# EDGAR Filing Document

**Accession Number:** 0000814230
**File Stem:** 0001752724-25-206434
**Filing Date:** 2025-8
**Character Count:** 133149
**Document Hash:** 332b0e70558e78b5af90c46d8edf0445
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-206434.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-206434

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE VIP TRUST
- **CENTRAL INDEX KEY:** 0000814230

**ORGANIZATION NAME:**
- **EIN:** 232470518
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05162
- **FILM NUMBER:** 251258234

**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

### Macquarie VIP Total Return Series (Series ID: S000065940)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000212994 | Service      |  |
| C000212995 | 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:** Macquarie VIP Total Return Series

- **b. EDGAR series identifier (if any):** S000065940

- **c. LEI of Series:** 549300YPVG5JVH3WII79

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $36570276.59

**Total Liabilities:** $66437.61

**Net Assets:** $36503838.98

**Delayed Delivery Securities:** $3995.00

**Cash Not Reported:** $162750.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 10.18696000 | **5-Year:** 26.79459000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 4.32087000 | **1-Year:** 185.49312000 | **5-Year:** 371.35336000 | **10-Year:** 23.50057000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212994 | -1.51%               | 2.91%                | 3.48%                |
| Class ID C000212995 | -1.45%               | 2.84%                | 3.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-82300.33               | $-509787.29                                |
| Month 2  | $345777.10               | $585199.99                                 |
| Month 3  | $-47369.94               | $1197789.30                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HUB INTERNATIONAL LTD                          | HUB International Ltd                                                           | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10009.30     | 0.03%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                       | Scientific Games Holdings LP/Scientific Games US FinCo Inc                      | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20254.05     | 0.06%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                  | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       864 | NS      | $36130.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                       | Archrock Partners LP / Archrock Partners Finance Corp                           | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10195.03     | 0.03%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HP Inc                                         | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      5443 | NS      | $133135.78    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kao Corp                                       | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |       700 | NS      | $31387.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY CENTER HOLDINGS                        | Surgery Center Holdings Inc                                                     | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15303.93     | 0.04%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4941.47      | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                        | Gulfport Energy Operating Corp                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10261.03     | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                     | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |       568 | NS      | $38966.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                     | Carvana Co                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      5325 | PA      | $5603.28      | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Equity Residential                             | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      2175 | NS      | $146790.75    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                             | Intertek Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |       445 | NS      | $28953.31     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $229155.49    | 0.63%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                       | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12031.64     | 0.03%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckle Inc/The                                 | Buckle Inc/The                                                                  | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      2505 | NS      | $113601.75    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1959 | NS      | $217194.33    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MANITOWOC COMPANY INC                          | Manitowoc Co Inc/The                                                            | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10536.93     | 0.03%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2048.60      | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10194.73     | 0.03%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                             | Murphy Oil USA Inc                                                              | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23091.45     | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       571 | NS      | $421449.39    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T                 | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      2236 | NS      | $203721.96    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                              | Wolters Kluwer NV                                                               | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       146 | NS      | $24412.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8089.57      | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                               | Boyd Gaming Corp                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19181.42     | 0.05%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                 | Hershey Co/The                                                                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       823 | NS      | $136576.85    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE BORROWER INC                          | Capstone Borrower Inc                                                           | CUSIP: 140944AB5<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6249.09      | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18637.36     | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/T                 | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      1467 | NS      | $35912.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15057.35     | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG Inc                                                          | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5058.94      | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $46869.14     | 0.13%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1942 | NS      | $342238.66    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE CAP BUYER LLC                            | White Cap Buyer LLC                                                             | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26979.56     | 0.07%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                            | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15796.51     | 0.04%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                               | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      1339 | NS      | $158002.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                  | CommScope LLC                                                                   | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7975.33      | 0.02%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                       | Standard Industries Inc/NY                                                      | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13462.67     | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30183.63     | 0.08%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                          | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1379 | NS      | $169065.40    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                       | Dana Inc                                                                        | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9781.33      | 0.03%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                      | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       700 | NS      | $12055.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                 | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       178 | NS      | $36722.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                               | AMC Networks Inc                                                                | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16041.30     | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                        | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      2705 | NS      | $71628.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                            | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3109.56      | 0.01%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                  | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      2162 | NS      | $171727.66    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $1419.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9277.37      | 0.03%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                 | Transocean Inc                                                                  | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $4467.34      | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $172594.73    | 0.47%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6950.54      | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                         | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2570 | NS      | $60446.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1414656.25   | 3.88%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                       | Jones Deslauriers Insurance Management Inc                                      | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21213.16     | 0.06%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                | Sealed Air Corp                                                                 | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5184.44      | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        76 | NS      | $9090.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                  | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       217 | NS      | $227687.25    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1 | NC      | $771.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | Midcontinent Communications                                                     | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15892.86     | 0.04%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10248.73     | 0.03%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44832.93     | 0.12%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                                     | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3100.61      | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                   | SM Energy Co                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4985.97      | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9937.24      | 0.03%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4800 | NS      | $156624.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                     | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2514 | NS      | $161801.04    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                        | Aris Water Holdings LLC                                                         | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10325.58     | 0.03%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20282.29     | 0.06%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                         | CACI International Inc                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14464.77     | 0.04%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                       | Fortress Transportation and Infrastructure Investors LLC                        | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10332.18     | 0.03%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                          | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       273 | NS      | $136494.54    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     49000 | NS      | $49000.