# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-047036
**Filing Date:** 2026-5
**Character Count:** 157139
**Document Hash:** a74e174f6d750bb047ced3bbedf4160e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-047036.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0001410368-26-047036

**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:** 26992604

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

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

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

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

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

## Series and Classes Contracts Data

### LVIP JPMorgan Short Duration Bond Fund (Series ID: S000070167)

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

## Nport-Ex

**LVIP JPMorgan Short Duration Bond Fund**

**Schedule of Investments**

March 31, 2026 (unaudited)

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

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>| **Value** <br>**(U.S. $)**<br>|
| **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–12.25%** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–12.25%** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS–12.25%** |
| &nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. Reference REMICS <br> Series R007 Class ZA 6.00% <br> 5/15/36<br>| 2653519 | $2753587 |
| Federal Home Loan Mortgage Corp. REMICS  | Federal Home Loan Mortgage Corp. REMICS  | Federal Home Loan Mortgage Corp. REMICS  |
| &nbsp;&nbsp;&nbsp; Series 2733 Class ME 5.00% <br> 1/15/34<br>| 837482 | 847803 |
| &nbsp;&nbsp;&nbsp; Series 2777 Class PG 5.00% <br> 4/15/34<br>| 2387046 | 2423735 |
| &nbsp;&nbsp;&nbsp; Series 2950 Class LH 5.50% <br> 3/15/35<br>| 2010801 | 2070329 |
| &nbsp;&nbsp;&nbsp; Series 3228 Class PG 5.50% <br> 10/15/36<br>| 1255885 | 1294079 |
| &nbsp;&nbsp;&nbsp; Series 3256 Class KE 5.50% <br> 12/15/36<br>| 1220236 | 1258357 |
| &nbsp;&nbsp;&nbsp; Series 4248 Class HZ 3.00% <br> 9/15/33<br>| 1333492 | 1283571 |
| &nbsp;&nbsp;&nbsp; Series 4283 Class TZ 3.50% <br> 12/15/33<br>| 4536656 | 4429515 |
| &nbsp;&nbsp;&nbsp; Series 4483 Class CA 3.00% <br> 6/15/44<br>| 1023026 | 987176 |
| &nbsp;&nbsp;&nbsp; Series 4507 Class ED 3.00% <br> 8/15/44<br>| 1611953 | 1554722 |
| &nbsp;&nbsp;&nbsp; Series 4669 Class QU 4.50% <br> 9/15/44<br>| 1454837 | 1454848 |
| &nbsp;&nbsp;&nbsp; Series 4680 Class PA 3.00% <br> 3/15/46<br>| 2782761 | 2644308 |
| &nbsp;&nbsp;&nbsp; Series 4767 Class LA 3.50% <br> 8/15/46<br>| 1971087 | 1934910 |
| &nbsp;&nbsp;&nbsp; Series 5092 Class WG 1.00% <br> 4/25/31<br>| 5779887 | 5447896 |
| &nbsp;&nbsp;&nbsp; Series 5334 Class GA 6.00% <br> 7/25/45<br>| 2219650 | 2265262 |
| &nbsp;&nbsp;&nbsp; Series 5401 Class VD 6.00% <br> 1/25/35<br>| 4073484 | 4142422 |
| &nbsp;&nbsp;&nbsp; Series 5422 Class CA 5.50% <br> 5/25/49<br>| 1805536 | 1803878 |
| &nbsp;&nbsp;&nbsp; Series 5507 Class LA 5.50% <br> 1/25/51<br>| 1471542 | 1475414 |
| &nbsp;&nbsp;&nbsp; Series 5513 Class CG 5.00% <br> 6/25/51<br>| 2112958 | 2134181 |
| &nbsp;&nbsp;&nbsp; Series 5514 Class VC 5.00% <br> 2/25/36<br>| 4155847 | 4201660 |
| &nbsp;&nbsp;&nbsp; Series 5534 Class DA 5.00% <br> 4/25/52<br>| 2993497 | 2998739 |
| &nbsp;&nbsp;&nbsp; Series 5536 Class PA 5.00% <br> 5/25/54<br>| 4485217 | 4518909 |
| &nbsp;&nbsp;&nbsp; Series 5558 Class BA 5.50% <br> 7/25/50<br>| 2106745 | 2127383 |
| &nbsp;&nbsp;&nbsp; Series 5584 Class LV 5.50% <br> 8/25/36<br>| 2897559 | 2955819 |
| •Federal Home Loan Mortgage Corp. STACR REMICS Trust  | •Federal Home Loan Mortgage Corp. STACR REMICS Trust  | •Federal Home Loan Mortgage Corp. STACR REMICS Trust  |
| &nbsp;&nbsp;&nbsp; Series 2023-HQA3 Class A1 <br> 5.51% (30 day USD SOFR <br> Average + 1.85%) 11/25/43<br>| 2137344 | 2145968 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** |
| &nbsp;&nbsp; •Federal Home Loan Mortgage Corp. STACR REMICS <br> Trust (continued)  | &nbsp;&nbsp; •Federal Home Loan Mortgage Corp. STACR REMICS <br> Trust (continued)  | &nbsp;&nbsp; •Federal Home Loan Mortgage Corp. STACR REMICS <br> Trust (continued)  |
| &nbsp;&nbsp;&nbsp; Series 2025-DNA1 Class M2 <br> 5.01% (30 day USD SOFR <br> Average + 1.35%) 1/25/45<br>| 3600000 | $3579569 |
| &nbsp;&nbsp;&nbsp; Series 2025-DNA2 Class A1 <br> 4.76% (30 day USD SOFR <br> Average + 1.10%) 5/25/45<br>| 2187500 | 2187493 |
| &nbsp;&nbsp; ♦Federal Home Loan Mortgage Corp. Structured Pass-Through <br> Certificates | &nbsp;&nbsp; ♦Federal Home Loan Mortgage Corp. Structured Pass-Through <br> Certificates | &nbsp;&nbsp; ♦Federal Home Loan Mortgage Corp. Structured Pass-Through <br> Certificates |
| &nbsp;&nbsp;&nbsp; Series T-54 Class 2A 6.50% <br> 2/25/43<br>| 411 | 414 |
| &nbsp;&nbsp;&nbsp; Series T-58 Class 2A 6.50% <br> 9/25/43<br>| 4943 | 5154 |
| &nbsp;&nbsp; •Federal National Mortgage Association Connecticut Avenue <br> Securities Trust | &nbsp;&nbsp; •Federal National Mortgage Association Connecticut Avenue <br> Securities Trust | &nbsp;&nbsp; •Federal National Mortgage Association Connecticut Avenue <br> Securities Trust |
| &nbsp;&nbsp;&nbsp; Series 2023-R08 Class 1M1 <br> 5.16% (30 day USD SOFR <br> Average + 1.50%) 10/25/43<br>| 758831 | 758828 |
| &nbsp;&nbsp;&nbsp; Series 2025-R01 Class 1M2 <br> 5.16% (30 day USD SOFR <br> Average + 1.50%) 1/25/45<br>| 1570000 | 1562026 |
| &nbsp;&nbsp;&nbsp; Series 2025-R02 Class 1M2 <br> 5.26% (30 day USD SOFR <br> Average + 1.60%) 2/25/45<br>| 2640000 | 2638474 |
| &nbsp;&nbsp; •Federal National Mortgage <br> Association Grantor Trust <br> Series 2001-T5 Class A2 <br> 7.00% 6/19/41<br>| 4532 | 4639 |
| &nbsp;&nbsp; Federal National Mortgage <br> Association REMICS Series <br> 2025-44 Class EV 5.00% <br> 6/25/36<br>| 3371289 | 3390601 |
| Federal National Mortgage Association REMICS  | Federal National Mortgage Association REMICS  | Federal National Mortgage Association REMICS  |
| &nbsp;&nbsp;&nbsp; Series 2005-106 Class XZ <br> 5.50% 12/25/35<br>| 1282747 | 1326615 |
| &nbsp;&nbsp;&nbsp; Series 2005-29 Class ZE <br> 5.50% 4/25/35<br>| 1248257 | 1270290 |
| &nbsp;&nbsp;&nbsp; Series 2010-118 Class KH <br> 3.50% 10/25/40<br>| 1388025 | 1358627 |
| &nbsp;&nbsp;&nbsp; Series 2010-149 Class ZC <br> 4.50% 1/25/41<br>| 3470384 | 3463422 |
| &nbsp;&nbsp;&nbsp; Series 2011-98 Class BY <br> 4.00% 10/25/31<br>| 2362433 | 2354116 |
| &nbsp;&nbsp;&nbsp; Series 2012-98 Class ZP <br> 6.00% 9/25/42<br>| 2855897 | 2997111 |
| &nbsp;&nbsp;&nbsp; Series 2015-28 Class P 2.50% <br> 5/25/45<br>| 7752962 | 7305772 |
| &nbsp;&nbsp;&nbsp; Series 2020-89 Class A 3.50% <br> 6/25/41<br>| 1799037 | 1743619 |
| &nbsp;&nbsp;&nbsp; Series 2023-12 Class GB <br> 6.00% 6/25/45<br>| 2415605 | 2442101 |
| &nbsp;&nbsp;&nbsp; Series 2023-29 Class JA <br> 5.50% 5/25/36<br>| 4090857 | 4114685 |
| &nbsp;&nbsp;&nbsp; Series 2023-42 Class B 6.00% <br> 7/25/45<br>| 2847453 | 2881380 |

