# EDGAR Filing Document

**Accession Number:** 0000814230
**File Stem:** 0001752724-23-036883
**Filing Date:** 2023-2
**Character Count:** 75041
**Document Hash:** 8d2ff7e541b8ae3c12fae20f30ee9b4c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036883.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036883

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE VIP TRUST
- **CENTRAL INDEX KEY:** 0000814230
- **IRS NUMBER:** 232470518
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05162
- **FILM NUMBER:** 23658419

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354
- **BUSINESS PHONE:** 18005231918

**MAIL ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP PREMIUM FUND
- **DATE OF NAME CHANGE:** 20000428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE PREMIUM FUND
- **DATE OF NAME CHANGE:** 20000224

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP PREMIUM FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Delaware VIP Limited Duration Bond Series (Series ID: S000065948)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000213004 | Standard     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Delaware VIP Trust

- **b. Investment Company Act file number:** 811-05162

- **c. CIK number of Registrant:** 0000814230

- **d. LEI of Registrant:** 549300UTFWWV5UI8OM26

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

  - **Street Address 1:** 100 Independence

  - **City:** Philadelphia

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

  - **Telephone number:** 800-523-1918

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

- **a. Name of Series:** Delaware VIP Limited Duration Bond Series

- **b. EDGAR series identifier (if any):** S000065948

- **c. LEI of Series:** 549300DDKQU9HA56HE52

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

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

- **b. Date as of which information is reported:** 2022-12-30

**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:** $19697935.56

**Total Liabilities:** $99383.89

**Net Assets:** $19598551.67

**Cash Not Reported:** $30225.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 67.89012000 | **1-Year:** 1572.05197000 | **5-Year:** 1850.22293000 | **10-Year:** 28.48312000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 179.32302000 | **5-Year:** 57.22234000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213004 | -0.11%               | 1.26%                | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-51322.47               | $3651.55                                   |
| Month 2  | $-108996.15              | $310530.44                                 |
| Month 3  | $-86896.68               | $75272.85                                  |