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information                  | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1859 | NS      | $151341.19    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                                | Sealed Air Corp                                                                 | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29696.25     | 0.08%             | 2029-04-15      | Fixed         | 5.00%                 | 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        |     49000 | NS      | $49000.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOAT HOLDCO LLC                                | Goat Holdco LLC                                                                 | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5087.38      | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                        | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1680 | NS      | $153283.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                       | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10293.71     | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      2419 | NS      | $194535.98    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                      | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        59 | NS      | $13757.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5088.21      | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                             | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       173 | NS      | $19498.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                       | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10314.82     | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                            | Resideo Funding Inc                                                             | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8205.94      | 0.02%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vanguard Russell 1000 Value                    | Vanguard Russell 1000 Value                                                     | CUSIP: 92206C714<br>LEI: N/A                  | Long             | EC               | RF                | US        |     26399 | NS      | $2249458.79   | 6.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25343.83     | 0.07%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                     | Arcosa Inc                                                                      | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5192.23      | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $93155.66     | 0.26%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15206.64     | 0.04%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      3379 | NS      | $240044.16    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      6776 | NS      | $164250.24    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd                       | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |       700 | NS      | $9369.47      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14399.04     | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       539 | NS      | $57910.16     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                          | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      1900 | NS      | $130321.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONA                       | Weatherford International Ltd                                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $25784.68     | 0.07%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                  | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5419.15      | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL                 | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      1467 | NS      | $211732.11    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                       | Consolidated Communications Inc                                                 | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20405.66     | 0.06%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      5461 | NS      | $378884.18    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                  | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       273 | NS      | $200048.94    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       802 | NS      | $73487.26     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                  | REV Group Inc                                                                   | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      3525 | NS      | $167754.75    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                      | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       464 | NS      | $28530.89     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5115.48      | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      8398 | NS      | $243038.12    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                              | Waste Pro USA Inc                                                               | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10406.18     | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       722 | NS      | $132176.54    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                            | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1651 | NS      | $163482.02    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                         | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19189.65     | 0.05%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20265.48     | 0.06%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                           | Fiesta Purchaser Inc                                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5288.34      | 0.01%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      3476 | NS      | $203797.88    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                                   | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |     49000 | NS      | $49000.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $514397.45    | 1.41%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                        | Zebra Technologies Corp                                                         | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3086.86      | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5000 | PA      | $5055.34      | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9102.06      | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10267.41     | 0.03%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                      | Enpro Inc                                                                       | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15372.33     | 0.04%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       170 | NS      | $51694.92     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                 | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |       673 | NS      | $9564.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                            | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1995.82      | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2140 | NS      | $208307.60    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19461.37     | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       919 | NS      | $140377.25    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20489.01     | 0.06%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                      | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       228 | NS      | $22652.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                       | Corebridge Financial Inc                                                        | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      5387 | NS      | $191238.50    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                   | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       567 | NS      | $34439.45     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5224.91      | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5077.37      | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Makita Corp                                    | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |       900 | NS      | $27830.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE HDD CAYMAN                             | Seagate HDD Cayman                                                              | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      8000 | PA      | $7924.27      | 0.02%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                      | Olin Corp                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19709.39     | 0.05%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                       | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3076.67      | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                        | Garrett Motion Holdings Inc / Garrett LX I Sarl                                 | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15630.68     | 0.04%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                          | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       538 | NS      | $143936.52    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering SA                                      | Kering SA                                                                       | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |        57 | NS      | $12391.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KeyCorp                                                                         | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     11407 | NS      | $198709.94    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                            | Electronic Arts Inc                                                             | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       938 | NS      | $149798.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                   | SM Energy Co                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6904.99      | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                 | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        54 | NS      | $28280.69     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                          | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15240.80     | 0.04%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15401.27     | 0.04%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                           | Capstone Copper Corp                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14344.18     | 0.04%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                        | Stagwell Global LLC                                                             | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14363.47     | 0.04%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                   | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       220 | NS      | $160903.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23970.54     | 0.07%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                       | Advantage Sales & Marketing Inc                                                 | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3901.93      | 0.01%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                  | Coloplast A/S                                                                   | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       260 | NS      | $24695.