---

*LVIP JPMorgan Short Duration Bond Fund–1*

------

**LVIP JPMorgan Short Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** | **AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** <br> **(continued)** |
| Federal National Mortgage Association REMICS (continued)  | Federal National Mortgage Association REMICS (continued)  | Federal National Mortgage Association REMICS (continued)  |
| &nbsp;&nbsp;&nbsp; Series 2023-61 Class G 5.50% <br> 1/25/49<br>| 1362831 | $1368002 |
| &nbsp;&nbsp;&nbsp; Series 2024-13 Class A 5.50% <br> 5/25/44<br>| 3347676 | 3404220 |
| &nbsp;&nbsp;&nbsp; Series 2025-29 Class VA <br> 5.50% 12/25/35<br>| 2801838 | 2857163 |
| &nbsp;&nbsp;&nbsp; Series 2025-4 Class HP <br> 5.50% 2/25/51<br>| 2824761 | 2844836 |
| &nbsp;&nbsp;&nbsp; Series 2025-62 Class BA <br> 5.50% 11/25/51<br>| 1956414 | 1965442 |
| &nbsp;&nbsp;&nbsp; Series 2025-62 Class HV <br> 5.00% 8/25/36<br>| 2621819 | 2642809 |
| Government National Mortgage Association REMICS  | Government National Mortgage Association REMICS  | Government National Mortgage Association REMICS  |
| &nbsp;&nbsp;&nbsp; Series 2022-173 Class VL <br> 5.50% 9/20/33<br>| 1294012 | 1316791 |
| &nbsp;&nbsp;&nbsp; Series 2024-84 Class BA <br> 5.75% 11/20/45<br>| 2835934 | 2856150 |
| &nbsp;&nbsp;&nbsp; Series 2025-113 Class HA <br> 5.50% 3/20/52<br>| 2110637 | 2133223 |
| &nbsp;&nbsp;&nbsp; Series 2025-113 Class KA <br> 5.50% 8/20/51<br>| 2719637 | 2750874 |
| &nbsp;&nbsp;&nbsp; Series 2025-2 Class EA 4.50% <br> 9/20/40<br>| 2807360 | 2812921 |
| **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $133,527,950)** | **Total Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $133,527,950)** | **133491838** |
| **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.60%** | **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.60%** | **AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–1.60%** |
| &nbsp;&nbsp; •FREMF K-100 Mortgage Trust <br> Series 2019-K100 Class B <br> 3.50% 11/25/52<br>| 5000000 | 4793455 |
| •FREMF Mortgage Trust | •FREMF Mortgage Trust | •FREMF Mortgage Trust |
| &nbsp;&nbsp;&nbsp; Series 2018-K80 Class B <br> 4.23% 8/25/50<br>| 3000000 | 2952682 |
| &nbsp;&nbsp;&nbsp; Series 2018-K86 Class B <br> 4.30% 11/25/51<br>| 4340000 | 4290423 |
| &nbsp;&nbsp;&nbsp; Series 2019-K103 Class B <br> 3.46% 12/25/51<br>| 3250000 | 3100648 |
| &nbsp;&nbsp;&nbsp; Series 2020-K737 Class C <br> 3.33% 1/25/53<br>| 2315000 | 2289917 |
| **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $17,428,815)** | **Total Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $17,428,815)** | **17427125** |
| **AGENCY MORTGAGE-BACKED SECURITIES–12.13%** | **AGENCY MORTGAGE-BACKED SECURITIES–12.13%** | **AGENCY MORTGAGE-BACKED SECURITIES–12.13%** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 2.00% 8/1/32 | 2994901 | 2892579 |
| &nbsp;&nbsp; 3.00% 10/1/35 | 3887399 | 3703961 |
| &nbsp;&nbsp; 3.00% 5/1/36 | 9659144 | 9181882 |
| &nbsp;&nbsp; 5.00% 9/1/35 | 1993092 | 2008480 |
| &nbsp;&nbsp; 5.50% 9/1/41 | 983496 | 1016179 |
| &nbsp;&nbsp; 6.00% 3/1/39 | 2495437 | 2593191 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 2.00% 7/1/32 | 3075511 | 2961419 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** | **AGENCY MORTGAGE-BACKED SECURITIES (continued)** |
| Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) | Federal National Mortgage Association (continued) |
| &nbsp;&nbsp; 2.50% 2/1/32 | 1673360 | $1612767 |
| &nbsp;&nbsp; 2.50% 2/1/35 | 3673419 | 3555707 |
| &nbsp;&nbsp; 2.50% 8/1/36 | 2109245 | 1994526 |
| &nbsp;&nbsp; 3.00% 10/1/35 | 13743962 | 13091645 |
| &nbsp;&nbsp; 3.00% 11/1/35 | 6693485 | 6380570 |
| &nbsp;&nbsp; 3.00% 5/1/36 | 15768208 | 14999598 |
| &nbsp;&nbsp; 3.50% 12/1/31 | 3552597 | 3485628 |
| &nbsp;&nbsp; 3.50% 5/1/32 | 1166288 | 1142924 |
| &nbsp;&nbsp; 4.00% 11/1/38 | 2985017 | 2941104 |
| &nbsp;&nbsp; 4.36% 5/1/30 | 4000000 | 4017000 |
| &nbsp;&nbsp; 4.50% 7/1/40 | 149931 | 146164 |
| &nbsp;&nbsp; 4.62% 4/1/29 | 3461536 | 3497202 |
| &nbsp;&nbsp; 4.65% 7/1/30 | 2500000 | 2532786 |
| &nbsp;&nbsp; 4.83% 2/1/30 | 4457000 | 4550963 |
| &nbsp;&nbsp; 5.00% 6/1/39 | 3057834 | 3076661 |
| &nbsp;&nbsp; 5.00% 7/1/47 | 294179 | 297302 |
| &nbsp;&nbsp; 5.03% 1/1/30 | 3607000 | 3704077 |
| &nbsp;&nbsp; 5.05% 3/1/29 | 4816000 | 4915011 |
| &nbsp;&nbsp; 5.15% 3/1/30 | 3400000 | 3520105 |
| &nbsp;&nbsp; 5.29% 5/1/30 | 3060000 | 3176004 |
| &nbsp;&nbsp; 5.30% 3/1/29 | 2306814 | 2377649 |
| &nbsp;&nbsp; 5.50% 5/1/44 | 5191189 | 5360184 |
| &nbsp;&nbsp; 6.00% 3/1/39 | 4143855 | 4277424 |
| &nbsp;&nbsp; 6.00% 5/1/40 | 2362305 | 2453429 |
| &nbsp;&nbsp; 6.00% 1/1/42 | 574119 | 601678 |
| &nbsp;&nbsp; 6.00% 11/1/43 | 1548801 | 1581062 |
| &nbsp;&nbsp; 6.00% 8/1/54 | 8323772 | 8492048 |
| **Total Agency Mortgage-Backed Securities** <br>**(Cost $131,647,873)** | **Total Agency Mortgage-Backed Securities** <br>**(Cost $131,647,873)** | **132138909** |
| **CORPORATE BONDS–22.52%** | **CORPORATE BONDS–22.52%** | **CORPORATE BONDS–22.52%** |
| **Aerospace & Defense–0.50%** | **Aerospace & Defense–0.50%** | **Aerospace & Defense–0.50%** |
| RTX Corp. 5.75% 11/8/26 | 5355000 | 5399590 |
|  |  | **5399590** |
| **Agriculture–0.31%** | **Agriculture–0.31%** | **Agriculture–0.31%** |
| &nbsp;&nbsp; Bunge Ltd. Finance Corp. <br> 4.20% 9/17/29<br>| 3450000 | 3417359 |
|  |  | **3417359** |
| **Auto Manufacturers–0.96%** | **Auto Manufacturers–0.96%** | **Auto Manufacturers–0.96%** |
| &nbsp;&nbsp; BMW U.S. Capital LLC 4.40% <br> 3/19/29<br>| 2830000 | 2824729 |
| &nbsp;&nbsp; Hyundai Capital America <br> 4.90% 6/23/28<br>| 5340000 | 5362919 |
| &nbsp;&nbsp; Volkswagen Group of America <br> Finance LLC 4.45% 9/11/27<br>| 2300000 | 2293260 |
|  |  | **10480908** |
| **Banks–11.94%** | **Banks–11.94%** | **Banks–11.94%** |
| μAIB Group PLC 6.61% 9/13/29 | 4000000 | 4186363 |
| μBank of America Corp. |  |  |
| &nbsp;&nbsp; 4.95% 7/22/28 | 5000000 | 5032291 |
| &nbsp;&nbsp; 5.82% 9/15/29 | 2670000 | 2754343 |

