# EDGAR Filing Document

**Accession Number:** 0000814230
**File Stem:** 0001752724-23-036871
**Filing Date:** 2023-2
**Character Count:** 162275
**Document Hash:** 74880d2f5231eb8ce95f4cd143f5bd63
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-036871.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-036871

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05162
- **FILM NUMBER:** 23658403

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

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

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

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

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

## Series and Classes Contracts Data

### Delaware VIP 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:** Delaware 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:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $41672129.67

**Total Liabilities:** $140533.73

**Net Assets:** $41531595.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2.97346000 | **1-Year:** 23.56765000 | **5-Year:** 104.53825000 | **10-Year:** 119.49396000 | **30-Year:** 5.59834000

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

- **3-Month:** 2.55320000 | **1-Year:** 350.10792000 | **5-Year:** 1054.39069000 | **10-Year:** 154.85198000 | **30-Year:** 3.81392000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212994 | 6.42%                | 4.26%                | -3.15%               |
| Class ID C000212995 | 6.35%                | 4.27%                | -3.25%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3813.40                 | $2474712.17                                |
| Month 2  | $-167847.04              | $1856794.31                                |
| Month 3  | $-85041.36               | $-1401053.11                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                          | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10222.55     | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                    | EOG Resources Inc                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       625 | NS      | $80950.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                    | Iron Mountain Inc                                                  | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1574 | NS      | $78463.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd                             | Asahi Group Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |       500 | NS      | $15692.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                       | Microsoft Corp                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      3545 | NS      | $850161.90    | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                | Dell Technologies Inc                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      2154 | NS      | $86633.88     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                               | AmerisourceBergen Corp                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1447 | NS      | $239782.37    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                    | Kinder Morgan Inc                                                  | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      4630 | NS      | $83710.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                        | Rexford Industrial Realty Inc                                      | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       223 | NS      | $12184.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                   | Realty Income Corp                                                 | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       527 | NS      | $33427.61     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                            | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29987.95     | 0.07%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                    | SITE Centers Corp                                                  | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |       768 | NS      | $10490.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                          | NVIDIA Corp                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      1361 | NS      | $198896.54    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $24726.56     | 0.06%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                         | Prologis Inc                                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      1314 | NS      | $148127.22    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                           | NetApp Inc                                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      2679 | NS      | $160900.74    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM CO                                  | Callon Petroleum Co                                                | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4581.50      | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                   | Publicis Groupe SA                                                 | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |       530 | NS      | $33711.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven & i Holdings Co Ltd                            | Seven & i Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |       600 | NS      | $25876.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                            | Nestle SA                                                          | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |       860 | NS      | $99648.95     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                            | Apple Inc                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      7533 | NS      | $978762.69    | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                             | UGI Corp                                                           | CUSIP: 902681113<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EP               | CORP              | US        |      1073 | NS      | $92734.03     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                      | Ross Stores Inc                                                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1764 | NS      | $204747.48    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                          | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73027.91     | 0.18%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                   | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47070.52     | 0.11%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                   | STORE Capital Corp                                                 | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |       288 | NS      | $9233.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                             | Consolidated Communications Inc                                    | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15591.21     | 0.04%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17653.89     | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DANIMER SCIENTIFIC INC                               | Danimer Scientific Inc                                             | CUSIP: 236272AA8<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $9712.50      | 0.02%             | 2026-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                          | Healthcare Realty Trust Inc                                        | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |       924 | NS      | $17805.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG RESOURCES AUG 2006                               | FMG Resources August 2006 Pty Ltd                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $23324.31     | 0.06%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                               | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        63 | NS      | $73080.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                          | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     74000 | PA      | $70762.50     | 0.17%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                   | Gray Escrow II Inc                                                 | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $18060.88     | 0.04%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $127183.60    | 0.31%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                  | Sun Communities Inc                                                | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       103 | NS      | $14729.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In                       | Philip Morris International Inc                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2445 | NS      | $247458.45    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                             | Simon Property Group Inc                                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       302 | NS      | $35478.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                          | Chemours Co/The                                                    | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31486.00     | 0.08%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                               | Jazz Investments I Ltd                                             | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     55000 | PA      | $65656.25     | 0.16%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $52766.60     | 0.13%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                              | Sensata Technologies BV                                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $8638.50      | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                  | Gilead Sciences Inc                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1276 | NS      | $109544.