 7.46% <br> 11/15/56<br>|  | 731000 | 760352 |
| &nbsp;&nbsp;&nbsp; Series 2024-V8 Class A3 <br> 6.19% 7/15/57<br>|  | 991000 | 1035037 |
| &nbsp;&nbsp; •BFLD Trust Series 2025-FPM <br> Class A 4.68% 10/10/40<br>|  | 1023000 | 1026618 |
| &nbsp;&nbsp; •BMO Mortgage Trust Series <br> 2023-5C2 Class B 7.24% <br> 11/15/56<br>|  | 1080000 | 1122661 |
| &nbsp;&nbsp; •BPR Commercial Mortgage <br> Trust Series 2025-STAR <br> Class B 5.02% 11/5/42<br>|  | 767000 | 761780 |
| &nbsp;&nbsp; •CSTL Commercial Mortgage <br> Trust Series 2026-GATE3 <br> Class B 4.94% 2/10/43<br>|  | 1092000 | 1073195 |
| &nbsp;&nbsp; •GGP Trust Series 2026-TY <br> Class B 4.89% 3/5/43<br>|  | 874000 | 855373 |
| **Total Non-Agency** <br> **Commercial** <br> **Mortgage-Backed** <br> **Securities** <br>**(Cost $8,634,196)**<br>|  |  | **8552279** |
| **ΔSOVEREIGN BONDS–3.85%** | **ΔSOVEREIGN BONDS–3.85%** | **ΔSOVEREIGN BONDS–3.85%** | **ΔSOVEREIGN BONDS–3.85%** |
| **Australia–1.61%** | **Australia–1.61%** | **Australia–1.61%** | **Australia–1.61%** |
| Australia Government Bonds | Australia Government Bonds | Australia Government Bonds | Australia Government Bonds |
| &nbsp;&nbsp; 1.00% 12/21/30 | AUD | 2000000 | 1166595 |
| &nbsp;&nbsp; 1.00% 11/21/31 | AUD | 1400000 | 789213 |
| &nbsp;&nbsp; 1.50% 6/21/31 | AUD | 1000000 | 588569 |
| &nbsp;&nbsp; 1.75% 11/21/32 | AUD | 2800000 | 1599774 |
|  |  |  | **4144151** |
| **Luxembourg–0.29%** | **Luxembourg–0.29%** | **Luxembourg–0.29%** | **Luxembourg–0.29%** |
| &nbsp;&nbsp; Eagle Funding Luxco SARL <br> 5.50% 8/17/30<br>|  | 742000 | 745896 |
|  |  |  | **745896** |
| **New Zealand–1.69%** | **New Zealand–1.69%** | **New Zealand–1.69%** | **New Zealand–1.69%** |
| New Zealand Government Bonds | New Zealand Government Bonds | New Zealand Government Bonds | New Zealand Government Bonds |
| &nbsp;&nbsp; 4.25% 5/15/36 | NZD | 5600000 | 3092117 |
| &nbsp;&nbsp; 4.50% 5/15/35 | NZD | 2200000 | 1249944 |
|  |  |  | **4342061** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** | **ΔSOVEREIGN BONDS (continued)** |
| **Saudi Arabia–0.26%** | **Saudi Arabia–0.26%** | **Saudi Arabia–0.26%** |
| &nbsp;&nbsp; Saudi Government <br> International Bonds 4.88% <br> 1/12/36<br>| 680000 | $662143 |
|  |  | **662143** |
| **Total Sovereign Bonds** <br>**(Cost $10,057,871)**<br>|  | **9894251** |
| **U.S. TREASURY OBLIGATIONS–50.20%** | **U.S. TREASURY OBLIGATIONS–50.20%** | **U.S. TREASURY OBLIGATIONS–50.20%** |
| U.S. Treasury Inflation Indexed Bonds | U.S. Treasury Inflation Indexed Bonds | U.S. Treasury Inflation Indexed Bonds |
| &nbsp;&nbsp; 0.13% 2/15/51 | 2872999 | 1526983 |
| &nbsp;&nbsp; 0.25% 2/15/50 | 5470909 | 3094851 |
| &nbsp;&nbsp; 0.63% 2/15/43 | 6380900 | 4698736 |
| &nbsp;&nbsp; 0.75% 2/15/42 | 3333303 | 2566910 |
| &nbsp;&nbsp; 0.75% 2/15/45 | 7526777 | 5404616 |
| &nbsp;&nbsp; 0.88% 2/15/47 | 3671229 | 2602845 |
| &nbsp;&nbsp; 1.00% 2/15/46 | 5819527 | 4314222 |
| &nbsp;&nbsp; 1.00% 2/15/48 | 3033263 | 2177875 |
| &nbsp;&nbsp; 1.00% 2/15/49 | 516960 | 365788 |
| &nbsp;&nbsp; 1.38% 2/15/44 | 7186362 | 5935558 |
| &nbsp;&nbsp; 1.50% 2/15/53 | 2406932 | 1844311 |
| &nbsp;&nbsp; 2.13% 2/15/54 | 275512 | 242813 |
| &nbsp;&nbsp; 2.50% 1/15/29 | 1431429 | 1484724 |
| &nbsp;&nbsp; 3.38% 4/15/32 | 916095 | 1010600 |
| U.S. Treasury Inflation Indexed Notes | U.S. Treasury Inflation Indexed Notes | U.S. Treasury Inflation Indexed Notes |
| &nbsp;&nbsp; 0.13% 1/15/30 | 1428354 | 1366929 |
| &nbsp;&nbsp; 0.13% 7/15/30 | 1877276 | 1786797 |
| &nbsp;&nbsp; 0.13% 7/15/31 | 15046036 | 14056602 |
| &nbsp;&nbsp; 0.13% 1/15/32 | 2721824 | 2504695 |
| &nbsp;&nbsp; 0.50% 1/15/28 | 3691632 | 3662425 |
| &nbsp;&nbsp; 0.63% 7/15/32 | 12760134 | 12038410 |
| &nbsp;&nbsp; 1.38% 7/15/33 | 10965094 | 10717878 |
| &nbsp;&nbsp; 1.63% 10/15/29 | 516775 | 524889 |
| &nbsp;&nbsp; 1.88% 7/15/34 | 19951277 | 20048369 |
| &nbsp;&nbsp; 1.88% 7/15/35 | 21167938 | 21063892 |
| &nbsp;&nbsp; 1.88% 1/15/36 | 3803286 | 3757365 |
| **Total U.S. Treasury** <br> **Obligations** <br>**(Cost $140,119,346)**<br>|  | **128799083** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>|  |
| **MONEY MARKET FUND–3.07%** | **MONEY MARKET FUND–3.07%** | **MONEY MARKET FUND–3.07%** |
| &nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Premier Class <br> (seven-day effective yield <br> 3.60%)<br>| 7875201 | 7875201 |
| **Total Money Market Fund** <br>**(Cost $7,875,201)** | **Total Money Market Fund** <br>**(Cost $7,875,201)** | **7875201** |