---

*LVIP JPMorgan Short Duration Bond Fund–2*

------

**LVIP JPMorgan Short Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp; μBank of Montreal 4.34% <br> 3/19/30<br>| 2380000 | $2369568 |
| &nbsp;&nbsp; μBank of Nova Scotia 4.25% <br> 2/2/30<br>| 3050000 | 3022200 |
| μBNP Paribas SA 4.79% 5/9/29 | 5000000 | 5017775 |
| BPCE SA |  |  |
| &nbsp;&nbsp; 3.50% 10/23/27 | 2745000 | 2703893 |
| &nbsp;&nbsp; 5.13% 1/18/28 | 1065000 | 1077792 |
| μCaixaBank SA 4.63% 7/3/29 | 3520000 | 3525809 |
| &nbsp;&nbsp; μCanadian Imperial Bank of <br> Commerce 4.86% 3/30/29<br>| 5000000 | 5040000 |
| μCitigroup, Inc. |  |  |
| &nbsp;&nbsp; 4.64% 5/7/28 | 5000000 | 5008272 |
| &nbsp;&nbsp; 4.79% 3/4/29 | 5000000 | 5025212 |
| μDanske Bank AS 5.71% 3/1/30 | 1940000 | 1995313 |
| μDeutsche Bank AG |  |  |
| &nbsp;&nbsp; 6.72% 1/18/29 | 708000 | 733520 |
| &nbsp;&nbsp; 6.82% 11/20/29 | 1440000 | 1511954 |
| &nbsp;&nbsp; μFifth Third Bank NA 4.97% <br> 1/28/28<br>| 2810000 | 2820254 |
| μGoldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp; 4.94% 4/23/28 | 5000000 | 5024428 |
| &nbsp;&nbsp; 5.05% 7/23/30 | 3280000 | 3319516 |
| μHSBC Holdings PLC |  |  |
| &nbsp;&nbsp; 4.40% 3/10/30 | 1700000 | 1687392 |
| &nbsp;&nbsp; 5.13% 11/19/28 | 5000000 | 5036450 |
| &nbsp;&nbsp; 5.55% 3/4/30 | 1268000 | 1299273 |
| μLloyds Banking Group PLC |  |  |
| &nbsp;&nbsp; 4.24% 2/10/30 | 1590000 | 1572874 |
| &nbsp;&nbsp; 4.82% 6/13/29 | 2000000 | 2011884 |
| μMorgan Stanley |  |  |
| &nbsp;&nbsp; 4.13% 10/18/29 | 2775000 | 2742805 |
| &nbsp;&nbsp; 4.24% 1/9/30 | 1730000 | 1712542 |
| &nbsp;&nbsp; 5.19% 4/17/31 | 1715000 | 1740542 |
| &nbsp;&nbsp; 6.30% 10/18/28 | 1854000 | 1902520 |
| &nbsp;&nbsp; 6.41% 11/1/29 | 694000 | 724325 |
| &nbsp;&nbsp; μMorgan Stanley Bank NA <br> 5.50% 5/26/28<br>| 1985000 | 2007575 |
| &nbsp;&nbsp; NatWest Markets PLC 4.79% <br> 3/21/28<br>| 5000000 | 5033564 |
| &nbsp;&nbsp; μPNC Financial Services <br> Group, Inc.<br>|  |  |
| &nbsp;&nbsp; 5.22% 1/29/31 | 2670000 | 2723654 |
| &nbsp;&nbsp; 5.30% 1/21/28 | 2240000 | 2255320 |
| &nbsp;&nbsp; μRoyal Bank of Canada 4.50% <br> 8/6/29<br>| 2710000 | 2709996 |
| &nbsp;&nbsp; μSociete Generale SA 5.25% <br> 5/22/29<br>| 2940000 | 2968530 |
| &nbsp;&nbsp; State Street Corp. 4.99% <br> 3/18/27<br>| 2080000 | 2094233 |
| Swedbank AB 5.41% 3/14/29 | 2055000 | 2108458 |
| &nbsp;&nbsp; Toronto-Dominion Bank <br> 4.57% 6/2/28<br>| 2655000 | 2663183 |
| μU.S. Bancorp |  |  |
| &nbsp;&nbsp; 4.65% 2/1/29 | 223000 | 224020 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| μU.S. Bancorp (continued) |  |  |
| &nbsp;&nbsp; 5.05% 2/12/31 | 1950000 | $1978407 |
| &nbsp;&nbsp; 5.38% 1/23/30 | 650000 | 665666 |
| &nbsp;&nbsp; 6.79% 10/26/27 | 1000000 | 1013315 |
| μUBS Group AG |  |  |
| &nbsp;&nbsp; 4.15% 12/23/29 | 2575000 | 2545549 |
| &nbsp;&nbsp; 4.75% 5/12/28 | 5000000 | 5013861 |
| μWells Fargo & Co. |  |  |
| &nbsp;&nbsp; 4.18% 1/23/30 | 1890000 | 1873254 |
| &nbsp;&nbsp; 4.81% 7/25/28 | 5000000 | 5020754 |
| &nbsp;&nbsp; 5.24% 1/24/31 | 1490000 | 1518878 |
| &nbsp;&nbsp; 5.71% 4/22/28 | 5000000 | 5064497 |
|  |  | **130081824** |
| **Commercial Services–0.31%** | **Commercial Services–0.31%** | **Commercial Services–0.31%** |
| &nbsp;&nbsp; Quanta Services, Inc. 4.30% <br> 8/9/28<br>| 3415000 | 3409725 |
|  |  | **3409725** |
| **Computers–0.40%** | **Computers–0.40%** | **Computers–0.40%** |
| Leidos, Inc. 4.10% 3/15/29 | 4340000 | 4297062 |
|  |  | **4297062** |
| **Diversified Financial Services–1.92%** | **Diversified Financial Services–1.92%** | **Diversified Financial Services–1.92%** |
| &nbsp;&nbsp; AerCap Ireland Capital <br> DAC/AerCap Global Aviation <br> Trust<br>|  |  |
| &nbsp;&nbsp; 3.00% 10/29/28 | 1310000 | 1260986 |
| &nbsp;&nbsp; 5.10% 1/19/29 | 5820000 | 5896033 |
| &nbsp;&nbsp; μAmerican Express Co. 4.35% <br> 7/20/29<br>| 5395000 | 5391147 |
| &nbsp;&nbsp; Aviation Capital Group LLC <br> 3.50% 11/1/27<br>| 2410000 | 2366340 |
| Avolon Holdings Funding Ltd. |  |  |
| &nbsp;&nbsp; 4.70% 1/30/31 | 2020000 | 1979389 |
| &nbsp;&nbsp; 4.95% 1/15/28 | 1390000 | 1394575 |
| &nbsp;&nbsp; Lseg U.S. Fin Corp. 4.25% <br> 3/23/29<br>| 2660000 | 2640613 |
|  |  | **20929083** |
| **Electric–1.82%** | **Electric–1.82%** | **Electric–1.82%** |
| &nbsp;&nbsp; AEP Texas, Inc. 5.45% <br> 5/15/29<br>| 1645000 | 1687010 |
| &nbsp;&nbsp; ENEL Finance International <br> NV 4.13% 9/30/28<br>| 1442000 | 1430108 |
| &nbsp;&nbsp; Fells Point Funding Trust <br> 3.05% 1/31/27<br>| 3065000 | 3030463 |
| &nbsp;&nbsp; FirstEnergy Pennsylvania <br> Electric Co. 5.20% 4/1/28<br>| 3465000 | 3514211 |
| Southern Co. 4.85% 6/15/28 | 4825000 | 4871007 |
| &nbsp;&nbsp; Virginia Power Fuel <br> Securitization LLC 5.09% <br> 5/1/29<br>| 5290764 | 5316029 |
|  |  | **19848828** |