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10248.92     | 0.02%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                | Lantheus Holdings Inc                                              | CUSIP: 516544AA1<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21249.90     | 0.05%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                 | Entegris Escrow Corp                                               | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10053.48     | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                    | Agree Realty Corp                                                  | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $13263.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2700 | NS      | $220698.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I                       | Piedmont Office Realty Trust Inc                                   | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       617 | NS      | $5657.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CP ATLAS BUYER INC                                   | CP Atlas Buyer Inc                                                 | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11160.07     | 0.03%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 9128282D1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $977656.70    | 2.35%             | 2023-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                      | Dollar Tree Inc                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1400 | NS      | $198016.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                                  | Swatch Group AG/The                                                | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |       245 | NS      | $69685.83     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                        | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14356.08     | 0.03%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                    | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33103.70     | 0.08%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                             | Univar Solutions USA Inc/Washington                                | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23751.75     | 0.06%             | 2027-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                              | Kite Realty Group Trust                                            | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $4378.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $123257.82    | 0.30%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $465996.08    | 1.12%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                          | Invesco Ltd                                                        | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      6178 | NS      | $111142.22    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| 2020 MANDATORY EXCHANGE                              | 2020 Mandatory Exchangeable Trust                                  | CUSIP: 901376202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        72 | NS      | $63735.84     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                          | CONMED Corp                                                        | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114500.00    | 0.28%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $73543.36     | 0.18%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                           | USI Inc/NY                                                         | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53070.84     | 0.13%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                               | Liberty Broadband Corp                                             | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164900.00    | 0.40%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                           | CF Industries Holdings Inc                                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      1165 | NS      | $99258.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                   | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14717.31     | 0.04%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1055000 | PA      | $987414.06    | 2.38%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc                            | Spirit Realty Capital Inc                                          | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |       465 | NS      | $18567.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                             | LSF9 Atlantis Holdings LLC / Victra Finance Corp                   | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $25702.99     | 0.06%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHEFS' WAREHOUSE THE                                 | Chefs' Warehouse Inc/The                                           | CUSIP: 163086AB7<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171352.50    | 0.41%             | 2024-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                        | Wolfspeed Inc                                                      | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45951.00     | 0.11%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                                 | Lamar Advertising Co                                               | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        65 | NS      | $6136.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                | Chatham Lodging Trust                                              | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       721 | NS      | $8846.67      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                          | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     38000 | PA      | $31139.29     | 0.07%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                              | ModivCare Escrow Issuer Inc                                        | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21115.00     | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie                       | Alexandria Real Estate Equities Inc                                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |       272 | NS      | $39622.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32257.02     | 0.08%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                  | Avantor Funding Inc                                                | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47097.40     | 0.11%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                             | NIKE Inc                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      1436 | NS      | $168026.36    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                  | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39001.00     | 0.09%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                  | CDW LLC / CDW Finance Corp                                         | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $28906.89     | 0.07%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp             | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $31252.55     | 0.08%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                        | Principal Financial Group Inc                                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      2685 | NS      | $225325.20    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                               | SAP SE                                                             | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       770 | NS      | $79449.12     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                               | Vishay Intertechnology Inc                                         | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56120.89     | 0.14%             | 2025-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RBC BEARINGS INC                                     | RBC Bearings Inc                                                   | CUSIP: 75524B203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       841 | NS      | $86269.78     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $142692.78    | 0.34%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15944.24     | 0.04%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                   | Walt Disney Co/The                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2042 | NS      | $177408.96    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG & Co                       | Fresenius Medical Care AG & Co KGaA                                | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      1060 | NS      | $34687.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                         | Chevron Corp                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       927 | NS      | $166387.23    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                            | PG&E Corp                                                          | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18230.70     | 0.04%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                        | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25314.60     | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR &                                      | Algonquin Power & Utilities Corp                                   | CUSIP: 015857873<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |       815 | NS      | $19454.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    880000 | PA      | $748137.54    | 1.80%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                           | US Bancorp                                                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      4400 | NS      | $191884.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                 | Entegris Escrow Corp                                               | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27705.00     | 0.07%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                  | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50687.45     | 0.12%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                     | InterDigital Inc                                                   | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164000 | PA      | $155800.00    | 0.38%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                              | ATI Inc                                                            | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13281.74     | 0.03%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                   | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        39 | NS      | $46215.