---

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

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

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–99.90% (Cost $268,763,504)** | **256320741** |
| **RECEIVABLES AND OTHER ASSETS NET OF LIABILITIES–0.10%** | **265009** |
| **NET ASSETS APPLICABLE TO 28,333,690 SHARES OUTSTANDING –100.00%** | **$256585750** |

---

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

*LVIP American Century Inflation Protection Fund–4*

------

**LVIP American Century Inflation Protection Fund**

**Schedule of Investments (continued)**

------

---

| |
|:---|
| °Principal amount shown is stated in U.S. dollars unless noted that the security is denominated in another currency. |
| ΔSecurities have been classified by country of origin. |
| μFixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2026. Rate will reset at a future date. |
| φStep coupon bond. Coupon increases/decreases periodically based on predetermined schedule. Stated rate in effect at March 31, 2026. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; •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;&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>|
| BOA | AUD | &nbsp;&nbsp; (5928561)<br>| USD | &nbsp;&nbsp; 4222448 | 6/17/26 | &nbsp;&nbsp; $136727 | &nbsp;&nbsp; $— |
| GS | NZD | &nbsp;&nbsp; (7586499)<br>| USD | &nbsp;&nbsp; 4530202 | 6/17/26 | &nbsp;&nbsp; 158682 | &nbsp;&nbsp; — |
| MSC | NZD | &nbsp;&nbsp; 127658 | USD | &nbsp;&nbsp; (74651)<br>| 6/17/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (1092)<br>|
| **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; $295409 | &nbsp;&nbsp; $(1092)<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:** |
| (14) | CBOT 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; $(1554656)<br>| &nbsp;&nbsp; $(1550035)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(4621)<br>|
| 23 | CBOT 2 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; 4771242 | &nbsp;&nbsp; 4759068 | &nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp; 12174 | &nbsp;&nbsp; — |
| (40) | CBOT U.S. Long Bond Futures | &nbsp;&nbsp; (4555000)<br>| &nbsp;&nbsp; (4682542)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; 127542 | &nbsp;&nbsp; — |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp; $139716 | &nbsp;&nbsp; $(4621)<br>|

---

**Swap Contracts**

**Inflation Swap Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Notional**<br> **Amount**<sup>2</sup> <br>| **Fixed**<br> **Interest**<br> **Rate Paid**<br> **(Received)**<br>| **Termination**<br> **Date**<br>| **Value** | **Unrealized**<br> **Appreciation**<sup>1</sup> <br>| **Unrealized**<br> **Depreciation**<sup>1</sup> <br>|
| **Centrally Cleared:** |  |  |  |  |  |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 1000000 | 1.88% | 11/21/29 | $170052 | $170052 | $— |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 6100000 | 1.80% | 10/21/29 | 1085943 | 1085943 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 4900000 | 2.49% | 2/2/34 | 9647 | 9647 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 3400000 | 2.66% | 8/2/30 | (2201) |  | (2201) |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 11500000 | 2.31% | 3/28/28 | 1402587 | 1402587 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 5000000 | 1.87% | 11/25/29 | 855118 | 855118 |  |