---

*LVIP JPMorgan Short Duration Bond Fund–3*

------

**LVIP JPMorgan Short Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |
| **Insurance–1.54%** | **Insurance–1.54%** | **Insurance–1.54%** |
| &nbsp;&nbsp; Aon North America, Inc. <br> 5.13% 3/1/27<br>| 1565000 | $1573002 |
| &nbsp;&nbsp; CNO Global Funding 4.38% <br> 9/8/28<br>| 2745000 | 2721598 |
| &nbsp;&nbsp; F&G Global Funding 4.65% <br> 9/8/28<br>| 2750000 | 2715445 |
| &nbsp;&nbsp; Jackson National Life Global <br> Funding 4.70% 6/5/28<br>| 2785000 | 2783619 |
| &nbsp;&nbsp; Mutual of Omaha Cos Global <br> Funding 4.51% 6/9/28<br>| 3740000 | 3735441 |
| &nbsp;&nbsp; New York Life Global Funding <br> 5.45% 9/18/26<br>| 2580000 | 2595233 |
| &nbsp;&nbsp; Northwestern Mutual Global <br> Funding 4.96% 1/13/30<br>| 685000 | 693530 |
|  |  | **16817868** |
| **Miscellaneous Manufacturing–0.41%** | **Miscellaneous Manufacturing–0.41%** | **Miscellaneous Manufacturing–0.41%** |
| &nbsp;&nbsp; Parker-Hannifin Corp. 4.25% <br> 9/15/27<br>| 4455000 | 4456816 |
|  |  | **4456816** |
| **Packaging & Containers–0.30%** | **Packaging & Containers–0.30%** | **Packaging & Containers–0.30%** |
| &nbsp;&nbsp; Amcor Flexibles North <br> America, Inc. 4.25% 3/8/29<br>| 3300000 | 3269682 |
|  |  | **3269682** |
| **Pipelines–0.64%** | **Pipelines–0.64%** | **Pipelines–0.64%** |
| &nbsp;&nbsp; Energy Transfer LP 5.55% <br> 2/15/28<br>| 4720000 | 4810254 |
| &nbsp;&nbsp; Kinder Morgan, Inc. 5.10% <br> 8/1/29<br>| 2140000 | 2183559 |
|  |  | **6993813** |
| **Real Estate Investment Trusts–0.43%** | **Real Estate Investment Trusts–0.43%** | **Real Estate Investment Trusts–0.43%** |
| &nbsp;&nbsp; Crown Castle, Inc. 1.05% <br> 7/15/26<br>| 4740000 | 4694558 |
|  |  | **4694558** |
| **Savings & Loans–0.13%** | **Savings & Loans–0.13%** | **Savings & Loans–0.13%** |
| &nbsp;&nbsp; μNationwide Building Society <br> 4.65% 7/14/29<br>| 1415000 | 1416277 |
|  |  | **1416277** |
| **Semiconductors–0.47%** | **Semiconductors–0.47%** | **Semiconductors–0.47%** |
| Broadcom, Inc. 5.05% 7/12/29 | 4460000 | 4552211 |
| &nbsp;&nbsp; Marvell Technology, Inc. <br> 4.75% 7/15/30<br>| 515000 | 516751 |
|  |  | **5068962** |
| **Telecommunications–0.44%** | **Telecommunications–0.44%** | **Telecommunications–0.44%** |
| &nbsp;&nbsp; T-Mobile USA, Inc. 3.75% <br> 4/15/27<br>| 4850000 | 4819977 |
|  |  | **4819977** |
| **Total Corporate Bonds** <br>**(Cost $244,351,124)** | **Total Corporate Bonds** <br>**(Cost $244,351,124)** | **245402332** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES–20.77%** | **NON-AGENCY ASSET-BACKED SECURITIES–20.77%** | **NON-AGENCY ASSET-BACKED SECURITIES–20.77%** |
| &nbsp;&nbsp; •AGL CLO 17 Ltd. Series <br> 2022-17A Class AR 4.62% (3 <br> mo. USD Term SOFR + <br> 0.95%) 1/21/35<br>| 2150000 | $2145294 |
| &nbsp;&nbsp; Ally Bank Auto Credit-Linked <br> Notes Series 2025-B Class C <br> 4.70% 9/15/33<br>| 2212652 | 2218521 |
| American Credit Acceptance Receivables Trust | American Credit Acceptance Receivables Trust | American Credit Acceptance Receivables Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-1 Class C 5.09% <br> 8/12/31<br>| 3500000 | 3518841 |
| &nbsp;&nbsp;&nbsp; Series 2025-2 Class C 5.11% <br> 4/14/31<br>| 4000000 | 4026342 |
| &nbsp;&nbsp;&nbsp; Series 2025-3 Class D 5.19% <br> 7/12/32<br>| 3000000 | 2994914 |
| &nbsp;&nbsp;&nbsp; Series 2026-1 Class C 4.55% <br> 1/12/33<br>| 1790000 | 1784272 |
| &nbsp;&nbsp;&nbsp; Series 2026-1 Class D 5.10% <br> 1/12/33<br>| 1858000 | 1844195 |
| &nbsp;&nbsp; AMSR Trust Series 2026-SFR1 <br> Class A 3.78% 4/17/31<br>| 2314000 | 2172734 |
| &nbsp;&nbsp; Ansley Park Capital LLC <br> Series 2025-A Class A2 4.43% <br> 4/20/35<br>| 3229124 | 3217720 |
| ARI Fleet Lease Trust | ARI Fleet Lease Trust | ARI Fleet Lease Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-B Class A2 5.54% <br> 4/15/33<br>| 2228995 | 2240082 |
| &nbsp;&nbsp;&nbsp; Series 2025-A Class B 4.70% <br> 1/17/34<br>| 2500000 | 2505958 |
| &nbsp;&nbsp; Avis Budget Rental Car <br> Funding AESOP LLC Series <br> 2021-1A Class B 1.63% <br> 8/20/27<br>| 2500000 | 2484849 |
| &nbsp;&nbsp; •Bain Capital Credit CLO Ltd. <br> Series 2021-7A Class A1R <br> 4.65% (3 mo. USD Term <br> SOFR + 0.98%) 1/22/35<br>| 2600000 | 2593978 |
| &nbsp;&nbsp; •Ballyrock CLO 27 Ltd. Series <br> 2024-27A Class A1A 5.02% (3 <br> mo. USD Term SOFR + <br> 1.35%) 10/25/37<br>| 1700000 | 1700167 |
| &nbsp;&nbsp; Bridge Trust Series <br> 2025-SFR1 Class A 4.05% <br> 9/17/42<br>| 3893981 | 3733217 |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-2 Class B 4.81% <br> 8/15/29<br>| 2000000 | 2008191 |
| &nbsp;&nbsp;&nbsp; Series 2025-2 Class C 5.17% <br> 3/17/31<br>| 1000000 | 1005269 |
| &nbsp;&nbsp;&nbsp; Series 2025-2 Class D 5.62% <br> 3/17/31<br>| 2250000 | 2267861 |
| &nbsp;&nbsp; Carvana Auto Receivables <br> Trust Series 2024-N3 Class B <br> 4.67% 12/10/30<br>| 4860000 | 4871000 |
| &nbsp;&nbsp; •CBAM Ltd. Series 2020-13A <br> Class A 5.36% (3 mo. USD <br> Term SOFR + 1.69%) <br> 1/20/34<br>| 7000000 | 7002079 |

---

*LVIP JPMorgan Short Duration Bond Fund–4*

------

**LVIP JPMorgan Short Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp; Credit Acceptance Auto Loan <br> Trust Series 2025-2A Class A <br> 4.50% 11/15/35<br>| 3275000 | $3272838 |
| Drive Auto Receivables Trust | Drive Auto Receivables Trust | Drive Auto Receivables Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-2 Class C 4.67% <br> 5/17/32<br>| 2300000 | 2310439 |
| &nbsp;&nbsp;&nbsp; Series 2025-1 Class B 4.79% <br> 9/15/32<br>| 4250000 | 4269455 |
| &nbsp;&nbsp; Enterprise Fleet <br> Financing LLC Series 2023-3 <br> Class A2 6.40% 3/20/30<br>| 1901212 | 1918309 |
| Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-2A Class C 5.16% <br> 7/15/31<br>| 4435000 | 4465723 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A Class B 4.86% <br> 2/15/30<br>| 1915000 | 1926099 |
| &nbsp;&nbsp;&nbsp; Series 2025-4A Class C 4.57% <br> 6/16/31<br>| 1930000 | 1920206 |
| &nbsp;&nbsp; FHF Issuer Trust Series <br> 2025-1A Class A2 4.92% <br> 2/15/31<br>| 1339022 | 1338437 |
| &nbsp;&nbsp; FirstKey Homes Trust Series <br> 2021-SFR3 Class A 2.14% <br> 12/17/38<br>| 3923173 | 3860065 |
| &nbsp;&nbsp; Ford Credit Floorplan Master <br> Owner Trust A Series 2024-1 <br> Class A1 5.29% 4/15/29<br>| 9000000 | 9104155 |
| &nbsp;&nbsp; Foundation Finance Trust <br> Series 2025-3A Class A 4.56% <br> 8/15/52<br>| 2104313 | 2087753 |
| &nbsp;&nbsp; GLS Auto Receivables Issuer <br> Trust Series 2025-2A Class C <br> 5.11% 1/15/31<br>| 3750000 | 3778806 |
| &nbsp;&nbsp; Hertz Vehicle Financing <br> III LLC Series 2025-3A <br> Class A 5.06% 12/26/29<br>| 3750000 | 3789274 |
| Hilton Grand Vacations Trust | Hilton Grand Vacations Trust | Hilton Grand Vacations Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-1A Class A 4.88% <br> 5/27/42<br>| 1843816 | 1848388 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A Class A 4.54% <br> 5/25/44<br>| 808680 | 806101 |
| &nbsp;&nbsp; Huntington Auto Trust Series <br> 2024-1A Class A3 5.23% <br> 1/16/29<br>| 7131936 | 7182545 |
| &nbsp;&nbsp; Hyundai Auto Lease <br> Securitization Trust Series <br> 2024-C Class A3 4.62% <br> 4/17/28<br>| 5500000 | 5516525 |
| &nbsp;&nbsp; Lendmark Funding Trust <br> Series 2025-2A Class A 4.78% <br> 10/20/34<br>| 3885000 | 3875975 |
| &nbsp;&nbsp; Mariner Finance Issuance <br> Trust Series 2025-AA Class A <br> 4.98% 5/20/38<br>| 3500000 | 3526046 |

---

---

| | | |
|:---|:---|:---|
|  | **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; Mercury Financial Credit <br> Card Master Trust Series <br> 2026-1A Class A 5.34% <br> 2/20/32<br>| 2010000 | $1996562 |
| &nbsp;&nbsp; •Neuberger Berman Loan <br> Advisers CLO 42 Ltd. Series <br> 2021-42A Class AR 4.62% (3 <br> mo. USD Term SOFR + <br> 0.95%) 7/16/36<br>| 1150000 | 1146837 |
| &nbsp;&nbsp; New Residential Mortgage <br> Loan Trust Series 2022-SFR1 <br> Class B 2.85% 2/17/39<br>| 2000000 | 1964679 |
| &nbsp;&nbsp; •NextGear Floorplan Master <br> Owner Trust Series 2024-1A <br> Class A1 4.57% (30 day USD <br> SOFR Average + 0.90%) <br> 3/15/29<br>| 11000000 | 11040659 |
| &nbsp;&nbsp; •Octagon Investment Partners <br> 51 Ltd. Series 2021-1A <br> Class AR 4.66% (3 mo. USD <br> Term SOFR + 0.99%) <br> 7/20/34<br>| 2300000 | 2293836 |
| &nbsp;&nbsp; Octane Receivables Trust <br> Series 2025-RVM1 Class B <br> 4.83% 12/20/46<br>| 1143000 | 1140198 |
| &nbsp;&nbsp; OneMain Direct Auto <br> Receivables Trust Series <br> 2026-1A Class A 4.49% <br> 12/14/33<br>| 3500000 | 3473322 |
| &nbsp;&nbsp; Oportun Issuance Trust <br> Series 2025-B Class A 4.88% <br> 5/9/33<br>| 4000000 | 4006781 |
| PFS Financing Corp. | PFS Financing Corp. | PFS Financing Corp. |
| &nbsp;&nbsp;&nbsp; Series 2024-B Class A 4.95% <br> 2/15/29<br>| 8900000 | 8953517 |
| &nbsp;&nbsp;&nbsp; •Series 2025-A Class A 4.32% <br> (30 day USD SOFR Average <br> + 0.65%) 1/15/29<br>| 11500000 | 11513608 |
| &nbsp;&nbsp; Porsche Innovative Lease <br> Owner Trust Series 2024-1A <br> Class A3 4.67% 11/22/27<br>| 2912450 | 2917767 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-SFR4 Class A <br> 3.10% 7/17/41<br>| 3239922 | 3073302 |
| &nbsp;&nbsp;&nbsp; Series 2025-SFR6 Class A <br> 4.00% 12/17/42<br>| 2383000 | 2300393 |
| &nbsp;&nbsp; φRCKT Mortgage Trust Series <br> 2026-CES2 Class A1A 4.76% <br> 2/25/56<br>| 2826606 | 2795490 |
| &nbsp;&nbsp; Republic Finance Issuance <br> Trust Series 2025-A Class A <br> 4.59% 11/20/34<br>| 1411000 | 1404745 |
| Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust |
| &nbsp;&nbsp;&nbsp; Series 2025-1 Class D 5.43% <br> 3/17/31<br>| 6550000 | 6620202 |
| &nbsp;&nbsp;&nbsp; Series 2025-2 Class D 5.47% <br> 5/15/31<br>| 2000000 | 2022900 |