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                            | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $26751.03     | 0.06%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                          | Equinix Inc                                                        | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       100 | NS      | $65503.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                    | Cisco Systems Inc                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      8463 | NS      | $403177.32    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                    | DISH Network Corp                                                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    165000 | PA      | $103785.00    | 0.25%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31108.70     | 0.07%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                | Truist Financial Corp                                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      4300 | NS      | $185029.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61055.40     | 0.15%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                       | Public Storage                                                     | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |       239 | NS      | $66965.41     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                   | Coterra Energy Inc                                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      3041 | NS      | $74717.37     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $81527.34     | 0.20%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                           | Diageo PLC                                                         | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      2330 | NS      | $102815.15    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PARATEK PHARMACEUTICALS                              | Paratek Pharmaceuticals Inc                                        | CUSIP: 699374AB0<br>LEI: 5493007V5QDIWECEYV79 | Long             | DBT              | CORP              | US        |    171000 | PA      | $150343.20    | 0.36%             | 2024-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts Inc                            | Park Hotels & Resorts Inc                                          | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |       682 | NS      | $8040.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                              | UDR Inc                                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       113 | NS      | $4376.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                    | Kimco Realty Corp                                                  | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       883 | NS      | $18701.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                           | Apple Hospitality REIT Inc                                         | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      1461 | NS      | $23054.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                              | Bristol-Myers Squibb Co                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      3050 | NS      | $219447.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                     | Boyd Gaming Corp                                                   | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4355.90      | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                 | Lockheed Martin Corp                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       109 | NS      | $53027.41     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                | Camden Property Trust                                              | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       165 | NS      | $18460.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                             | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18373.51     | 0.04%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                        | Welltower Inc                                                      | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |       655 | NS      | $42935.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                   | Equity Residential                                                 | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      3546 | NS      | $209214.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AIRLINES INC                                  | Spirit Airlines Inc                                                | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |    116000 | PA      | $93960.00     | 0.23%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                            | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35256.11     | 0.08%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                               | UnitedHealth Group Inc                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       212 | NS      | $112398.16    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp             | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19431.39     | 0.05%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HADRIAN MERGER SUB                                   | Hadrian Merger Sub Inc                                             | CUSIP: 42239PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35408.20     | 0.09%             | 2026-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                          | Avient Corp                                                        | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16604.24     | 0.04%             | 2025-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CUMULUS MEDIA NEW HLDGS                              | Cumulus Media New Holdings Inc                                     | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |     36000 | PA      | $30296.88     | 0.07%             | 2026-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                       | Blackstone Inc                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      1816 | NS      | $134729.04    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                       | Merck & Co Inc                                                     | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4752 | NS      | $527234.40    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $122327.74    | 0.29%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                          | Vistra Corp                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      6381 | NS      | $148039.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                      | CVS Health Corp                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2000 | NS      | $186380.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                             | Digital Realty Trust Inc                                           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       247 | NS      | $24766.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                       | Air Liquide SA                                                     | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       650 | NS      | $92122.93     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                              | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30725.77     | 0.07%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co                                     | Boise Cascade Co                                                   | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1695 | NS      | $116395.65    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                    | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55323.60     | 0.13%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                           | Cigna Corp                                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       600 | NS      | $198804.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares 0-5 Year Investment Grade Corporate Bond ETF | iShares 0-5 Year Investment Grade Corporate Bond ETF               | CUSIP: 46434V100<br>LEI: 549300DQ0XBNCH5EKW50 | Long             | EC               | RF                | US        |     44892 | NS      | $2148531.12   | 5.17%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $116080.07    | 0.28%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                 | Regency Centers Corp                                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       364 | NS      | $22750.