---

*LVIP American Century Inflation Protection Fund–5*

------

**LVIP American Century Inflation Protection Fund**

**Schedule of Investments (continued)**

**Swap Contracts**

**Inflation Swap Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Notional**<br> **Amount**<sup>2</sup><br>| **Fixed**<br> **Interest**<br> **Rate Paid**<br> **(Received)**<br>| **Termination**<br> **Date**<br>| **Value** | **Unrealized**<br> **Appreciation**<sup>1</sup><br>| **Unrealized**<br> **Depreciation**<sup>1</sup><br>|
| **Centrally Cleared:**<br> **(continued)** |  |  |  |  |  |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 5000000 | 2.15% | 11/20/27 | $729494 | $729494 | $— |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 5000000 | 2.47% | 5/3/28 | 82863 | 82863 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 3500000 | 2.50% | 5/3/33 | 18387 | 18387 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 3000000 | 1.29% | 5/19/30 | 688307 | 688307 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 11700000 | 2.39% | 8/2/29 | 120246 | 120246 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 1400000 | 2.52% | 11/4/29 | 8025 | 8025 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 1400000 | 2.52% | 11/4/29 | 8025 | 8025 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 5800000 | 2.56% | 2/4/30 | 14561 | 14561 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 4100000 | 2.60% | 9/3/35 | (58184) |  | (58184) |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 9700000 | 2.66% | 8/4/30 | (34048) |  | (34048) |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 2600000 | 2.58% | 8/4/35 | (28220) |  | (28220) |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 5000000 | 2.53% | 11/4/30 | (2322) |  | (2322) |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 5000000 | 2.50% | 11/4/35 | (32230) |  | (32230) |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 750000 | 2.40% | 3/2/33 | 2319 | 2319 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 3000000 | 2.48% | 2/9/29 | 15356 | 15356 |  |
| &nbsp;&nbsp; Receive amounts based on Infla-<br> tion USA-CPI-U Index and pay <br> fixed rate coupon at maturity<br>| 1300000 | 2.53% | 3/13/31 | (712) |  | (712) |
|  |  |  |  |  | 5210930 | (157917) |

---

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

*LVIP American Century Inflation Protection Fund–6*

------

**LVIP American Century Inflation Protection Fund**

**Schedule of Investments (continued)**

**Swap Contracts**

**Inflation Swap Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Notional**<br> **Amount**<sup>2</sup> <br>| **Fixed**<br> **Interest**<br> **Rate Paid**<br> **(Received)**<br>| **Termination**<br> **Date**<br>| **Value** | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| **Over-The-Counter:** |  |  |  |  |  |  |
| &nbsp;&nbsp; BOA–Receive amounts based on <br> Inflation USA-CPI-U Index and <br> pay fixed rate coupon at matu-<br> rity<br>| 1750000 | 2.22% | 4/13/27 | $231836 | $231836 | $— |
| &nbsp;&nbsp; BOA–Receive amounts based on <br> Inflation USA-CPI-U Index and <br> pay fixed rate coupon at matu-<br> rity<br>| 7000000 | 2.24% | 4/11/27 | 909741 | 909741 |  |
| &nbsp;&nbsp; BOA–Receive amounts based on <br> Inflation USA-CPI-U Index and <br> pay fixed rate coupon at matu-<br> rity<br>| 4000000 | 2.24% | 4/28/27 | 522492 | 522492 |  |
| &nbsp;&nbsp; GSI–Receive amounts based on <br> Inflation USA-CPI-U Index and <br> pay fixed rate coupon at matu-<br> rity<br>| 2500000 | 2.28% | 11/16/26 | 332069 | 332069 |  |
| &nbsp;&nbsp; GSI–Receive amounts based on <br> Inflation USA-CPI-U Index and <br> pay fixed rate coupon at matu-<br> rity<br>| 2500000 | 2.25% | 11/15/26 | 342796 | 342796 |  |
|  |  |  |  |  | 2338934 |  |
| **Total Inflation Swap Contracts** | **Total Inflation Swap Contracts** | **Total Inflation Swap Contracts** | **Total Inflation Swap Contracts** | $7391947 | $7549864 | $(157917) |

---

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

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

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

---

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

---

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

---

| |
|:---|
| **Summary of Abbreviations:** |
| AUD–Australian Dollar |
| BMO–Bank of Montreal  |
| BOA–Bank of America |
| CBOT–Chicago Board of Trade |
| GS–Goldman Sachs |
| GSI–Goldman Sachs International |
| MSC–Morgan Stanley & Co. |
| NZD–New Zealand Dollar |
| USA-CPI-U–United States Consumer Price Index for All Urban Consumers |
| USD–United States Dollar |