**Designated Index Information**

- **Index Name:** BBG Government/Credit 1-3 Yr Index

- **Index Identifier:** LEH1-3YRGC

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 2 YEAR US TREASURY NOTE                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        11 | NC      | $2036.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                        | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $111214.35    | 0.57%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                            | LCM XVIII LP                                                        | CUSIP: 50188GAT0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246567.00    | 1.26%             | 2031-04-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                       | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103527.94    | 0.53%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                     | CUSIP: 3140J94R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102288 | PA      | $102755.61    | 0.52%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR Clo 32 Ltd                                                      | CUSIP: 48254HAA2<br>LEI: 5493004Y6G18HN4CQ515 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $98715.00     | 0.50%             | 2032-01-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                       | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20106.59     | 0.10%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                 | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24560.88     | 0.13%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences Inc                                                 | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78689.26     | 0.40%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                               | CUSIP: 29364WAS7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9954.35      | 0.05%             | 2023-09-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                          | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163405.41    | 0.83%             | 2023-11-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                   | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126705.83    | 0.65%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding IX CLO Ltd                                            | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246421.25    | 1.26%             | 2031-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                           | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57884.00     | 0.30%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                        | Daimler Trucks Finance North America LLC                            | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139314.35    | 0.71%             | 2024-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                         | Skyworks Solutions Inc                                              | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147054.60    | 0.75%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259247.36    | 1.32%             | 2027-03-09      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos Inc                                                    | CUSIP: 142339AK6<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67750.68     | 0.35%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                     | NBN Co Ltd                                                          | CUSIP: 62878U2C5<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $184539.22    | 0.94%             | 2024-10-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                | CUSIP: 06053FAA7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129463.36    | 0.66%             | 2023-07-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                           | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116301.85    | 0.59%             | 2023-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                             | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15509.52     | 0.08%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                         | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9065.84      | 0.05%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                     | CUSIP: 3138EMNW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81015 | PA      | $79981.90     | 0.41%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5171.34      | 0.03%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                       | Devon Energy Corp                                                   | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39056.87     | 0.20%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                  | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63169.50     | 0.32%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES LX CLO LTD                                                     | CUSIP: 04018FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240955.75    | 1.23%             | 2034-07-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                            | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100766.58    | 0.51%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                      | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78665.37     | 0.40%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $138460.91    | 0.71%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                    | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $630073.84    | 3.21%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                           | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    280000 | PA      | $264647.35    | 1.35%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                       | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51866.49     | 0.26%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                           | Verizon Master Trust                                                | CUSIP: 92348KAJ2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     86000 | PA      | $80162.22     | 0.41%             | 2028-07-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                 | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89746.47     | 0.46%             | 2024-03-16      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                         | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    118857 | NS      | $118857.16    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                     | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279294 | PA      | $283527.39    | 1.45%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                      | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20012.69     | 0.10%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                           | CUSIP: 89114QCR7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49688.60     | 0.25%             | 2024-03-04      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon Capital CLO 2019-2 Ltd                                       | CUSIP: 13887WAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241443.25    | 1.23%             | 2034-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38223.54     | 0.20%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                          | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113898.14    | 0.58%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                 | Enterprise Fleet Financing 2022-2 LLC                               | CUSIP: 29374JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $59160.58     | 0.30%             | 2029-05-21      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                          | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195080.04    | 1.00%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                 | Hyundai Auto Lease Securitization Trust 2021-A                      | CUSIP: 44891TAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $877614.12    | 4.48%             | 2025-10-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Bancomer SA/Texas                                              | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $181594.00    | 0.93%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                     | CUSIP: 3138WBQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99234 | PA      | $97968.40     | 0.50%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                         | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5117.49      | 0.03%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167704.27    | 0.86%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                          | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58520.69     | 0.30%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                  | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38130.69     | 0.19%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                             | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14229.72     | 0.07%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                         | Tesla Auto Lease Trust 2021-A                                       | CUSIP: 88161FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $224565.84    | 1.15%             | 2025-03-20      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                         | CUSIP: 694308HG5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117573.16    | 0.60%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                           | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $111350.19    | 0.57%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                    | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34242.03     | 0.17%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                     | CUSIP: 3140XF5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239989 | PA      | $237909.11    | 1.21%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                               | CUSIP: 31335BZX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78074 | PA      | $78279.59     | 0.40%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                     | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29844.99     | 0.15%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35397.55     | 0.18%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                       | Penske Truck Leasing Co Lp / PTL Finance Corp                       | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42772.62     | 0.22%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                           | WEC Energy Group Inc                                                | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132698.90    | 0.68%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                               | CUSIP: 04685A2W0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    205000 | PA      | $191755.59    | 0.98%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                              | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9841.28      | 0.05%             | 2025-01-23      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                         | ConocoPhillips Co                                                   | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66588.11     | 0.34%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                    | Avient Corp                                                         | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    139000 | PA      | $135764.11    | 0.69%             | 2025-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                       | Met Tower Global Funding                                            | CUSIP: 58989V2E3<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145592.34    | 0.74%             | 2025-06-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                             | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133996.72    | 0.68%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                          | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86164.15     | 0.44%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                 | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9286.26      | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                    | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    330000 | PA      | $331237.50    | 1.69%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                          | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54041.11     | 0.28%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2022-A                                 | CUSIP: 345286AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86000 | PA      | $78587.38     | 0.40%             | 2027-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 83 CLO Ltd                                                   | CUSIP: 26246EAC2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244751.00    | 1.25%             | 2032-01-18      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21597.13     | 0.11%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182246.27    | 0.93%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2013-IV Ltd                                            | CUSIP: 12549FBM0<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245878.25    | 1.25%             | 2031-04-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                   | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5123.66      | 0.03%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                          | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56656.01     | 0.29%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $145069.77    | 0.74%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                         | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $91929.45     | 0.47%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                       | Equitable Financial Life Global Funding                             | CUSIP: 29449WAJ6<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92824.66     | 0.47%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                      | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306725.67    | 1.57%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                        | Sensata Technologies BV                                             | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $24881.50     | 0.13%             | 2024-11-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                            | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29637.93     | 0.15%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                             | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37582.26     | 