# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001410368-26-010283
**Filing Date:** 2026-2
**Character Count:** 89433
**Document Hash:** fd6196cfcd0cec4966e529596bbeb116
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010283.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010283

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**PERIOD START**: 20251231

**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:** 26605142

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $279179601.09

**Total Liabilities:** $14718429.38

**Net Assets:** $264461171.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -162.96000000 | **1-Year:** -3930.24000000 | **5-Year:** -13575.01000000 | **10-Year:** -4744.24000000 | **30-Year:** -1071.27000000

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

- **3-Month:** -44.69000000 | **1-Year:** -103.92000000 | **5-Year:** -207.25000000 | **10-Year:** -717.71000000 | **30-Year:** -252.69000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000247629 | 0.28%                | 0.11%                | -0.51%               |
| Class ID C000247630 | 0.26%                | 0.08%                | -0.54%               |
| Class ID C000247632 | 0.29%                | 0.11%                | -0.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $309435.16               | $-458351.37                                |
| Month 2  | $-13702632.96            | $12890536.71                               |
| Month 3  | $57237.07                | $-1892405.47                               |

**Designated Index Information**

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

- **Index Identifier:** LBUTTRUU

### Schedule of Portfolio Investments

| Name                                               | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO Mortgage Corp                             | ABN Amro Mortgage Corp                                                                                                                     | CUSIP: 000780BZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4457 | PA      | $4407.83      | 0.00%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                      | Agate Bay Mortgage Trust 2015-7                                                                                                            | CUSIP: 00842CAC9<br>LEI: 549300LK2ZDVY7I44B84 | Long             | ABS-MBS          | CORP              | US        |    403475 | PA      | $371799.14    | 0.14%             | 2045-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                                                                             | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    535000 | PA      | $532836.45    | 0.20%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1029985.52   | 0.39%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust 2019-5                                                                                                            | CUSIP: 03464KAC2<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     72268 | PA      | $71573.88     | 0.03%             | 2049-10-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust 2019-6                                                                                                            | CUSIP: 03464VAC8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     75630 | PA      | $74927.09     | 0.03%             | 2059-11-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                                                                                  | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    142000 | PA      | $143650.89    | 0.05%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                              | Arroyo Mortgage Trust 2021-1R                                                                                                              | CUSIP: 042853AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264417 | PA      | $247057.53    | 0.09%             | 2048-10-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                              | Arroyo Mortgage Trust 2021-1R                                                                                                              | CUSIP: 042853AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215708 | PA      | $201662.36    | 0.08%             | 2048-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                               | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    625000 | PA      | $658012.98    | 0.25%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                               | Atlas Warehouse Lending Co LP                                                                                                              | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150498.50    | 0.06%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2024-5C27                                                                                                             | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519000 | PA      | $545117.59    | 0.21%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                         | BFLD Trust 2025-FPM                                                                                                                        | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023000 | PA      | $1030769.17   | 0.39%             | 2040-10-10      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2024-5YR7                                                                                                                            | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1033000 | PA      | $1077863.91   | 0.41%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 Trust 2024-5YR6                                                                                                                      | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311000 | PA      | $327376.45    | 0.12%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                   | Benchmark 2024-V8 Mortgage Trust                                                                                                           | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991000 | PA      | $1046365.09   | 0.40%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                   | Black Hills Corp                                                                                                                           | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1796357.22   | 0.68%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                         | Blackbird Capital II Aircraft Lease Ltd                                                                                                    | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    883103 | PA      | $838513.77    | 0.32%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                    | Bravo Residential Funding Trust 2025-NQM9                                                                                                  | CUSIP: 10569WAE1<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |    675989 | PA      | $677447.33    | 0.26%             | 2065-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                    | Bravo Residential Funding Trust 2025-Nqm3                                                                                                  | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |    295525 | PA      | $298196.11    | 0.11%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC Trust 2015-WIN1                                                                                                                       | CUSIP: 12649KAP2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    178498 | PA      | $166693.90    | 0.06%             | 2044-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC 2021-NQM2                                                                                                                             | CUSIP: 12662EAC7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    360739 | PA      | $326492.59    | 0.12%             | 2066-02-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                                                            | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1089005.98   | 0.41%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $980403.93    | 0.37%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                                                                                 | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1734773.91   | 0.66%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cendant Mortgage Corporation                       | Cendant Mort Capital LLC CDMC Mort Pas Thr Ce Se 03 6                                                                                      | CUSIP: 15132EDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60794 | PA      | $59507.88     | 0.02%             | 2033-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust Series 2024-7                                                                                            | CUSIP: 16159TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1404212 | PA      | $1415214.57   | 0.54%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust 2024-10                                                                                                  | CUSIP: 16159YAD2<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |    925434 | PA      | $933953.73    | 0.35%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust 2025-10                                                                                                  | CUSIP: 16160BAE7<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |   1570498 | PA      | $1579789.86   | 0.60%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust 2024-9                                                                                                   | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880173 | PA      | $883392.94    | 0.33%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust 2024-9                                                                                                   | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262242 | PA      | $262140.85    | 0.10%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust Series 2025-9                                                                                            | CUSIP: 16160UAE5<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |   2117226 | PA      | $2129457.16   | 0.81%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                 | Chase Home Lending Mortgage Trust Series 2024-2                                                                                            | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450242 | PA      | $454644.78    | 0.17%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                                                                              | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $675486.07    | 0.26%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                        | Citibank NA                                                                                                                                | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1969083.60   | 0.74%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                 | CNO Global Funding                                                                                                                         | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    995000 | PA      | $996276.64    | 0.38%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                | Consumers Energy Co                                                                                                                        | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1582243.00   | 0.60%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                                                                                          | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    640000 | PA      | $639306.22    | 0.24%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-57967.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $59786.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-11902.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                            | Duke Energy Florida LLC                                                                                                                    | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280098.25    | 0.11%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                  | EOG Resources Inc                                                                                                                          | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1380349.41   | 0.52%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                           | Eagle Funding Luxco Sarl                                                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    742000 | PA      | $755793.78    | 0.29%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                           | Equinix Europe 2 Financing Corp LLC                                                                                                        | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   1215000 | PA      | $1218661.72   | 0.46%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                              | Evergy Kansas Central Inc                                                                                                                  | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    505000 | PA      | $512714.83    | 0.19%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DSBD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2213420 | PA      | $2289819.78   | 0.87%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DTPP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1638436 | PA      | $1571174.00   | 0.59%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DUXJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1807600 | PA      | $1836722.83   | 0.69%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                                                                           | CUSIP: 3133C6BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1501784 | PA      | $1498142.58   | 0.57%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                           | Fortitude Global Funding                                                                                                                   | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    585000 | PA      | $585115.30    | 0.22%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                            | GA Global Funding Trust                                                                                                                    | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286057.89    | 0.11%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3974851 | PA      | $3981600.47   | 1.51%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2749654 | PA      | $2610565.43   | 0.99%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp           | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                                | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $649091.18    | 0.25%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                                                                | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    585000 | PA      | $580741.98    | 0.22%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                    | Goodgreen 2020-1 Trust                                                                                                                     | CUSIP: 38217TAA3<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | US        |    703570 | PA      | $585455.82    | 0.22%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust   | GoodLeap Sustainable Home Solutions Trust 2021-4                                                                                           | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    744324 | PA      | $611448.29    | 0.23%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                                                                                    | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1125236.10   | 0.43%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                           | HPS Corporate Lending Fund                                                                                                                 | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34818.61     | 0.01%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                       | Hilton Grand Vacations Trust 2019-A                                                                                                        | CUSIP: 43284HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313842 | PA      | $312902.05    | 0.12%             | 2033-07-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                                                                                 | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $961183.60    | 0.36%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2024-9                                                                                                            | CUSIP: 46593DAK3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    422461 | PA      | $422252.87    | 0.16%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2014-5                                                                                                            | CUSIP: 46643KAA9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    140538 | PA      | $138631.17    | 0.05%             | 2029-10-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2016-1                                                                                                            | CUSIP: 46646BAG3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    997732 | PA      | $912480.71    | 0.35%             | 2046-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    730000 | PA      | $752301.83    | 0.28%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1396225.45   | 0.53%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                                                                            | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1755000 | PA      | $1537017.07   | 0.58%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2024-6                                                                                                     | CUSIP: 46657YAF1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    278772 | PA      | $278775.15    | 0.11%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2024-10                                                                                                         | CUSIP: 46658LAD3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    887798 | PA      | $891826.39    | 0.34%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | J.P. Morgan Mortgage Trust 2024-10                                                                                                         | CUSIP: 46658LAK7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    547403 | PA      | $548001.83    | 0.21%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2024-INV1                                                                                                         | CUSIP: 46658PAD4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    911273 | PA      | $925037.88    | 0.35%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2024-5                                                                                                     | CUSIP: 46658RAF5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    546223 | PA      | $547678.22    | 0.21%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust 2024-11                                                                                                           | CUSIP: 46659AAD6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1440336 | PA      | $1454368.69   | 0.55%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                           | JP Morgan Mortgage Trust Series 2025-NQM3                                                                                                  | CUSIP: 46659QAB5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    894541 | PA      | $901390.38    | 0.34%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                            | Jersey Central Power & Light Co                                                                                                            | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1249000 | PA      | $1244479.41   | 0.47%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                           | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                         | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |    680000 | PA      | $675462.02    | 0.26%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                                                                             | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1966733.05   | 0.74%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    632000 | PA      | $644518.04    | 0.24%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                                                             | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198229.50    | 0.07%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                            | North Haven Private Income Fund LLC                                                                                                        | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    427000 | PA      | $426211.54    | 0.16%             | 2028-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                                                                             | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    990000 | PA      | $997837.93    | 0.38%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1194548.30   | 0.45%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                     | PMT Loan Trust 2025-J2                                                                                                                     | CUSIP: 69392TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2394760 | PA      | $2408924.25   | 0.91%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                              | Palmer Square CLO 2024-4 Ltd                                                                                                               | CUSIP: 69703WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    775000 | PA      | $775564.98    | 0.29%             | 2038-01-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                        | RCKT Mortgage Trust 2024-CES3                                                                                                              | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    398309 | PA      | $404225.49    | 0.15%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                | RATE Mortgage Trust 2024-J3                                                                                                                | CUSIP: 75409UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287406 | PA      | $287881.66    | 0.11%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                                                                                       | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $502376.83    | 0.19%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                                                                                         | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1631000 | PA      | $1626329.39   | 0.61%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                       | State Street Institutional US Government Money Market Fund                                                                                 | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  12240391 | NS      | $12240391.49  | 4.