---

*LVIP American Century Inflation Protection Fund–7*

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

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

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

- **a. Name of Series:** LVIP American Century Inflation Protection Fund

- **b. EDGAR series identifier (if any):** S000083646

- **c. LEI of Series:** 25490053PUT7EA1MEC34

**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:** $244291024.30

**Total Liabilities:** $12379151.68

**Net Assets:** $256670175.98

**Delayed Delivery Securities:** $2660830.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -167.92000000 | **1-Year:** -4451.52000000 | **5-Year:** -16696.21000000 | **10-Year:** -6370.74000000 | **30-Year:** -472.44000000

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

- **3-Month:** -9.36000000 | **1-Year:** -393.01000000 | **5-Year:** -390.62000000 | **10-Year:** -233.76000000 | **30-Year:** -45.30000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000247629 | 0.49%                | 1.16%                | -1.34%               |
| Class ID C000247630 | 0.48%                | 1.13%                | -1.36%               |
| Class ID C000247632 | 0.50%                | 1.16%                | -1.32%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-532208.59              | $2001834.22                                |
| Month 2  | $753245.95               | $2522746.55                                |
| Month 3  | $-349252.15              | $-5866997.85                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Treasury US TIPS TR USD Index

- **Index Identifier:** LBUTTRUU

### Schedule of Portfolio Investments

| Name                                               | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO Mortgage Corp                             | ABN Amro Mortgage Corp                                                                                                                     | CUSIP: 000780BZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4318 | PA      | $4254.67      | 0.00%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                   | ABN AMRO Bank NV                                                                                                                           | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $714052.14    | 0.28%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                | Abbott Laboratories                                                                                                                        | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1056985.77   | 0.41%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                                                                                 | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1138239.75   | 0.44%             | 2031-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                      | Agate Bay Mortgage Trust 2015-7                                                                                                            | CUSIP: 00842CAC9<br>LEI: 549300LK2ZDVY7I44B84 | Long             | ABS-MBS          | CORP              | US        |    364383 | PA      | $335880.45    | 0.13%             | 2045-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                         | Allianz SE                                                                                                                                 | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $416447.20    | 0.16%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                       | Alphabet Inc                                                                                                                               | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    475000 | PA      | $469083.96    | 0.18%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                       | Alphabet Inc                                                                                                                               | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338543.59    | 0.13%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                                                                             | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321872.01    | 0.13%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                                                                             | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267539.28    | 0.10%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1021096.80   | 0.40%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust 2019-5                                                                                                            | CUSIP: 03464KAC2<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     55812 | PA      | $55313.57     | 0.02%             | 2049-10-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust 2019-6                                                                                                            | CUSIP: 03464VAC8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     55087 | PA      | $54624.60     | 0.02%             | 2059-11-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                                                                                  | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    142000 | PA      | $142734.24    | 0.06%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                              | Arroyo Mortgage Trust 2021-1R                                                                                                              | CUSIP: 042853AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251025 | PA      | $232829.66    | 0.09%             | 2048-10-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                              | Arroyo Mortgage Trust 2021-1R                                                                                                              | CUSIP: 042853AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204784 | PA      | $190049.11    | 0.07%             | 2048-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                               | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    625000 | PA      | $642776.34    | 0.25%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                               | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147138.06    | 0.06%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                           | Augusta SpinCo Corp                                                                                                                        | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $946713.40    | 0.37%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2024-5C27                                                                                                             | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519000 | PA      | $540180.34    | 0.21%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                         | BFLD Trust 2025-FPM                                                                                                                        | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023000 | PA      | $1026617.74   | 0.40%             | 2040-10-10      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2023-5C2 Mortgage Trust                                                                                                                | CUSIP: 05610QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1122660.86   | 0.44%             | 2056-11-15      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                          | BPR Commercial Mortgage Trust 2025-STAR                                                                                                    | CUSIP: 05619DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    767000 | PA      | $761780.10    | 0.30%             | 2042-11-05      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                                                                           | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    785000 | PA      | $777141.86    | 0.30%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 Trust 2024-5YR6                                                                                                                      | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311000 | PA      | $323107.91    | 0.13%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2026-5YR21                                                                                                                           | CUSIP: 06644BAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1024000 | PA      | $1053975.24   | 0.41%             | 2059-04-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                   | Benchmark 2024-V8 Mortgage Trust                                                                                                           | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991000 | PA      | $1035036.87   | 0.40%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | BMARK 2023-V4                                                                                                                              | CUSIP: 081926AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    731000 | PA      | $760351.48    | 0.30%             | 2056-11-15      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                   | Black Hills Corp                                                                                                                           | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1776705.79   | 0.69%             | 2031-01-31      | Fixed         | 4.55%                 | 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        |    522054 | PA      | $494932.27    | 0.19%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                    | Bravo Residential Funding Trust 2025-NQM9                                                                                                  | CUSIP: 10569WAE1<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |    630816 | PA      | $628529.85    | 