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                          | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25781.13     | 0.06%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                      | TJX Cos Inc/The                                                    | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5943 | NS      | $473062.80    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERUS BIOSCIENCES INC                              | Coherus Biosciences Inc                                            | CUSIP: 19249HAB9<br>LEI: 5493007IL8W5MV932D26 | Long             | DBT              | CORP              | US        |     91000 | PA      | $59832.50     | 0.14%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                     | Boyd Gaming Corp                                                   | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32649.40     | 0.08%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                   | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $113239.00    | 0.27%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                 | Chart Industries Inc                                               | CUSIP: 16115QAD2<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     42000 | PA      | $83622.00     | 0.20%             | 2024-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHEGG INC                                            | Chegg Inc                                                          | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |    172000 | PA      | $136636.80    | 0.33%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                             | Prudential Financial Inc                                           | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2276 | NS      | $226370.96    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                          | Makita Corp                                                        | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      1900 | NS      | $44590.06     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EL PASO ENERGY CAP TRST                              | El Paso Energy Capital Trust I                                     | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2164 | NS      | $97464.61     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                         | Medical Properties Trust Inc                                       | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |       474 | NS      | $5280.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intertek Group PLC                                   | Intertek Group PLC                                                 | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      1090 | NS      | $53158.26     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                           | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20661.98     | 0.05%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                               | Blackstone Mortgage Trust Inc                                      | CUSIP: 09257WAC4<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103025.00    | 0.25%             | 2023-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                | Bath & Body Works Inc                                              | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25491.16     | 0.06%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                            | Sodexo SA                                                          | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |       880 | NS      | $84289.80     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                               | Ormat Technologies Inc                                             | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |     83000 | PA      | $96944.00     | 0.23%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                          | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10356.35     | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     50000 | PA      | $39718.24     | 0.10%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                   | Murphy Oil USA Inc                                                 | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28868.68     | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                           | Dover Corp                                                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      1591 | NS      | $215437.31    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust iShares ESG Aware MSCI EAFE ETF        | iShares Trust iShares ESG Aware MSCI EAFE ETF                      | CUSIP: 46435G516<br>LEI: 549300IT2A3OM8F0BB22 | Long             | EC               | RF                | US        |        90 | NS      | $5916.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                | Northrop Grumman Corp                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       400 | NS      | $218244.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                          | Discover Financial Services                                        | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      2578 | NS      | $252205.74    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE TECH LLC                                   | CommScope Technologies LLC                                         | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11856.78     | 0.03%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                            | Amgen Inc                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       186 | NS      | $48851.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                           | Ventas Inc                                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       231 | NS      | $10406.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                       | Essential Properties Realty Trust Inc                              | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       510 | NS      | $11969.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                | DuPont de Nemours Inc                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3200 | NS      | $219616.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                | ON Semiconductor Corp                                              | CUSIP: 682189AP0<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     43000 | PA      | $129279.50    | 0.31%             | 2023-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| adidas AG                                            | adidas AG                                                          | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       480 | NS      | $65490.99     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                        | Robert Half International Inc                                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       262 | NS      | $19343.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| H & M Hennes & Mauritz AB                            | H & M Hennes & Mauritz AB                                          | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      2830 | NS      | $30440.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                            | Danone SA                                                          | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      1310 | NS      | $69034.71     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT-MCMORAN INC                                 | Freeport-McMoRan Inc                                               | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     62000 | PA      | $56066.29     | 0.13%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                            | KDDI Corp                                                          | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |       900 | NS      | $27307.22     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                              | BioMarin Pharmaceutical Inc                                        | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47871.00     | 0.12%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                       | Omega Healthcare Investors Inc                                     | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |        26 | NS      | $726.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $36523.73     | 0.09%             | 2039-11-15      | Fixed         | 4.38%                 | 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        |     65000 | PA      | $62705.50     | 0.15%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    865000 | PA      | $864459.38    | 2.08%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                       | Lowe's Cos Inc                                                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1244 | NS      | $247854.56    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1185000 | PA      | $1159633.65   | 2.79%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                         | Broadcom Inc                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       956 | NS      | $534528.28    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA                                | Liberty Latin America Ltd                                          | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |     51000 | PA      | $45517.50     | 0.11%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                             | eBay Inc                                                           | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1482 | NS      | $61458.54     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                      | Knorr-Bremse AG                                                    | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |       620 | NS      | $33874.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                  | Synchrony Financial                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      3659 | NS      | $120234.74    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                          | Honeywell International Inc                                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       986 | NS      | $211299.80    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORP                                           | Kaman Corp                                                         | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |    122000 | PA      | $114009.00    | 0.27%             | 2024-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information                        | Fidelity National Information Services Inc                         | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      2164 | NS      | $146827.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                  | Delta Air Lines Inc                                                | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24560.88     | 0.06%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                       | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15266.52     | 0.04%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                     | Exxon Mobil Corp                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3719 | NS      | $410205.70    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                             | Highwoods Properties Inc                                           | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       582 | NS      | $16284.