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1320000 | PA      | $1339181.32   | 3.67%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $294943.37    | 0.81%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       117 | NS      | $38102.97     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                          | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      3504 | NS      | $150636.96    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                               | Genuine Parts Co                                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1142 | NS      | $138536.02    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                              | State Street Corp                                                               | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      1369 | NS      | $145579.46    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                 | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1447 | NS      | $263542.11    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       321 | NS      | $130152.66    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNERA CORP                                   | Magnera Corp                                                                    | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9437.75      | 0.03%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                       | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9813.37      | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                          | Nabors Industries Inc                                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3717.99      | 0.01%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                       | Focus Financial Partners LLC                                                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10214.39     | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                         | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25248.95     | 0.07%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4778.91      | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                          | Genesee & Wyoming Inc                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25540.58     | 0.07%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4997.52      | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                          | Williams Scotsman Inc                                                           | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15593.57     | 0.04%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                     | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       821 | NS      | $150431.83    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE                        | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4005.24      | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                          | McGraw-Hill Education Inc                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17746.32     | 0.05%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                              | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       722 | NS      | $145345.82    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HOLDINGS INC                           | Amentum Holdings Inc                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15447.87     | 0.04%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                               | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      4218 | NS      | $454700.40    | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                       | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      4433 | NS      | $134231.24    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STAPLES INC                                    | Staples Inc                                                                     | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9514.25      | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                          | CMG Media Corp                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9451.63      | 0.03%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                           | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     12315 | NS      | $103692.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18651.73     | 0.05%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                      | Teledyne Technologies Inc                                                       | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       295 | NS      | $151131.45    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20732.87     | 0.06%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                               | Wand NewCo 3 Inc                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21036.58     | 0.06%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                            | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28834.16     | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                         | Arsenal AIC Parent LLC                                                          | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10684.40     | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1665 | NS      | $205610.85    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                       | Kone Oyj                                                                        | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |       415 | NS      | $27316.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4831.26      | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9587.97      | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        42 | NS      | $33523.51     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                                 | Transocean Inc                                                                  | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     16000 | PA      | $15772.46     | 0.04%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1481 | NS      | $408237.65    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FIESTA PURCHASER INC                           | Fiesta Purchaser Inc                                                            | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7436.07      | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                     | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9689.49      | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                     | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      5724 | PA      | $6787.21      | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                             | CommScope Technologies LLC                                                      | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4874.27      | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                        | K Hovnanian Enterprises Inc                                                     | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5426.55      | 0.01%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                          | Nabors Industries Inc                                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4791.47      | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                         | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5160.30      | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $140565.04    | 0.39%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                                 | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3817.72      | 0.01%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                 | Azorra Finance Ltd                                                              | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $10436.48     | 0.03%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                             | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       677 | NS      | $161139.54    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    670000 | PA      | $481169.95    | 1.32%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                               | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       609 | NS      | $42268.23     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                            | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       565 | NS      | $47572.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    910000 | PA      | $905698.79    | 2.48%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10262.50     | 0.03%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31155.66     | 0.09%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1274 | NS      | $202897.24    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                           | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1192 | NS      | $156688.40    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9967.36      | 0.03%             | N/A             | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                             | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      2276 | NS      | $34771.81     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9835.05      | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       301 | NS      | $160652.73    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5254.75      | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                      | H & M Hennes & Mauritz AB                                                       | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |       929 | NS      | $13049.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10715.18     | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                       | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      8000 | PA      | $8050.04      | 0.02%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                        | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15587.91     | 0.04%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CUMULUS MEDIA NEW HLDGS                        | Cumulus Media New Holdings Inc                                                  | CUSIP: 23110AAB2<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |     14000 | PA      | $3955.00      | 0.01%             | 2029-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                              | Amsted Industries Inc                                                           | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10171.02     | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     40000 | PA      | $40522.72     | 0.11%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                             | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      2023 | NS      | $83205.99     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                     | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      5076 | NS      | $219638.52    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Pluxee NV                                      | Pluxee NV                                                                       | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | EC               | CORP              | FR        |       846 | NS      | $18426.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                         | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10235.14     | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                          | HUB International Ltd                                                           | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10469.53     | 0.03%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1152 | NS      | $146972.16    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                            | Avantor Funding Inc                                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14213.80     | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                     | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      1358 | NS      | $34074.99     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1990 | NS      | $133588.70    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       761 | NS      | $134993.79    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      5227 | NS      | $106996.69    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                | Knorr-Bremse AG                                                                 | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |       267 | NS      | $25805.