0.24%             | 2065-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC Trust 2015-WIN1                                                                                                                       | CUSIP: 12649KAP2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    176617 | PA      | $164426.54    | 0.06%             | 2044-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC 2021-NQM2                                                                                                                             | CUSIP: 12662EAC7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    338697 | PA      | $305166.24    | 0.12%             | 2066-02-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                                                            | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1074864.63   | 0.42%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $965540.43    | 0.38%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1695402.47   | 0.66%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cendant Mortgage Corporation                       | Cendant Mort Capital LLC CDMC Mort Pas Thr Ce Se 03 6                                                                                      | CUSIP: 15132EDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58233 | PA      | $56544.59     | 0.02%             | 2033-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust Series 2024-7                                                                                            | CUSIP: 16159TAD3<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |   1170414 | PA      | $1174473.81   | 0.46%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust 2024-10                                                                                                  | CUSIP: 16159YAD2<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |    688049 | PA      | $690615.40    | 0.27%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust 2025-10                                                                                                  | CUSIP: 16160BAE7<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |   1383551 | PA      | $1384263.42   | 0.54%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust 2024-9                                                                                                   | CUSIP: 16160QAD6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    625174 | PA      | $625018.07    | 0.24%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust 2024-9                                                                                                   | CUSIP: 16160QAK0<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    112027 | PA      | $111747.49    | 0.04%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust Series 2025-9                                                                                            | CUSIP: 16160UAE5<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |   1881841 | PA      | $1882641.83   | 0.73%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust Series 2024-2                                                                                            | CUSIP: 161929BH6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    404285 | PA      | $406112.77    | 0.16%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                | Cheniere Energy Inc                                                                                                                        | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95019.33     | 0.04%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                                                                              | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658539.54    | 0.26%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                        | Citibank NA                                                                                                                                | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1961340.05   | 0.76%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                | Consumers Energy Co                                                                                                                        | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1566916.51   | 0.61%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                 | Credit Agricole SA                                                                                                                         | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    671000 | PA      | $661774.11    | 0.26%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                     | CSTL Commercial Mortgage Trust 2026-GATE3                                                                                                  | CUSIP: 228920AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1092000 | PA      | $1073194.78   | 0.42%             | 2043-02-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                            | Duke Energy Florida LLC                                                                                                                    | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276925.92    | 0.11%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                  | EOG Resources Inc                                                                                                                          | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1365204.94   | 0.53%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                           | Eagle Funding Luxco Sarl                                                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    742000 | PA      | $745895.50    | 0.29%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                            | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $158682.08    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $136726.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC             | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |         1 | NC      | $-1091.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP                                         | Eaton Corp                                                                                                                                 | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    940000 | PA      | $926399.66    | 0.36%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP                              | Equinix Asia Financing Corp Pte Ltd                                                                                                        | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |    485000 | PA      | $474764.23    | 0.18%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                              | Evergy Kansas Central Inc                                                                                                                  | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    505000 | PA      | $507329.83    | 0.20%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DTPP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1590150 | PA      | $1514368.52   | 0.59%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DUXJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1721446 | PA      | $1736694.69   | 0.68%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                                           | CUSIP: 3133C6BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1441839 | PA      | $1429439.85   | 0.56%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                             | Flexential Issuer LLC                                                                                                                      | CUSIP: 33938MAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652325 | PA      | $636977.10    | 0.25%             | 2061-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                           | Fortitude Global Funding                                                                                                                   | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    585000 | PA      | $579061.57    | 0.23%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                            | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279182.24    | 0.11%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3859827 | PA      | $3838655.81   | 1.50%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2726508 | PA      | $2561192.24   | 1.00%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGP Trust                                          | GGP 2026-TY                                                                                                                                | CUSIP: 373914AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874000 | PA      | $855373.14    | 0.33%             | 2043-03-05      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                                                                                       | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    955000 | PA      | $956140.44    | 0.37%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp           | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                                | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $646011.53    | 0.25%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    585000 | PA      | $566523.25    | 0.22%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    575000 | PA      | $566284.12    | 0.22%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180869.35    | 0.07%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                           | Goldman Sachs Private Credit Corp                                                                                                          | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    405000 | PA      | $398820.37    | 0.16%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust   | GoodLeap Sustainable Home Solutions Trust 2021-4                                                                                           | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723129 | PA      | $577652.22    | 0.23%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                                                                                    | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1112317.52   | 0.43%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                           | HPS Corporate Lending Fund                                                                                                                 | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34096.77     | 0.01%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited    | HOMES 2025-AFC3 Trust                                                                                                                      | CUSIP: 43762AAC9<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    605852 | PA      | $601776.45    | 0.23%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                            | Honeywell Aerospace Inc                                                                                                                    | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    665000 | PA      | $659815.00    | 0.26%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| InStar Leasing V, LLC                              | Instar Leasing V LLC                                                                                                                       | CUSIP: 45791PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $649510.29    | 0.25%             | 2056-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                                                                                 | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $956987.19    | 0.37%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2024-9                                                                                                            | CUSIP: 46593DAK3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    160356 | PA      | $159938.32    | 0.06%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2014-5                                                                                                            | CUSIP: 46643KAA9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    107664 | PA      | $106447.51    | 0.04%             | 2029-10-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2016-1                                                                                                            | CUSIP: 46646BAG3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    955829 | PA      | $875242.32    | 0.34%             | 2046-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    730000 | PA      | $743624.00    | 0.29%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1379307.77   | 0.54%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2024-6                                                                                                     | CUSIP: 46657YAF1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     73426 | PA      | $73249.13     | 0.03%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2024-10                                                                                                         | CUSIP: 46658LAD3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    746157 | PA      | $746044.59    | 0.29%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2024-10                                                                                                         | CUSIP: 46658LAK7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    403233 | PA      | $402831.49    | 0.16%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2024-INV1                                                                                                         | CUSIP: 46658PAD4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    765939 | PA      | $771788.55    | 0.30%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2024-5                                                                                                     | CUSIP: 46658RAF5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    285238 | PA      | $285005.24    | 0.11%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2025-NQM3                                                                                                  | CUSIP: 46659QAB5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    836645 | PA      | $837842.15    | 0.33%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2026-CES1                                                                                                         | CUSIP: 46660BAA7<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |   1358523 | PA      | $1347650.96   | 0.53%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2026-CES1                                                                                                         | CUSIP: 46660BAD1<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |   1025000 | PA      | $1016324.71   | 0.40%             | 2056-06-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2026-ACES1                                                                                                 | CUSIP: 46664MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1157000 | PA      | $1134908.94   | 0.44%             | 2066-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                            | Jefferies Financial Group Inc                                                                                                              | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    552000 | PA      | $529806.34    | 0.21%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                            | Jersey Central Power & Light Co                                                                                                            | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1230751.11   | 0.48%             | 2031-01-15      | Fixed         | 4.40%                 | 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        |    680000 | PA      | $702933.68    | 0.27%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                         | Loews Corp                                                                                                                                 | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259330.94    | 0.10%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    987000 | PA      | $968677.75    | 0.38%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                                                                                | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    530000 | PA      | $541150.14    | 0.21%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                 | MetroNet Infrastructure Issuer LLC                                                                                                         | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    761525 | PA      | $761858.40    | 0.30%             | 2056-04-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                                             | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193340.99    | 0.08%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                            | Morgan Stanley Private Bank NA                                                                                                             | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    785000 | PA      | $777051.21    | 0.30%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust     | Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1                                                                                   | CUSIP: 617946AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385504 | PA      | $376295.55    | 0.15%             | 2065-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                                                                                  | CUSIP: 617955AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1525000 | PA      | $1518183.25   | 0.59%             | 2070-11-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust 2025-NQM7                                                                                              | CUSIP: 64831YAB2<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $645413.34    | 0.25%             | 2065-10-26      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                            | North Haven Private Income Fund LLC                                                                                                        | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    687000 | PA      | $669034.08    | 0.26%             | 2028-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                           | OBX 2025-NQM16 Trust                                                                                                                       | CUSIP: 67122DAB9<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |   1278535 | PA      | $1267512.26   | 0.49%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                                                                             | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    990000 | PA      | $989747.21    | 0.39%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1176654.96   | 0.46%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                                                                                | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440297.94    | 0.17%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                     | PMT Loan Trust 2025-J2                                                                                                                     | CUSIP: 69392TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1846332 | PA      | $1846964.02   | 0.72%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                               | Prologis Targeted US Logistics Fund LP                                                                                                     | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    950000 | PA      | $923847.16    | 0.36%             | 2033-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                        | RCKT Mortgage Trust 2024-CES6                                                                                                              | CUSIP: 749410AB2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    697352 | PA      | $698697.59    | 0.27%             | 2044-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| RNL PH OWNER LLC                                   | RNL PH Owner LLC                                                                                                                           | CUSIP: 74983YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570897 | PA      | $561933.17    | 0.22%             | 2056-03-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                | RATE Mortgage Trust 2024-J3                                                                                                                | CUSIP: 75409UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162069 | PA      | $161868.40    | 0.06%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                                                                                       | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $494896.50    | 0.19%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    816000 | PA      | $805196.49    | 0.31%             | 2031-03-25      | Fixed         | 4.45%                 | 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        |   7875201 | NS      | $7875200.63   | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SVC ABS LLC                                        | SVC ABS LLC                                                                                                                                | CUSIP: 78488JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583867 | PA      | $578764.47    | 0.23%             | 2056-03-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                     | Salesforce Inc                                                                                                                             | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399433.48    | 0.16%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                     | Salesforce Inc                                                                                                                             | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294496.22    | 0.11%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust          | Santander Mortgage Asset Receivable Trust 2025-Ces1                                                                                        | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |    731125 | PA      | $727792.84    | 0.28%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust          | Santander Mortgage Asset Receivable Trust 2026-NQM1                                                                                        | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |    747296 | PA      | $742466.21    | 0.29%             | 2065-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust          | Santander Mortgage Asset Receivable Trust 2026-CES1                                                                                        | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |   1007644 | PA      | $997599.84    | 0.39%             | 2056-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust          | Santander Mortgage Asset Receivable Trust 2026-CES1                                                                                        | CUSIP: 802932AB9<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |   1523754 | PA      | $1508594.10   | 0.59%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust          | Santander Mortgage Asset Receivable Trust 2026-NQM2                                                                                        | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |    711681 | PA      | $703793.39    | 0.27%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust          | Santander Mortgage Asset Receivable Trust 2026-NQM2                                                                                        | CUSIP: 802933AG6<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |   1398820 | PA      | $1382104.16   | 0.54%             | 2066-01-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                           | Saudi Government International Bond                                                                                                        | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    680000 | PA      | $662143.15    | 0.26%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2024-6                                                                                                              | CUSIP: 81743DAL7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    167181 | PA      | $167189.26    | 0.07%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2017-7                                                                                                              | CUSIP: 81746GAG8<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    664973 | PA      | $603155.36    | 0.23%             | 2047-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2024-9                                                                                                              | CUSIP: 81749PAE0<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    485281 | PA      | $485141.20    | 0.19%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2024-10                                                                                                             | CUSIP: 81749QAE8<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    399715 | PA      | $399657.21    | 0.16%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2024-10                                                                                                             | CUSIP: 81749QAL2<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    304898 | PA      | $304439.00    | 0.12%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2025-8                                                                                                              | CUSIP: 81749WAD7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   1058346 | PA      | $1058738.53   | 0.41%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2025-6                                                                                                              | CUSIP: 81749YAE1<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    198468 | PA      | $198518.98    | 0.08%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                    | Stack Infrastructure Issuer LLC                                                                                                            | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    889092 | PA      | $855486.81    | 0.33%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust                | STAR 2021-1 Trust                                                                                                                          | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566992 | PA      | $539089.45    | 0.21%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                             | Takeoff Merger Sub Inc                                                                                                                     | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375247.99    | 0.15%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                                                                                       | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90618.85     | 0.04%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                        | Textron Inc                                                                                                                                | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    395000 | PA      | $384034.72    | 0.15%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1480000 | PA      | $1472040.03   | 0.57%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                        | Truist Bank                                                                                                                                | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    650000 | PA      | $646513.06    | 0.25%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    916095 | PA      | $1010600.05   | 0.39%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1431429 | PA      | $1484724.18   | 0.58%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3333303 | PA      | $2566909.77   | 1.00%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6380900 | PA      | $4698735.98   | 1.83%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7186362 | PA      | $5935558.32   | 2.31%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7526777 | PA      | $5404616.38   | 2.11%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5819527 | PA      | $4314222.34   | 1.68%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3671229 | PA      | $2602845.19   | 1.01%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3033263 | PA      | $2177874.86   | 0.85%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    516960 | PA      | $365787.89    | 0.14%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5470909 | PA      | $3094851.17   | 1.21%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2872999 | PA      | $1526982.99   | 0.59%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2406932 | PA      | $1844311.00   | 0.72%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275512 | PA      | $242812.88    | 0.09%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3691632 | PA      | $3662424.44   | 1.43%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1428354 | PA      | $1366929.04   | 0.53%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1877276 | PA      | $1786796.88   | 0.70%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15046036 | PA      | $14056601.75  | 5.48%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2721824 | PA      | $2504695.28   | 0.98%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12760134 | PA      | $12038410.10  | 