---

*LVIP JPMorgan Short Duration Bond Fund–5*

------

**LVIP JPMorgan Short Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** | **NON-AGENCY ASSET-BACKED SECURITIES (continued)** |
| Sierra Timeshare Receivables Funding LLC | Sierra Timeshare Receivables Funding LLC | Sierra Timeshare Receivables Funding LLC |
| &nbsp;&nbsp;&nbsp; Series 2024-1A Class B 5.35% <br> 1/20/43<br>| 1005040 | $1011740 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A Class B 5.29% <br> 6/20/41<br>| 1623398 | 1626421 |
| &nbsp;&nbsp; Stream Innovations Issuer <br> Trust Series 2025-1A Class A <br> 5.05% 9/15/45<br>| 2436461 | 2444222 |
| &nbsp;&nbsp; φTowd Point Mortgage Trust <br> Series 2026-CES2 Class A1A <br> 4.72% 2/25/66<br>| 3321659 | 3278223 |
| &nbsp;&nbsp; Toyota Auto Receivables <br> Owner Trust Series 2024-A <br> Class A3 4.83% 10/16/28<br>| 814659 | 818175 |
| &nbsp;&nbsp; United Auto Credit <br> Securitization Trust Series <br> 2025-1 Class B 5.05% <br> 2/10/28<br>| 1222000 | 1223393 |
| &nbsp;&nbsp; Verdant Receivables LLC <br> Series 2025-1A Class A3 <br> 4.96% 5/12/33<br>| 2000000 | 2018981 |
| Verizon Master Trust | Verizon Master Trust | Verizon Master Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-3 Class A1A <br> 5.34% 4/22/30<br>| 5500000 | 5572519 |
| &nbsp;&nbsp;&nbsp; Series 2025-1 Class B 4.94% <br> 1/21/31<br>| 5000000 | 5051855 |
| &nbsp;&nbsp; Veros Auto Receivables Trust <br> Series 2025-1 Class A 5.31% <br> 9/15/28<br>| 861125 | 863912 |
| Westlake Automobile Receivables Trust | Westlake Automobile Receivables Trust | Westlake Automobile Receivables Trust |
| &nbsp;&nbsp;&nbsp; Series 2024-3A Class C 4.92% <br> 11/15/29<br>| 3500000 | 3520625 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A Class D <br> 5.54% 11/15/30<br>| 3000000 | 3023750 |
| &nbsp;&nbsp; Wheels Fleet Lease Funding 1 <br> LLC Series 2024-3A Class A1 <br> 4.80% 9/19/39<br>| 4015035 | 4040858 |
| &nbsp;&nbsp; World Omni Auto Receivables <br> Trust Series 2022-D Class A3 <br> 5.61% 2/15/28<br>| 7517 | 7533 |
| **Total Non-Agency Asset-Backed Securities** <br>**(Cost $225,650,935)** | **Total Non-Agency Asset-Backed Securities** <br>**(Cost $225,650,935)** | **226299628** |
| **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.52%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.52%** | **NON-AGENCY COLLATERALIZED MORTGAGE** <br> **OBLIGATIONS–0.52%** |
| &nbsp;&nbsp; φOBX Trust Series 2023-NQM8 <br> Class A1 7.05% 9/25/63<br>| 2314099 | 2324617 |
| &nbsp;&nbsp; φVerus Securitization Trust <br> Series 2023-6 Class A1 6.67% <br> 9/25/68<br>| 3350576 | 3361485 |
| **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $5,664,583)** | **Total Non-Agency Collateralized Mortgage** <br> **Obligations** <br>**(Cost $5,664,583)** | **5686102** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount°**<br>| **Value**<br> **(U.S. $)**<br>|
| **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.85%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.85%** | **NON-AGENCY COMMERCIAL MORTGAGE-BACKED** <br> **SECURITIES–0.85%** |
| &nbsp;&nbsp; •BMO Mortgage Trust Series <br> 2022-C1 Class A5 3.37% <br> 2/15/55<br>| 2000000 | $1847901 |
| &nbsp;&nbsp; CD Mortgage Trust Series <br> 2019-CD8 Class A4 2.91% <br> 8/15/57<br>| 5000000 | 4681349 |
| &nbsp;&nbsp; ROCK Trust Series <br> 2024-CNTR Class A 5.39% <br> 11/13/41<br>| 2750000 | 2792666 |
| **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $9,280,577)** | **Total Non-Agency Commercial Mortgage-Backed** <br> **Securities** <br>**(Cost $9,280,577)** | **9321916** |
| **U.S. TREASURY OBLIGATIONS–26.55%** | **U.S. TREASURY OBLIGATIONS–26.55%** | **U.S. TREASURY OBLIGATIONS–26.55%** |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp; 3.38% 9/15/28 | 18105000 | 17918292 |
| &nbsp;&nbsp; 3.50% 11/15/28 | 21562500 | 21388147 |
| &nbsp;&nbsp; 3.50% 12/15/28 | 9120000 | 9044475 |
| &nbsp;&nbsp; 3.50% 1/15/29 | 10415000 | 10326310 |
| &nbsp;&nbsp; 3.50% 3/15/29 | 31665000 | 31385458 |
| &nbsp;&nbsp; 3.63% 8/31/27 | 850000 | 847476 |
| &nbsp;&nbsp; 3.63% 8/15/28 | 1442100 | 1435960 |
| &nbsp;&nbsp; 3.63% 9/30/30 | 2335000 | 2305904 |
| &nbsp;&nbsp; 3.75% 4/30/27 | 6860000 | 6857090 |
| &nbsp;&nbsp; 3.75% 6/30/27 | 442900 | 442554 |
| &nbsp;&nbsp; 3.88% 7/31/27 | 815000 | 815318 |
| &nbsp;&nbsp; 3.88% 6/15/28 | 20405000 | 20432100 |
| &nbsp;&nbsp; 3.88% 7/15/28 | 30340000 | 30375555 |
| &nbsp;&nbsp; 3.88% 6/30/30 | 4645000 | 4637924 |
| &nbsp;&nbsp; 4.13% 2/28/27 | 52117300 | 52287495 |
| &nbsp;&nbsp; 4.25% 2/15/28 | 78155000 | 78753374 |
| **Total U.S. Treasury Obligations** <br>**(Cost $288,878,434)** | **Total U.S. Treasury Obligations** <br>**(Cost $288,878,434)** | **289253432** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Number of** <br>**Shares**<br>|  |
| **MONEY MARKET FUND–4.21%** | **MONEY MARKET FUND–4.21%** | **MONEY MARKET FUND–4.21%** |
| &nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Premier Class <br> (seven-day effective yield <br> 3.60%)<br>| 45869566 | 45869566 |
| **Total Money Market Fund** <br>**(Cost $45,869,566)** | **Total Money Market Fund** <br>**(Cost $45,869,566)** | **45869566** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount°**<br>|  |
| **SHORT-TERM INVESTMENTS—1.02%** | **SHORT-TERM INVESTMENTS—1.02%** | **SHORT-TERM INVESTMENTS—1.02%** |
| **U.S. Treasury Obligations–1.02%** | **U.S. Treasury Obligations–1.02%** | **U.S. Treasury Obligations–1.02%** |
| ≠U.S. Treasury Bills | ≠U.S. Treasury Bills | ≠U.S. Treasury Bills |
| &nbsp;&nbsp; 0.00% 5/14/26 | 9235000 | 9194843 |
| &nbsp;&nbsp; 0.00% 7/2/26 | 1970000 | 1951860 |
| **Total Short-Term** <br> **Investments** <br>**(Cost $11,143,383)**<br>|  | **11146703** |

---

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

*LVIP JPMorgan Short Duration Bond Fund–6*

------

**LVIP JPMorgan Short Duration Bond Fund**

**Schedule of Investments (continued)**

---

| | |
|:---|:---|
| **TOTAL INVESTMENTS–102.42% (Cost $1,113,443,240)** | **$1116037551** |

---

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

---

| | |
|:---|:---|
| **LIABILITIES NET OF RECEIVABLES AND OTHER ASSETS–(2.42%)** | **(26410802)**<br>|
| **NET ASSETS APPLICABLE TO 115,897,332 SHARES OUTSTANDING–100.00%** | **$1089626749** |