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                           | Verizon Communications Inc                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      9177 | NS      | $361573.80    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                          | Hologic Inc                                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      2842 | NS      | $212610.02    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                       | EPR Properties                                                     | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       209 | NS      | $7883.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                 | Edison International                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      3000 | NS      | $190860.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $210114.85    | 0.51%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                      | Sealed Air Corp                                                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23536.13     | 0.06%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $238678.13    | 0.57%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                              | Dow Inc                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      2439 | NS      | $122901.21    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions                       | Cognizant Technology Solutions Corp                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      3178 | NS      | $181749.82    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14306.93     | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Outfront Media Inc                                   | Outfront Media Inc                                                 | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       548 | NS      | $9085.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                  | Amadeus IT Group SA                                                | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      1770 | NS      | $91987.52     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                           | Macy's Inc                                                         | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      6190 | NS      | $127823.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                      | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39535.60     | 0.10%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vector Group Ltd                                     | Vector Group Ltd                                                   | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      1783 | NS      | $21146.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                           | DaVita Inc                                                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24196.25     | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American International Group I                       | American International Group Inc                                   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      3300 | NS      | $208692.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                   | CareTrust REIT Inc                                                 | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       452 | NS      | $8398.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PALO ALTO NETWORKS                                   | Palo Alto Networks Inc                                             | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |     69000 | PA      | $109192.50    | 0.26%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21836.85     | 0.05%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                             | USA Compression Partners LP / USA Compression Finance Corp         | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1921.79      | 0.00%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                             | Allison Transmission Inc                                           | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51748.13     | 0.12%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                   | Smith & Nephew PLC                                                 | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      6790 | NS      | $91076.31     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                                    | Devon Energy Corp                                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       632 | NS      | $38874.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LP                             | Viper Energy Partners LP                                           | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      1052 | NS      | $33443.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                              | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26392.41     | 0.06%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                             | F&G Annuities & Life Inc                                           | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $1580.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                | Applied Materials Inc                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       648 | NS      | $63102.24     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                   | Conagra Brands Inc                                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      5700 | NS      | $220590.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                    | Johnson & Johnson                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      3226 | NS      | $569872.90    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                             | Ionis Pharmaceuticals Inc                                          | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     99000 | PA      | $90396.90     | 0.22%             | 2024-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| National Storage Affiliates Tr                       | National Storage Affiliates Trust                                  | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       283 | NS      | $10221.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMA INC                                 | Collegium Pharmaceutical Inc                                       | CUSIP: 19459JAA2<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69190.00     | 0.17%             | 2026-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $86050.79     | 0.21%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial In                       | Fidelity National Financial Inc                                    | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      1170 | NS      | $44015.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                      | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20481.00     | 0.05%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                                | iShares MSCI EAFE ETF                                              | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |        10 | NS      | $656.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY FRN                                      | United States Treasury Floating Rate Note                          | CUSIP: 91282CFS5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $214778.89    | 0.52%             | 2024-10-31      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Plymouth Industrial REIT Inc                         | Plymouth Industrial REIT Inc                                       | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $3816.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                             | New Mountain Finance Corp                                          | CUSIP: 647551AD2<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32099.20     | 0.08%             | 2025-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                | Directv Financing LLC / Directv Financing Co-Obligor Inc           | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22414.00     | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $354015.44    | 0.85%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Douglas Emmett Inc                                   | Douglas Emmett Inc                                                 | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $1897.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                 | Ryerson Holding Corp                                               | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      1037 | NS      | $31379.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                        | Koninklijke Ahold Delhaize NV                                      | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      3750 | NS      | $107740.79    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                              | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35897.20     | 0.09%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/O                       | American Financial Group Inc/OH                                    | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1603 | NS      | $220059.84    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                                       | PDC Energy Inc                                                     | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41116.60     | 0.10%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                | Bausch Health Cos Inc                                              | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $2394.59      | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                             | Ameriprise Financial Inc                                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       587 | NS      | $182774.19    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                              | Summit Hotel Properties Inc                                        | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34360.00     | 0.08%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                         | Semtech Corp                                                       | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55485.00     | 0.13%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Urban Edge Properties                                | Urban Edge Properties                                              | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       379 | NS      | $5340.