4.69%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10965094 | PA      | $10717877.57  | 4.18%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19951278 | PA      | $20048369.39  | 7.81%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    516775 | PA      | $524889.17    | 0.20%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21167938 | PA      | $21063891.66  | 8.21%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3653139 | PA      | $3609030.74   | 1.41%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                   | VB-S1 Issuer LLC                                                                                                                           | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1092000 | PA      | $1072939.03   | 0.42%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-1                                                                                                          | CUSIP: 92537QAF8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    596218 | PA      | $545513.35    | 0.21%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                   | Vista Point Securitization Trust 2020-2                                                                                                    | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155636 | PA      | $151849.62    | 0.06%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281203.17    | 0.11%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    960000 | PA      | $968323.97    | 0.38%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122799.31    | 0.05%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    824000 | PA      | $816699.21    | 0.32%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    521000 | PA      | $515378.17    | 0.20%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                           | Wisconsin Electric Power Co                                                                                                                | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    939000 | PA      | $926406.32    | 0.36%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                   | Zions Bancorp NA                                                                                                                           | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    925000 | PA      | $918092.96    | 0.36%             | 2029-02-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Mitsui Marine Derivative Products LP | Long: SL604D030 IRS USD R V 12MUSCPI SL604D030_INF INFLATIONZERO / Short: SL604D030 IRS USD P F  2.24500 SL604D030_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: X1H61UOUXUPKXR51OV18 | N/A              | DIR              |  | US        |   2500000 | OU      | $342795.47    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: SL1T3R255 IRS USD R V 12MUSCPI SL1T3R255_INF INFLATIONZERO / Short: SL1T3R255 IRS USD P F  2.28000 SL1T3R255_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |   2500000 | OU      | $332069.35    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | Long: SL7Z00UG2 IRS USD R V 12MUSCPI SL7Z00UG2_INF INFLATIONZERO / Short: SL7Z00UG2 IRS USD P F  2.24000 SL7Z00UG2_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AU        |   7000000 | OU      | $909740.65    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | Long: SL6V46O07 IRS USD R V 12MUSCPI SL6V46O07_INF INFLATIONZERO / Short: SL6V46O07 IRS USD P F  2.21750 SL6V46O07_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   1750000 | OU      | $231836.10    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | Long: SL8J2QPE9 IRS USD R V 12MUSCPI SL8J2QPE9_INF INFLATIONZERO / Short: SL8J2QPE9 IRS USD P F  2.23500 SL8J2QPE9_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   4000000 | OU      | $522491.64    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLP71H6D0 IRS USD R V 12MUSCPI SLP71H6D0_INF CCPINFLATIONZERO / Short: BLP71H6D0 IRS USD P F  2.14500 SLP71H6D0_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $729403.60    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLF031DE9 IRS USD R V 12MUSCPI SLF031DE9_INF CCPINFLATIONZERO / Short: BLF031DE9 IRS USD P F  2.30800 SLF031DE9_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11500000 | OU      | $1402462.95   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL474BO35 IRS USD R V 12MUSCPI SL474BO35_INF CCPINFLATIONZERO / Short: BL474BO35 IRS USD P F  1.80000 SL474BO35_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6100000 | OU      | $1085742.05   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL1S54L30 IRS USD R V 12MUSCPI SL1S54L30_INF CCPINFLATIONZERO / Short: BL1S54L30 IRS USD P F  1.88400 SL1S54L30_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $169863.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLFD07JJ4 IRS USD R V 12MUSCPI SLFD07JJ4_INF CCPINFLATIONZERO / Short: BLFD07JJ4 IRS USD P F  1.87375 SLFD07JJ4_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $854915.60    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLYP0FI75 IRS USD R V 12MUSCPI SLYP0FI75_INF CCPINFLATIONZERO / Short: BLYP0FI75 IRS USD P F  1.29100 SLYP0FI75_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $688527.27    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLXA18D20 IRS USD R V 12MUSCPI SLXA18D20_FLO CCPINFLATIONZERO / Short: BLXA18D20 IRS USD P F  2.49500 SLXA18D20_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $18768.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLXA18CZ8 IRS USD R V 12MUSCPI SLXA18CZ8_FLO CCPINFLATIONZERO / Short: BLXA18CZ8 IRS USD P F  2.47000 SLXA18CZ8_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $83088.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL5I23ES6 IRS USD R V 12MUSCPI SL5I23ES6_FLO CCPINFLATIONZERO / Short: BL5I23ES6 IRS USD P F  2.66250 SL5I23ES6_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3400000 | OU      | $-1874.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL4H5FHF4 IRS USD R V 12MUSCPI SL4H5FHF4_FLO CCPINFLATIONZERO / Short: BL4H5FHF4 IRS USD P F  2.48500 SL4H5FHF4_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4900000 | OU      | $10080.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLBA39FI3 IRS USD R V 12MUSCPI SLBA39FI3_FLO CCPINFLATIONZERO / Short: BLBA39FI3 IRS USD P F  2.39000 SLBA39FI3_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11700000 | OU      | $120627.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLO5K2Q60 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5K2Q60 IRS USD P F  2.52250 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $8390.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLO5K2OI6 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5K2OI6 IRS USD P F  2.52250 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $8390.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLO5SP4A6 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5SP4A6 IRS USD P F  2.56250 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5800000 | OU      | $14973.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL89H3318 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL89H3318 IRS USD P F  2.57500 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2600000 | OU      | $-27727.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL89H32V3 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL89H32V3 IRS USD P F  2.66250 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9700000 | OU      | $-33561.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL3IBN1P4 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL3IBN1P4 IRS USD P F  2.59900 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4100000 | OU      | $-57671.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLA4E1BY2 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLA4E1BY2 IRS USD P F  2.53250 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-1834.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLA4E1C39 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLA4E1C39 IRS USD P F  2.49500 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-31699.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLG9LWOR0 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLG9LWOR0 IRS USD P F  2.47500 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $15848.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLFTI0170 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLFTI0170 IRS USD P F  2.39700 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    750000 | OU      | $2820.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLG9NQUS2 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLG9NQUS2 IRS USD P F  2.52850 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1300000 | OU      | $-207.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                         | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2000000 | PA      | $1166595.37   | 0.45%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                         | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2800000 | PA      | $1599773.70   | 0.62%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                       | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   5600000 | PA      | $3092117.53   | 1.20%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US LONG BOND(CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -42 | NC      | $134787.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR NOTE (CBT)JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -14 | NC      | $-4621.04     | -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        |        23 | NC      | $12173.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia Government Bonds                         | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1000000 | PA      | $588568.91    | 0.23%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                         | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1400000 | PA      | $789213.32    | 0.31%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                       | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2200000 | PA      | $1249943.97   | 0.49%             | 2035-05-15      | Fixed         | 4.50%                 | 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