---

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

------

---

| |
|:---|
| °Principal amount shown is stated in U.S. dollars unless noted that the security is denominated in another currency. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; •Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at March 31, 2026. For securities based on a <br> published reference rate and spread, the reference rate and spread are indicated in their description above and may be subject to caps <br> and/or floors or include a multiplier. Certain variable rate securities are not based on a published reference rate and spread but are <br> determined by the issuer or agent and are based on current market conditions such as changes in current interest rate and prepayments <br> on the underlying pool of assets. These securities do not indicate a reference rate and spread in their description above. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ♦Pass Through Agreement. Security represents the contractual right to receive a proportionate amount of underlying payments due to the <br> counterparty pursuant to various agreements related to the rescheduling of obligations and the exchange of certain notes. |
| 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. |
| ≠The rate shown is the effective yield at the time of purchase. |

---

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

The following futures contracts were outstanding at March 31, 2026:<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:** |
| (215) | CBOT 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; $(23875078)<br>| &nbsp;&nbsp; $(24356605)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; $481526 | &nbsp;&nbsp; $— |
| 1480 | CBOT 2 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; 307019062 | &nbsp;&nbsp; 309044026 | &nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; (2024964)<br>|
| (756) | CBOT 5 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; (81783844)<br>| &nbsp;&nbsp; (82999419)<br>| &nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp; 1215575 | &nbsp;&nbsp; — |
| (1) | CBOT U.S. Long Bond Futures | &nbsp;&nbsp; (113875)<br>| &nbsp;&nbsp; (116975)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; 3100 | &nbsp;&nbsp; — |
| (23) | Ultra 10 Year U.S. Treasury Notes Futures | &nbsp;&nbsp; (2610860)<br>| &nbsp;&nbsp; (2669400)<br>| &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp; 58541 | &nbsp;&nbsp; — |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | &nbsp;&nbsp; $1758742 | &nbsp;&nbsp; $(2024964)<br>|

---

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp; <sup>1</sup> Includes cumulative appreciation (depreciation) of futures contracts from the date the contracts were opened through March 31, 2026.<br>

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

---

| |
|:---|
| **Summary of Abbreviations:** |
| BMO–Bank of Montreal  |
| BNP–BNP Paribas |
| CBOT–Chicago Board of Trade |
| CLO–Collateralized Loan Obligation |
| FREMF–Freddie Mac Multifamily |
| HSBC–Hong Kong and Shanghai Banking Corporation |
| REMIC–Real Estate Mortgage Investment Conduits |
| SOFR–Secured Overnight Financing Rate |
| STACR–Structured Agency Credit Risk |

---

*LVIP JPMorgan Short Duration Bond 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 JPMorgan Short Duration Bond Fund

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

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

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

- **a. Date of fiscal year-end:** 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:** $1090793317.00

**Total Liabilities:** $719673.12

**Net Assets:** $1090073643.88

**Cash Not Reported:** $214305.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2290.20000000 | **1-Year:** -48616.93000000 | **5-Year:** -31300.10000000 | **10-Year:** -3084.32000000 | **30-Year:** -702.20000000

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

- **3-Month:** -19.18000000 | **1-Year:** -961.50000000 | **5-Year:** -2008.88000000 | **10-Year:** -3499.29000000 | **30-Year:** -1055.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000223154 | 0.32%                | 0.50%                | -0.47%               |
| Class ID C000223155 | 0.29%                | 0.47%                | -0.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2241.04                 | $-431954.41                                |
| Month 2  | $84135.73                | $2854779.38                                |
| Month 3  | $-453036.11              | $-8433927.60                               |