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                  | VICI Properties Inc                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      3290 | NS      | $106596.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                          | Moelis & Co                                                        | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1189 | NS      | $45621.93     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                       | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29417.81     | 0.07%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                              | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13009.80     | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                      | Best Buy Co Inc                                                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1991 | NS      | $159698.11    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HLD                             | Integra LifeSciences Holdings Corp                                 | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |    146000 | PA      | $142277.00    | 0.34%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                   | Ally Financial Inc                                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36227.37     | 0.09%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                             | KLA Corp                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       198 | NS      | $74651.94     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard FTSE Developed Markets ETF                  | Vanguard FTSE Developed Markets ETF                                | CUSIP: 921943858<br>LEI: N/A                  | Long             | EC               | RF                | US        |        30 | NS      | $1259.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM INC                                 | Laredo Petroleum Inc                                               | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18027.68     | 0.04%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                  | NuStar Logistics LP                                                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9646.27      | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                | Hightower Holding LLC                                              | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $25217.06     | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                            | AvalonBay Communities Inc                                          | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       172 | NS      | $27781.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                | Jackson Financial Inc                                              | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      1948 | NS      | $67770.92     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T                       | Interpublic Group of Cos Inc/The                                   | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       711 | NS      | $23683.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                            | Orange SA                                                          | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      2670 | NS      | $26526.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                        | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12565.45     | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                     | T-Mobile USA Inc                                                   | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18365.62     | 0.04%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                         | Monolithic Power Systems Inc                                       | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       409 | NS      | $144626.49    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                     | Altria Group Inc                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      4617 | NS      | $211043.07    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     75000 | PA      | $59986.50     | 0.14%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                             | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13709.16     | 0.03%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10800.72     | 0.03%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                             | EQT Corp                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1486 | NS      | $50271.38     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                            | Archer-Daniels-Midland Co                                          | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      2300 | NS      | $213555.00    | 0.51%             |  |  |  | No            |                  1 | 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        |     22000 | PA      | $20605.32     | 0.05%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                      | Madison IAQ LLC                                                    | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20618.36     | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $75032.42     | 0.18%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                        | Cable One Inc                                                      | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    153000 | PA      | $114444.00    | 0.28%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                           | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4331.54      | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Retail Opportunity Investments                       | Retail Opportunity Investments Corp                                | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1221 | NS      | $18351.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                       | PulteGroup Inc                                                     | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1262 | NS      | $57458.86     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CMG MEDIA CORPORATION                                | CMG Media Corp                                                     | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $26399.80     | 0.06%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                            | Healthpeak Properties Inc                                          | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       271 | NS      | $6793.97      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                 | Pilgrim's Pride Corp                                               | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21300.00     | 0.05%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $28487.63     | 0.07%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8578.47      | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                    | Lam Research Corp                                                  | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       378 | NS      | $158873.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                             | Essex Property Trust Inc                                           | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       122 | NS      | $25854.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                                           | Terex Corp                                                         | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36001.00     | 0.09%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                           | Pfizer Inc                                                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      3352 | NS      | $171756.48    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon                          | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16154.90     | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                | Carlyle Group Inc/The                                              | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      2713 | NS      | $80955.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                         | Evercore Inc                                                       | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       516 | NS      | $56285.28     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties In                       | Equity LifeStyle Properties Inc                                    | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       142 | NS      | $9173.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                                 | Sturm Ruger & Co Inc                                               | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       588 | NS      | $29764.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GO DADDY OPCO/FINCO                                  | Go Daddy Operating Co LLC / GD Finance Co Inc                      | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33539.68     | 0.08%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                               | Cousins Properties Inc                                             | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       473 | NS      | $11962.