# EDGAR Filing Document

**Accession Number:** 0000814230
**File Stem:** 0001752724-25-206469
**Filing Date:** 2025-8
**Character Count:** 62605
**Document Hash:** 0933891faabccaf789b1dd19d1d8472b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-206469.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-206469

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05162
- **FILM NUMBER:** 251258266

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 100 Independence

  - **City:** Philadelphia

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $15892503.26

**Total Liabilities:** $45890.09

**Net Assets:** $15846613.17

**Cash Not Reported:** $53861.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 52.82241000 | **1-Year:** 851.04840000 | **5-Year:** 1367.09672000 | **10-Year:** 12.63482000 | **30-Year:** 0.00000000

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

- **3-Month:** 1.24985000 | **1-Year:** 27.34769000 | **5-Year:** 5.11478000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213004 | 0.67%                | 0.00%                | 0.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-24098.68               | $75513.61                                  |
| Month 2  | $-3567.67                | $-57386.95                                 |
| Month 3  | $-6487.16                | $70148.16                                  |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46208.66     | 0.29%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13142.71     | 0.08%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $177792.90    | 1.12%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336460.80    | 2.12%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                       | New York Life Global Funding                                                    | CUSIP: 64953BBF4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40596.49     | 0.26%             | 2026-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                         | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97870.54     | 0.62%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137FYEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145411 | PA      | $136440.57    | 0.86%             | 2031-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2023-NQM8 Trust                                                             | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-MBS          | CORP              | US        |     68444 | PA      | $69422.47     | 0.44%             | 2063-09-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15128.58     | 0.10%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust 2023-6                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |     79747 | PA      | $80659.16     | 0.51%             | 2068-09-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66290.47     | 0.42%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86494.70     | 0.55%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -1 | NC      | $-2540.28     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2024-B                                             | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101270.17    | 0.64%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -1 | NC      | $-4163.40     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308966 | PA      | $314144.43    | 1.98%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30295.92     | 0.19%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1903117.14   | 12.01%            | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31089.15     | 0.20%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16054.59     | 0.10%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35882.15     | 0.23%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25730.10     | 0.16%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                            | PFS Financing Corp                                                              | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201945.30    | 1.27%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                            | CNH Equipment Trust 2024-A                                                      | CUSIP: 18978FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16960 | PA      | $16978.91     | 0.11%             | 2027-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79195.50     | 0.50%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45874.04     | 0.29%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155199 | PA      | $157953.31    | 1.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30751.75     | 0.19%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.43.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $7489.27      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41000.95     | 0.26%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                       | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31184.82     | 0.20%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20522.29     | 0.13%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                 | Home Depot Inc/The                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10162.69     | 0.06%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40705.68     | 0.26%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                   | Ford Credit Auto Lease Trust 2024-A                                             | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100202.52    | 0.63%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                          | Accenture Capital Inc                                                           | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59627.86     | 0.38%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                 | Porsche Innovative Lease Owner Trust 2024-1                                     | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100306.87    | 0.63%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     35592 | NS      | $35591.89     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133800.23    | 0.84%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $20113.47     | 0.13%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15156.02     | 0.10%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                                   | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |     35592 | NS      | $35591.87     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15445.14     | 0.10%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30642.53     | 0.19%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                 | American Express Credit Account Master Trust                                    | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201032.18    | 1.27%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced                  | Volkswagen Auto Loan Enhanced Trust 2023-2                                      | CUSIP: 92867YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47587 | PA      | $47619.84     | 0.30%             | 2027-03-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2024-B Owner Trust                                      | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101333.89    | 0.64%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88711.25     | 0.56%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3480000 | PA      | $3527578.21   | 22.26%            | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                 | Hyundai Auto Lease Securitization Trust 2024-A                                  | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100273.31    | 0.63%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                            | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10186.14     | 0.06%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                            | Sirius XM Radio LLC                                                             | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64489.02     | 0.41%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15229.23     | 0.10%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -15 | NC      | $-18082.35    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39368.65     | 0.25%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78746.66     | 0.50%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13087.40     | 0.08%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40650.86     | 0.26%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10297.99     | 0.06%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55749.24     | 0.35%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                 | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100487.51    | 0.63%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                          | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $40325.70     | 0.25%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88173.06     | 0.56%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66188.48     | 0.42%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                 | S&P Global Inc                                                                  | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48676.25     | 0.31%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                 | Enterprise Fleet Financing 2023-3 LLC                                           | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62657 | PA      | $63598.37     | 0.40%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25634.35     | 