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2024-6                                                                                                              | CUSIP: 81743DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271380 | PA      | $272265.24    | 0.10%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2017-7                                                                                                              | CUSIP: 81746GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682625 | PA      | $618877.15    | 0.23%             | 2047-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2024-9                                                                                                              | CUSIP: 81749PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717001 | PA      | $719604.41    | 0.27%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2024-10                                                                                                             | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536659 | PA      | $539093.94    | 0.20%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2024-10                                                                                                             | CUSIP: 81749QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    524988 | PA      | $525570.06    | 0.20%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                             | Sequoia Mortgage Trust 2025-8                                                                                                              | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1244366 | PA      | $1251555.19   | 0.47%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                  | Sierra Timeshare 2021-1 Receivables Funding LLC                                                                                            | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514477 | PA      | $513494.96    | 0.19%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust                | STAR 2021-1 Trust                                                                                                                          | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627401 | PA      | $598175.12    | 0.23%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                       | Synopsys Inc                                                                                                                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    740000 | PA      | $755801.10    | 0.29%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                                                                                       | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91252.67     | 0.03%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                                                                                  | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1480000 | PA      | $1483603.02   | 0.56%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                          | Towd Point Mortgage Trust 2024-CES3                                                                                                        | CUSIP: 89183EAA9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    554276 | PA      | $560786.76    | 0.21%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2407512 | PA      | $2525587.71   | 0.95%             | 2028-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    917120 | PA      | $1012222.73   | 0.38%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2962115 | PA      | $2983583.86   | 1.13%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3176921 | PA      | $3278802.70   | 1.24%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3337032 | PA      | $2596735.39   | 0.98%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6388027 | PA      | $4751817.00   | 1.80%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7194447 | PA      | $6021429.54   | 2.28%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7535224 | PA      | $5491498.68   | 2.08%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5826057 | PA      | $4390368.01   | 1.66%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3675344 | PA      | $2648834.98   | 1.00%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1914420 | PA      | $1397793.07   | 0.53%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    517540 | PA      | $372163.51    | 0.14%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5477050 | PA      | $3151033.82   | 1.19%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3564010 | PA      | $1923935.41   | 0.73%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3029186 | PA      | $1600576.97   | 0.61%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2409638 | PA      | $1878113.18   | 0.71%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6071632 | PA      | $5964365.45   | 2.26%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2191997 | PA      | $2157890.01   | 0.82%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7630603 | PA      | $7236816.77   | 2.74%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3911138 | PA      | $3690870.06   | 1.40%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14516262 | PA      | $13449191.50  | 5.09%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5214824 | PA      | $4764699.27   | 1.80%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11205600 | PA      | $10511910.38  | 3.97%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2062336 | PA      | $2053905.85   | 0.78%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13925410 | PA      | $13572568.56  | 5.13%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1434996 | PA      | $1477693.06   | 0.56%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2526240 | PA      | $2579478.08   | 0.98%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21011198 | PA      | $21093836.22  | 7.98%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    517355 | PA      | $522429.08    | 0.20%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Inflation-Indexed Notes                                                                                                      | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2027900 | PA      | $2022470.38   | 0.76%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| University of California                           | UNIV OF CALIFORNIA CA REVENUES                                                                                                             | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1605000 | PA      | $1553397.16   | 0.59%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-1                                                                                                          | CUSIP: 92537QAF8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    628310 | PA      | $579263.21    | 0.22%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                   | Vista Point Securitization Trust 2020-2                                                                                                    | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207794 | PA      | $202338.08    | 0.08%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                                           | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1415582.44   | 0.54%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    270000 | PA      | $285280.12    | 0.11%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    960000 | PA      | $977869.79    | 0.37%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                                                                           | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125773.41    | 0.05%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                                                                             | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    281000 | PA      | $280881.68    | 0.11%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                           | Wisconsin Electric Power Co                                                                                                                | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    939000 | PA      | $937763.92    | 0.35%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                             | Long: SL7Z00T17 IRS USD R V 12MUSCPI SL7Z00T17_INF INFLATIONZERO / Short: SL7Z00T17 IRS USD P F  1.87000 SL7Z00T17_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |   1500000 | OU      | $261380.