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                             | Consolidated Communications Inc                                    | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14775.35     | 0.04%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                             | Microchip Technology Inc                                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       336 | NS      | $23604.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund       | Goldman Sachs Financial Square Government Fund                     | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |     80318 | NS      | $80318.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $13915.63     | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $67422.65     | 0.16%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                        | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27341.35     | 0.07%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.          | 10 YEAR US TREASURY NOTE                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         3 | NC      | $-944.61      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                             | Cheesecake Factory Inc/The                                         | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    179000 | PA      | $147563.13    | 0.36%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL ADVANCED                              | Lyondellbasell Advanced Polymers Inc                               | CUSIP: 67054E202<br>LEI: 5493004OGK9A7CGV3B42 | Long             | EP               | CORP              | US        |        78 | NS      | $66300.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REPAY HOLDINGS                                       | Repay Holdings Corp                                                | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $103678.48    | 0.25%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communit                       | Mid-America Apartment Communities Inc                              | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       105 | NS      | $16483.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                             | Baxter International Inc                                           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |      4000 | NS      | $203880.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                | Bath & Body Works Inc                                              | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3788 | NS      | $159626.32    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                              | Marathon Petroleum Corp                                            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1997 | NS      | $232430.83    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                      | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     75000 | PA      | $53682.75     | 0.13%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                         | Securitas AB                                                       | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |      9470 | NS      | $78919.31     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Russell 2000 ETF                            | Vanguard Russell 2000 ETF                                          | CUSIP: 92206C664<br>LEI: N/A                  | Long             | EC               | RF                | US        |     15405 | NS      | $1084049.85   | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                   | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       200 | NS      | $62834.59     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                               | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16572.60     | 0.04%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City Office REIT Inc                                 | City Office REIT Inc                                               | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |       119 | NS      | $997.22       | 0.00%             |  |  |  | No            |                  1 | 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        |     90000 | PA      | $71813.25     | 0.17%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                     | AMC Networks Inc                                                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15614.19     | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                         | Comcast Corp                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      5683 | NS      | $198734.51    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                          | Paychex Inc                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1761 | NS      | $203501.16    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                             | AT&T Inc                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      3033 | NS      | $55837.53     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMG CAPITAL TRUST II                                 | AMG Capital Trust II                                               | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       702 | NS      | $35984.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                    | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     15846 | PA      | $14511.15     | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                          | BlackRock Liquidity FedFund                                        | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |     80318 | NS      | $80318.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                           | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12965.79     | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                  | Dollar General Corp                                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       851 | NS      | $209558.75    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                     | Life Storage Inc                                                   | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       259 | NS      | $25511.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                              | NextEra Energy Partners LP                                         | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44955.00     | 0.11%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                           | Brixmor Property Group Inc                                         | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      1204 | NS      | $27294.68     | 0.07%             |  |  |  | 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        |     25000 | PA      | $22268.03     | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                         | QUALCOMM Inc                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1579 | NS      | $173595.26    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                                   | FTI Consulting Inc                                                 | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $126240.00    | 0.30%             | 2023-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                            | Olin Corp                                                          | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18285.50     | 0.04%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                   | Kilroy Realty Corp                                                 | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       212 | NS      | $8198.04      | 0.02%             |  |  |  | No            |                  1 | 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        |     30000 | PA      | $27195.75     | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                  | NuStar Logistics LP                                                | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28103.33     | 0.07%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                         | Seaspan Corp                                                       | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     35000 | PA      | $26569.55     | 0.06%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                           | Masco Corp                                                         | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       753 | NS      | $35142.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM                                     | Callon Petroleum Co                                                | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28637.36     | 0.07%             | 2028-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                               | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $51192.35     | 0.12%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                  | United Airlines Inc                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17449.01     | 0.04%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HP Inc                                               | HP Inc                                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      6814 | NS      | $183092.18    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                         | Unilever PLC                                                       | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      1760 | NS      | $88982.59     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                     | Novo Nordisk A/S                                                   | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       540 | NS      | $72914.15     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                  | Terreno Realty Corp                                                | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       223 | NS      | $12682.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                          | MetLife Inc                                                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      6559 | NS      | $474674.83    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                              | Extra Space Storage Inc                                            | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       272 | NS      | $40032.