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       262 | NS      | $96059.68     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                           | Matador Resources Co                                                            | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9951.07      | 0.03%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    945000 | PA      | $808602.57    | 2.22%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF  | iShares iBoxx $ High Yield Corporate Bond ETF                                   | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |      4178 | NS      | $336955.70    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                                     | Terex Corp                                                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10026.96     | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DSV A/S                                        | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       128 | NS      | $30758.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC                             | Forestar Group Inc                                                              | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5041.40      | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24925.96     | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1610000 | PA      | $1616697.92   | 4.43%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                      | Esab Corp                                                                       | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15376.67     | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       437 | NS      | $144463.46    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                     | Kenvue Inc                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      6500 | NS      | $136045.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                       | Permian Resources Operating LLC                                                 | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5186.54      | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                       | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      7000 | PA      | $7284.11      | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                             | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      1187 | NS      | $199416.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                             | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      2304 | NS      | $89740.80     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $158144.52    | 0.43%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                    | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       800 | NS      | $142872.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1482 | NS      | $110349.72    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $380905.08    | 1.04%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    935000 | PA      | $800191.98    | 2.19%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                       | Allison Transmission Inc                                                        | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9172.06      | 0.03%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/O                 | American Financial Group Inc/OH                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1403 | NS      | $177072.63    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                   | Entegris Inc                                                                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25421.60     | 0.07%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                         | Victra Holdings LLC / Victra Finance Corp                                       | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5244.40      | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                       | Allison Transmission Inc                                                        | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15164.28     | 0.04%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      3097 | NS      | $206693.78    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                       | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8359.35      | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                       | Consolidated Communications Inc                                                 | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10111.88     | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                         | AthenaHealth Group Inc                                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4926.08      | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       586 | NS      | $109242.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       152 | NS      | $70397.28     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                            | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8226.41      | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Artisan Partners Asset Managem                 | Artisan Partners Asset Management Inc                                           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      1793 | NS      | $79483.69     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / FIN INC                         | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21316.01     | 0.06%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18878.23     | 0.05%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1426 | NS      | $204188.94    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                             | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      1312 | NS      | $162701.12    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                 | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1679 | NS      | $177067.34    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG Inc                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10393.51     | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                       | Raven Acquisition Holdings LLC                                                  | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10025.42     | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                             | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25232.85     | 0.07%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                   | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $10088.82     | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                      | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |       700 | NS      | $11291.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa                 | Expeditors International of Washington Inc                                      | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1227 | NS      | $140184.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                   | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |      3171 | NS      | $47426.41     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      4910 | NS      | $1007384.70   | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                 | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      1117 | NS      | $167080.86    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                            | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |       372 | NS      | $29210.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME INC                                  | Life Time Inc                                                                   | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15248.63     | 0.04%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5203.03      | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |       482 | NS      | $144064.98    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      7904 | NS      | $1248752.96   | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp                             | Expand Energy Corp                                                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       652 | NS      | $76244.88     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15056.69     | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10126.78     | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                    | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1250 | NS      | $181825.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                    | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       647 | NS      | $194002.95    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                     | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1482 | NS      | $157907.10    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3900 | NS      | $308724.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares U.S. Treasury Bond ETF                 | iShares U.S. Treasury Bond ETF                                                  | CUSIP: 46429B267<br>LEI: 549300YMK9GAMCTG8G20 | Long             | EC               | RF                | US        |     35255 | NS      | $810159.90    | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE FINANCE II LLC                           | Noble Finance II LLC                                                            | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10190.78     | 0.03%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                           | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        33 | NS      | $191044.92    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      3344 | NS      | $158238.08    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                      | Block Inc                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10323.78     | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      8000 | PA      | $8190.22      | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1035000 | PA      | $1038032.24   | 2.84%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2026 | NS      | $1007752.66   | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21393.19     | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                   | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      5521 | NS      | $92531.96     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3380 | NS      | $156460.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO BUILDING PRODUCTS                          | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4130.81      | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                 | Gray Media Inc                                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26274.37     | 0.07%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                             | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10044.24     | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial In                 | Fidelity National Financial Inc                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      2364 | NS      | $132525.84    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      4832 | NS      | $216232.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                     | Phinia Inc                                                                      | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8130.39      | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                       | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5253.38      | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1414 | NS      | $262466.68    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                          | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10324.51     | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                       | Standard Building Solutions Inc                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10252.84     | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                                     | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |     49000 | NS      | $49000.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                        | Sensata Technologies BV                                                         | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9519.51      | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       620 | NS      | $137559.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Delaware VIP Trust

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

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