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: SL7Z00T41 IRS USD R V 12MUSCPI SL7Z00T41_INF INFLATIONZERO / Short: SL7Z00T41 IRS USD P F  1.92000 SL7Z00T41_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  13000000 | OU      | $2180638.46   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Mitsui Marine Derivative Products LP | Long: SL604D030 IRS USD R V 12MUSCPI SL604D030_INF INFLATIONZERO / Short: SL604D030 IRS USD P F  2.24500 SL604D030_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: X1H61UOUXUPKXR51OV18 | N/A              | DIR              |  | US        |   2500000 | OU      | $314274.32    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: SL1T3R255 IRS USD R V 12MUSCPI SL1T3R255_INF INFLATIONZERO / Short: SL1T3R255 IRS USD P F  2.28000 SL1T3R255_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |   2500000 | OU      | $303625.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | Long: SL7Z00UG2 IRS USD R V 12MUSCPI SL7Z00UG2_INF INFLATIONZERO / Short: SL7Z00UG2 IRS USD P F  2.24000 SL7Z00UG2_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | AU        |   7000000 | OU      | $846275.71    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | Long: SL6V46O07 IRS USD R V 12MUSCPI SL6V46O07_INF INFLATIONZERO / Short: SL6V46O07 IRS USD P F  2.21750 SL6V46O07_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   1750000 | OU      | $215968.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | Long: SL8J2QPE9 IRS USD R V 12MUSCPI SL8J2QPE9_INF INFLATIONZERO / Short: SL8J2QPE9 IRS USD P F  2.23500 SL8J2QPE9_FIX INFLATIONZERO       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   4000000 | OU      | $486917.76    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLP71H6D0 IRS USD R V 12MUSCPI SLP71H6D0_INF CCPINFLATIONZERO / Short: BLP71H6D0 IRS USD P F  2.14500 SLP71H6D0_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $680409.90    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLF031DE9 IRS USD R V 12MUSCPI SLF031DE9_INF CCPINFLATIONZERO / Short: BLF031DE9 IRS USD P F  2.30800 SLF031DE9_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11500000 | OU      | $1289206.81   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL474BO35 IRS USD R V 12MUSCPI SL474BO35_INF CCPINFLATIONZERO / Short: BL474BO35 IRS USD P F  1.80000 SL474BO35_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6100000 | OU      | $1030261.76   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL1S54L30 IRS USD R V 12MUSCPI SL1S54L30_INF CCPINFLATIONZERO / Short: BL1S54L30 IRS USD P F  1.88400 SL1S54L30_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $160835.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLFD07JJ4 IRS USD R V 12MUSCPI SLFD07JJ4_INF CCPINFLATIONZERO / Short: BLFD07JJ4 IRS USD P F  1.87375 SLFD07JJ4_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $809825.45    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLYP0FI75 IRS USD R V 12MUSCPI SLYP0FI75_INF CCPINFLATIONZERO / Short: BLYP0FI75 IRS USD P F  1.29100 SLYP0FI75_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $662835.15    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLXA18D20 IRS USD R V 12MUSCPI SLXA18D20_FLO CCPINFLATIONZERO / Short: BLXA18D20 IRS USD P F  2.49500 SLXA18D20_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3500000 | OU      | $6071.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLXA18CZ8 IRS USD R V 12MUSCPI SLXA18CZ8_FLO CCPINFLATIONZERO / Short: BLXA18CZ8 IRS USD P F  2.47000 SLXA18CZ8_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $43016.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL5I23ES6 IRS USD R V 12MUSCPI SL5I23ES6_FLO CCPINFLATIONZERO / Short: BL5I23ES6 IRS USD P F  2.66250 SL5I23ES6_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3400000 | OU      | $-25457.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL4H5FHF4 IRS USD R V 12MUSCPI SL4H5FHF4_FLO CCPINFLATIONZERO / Short: BL4H5FHF4 IRS USD P F  2.48500 SL4H5FHF4_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4900000 | OU      | $-4735.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLBA39FI3 IRS USD R V 12MUSCPI SLBA39FI3_FLO CCPINFLATIONZERO / Short: BLBA39FI3 IRS USD P F  2.39000 SLBA39FI3_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11700000 | OU      | $35480.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLO5K2Q60 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5K2Q60 IRS USD P F  2.52250 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $-1668.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLO5K2OI6 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5K2OI6 IRS USD P F  2.52250 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1400000 | OU      | $-1668.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLO5SP4A6 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5SP4A6 IRS USD P F  2.56250 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5800000 | OU      | $-25096.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL89H3318 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL89H3318 IRS USD P F  2.57500 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2600000 | OU      | $-29577.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL89H32V3 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL89H32V3 IRS USD P F  2.66250 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9700000 | OU      | $-97065.09    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BL3IBN1P4 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL3IBN1P4 IRS USD P F  2.59900 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4100000 | OU      | $-59673.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLA4E1BY2 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLA4E1BY2 IRS USD P F  2.53250 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-33852.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                           | Long: BLA4E1C39 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLA4E1C39 IRS USD P F  2.49500 FIX CCPINFLATIONZERO                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5000000 | OU      | $-33195.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                       | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   2450000 | PA      | $1350925.95   | 0.51%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                       | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   4700000 | PA      | $2393861.91   | 0.91%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                         | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2000000 | PA      | $1139660.35   | 0.43%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                         | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2800000 | PA      | $1565814.06   | 0.59%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR NOTE (CBT)MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         9 | NC      | $1890.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) MAR26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        93 | NC      | $-39415.63    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Australia Government Bonds                         | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1000000 | PA      | $575455.93    | 0.22%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                       | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   4700000 | PA      | $2395712.34   | 0.91%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                         | Australia Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1400000 | PA      | $770807.97    | 0.29%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                       | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   4400000 | PA      | $2550981.34   | 0.96%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                         | U.K. Gilts                                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   6100000 | PA      | $8361705.00   | 3.16%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-15

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

**Signature:** James Hoffmayer

**Name of Signer:** James Hoffmayer

**Title:** VP