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                   | Home Depot Inc/The                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1036 | NS      | $327230.96    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                           | Raytheon Technologies Corp                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2239 | NS      | $225959.88    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                             | Elanco Animal Health Inc                                           | CUSIP: 28414H202<br>LEI: 549300SHPNDCE059M934 | Long             | EP               | CORP              | US        |      1154 | NS      | $22537.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                            | Essity AB                                                          | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      2760 | NS      | $72287.38     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                            | CubeSmart                                                          | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $7245.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                                      | Murphy Oil Corp                                                    | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62658.68     | 0.15%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                | Bausch Health Cos Inc                                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $15696.89     | 0.04%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Starbucks Corp                                       | Starbucks Corp                                                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       396 | NS      | $39283.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $20034.38     | 0.05%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                     | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94382.50     | 0.23%             | 2048-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                             | Kao Corp                                                           | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      1600 | NS      | $64065.83     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                 | Western Union Co/The                                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     10388 | NS      | $143042.76    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties                        | Gaming and Leisure Properties Inc                                  | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |       385 | NS      | $20054.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES DESLAURIERS INSURA                             | Jones Deslauriers Insurance Management Inc                         | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34515.39     | 0.08%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WP Carey Inc                                         | WP Carey Inc                                                       | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |        88 | NS      | $6877.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $280056.73    | 0.67%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                    | Levi Strauss & Co                                                  | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25439.68     | 0.06%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                               | Helix Energy Solutions Group Inc                                   | CUSIP: 42330PAK3<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $207992.67    | 0.50%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                      | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     91000 | PA      | $86313.50     | 0.21%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $132922.47    | 0.32%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                | American Homes 4 Rent                                              | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       463 | NS      | $13954.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                    | Tractor Supply Co                                                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       929 | NS      | $208997.13    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                        | Independence Realty Trust Inc                                      | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |       611 | NS      | $10301.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                            | Host Hotels & Resorts Inc                                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      1115 | NS      | $17895.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                             | Phillips Edison & Co Inc                                           | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |       526 | NS      | $16747.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                           | AbbVie Inc                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      1783 | NS      | $288150.63    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                             | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4642.53      | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                    | Ivanhoe Mines Ltd                                                  | CUSIP: 46579RAA2<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $59016.00     | 0.14%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                | SS&C Technologies Inc                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37537.04     | 0.09%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      3254 | NS      | $383972.00    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                              | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30613.88     | 0.07%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                           | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9465.74      | 0.02%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                             | Scientific Games International Inc                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19236.00     | 0.05%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                | Bath & Body Works Inc                                              | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31174.50     | 0.08%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                           | MSILF Government Portfolio                                         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     80318 | NS      | $80318.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                             | APA Corp                                                           | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      2582 | NS      | $120527.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                  | United Airlines Inc                                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13929.39     | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $54712.99     | 0.13%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                              | Castlelake Aviation Finance DAC                                    | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |     35000 | PA      | $30500.36     | 0.07%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                               | Motorola Solutions Inc                                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       800 | NS      | $206168.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE CAP BUYER LLC                                  | White Cap Buyer LLC                                                | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10399.73     | 0.03%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                             | Weatherford International Ltd                                      | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $19241.86     | 0.05%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Four Corners Property Trust In                       | Four Corners Property Trust Inc                                    | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |       283 | NS      | $7338.19      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                           | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24852.75     | 0.06%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                        | BlackRock Inc                                                      | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       314 | NS      | $222509.82    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NESCO HOLDINGS II INC                                | NESCO Holdings II Inc                                              | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21907.50     | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                      | United States Treasury Note/Bond                                   | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $33528.52     | 0.08%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                        | Fidelity Government Portfolio                                      | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     80318 | NS      | $80318.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                 | Invitation Homes Inc                                               | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1262 | NS      | $37405.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX MIDSTREAM PART LP                                | CNX Midstream Partners LP                                          | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12329.48     | 0.03%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Delaware VIP Trust

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

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