0.16%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                      | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10199.74     | 0.06%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46885.09     | 0.30%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| General Motors                                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251175.68    | 1.59%             | 2028-06-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2023-HQA3                                         | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |     45339 | PA      | $45877.86     | 0.29%             | 2043-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16010.42     | 0.10%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                    | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44309.27     | 0.28%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                           | Verizon Master Trust                                                            | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85753.67     | 0.54%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212604.92    | 1.34%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30559.15     | 0.19%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BZX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59930 | PA      | $59974.47     | 0.38%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41059.92     | 0.26%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198713.90    | 1.25%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                            | PFS Financing Corp                                                              | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199900.80    | 1.26%             | 2029-01-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20763.06     | 0.13%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                       | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61225.70     | 0.39%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                 | Mercedes-Benz Auto Lease Trust 2024-A                                           | CUSIP: 58770JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53982 | PA      | $53993.16     | 0.34%             | 2027-02-16      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                  | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |     35592 | NS      | $35591.87     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                       | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40542.56     | 0.26%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15194.11     | 0.10%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                           | Verizon Master Trust                                                            | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102107.98    | 0.64%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 83 CLO Ltd                                                               | CUSIP: 26246EAL2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250751.00    | 1.58%             | 2037-04-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30219.72     | 0.19%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                 | Hyundai Auto Lease Securitization Trust 2024-C                                  | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100467.36    | 0.63%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                    | Popular Inc                                                                     | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21263.80     | 0.13%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45184.75     | 0.29%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25745.33     | 0.16%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178813 | PA      | $178846.55    | 1.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191633 | PA      | $194079.06    | 1.22%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25197.84     | 0.16%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9940.14      | 0.06%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15281.94     | 0.10%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2022-A                                             | CUSIP: 345286AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86000 | PA      | $84928.45     | 0.54%             | 2027-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15392.63     | 0.10%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R02                                    | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $80175.20     | 0.51%             | 2045-02-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41636.54     | 0.26%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                           | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70191.42     | 0.44%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134447.16    | 0.85%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFH0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55030.63     | 0.35%             | 2026-03-13      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41017.26     | 0.26%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30627.44     | 0.19%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49226.68     | 0.31%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                 | Enterprise Fleet Financing 2022-2 LLC                                           | CUSIP: 29374JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       404 | PA      | $403.95       | 0.00%             | 2029-05-21      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60050.51     | 0.38%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140J94R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68766 | PA      | $68941.16     | 0.44%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                 | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203532.40    | 1.28%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30566.84     | 0.19%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35519.16     | 0.22%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $52100.66     | 0.33%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne                 | NextGear Floorplan Master Owner Trust                                           | CUSIP: 65341KBY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200494.88    | 1.27%             | 2029-03-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103951.56    | 0.66%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                           | Chase Issuance Trust                                                            | CUSIP: 161571HV9<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100732.38    | 0.64%             | 2029-01-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        24 | NC      | $15911.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84829.78     | 0.54%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137064.95    | 0.86%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20336.70     | 0.13%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                        | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90673.56     | 0.57%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                       | Ares Strategic Income Fund                                                      | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20168.20     | 0.13%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                         | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46390.35     | 0.29%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                          | Aon North America Inc                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25306.13     | 0.16%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr                 | BA Credit Card Trust                                                            | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250474.10    | 1.58%             | 2028-04-15      | Fixed         | 5.00%                 | 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        |     21000 | PA      | $21128.54     | 0.13%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $723853.15    | 4.57%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82612.44     | 0.52%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $152735.79    | 0.96%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2023-R08                                    | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53227 | PA      | $53391.90     | 0.34%             | 2043-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139276.52    | 0.88%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                                     | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |     35592 | NS      | $35591.87     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35729.42     | 0.23%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29083.91     | 0.18%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                          | ARI Fleet Lease Trust 2025-A                                                    | CUSIP: 04033CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99826.41     | 0.63%             | 2034-01-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                       | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31329.01     | 0.20%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Delaware VIP Trust

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

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