**Designated Index Information**

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

- **Index Identifier:** LGC3TRUU

### Schedule of Portfolio Investments

| Name                                          | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP TEXAS INC                                 | AEP Texas Inc                                              | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1687009.57   | 0.15%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                  | AGL CLO 17 Ltd                                             | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2145293.65   | 0.20%             | 2035-01-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                 | AIB Group PLC                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   4000000 | PA      | $4186363.40   | 0.38%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1310000 | PA      | $1260985.66   | 0.12%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC / AerCap Global Aviation Trust  | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5820000 | PA      | $5896032.60   | 0.54%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes            | Ally Bank Auto Credit-Linked Notes Series 2025-B           | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2212652 | PA      | $2218520.73   | 0.20%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                      | Amcor Flexibles North America Inc                          | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3269681.98   | 0.30%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2025-2        | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4026341.60   | 0.37%             | 2031-04-14      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2025-1        | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3518841.20   | 0.32%             | 2031-08-12      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2025-3        | CUSIP: 02528EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2994914.10   | 0.27%             | 2032-07-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2026-1        | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1784271.82   | 0.16%             | 2033-01-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust  | American Credit Acceptance Receivables Trust 2026-1        | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1858000 | PA      | $1844195.25   | 0.17%             | 2033-01-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                           | American Express Co                                        | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5395000 | PA      | $5391147.38   | 0.49%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ansley Park Capital LLC                       | Ansley Park Capital 2025-A LLC                             | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3229124 | PA      | $3217719.65   | 0.30%             | 2035-04-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                         | Aon North America Inc                                      | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1573001.97   | 0.14%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                         | ARI Fleet Lease Trust 2025-A                               | CUSIP: 04033CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2505958.50   | 0.23%             | 2034-01-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                         | ARI Fleet Lease Trust 2024-B                               | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2228995 | PA      | $2240081.77   | 0.21%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                 | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2366339.93   | 0.22%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC      | Avis Budget Rental Car Funding AESOP LLC                   | CUSIP: 05377REJ9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2484849.01   | 0.23%             | 2027-08-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1390000 | PA      | $1394575.21   | 0.13%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd                                | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2020000 | PA      | $1979388.97   | 0.18%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                            | BMW US Capital LLC                                         | CUSIP: 05565EDG7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2824729.07   | 0.26%             | 2029-03-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                    | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1065000 | PA      | $1077791.51   | 0.10%             | 2028-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                    | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2745000 | PA      | $2703893.19   | 0.25%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                    | BMO 2022-C1 Mortgage Trust                                 | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1847900.80   | 0.17%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited              | Bain Capital Credit CLO 2021-7 Ltd                         | CUSIP: 05682NAL7<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2593978.40   | 0.24%             | 2035-01-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 27 Ltd                                       | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1700166.60   | 0.16%             | 2037-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5032291.40   | 0.46%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp                                       | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2754343.08   | 0.25%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                              | Bank of Montreal                                           | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2380000 | PA      | $2369568.34   | 0.22%             | 2030-03-19      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                           | Bank of Nova Scotia/The                                    | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3050000 | PA      | $3022200.32   | 0.28%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | BNP Paribas SA                                             | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5017774.60   | 0.46%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                  | Bridge 2025-SFR1 Trust                                     | CUSIP: 10807GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3893981 | PA      | $3733217.48   | 0.34%             | 2042-09-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2025-2       | CUSIP: 10807HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2008191.20   | 0.18%             | 2029-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2025-2       | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005268.80   | 0.09%             | 2031-03-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust | Bridgecrest Lending Auto Securitization Trust 2025-2       | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2267860.73   | 0.21%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom Inc                                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4552210.41   | 0.42%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                        | Bunge Ltd Finance Corp                                     | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3417359.07   | 0.31%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                           | CBAM 2020-13 Ltd                                           | CUSIP: 12511AAA2<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7002079.00   | 0.64%             | 2034-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                  | CD 2019-CD8 Mortgage Trust                                 | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4681349.50   | 0.43%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                  | CaixaBank SA                                               | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3520000 | PA      | $3525808.92   | 0.32%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                        | Canadian Imperial Bank of Commerce                         | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5040000.30   | 0.46%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                | Carvana Auto Receivables Trust 2024-N3                     | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4860000 | PA      | $4870999.64   | 0.45%             | 2030-12-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5008271.45   | 0.46%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup Inc                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5025211.60   | 0.46%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                            | CNO Global Funding                                         | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2721598.02   | 0.25%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                   | CUSIP: 20754TAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2640000 | PA      | $2638473.55   | 0.24%             | 2045-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                   | CUSIP: 20755CAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    758831 | PA      | $758828.09    | 0.07%             | 2043-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                              | Fannie Mae Connecticut Avenue Securities                   | CUSIP: 20755JAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1570000 | PA      | $1562026.13   | 0.14%             | 2045-01-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust             | Credit Acceptance Auto Loan Trust 2025-2                   | CUSIP: 224940AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3275000 | PA      | $3272838.50   | 0.30%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                               | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2575000 | PA      | $2545549.34   | 0.23%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                              | Crown Castle Inc                                           | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   4740000 | PA      | $4694558.19   | 0.43%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                               | Danske Bank A/S                                            | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1940000 | PA      | $1995312.45   | 0.18%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    708000 | PA      | $733520.11    | 0.07%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                              | Deutsche Bank AG/New York NY                               | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1440000 | PA      | $1511953.78   | 0.14%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                  | Drive Auto Receivables Trust 2024-2                        | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2310439.01   | 0.21%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                  | Drive Auto Receivables Trust 2025-1                        | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4269454.80   | 0.39%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                         | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4810254.38   | 0.44%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                          | ENEL Finance International NV                              | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1442000 | PA      | $1430107.52   | 0.13%             | 2028-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                | Enterprise Fleet Financing 2023-3 LLC                      | CUSIP: 29374LAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1901212 | PA      | $1918308.72   | 0.18%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust                        | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1915000 | PA      | $1926099.34   | 0.18%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2025-4                 | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1930000 | PA      | $1920206.02   | 0.18%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust           | Exeter Automobile Receivables Trust 2025-2                 | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4435000 | PA      | $4465722.58   | 0.41%             | 2031-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                          | FREMF 2020-K737 Mortgage Trust                             | CUSIP: 30300SAU6<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   2315000 | PA      | $2289917.44   | 0.21%             | 2053-01-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                          | FREMF 2018-K80 Mortgage Trust                              | CUSIP: 30307RAE7<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2952682.20   | 0.27%             | 2050-08-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                          | FREMF 2018-K86 Mortgage Trust                              | CUSIP: 30308RAN6<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   4340000 | PA      | $4290422.88   | 0.39%             | 2051-11-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                          | FREMF K-100 Mortgage Trust                                 | CUSIP: 30313PAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4793454.50   | 0.44%             | 2052-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                          | FREMF 2019-K103 Mortgage Trust                             | CUSIP: 30315DAS7<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   3250000 | PA      | $3100648.20   | 0.28%             | 2051-12-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                            | F&G Global Funding                                         | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2715444.85   | 0.25%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                      | FHF Issuer Trust 2025-1                                    | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1339022 | PA      | $1338437.33   | 0.12%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                           | CUSIP: 31329KUS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3887399 | PA      | $3703961.16   | 0.34%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                           | CUSIP: 31329KVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9659144 | PA      | $9181881.88   | 0.84%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                           | CUSIP: 3132CJDM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1993092 | PA      | $2008480.05   | 0.18%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                           | CUSIP: 3132CXGC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2495437 | PA      | $2593191.05   | 0.24%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Pool                                           | CUSIP: 3132CXVK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2994901 | PA      | $2892578.86   | 0.27%             | 2032-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac Gold Pool                                      | CUSIP: 31335BZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    983496 | PA      | $1016179.17   | 0.09%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                       | Fannie Mae Grantor Trust 2001-T5                           | CUSIP: 31359SX96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4532 | PA      | $4639.25      | 0.00%             | 2041-06-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136A1GU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2362433 | PA      | $2354116.01   | 0.22%             | 2031-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136A8CD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2855897 | PA      | $2997111.27   | 0.27%             | 2042-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136ANUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7752962 | PA      | $7305772.13   | 0.67%             | 2045-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BCD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1799037 | PA      | $1743618.96   | 0.16%             | 2041-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BPL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2415605 | PA      | $2442101.10   | 0.22%             | 2045-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BQAW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4090857 | PA      | $4114684.74   | 0.38%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BQMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2847453 | PA      | $2881380.41   | 0.26%             | 2045-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BQXC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1362831 | PA      | $1368002.25   | 0.13%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BRNG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3347676 | PA      | $3404220.35   | 0.31%             | 2044-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BUW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2824761 | PA      | $2844835.85   | 0.26%             | 2051-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BVS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2801838 | PA      | $2857162.62   | 0.26%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BWDH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3371289 | PA      | $3390600.95   | 0.31%             | 2036-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BWZA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1956414 | PA      | $1965441.90   | 0.18%             | 2051-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 3136BWZE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2621819 | PA      | $2642809.22   | 0.24%             | 2036-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137B4UW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1333492 | PA      | $1283570.53   | 0.12%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137B6HC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4536656 | PA      | $4429515.43   | 0.41%             | 2033-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137BJZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1023026 | PA      | $987175.92    | 0.09%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137BLGZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1611953 | PA      | $1554722.14   | 0.14%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137BW5N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1454837 | PA      | $1454848.38   | 0.13%             | 2044-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137BYAF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2782761 | PA      | $2644307.71   | 0.24%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137FES50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1971086 | PA      | $1934909.54   | 0.18%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137FYEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5779887 | PA      | $5447895.70   | 0.50%             | 2031-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HAHU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2219650 | PA      | $2265261.77   | 0.21%             | 2045-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HC7D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4073484 | PA      | $4142421.96   | 0.38%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HDDJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1805536 | PA      | $1803878.36   | 0.17%             | 2049-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HJU47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1471542 | PA      | $1475414.44   | 0.14%             | 2051-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HKCW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4155847 | PA      | $4201660.25   | 0.39%             | 2036-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HKDQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2112958 | PA      | $2134180.64   | 0.20%             | 2051-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HL5H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4485217 | PA      | $4518909.50   | 0.41%             | 2054-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HLE40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2993497 | PA      | $2998738.83   | 0.28%             | 2052-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HM3E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2106745 | PA      | $2127383.25   | 0.20%             | 2050-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 3137HNM21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2897559 | PA      | $2955819.01   | 0.27%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3138EQDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3057834 | PA      | $3076660.47   | 0.28%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3138ESAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2259097 | PA      | $2331873.05   | 0.21%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3138LUG41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1166288 | PA      | $1142924.41   | 0.10%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3138WFWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5212994 | PA      | $4969283.60   | 0.46%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3138WG2Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6886692 | PA      | $6556517.20   | 0.60%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities      | Freddie Mac Structured Pass-Through Certificates           | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       411 | PA      | $414.25       | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 31394DFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1248257 | PA      | $1270290.21   | 0.12%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities      | Freddie Mac Structured Pass-Through Certificates           | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4943 | PA      | $5153.63      | 0.00%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 31394NUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    837482 | PA      | $847802.64    | 0.08%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 31394UJ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1282747 | PA      | $1326615.36   | 0.12%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 31394WM88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2387046 | PA      | $2423734.57   | 0.22%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 31395PWU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2010801 | PA      | $2070329.24   | 0.19%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                   | Freddie Mac Reference REMIC                                | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2653519 | PA      | $2753586.66   | 0.25%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 31397C3Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1255885 | PA      | $1294078.51   | 0.12%             | 2036-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Freddie Mac REMICS                                         | CUSIP: 31397EC94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1220236 | PA      | $1258357.36   | 0.12%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 31397Q3L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3470384 | PA      | $3463421.99   | 0.32%             | 2041-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae REMICS                                          | CUSIP: 31398NYP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1388025 | PA      | $1358626.61   | 0.12%             | 2040-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1673360 | PA      | $1612767.04   | 0.15%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140J7RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1512860 | PA      | $1561158.42   | 0.14%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140J9FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1419232 | PA      | $1467152.59   | 0.13%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140JBK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2985017 | PA      | $2941104.22   | 0.27%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NU4D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3461536 | PA      | $3497202.29   | 0.32%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NUUS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4816000 | PA      | $4915010.89   | 0.45%             | 2029-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NUXS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2306814 | PA      | $2377648.73   | 0.22%             | 2029-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NXKT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3607000 | PA      | $3704077.25   | 0.34%             | 2030-01-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NXNT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4457000 | PA      | $4550963.32   | 0.42%             | 2030-02-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NXTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3400000 | PA      | $3520105.34   | 0.32%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NYEH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4016999.80   | 0.37%             | 2030-05-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NYGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3060000 | PA      | $3176003.53   | 0.29%             | 2030-05-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140NYWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2532786.05   | 0.23%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140W12P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3075511 | PA      | $2961419.37   | 0.27%             | 2032-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140W1W58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2362305 | PA      | $2453429.00   | 0.23%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294179 | PA      | $297302.23    | 0.03%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140XLL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574119 | PA      | $601677.91    | 0.06%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140XPMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4143855 | PA      | $4277423.81   | 0.39%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 3140XQKL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3673419 | PA      | $3555706.68   | 0.33%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31416YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149931 | PA      | $146164.27    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418AAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3552597 | PA      | $3485627.49   | 0.32%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418B3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8881516 | PA      | $8443081.32   | 0.77%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418BVJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8530968 | PA      | $8122360.43   | 0.75%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418BWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6693485 | PA      | $6380569.99   | 0.59%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2109245 | PA      | $1994526.36   | 0.18%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418EYB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1548801 | PA      | $1581061.89   | 0.15%             | 2043-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Fannie Mae Pool                                            | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8323772 | PA      | $8492048.04   | 0.78%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                        | Fells Point Funding Trust                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3030462.88   | 0.28%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                          | Fifth Third Bank NA                                        | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2820253.91   | 0.26%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR3 Trust                | FirstKey Homes 2021-SFR3 Trust                             | CUSIP: 33768JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3923173 | PA      | $3860065.22   | 0.35%             | 2038-12-17      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust      | Ford Credit Floorplan Master Owner Trust A                 | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9104155.20   | 0.84%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                      | Foundation Finance Trust 2025-3                            | CUSIP: 35042TAA0<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   2104313 | PA      | $2087752.89   | 0.19%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2023-HQA3                    | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   2137344 | PA      | $2145967.80   | 0.20%             | 2043-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2025-DNA1                    | CUSIP: 35564NGA5<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |   3600000 | PA      | $3579568.92   | 0.33%             | 2045-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                           | Freddie Mac STACR REMIC Trust 2025-DNA2                    | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |   2187500 | PA      | $2187493.00   | 0.20%             | 2045-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                    | GLS Auto Receivables Issuer Trust 2025-2                   | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3778806.38   | 0.35%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group Inc/The                                | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3319515.54   | 0.30%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group Inc/The                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5024428.30   | 0.46%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                   | CUSIP: 38381N2A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2110637 | PA      | $2133223.50   | 0.20%             | 2052-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                   | CUSIP: 38381NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2719637 | PA      | $2750873.68   | 0.25%             | 2051-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                   | CUSIP: 38383U5D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1294012 | PA      | $1316791.34   | 0.12%             | 2033-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                   | CUSIP: 38384NTX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2835934 | PA      | $2856150.32   | 0.26%             | 2045-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association      | Government National Mortgage Association                   | CUSIP: 38385BX88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2807360 | PA      | $2812920.54   | 0.26%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                          | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1268000 | PA      | $1299272.61   | 0.12%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                          | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5036450.20   | 0.46%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                             | HSBC Holdings PLC                                          | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1687392.12   | 0.15%             | 2030-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                   | Hertz Vehicle Financing III LLC                            | CUSIP: 42806MDB2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3789273.75   | 0.35%             | 2029-12-26      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                  | Hilton Grand Vacations Trust 2025-1                        | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1843816 | PA      | $1848388.43   | 0.17%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                  | Hilton Grand Vacations Trust 2025-2                        | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    808681 | PA      | $806101.23    | 0.07%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust                         | Huntington Auto Trust 2024-1                               | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7131936 | PA      | $7182545.16   | 0.66%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                       | Hyundai Capital America                                    | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5362919.01   | 0.49%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust       | Hyundai Auto Lease Securitization Trust 2024-C             | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5516525.30   | 0.51%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                      | Jackson National Life Global Funding                       | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2783619.06   | 0.26%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                             | Kinder Morgan Inc                                          | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2183558.46   | 0.20%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                              | Lseg US Fin Corp                                           | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2640612.96   | 0.24%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                    | Leidos Inc                                                 | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $4297062.08   | 0.39%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                        | Lendmark Funding Trust 2025-2                              | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3885000 | PA      | $3875975.53   | 0.36%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                   | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2011884.12   | 0.18%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                   | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1590000 | PA      | $1572873.98   | 0.14%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                | Mariner Finance Issuance Trust 2025-A                      | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3526045.60   | 0.32%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                        | Marvell Technology Inc                                     | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    515000 | PA      | $516751.35    | 0.05%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust    | Mercury Financial Credit Card Master Trust                 | CUSIP: 58940BBK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2010000 | PA      | $1996561.74   | 0.18%             | 2032-02-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                      | FirstEnergy Pennsylvania Electric Co                       | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3514211.28   | 0.32%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                        | Morgan Stanley Bank NA                                     | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2007575.21   | 0.18%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                             | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1902519.92   | 0.17%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                             | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    694000 | PA      | $724325.00    | 0.07%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                             | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1740541.58   | 0.16%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                             | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2742805.20   | 0.25%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                             | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1712541.71   | 0.16%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                        | Mutual of Omaha Cos Global Funding                         | CUSIP: 62829D2G4<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3735441.20   | 0.34%             | 2028-06-09      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                       | Nationwide Building Society                                | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1415000 | PA      | $1416276.77   | 0.13%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                           | NatWest Markets PLC                                        | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5033564.30   | 0.46%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers Clo 42 Ltd                  | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1146837.50   | 0.11%             | 2036-07-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust           | New Residential Mortgage Loan Trust 2022-SFR1              | CUSIP: 64831KAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1964679.40   | 0.18%             | 2039-02-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                      | New York Life Global Funding                               | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2595232.91   | 0.24%             | 2026-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust         | NextGear Floorplan Master Owner Trust                      | CUSIP: 65341KBY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11040659.30  | 1.01%             | 2029-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                      | Northwestern Mutual Global Funding                         | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    685000 | PA      | $693530.26    | 0.06%             | 2030-01-13      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                    | AMSR 2026-SFR1 Trust                                       | CUSIP: 66982GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2314000 | PA      | $2172733.77   | 0.20%             | 2031-04-17      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                      | OBX 2023-NQM8 Trust                                        | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-MBS          | CORP              | US        |   2314099 | PA      | $2324617.06   | 0.21%             | 2063-09-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                      | Octane Receivables Trust 2025-RVM1                         | CUSIP: 67571HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1143000 | PA      | $1140197.82   | 0.10%             | 2046-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd            | Octagon Investment Partners 51 Ltd                         | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2293836.00   | 0.21%             | 2034-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust         | OneMain Direct Auto Receivables Trust 2026-1               | CUSIP: 682940AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3473321.95   | 0.32%             | 2033-12-14      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                           | Oportun Issuance Trust 2025-B                              | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4006780.80   | 0.37%             | 2033-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                           | PFS Financing Corp                                         | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8900000 | PA      | $8953516.59   | 0.82%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                           | PFS Financing Corp                                         | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11500000 | PA      | $11513607.95  | 1.06%             | 2029-01-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                        | PNC Financial Services Group Inc/The                       | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2255320.44   | 0.21%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                        | PNC Financial Services Group Inc/The                       | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2723654.10   | 0.25%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                          | Parker-Hannifin Corp                                       | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4456815.77   | 0.41%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust          | Porsche Innovative Lease Owner Trust 2024-1                | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2912450 | PA      | $2917766.88   | 0.27%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2025-SFR6 Trust                       | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2383000 | PA      | $2300393.31   | 0.21%             | 2042-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                    | Progress Residential 2024-SFR4 Trust                       | CUSIP: 74334JAA8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   3239922 | PA      | $3073302.02   | 0.28%             | 2041-07-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                           | Quanta Services Inc                                        | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3409725.67   | 0.31%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                   | RCKT Mortgage Trust 2026-CES2                              | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |   2826606 | PA      | $2795489.83   | 0.26%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                    | ROCK Trust 2024-CNTR                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2792665.70   | 0.26%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                      | RTX Corp                                                   | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $5399589.80   | 0.50%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust               | Republic Finance Issuance Trust 2025-A                     | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1411000 | PA      | $1404745.18   | 0.13%             | 2034-11-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                          | Royal Bank of Canada                                       | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2710000 | PA      | $2709995.66   | 0.25%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                  | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  45869566 | NS      | $45869565.54  | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2025-2              | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2022899.60   | 0.19%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust 2025-1              | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6550000 | PA      | $6620201.59   | 0.61%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2024-2 Receivables Funding LLC            | CUSIP: 82650DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1623398 | PA      | $1626420.93   | 0.15%             | 2041-06-20      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare 2024-1 Receivables Funding LLC            | CUSIP: 826935AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005040 | PA      | $1011739.78   | 0.09%             | 2043-01-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                              | Societe Generale SA                                        | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2940000 | PA      | $2968530.14   | 0.27%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                   | Southern Co/The                                            | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4871007.44   | 0.45%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                             | State Street Corp                                          | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2094233.27   | 0.19%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST               | Stream Innovations 2025-1 Issuer Trust                     | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2436461 | PA      | $2444221.93   | 0.22%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                   | Swedbank AB                                                | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2055000 | PA      | $2108457.50   | 0.19%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-Mobile USA Inc                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4819977.48   | 0.44%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                         | Toronto-Dominion Bank/The                                  | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2655000 | PA      | $2663182.63   | 0.24%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust 2026-CES2                        | CUSIP: 89190MAA2<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |   3321659 | PA      | $3278222.71   | 0.30%             | 2066-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust           | Toyota Auto Receivables 2024-A Owner Trust                 | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    814660 | PA      | $818174.80    | 0.08%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                  | UBS Group AG                                               | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $5013860.95   | 0.46%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust       | United Auto Credit Securitization Trust 2025-1             | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1222000 | PA      | $1223393.45   | 0.11%             | 2028-02-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                 | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    223000 | PA      | $224020.08    | 0.02%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                 | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013315.19   | 0.09%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                 | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665666.11    | 0.06%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                    | US Bancorp                                                 | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1978407.13   | 0.18%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                        | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   9235000 | PA      | $9194843.17   | 0.84%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                        | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1970000 | PA      | $1951859.63   | 0.18%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78155000 | PA      | $78753374.22  | 7.22%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52117300 | PA      | $52287495.30  | 4.80%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6860000 | PA      | $6857089.71   | 0.63%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20405000 | PA      | $20432100.29  | 1.87%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4645000 | PA      | $4637923.62   | 0.43%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    442900 | PA      | $442553.98    | 0.04%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30340000 | PA      | $30375554.84  | 2.79%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    815000 | PA      | $815318.36    | 0.07%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1442100 | PA      | $1435959.81   | 0.13%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $847476.56    | 0.08%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18105000 | PA      | $17918292.19  | 1.64%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2335000 | PA      | $2305903.71   | 0.21%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21562500 | PA      | $21388146.92  | 1.96%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9120000 | PA      | $9044475.00   | 0.83%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                        | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10415000 | PA      | $10326309.82  | 0.95%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                       | Verdant Receivables 2025-1 LLC                             | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2018980.80   | 0.19%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                          | Verizon Master Trust                                       | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5572519.15   | 0.51%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                          | Verizon Master Trust                                       | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5051855.50   | 0.46%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                  | Veros Auto Receivables Trust 2025-1                        | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    861125 | PA      | $863912.04    | 0.08%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                    | Verus Securitization Trust 2023-6                          | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |   3350576 | PA      | $3361484.33   | 0.31%             | 2068-09-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC                       | Virginia Power Fuel Securitization LLC                     | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   5290764 | PA      | $5316029.07   | 0.49%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                      | Volkswagen Group of America Finance LLC                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2293260.08   | 0.21%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                           | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5020753.95   | 0.46%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                           | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5064497.15   | 0.46%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                           | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1518878.02   | 0.14%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co                                           | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1873254.26   | 0.17%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2024-3               | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3520624.80   | 0.32%             | 2029-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust 2025-1               | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3023749.80   | 0.28%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                | Wheels Fleet Lease Funding 1 LLC                           | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   4015035 | PA      | $4040858.28   | 0.37%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust             | World Omni Auto Receivables Trust 2022-D                   | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7517 | PA      | $7532.67      | 0.00%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                        | US LONG BOND(CBT) JUN26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $3099.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR NOTE (CBT)JUN26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -215 | NC      | $481526.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 5YR NOTE (CBT) JUN26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -756 | NC      | $1215575.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 2YR NOTE (CBT) JUN26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1480 | NC      | $-2024964.27  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                        | US 10YR ULTRA FUT JUN26                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -23 | NC      | $58540.87     | 0.01%             |  |  |  | No            |                  1 | 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