0.19%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                      | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91550.56     | 0.47%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                     | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32482.60     | 0.17%             | 2025-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                        | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $140335.83    | 0.72%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                   | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48791.74     | 0.25%             | 2027-11-18      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                         | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4680.40      | 0.02%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                     | Nucor Corp                                                          | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24482.24     | 0.12%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                  | CUSIP: 3137FYEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252030 | PA      | $218848.40    | 1.12%             | 2031-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                               | Triton Container International Ltd                                  | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    140000 | PA      | $129548.30    | 0.66%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                      | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |    118857 | NS      | $118857.15    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                          | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20457.92     | 0.10%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                        | Brighthouse Financial Global Funding                                | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108344.28    | 0.55%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29292.76     | 0.15%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                             | DAE Sukuk Difc Ltd                                                  | CUSIP: 23302JAA3<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $190224.20    | 0.97%             | 2026-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                         | Aptiv PLC / Aptiv Corp                                              | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     70000 | PA      | $66065.36     | 0.34%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                       | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27825.89     | 0.14%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                       | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24709.75     | 0.13%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                       | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199550.67    | 1.02%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68032.83     | 0.35%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                       | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     51000 | PA      | $40512.60     | 0.21%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                   | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5172.42      | 0.03%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA1                             | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5616 | PA      | $5585.37      | 0.03%             | 2033-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                            | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138987.03    | 0.71%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                          | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10210.69     | 0.05%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                   | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23054.39     | 0.12%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                  | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $174700.03    | 0.89%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                        | Exxon Mobil Corp                                                    | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124436.00    | 0.63%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                      | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13895.30     | 0.07%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 33                 | Octagon Investment Partners 33 Ltd                                  | CUSIP: 675711AA3<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $247637.00    | 1.26%             | 2031-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                           | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28846.47     | 0.15%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co                               | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    153000 | PA      | $149084.30    | 0.76%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                               | IRB Holding Corp                                                    | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7992.40      | 0.04%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97306.16     | 0.50%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                            | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39187.40     | 0.20%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                         | Equitable Holdings Inc                                              | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60805.41     | 0.31%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                      | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96749.32     | 0.49%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                 | Trafigura Securitisation Finance PLC 2021-1                         | CUSIP: 892725AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    200000 | PA      | $180091.00    | 0.92%             | 2025-01-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                         | CUSIP: 20453KAA3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243355.68    | 1.24%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                    | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45750.00     | 0.23%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                               | AMC Networks Inc                                                    | CUSIP: 00164VAD5<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28102.50     | 0.14%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93006.60     | 0.47%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                          | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97723.66     | 0.50%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                 | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34485.48     | 0.18%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                         | WESCO Distribution Inc                                              | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51750.32     | 0.26%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                       | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32274.05     | 0.16%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                         | NXP BV / NXP Funding LLC                                            | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    165000 | PA      | $163813.11    | 0.84%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5 YEAR TREASURY NOTE                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -2 | NC      | $-36.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Auto Lease Trust                    | Volkswagen Auto Lease Trust 2022-A                                  | CUSIP: 92868AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97850.48     | 0.50%             | 2025-07-21      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                            | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14954.32     | 0.08%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA2                             | CUSIP: 35564KFN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42203 | PA      | $41869.97     | 0.21%             | 2033-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                    | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160510.43    | 0.82%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    118857 | NS      | $118857.15    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANGRID INC                                   | Avangrid Inc                                                        | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57389.74     | 0.29%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                        | Sensata Technologies BV                                             | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $88049.78     | 0.45%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology Inc                                            | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54774.34     | 0.28%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                      | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41363.11     | 0.21%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                 | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70302.88     | 0.36%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                      | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45738.54     | 0.23%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                    | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1440000 | PA      | $1439100.00   | 7.34%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                             | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44055.27     | 0.22%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                       | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                    | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     24000 | PA      | $24119.28     | 0.12%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                 | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189226.95    | 0.97%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                         | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $201201.47    | 1.03%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                  | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129119.90    | 0.66%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                              | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281737.35    | 1.44%             | 2024-05-13      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77913.99     | 0.40%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                  | Sempra Energy                                                       | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71985.31     | 0.37%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                     | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63572 | PA      | $58332.50     | 0.30%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                     | USI Inc/NY                                                          | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $99387.21     | 0.51%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc            | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $66914.03     | 0.34%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                          | SURA Asset Management SA                                            | CUSIP: 86425QAA6<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    100000 | PA      | $99828.00     | 0.51%             | 2024-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                      | MGM RESORTS INTERNATIONAL                                           | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116800.31    | 0.60%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                        | GA Global Funding Trust                                             | CUSIP: 36143L2B0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    275000 | PA      | $257748.01    | 1.32%             | 2024-04-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACL                 | JPMorgan Chase Bank NA - CACLN                                      | CUSIP: 46591HAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58704 | PA      | $57314.54     | 0.29%             | 2028-02-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                 | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33213.94     | 0.17%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                          | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25489.99     | 0.13%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                 | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325198.17    | 1.66%             | 2024-12-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                       | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    118857 | NS      | $118857.15    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST LP                        | Digital Realty Trust LP                                             | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20168.24     | 0.10%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                              | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      5000 | PA      | $4711.18      | 0.02%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                            | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104696.24    | 0.53%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co                                         | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $83953.76     | 0.43%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                         | Roper Technologies Inc                                              | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138537.57    | 0.71%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                    | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39362.25     | 0.20%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                    | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99059.19     | 0.51%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                        | Brighthouse Financial Global Funding                                | CUSIP: 10921U2B3<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84201.46     | 0.43%             | 2024-04-12      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Delaware VIP Trust

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

**Title:** Division Director - Head of US Fund Administration