NPORT-P false 0000357059 XXXXXXXX S000002397 C000190626 C000006363 C000006362 C000006359 C000006361 Delaware Group Limited-Term Government Funds 811-03363 0000357059 549300TW15BLCQFHDO16 ONE COMMERCE SQUARE 2005 MARKET STREET Philadelphia 19103 800-523-1918 Delaware Limited-Term Diversified Income Fund S000002397 CPYJ7BXGHNWDE01BCD50 2020-12-31 2020-03-31 N 427396687.03 20276082.34 407120604.69 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 19541734.38000000 0.00000000 470598.98000000 USD N Freddie Mac N/A 31283H3N3 277058.56000000 PA USD 311173.33000000 0.076432714634 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AM7 1570000.00000000 PA USD 1561086.95000000 0.383445822200 Long DBT CORP US N 2 2022-11-15 Fixed 2.70000000 N N N N N N NCUA Guaranteed Notes N/A 62889DAB3 577354.58000000 PA USD 573651.31000000 0.140904514139 Long ABS-MBS USGA US N 2 2021-03-09 Floating 1.54625000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAD7 1955000.00000000 PA USD 1720416.42000000 0.422581515202 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N EL PUERTO DE LIVERPOOL 4469000001BO4JEXZL32 283837AA0 200000.00000000 PA USD 196151.00000000 0.048180071885 Long DBT CORP MX N 2 2024-10-02 Fixed 3.95000000 N N N N N N Freddie Mac N/A 31296SNU6 31007.62000000 PA USD 35389.67000000 0.008692674748 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CP57 2581570.44000000 PA USD 2720210.84000000 0.668158479001 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 11970000.00000000 PA USD 13160453.61000000 3.232568791260 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5Z22 21694.78000000 PA USD 23754.11000000 0.005834661701 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N Discover Card Execution Note T 549300CKCX1QE4RUW216 254683CC7 4965000.00000000 PA USD 4703204.98000000 1.155236292592 Long ABS-O CORP US N 2 2025-04-15 Floating 1.06463000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4PF7 972610.64000000 PA USD 1058033.96000000 0.259882194075 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YZ7 1640000.00000000 PA USD 1680263.31000000 0.412718808786 Long DBT UST US N 2 2021-12-31 Fixed 1.62500000 N N N N N N Fannie Mae N/A 3136AYXQ1 34820.15000000 PA USD 39027.79000000 0.009586296922 Long ABS-MBS USGSE US N 2 2047-11-25 Fixed 3.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AM4 250000.00000000 PA USD 245923.25000000 0.060405503226 Long DBT NUSS UA N 2 2020-09-01 Fixed 7.75000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 94983RAD6 43052.75000000 PA USD 36515.58000000 0.008969229161 Long ABS-MBS CORP US N 2 2036-04-25 Variable 4.13795000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BB6 1285000.00000000 PA USD 1259717.63000000 0.309421241638 Long DBT CORP GB N 2 N/A Fixed 8.62500000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330MAC1 1465000.00000000 PA USD 1405140.10000000 0.345140993556 Long DBT CORP US N 2 2029-09-17 Fixed 2.63600000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 26139PAA1 200000.00000000 PA USD 191306.80000000 0.046990203344 Long DBT CORP KY N 2 2023-05-31 Fixed 3.90800000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A29 1460000.00000000 PA USD 1321300.00000000 0.324547562756 Long DBT CORP US N 2 2023-01-09 Fixed 3.08700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379WGC0 247393.67000000 PA USD 267037.72000000 0.065591796859 Long ABS-MBS USGA US N 2 2045-11-16 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9JV4 281809.77000000 PA USD 324149.41000000 0.079619996204 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J87H0 1829518.16000000 PA USD 2105614.59000000 0.517196763254 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZC7 6840000.00000000 PA USD 7096500.00000000 1.743095269128 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HHXN0 3154747.85000000 PA USD 3421040.43000000 0.840301471011 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5YV9 104828.63000000 PA USD 111779.14000000 0.027456026227 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 1200000.00000000 PA USD 1191273.24000000 0.292609419979 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N KSA SUKUK LTD 635400XBJFPNCGN9CK71 48266XAA3 250000.00000000 PA USD 251254.25000000 0.061714943214 Long DBT NUSS SA N 2 2022-04-20 Fixed 2.89400000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EA66 2295000.00000000 PA USD 2308901.27000000 0.567129554093 Long DBT CORP US N 2 2020-06-15 Fixed 6.00000000 N N N N N N Barclays Dryrock Issuance Trus N/A 06742LAN3 2810000.00000000 PA USD 2805023.77000000 0.688990863563 Long ABS-O CORP US N 2 2023-03-15 Floating 1.03463000 N N N N N N Hyundai Auto Receivables Trust N/A 44891JAB4 750000.00000000 PA USD 748161.83000000 0.183769089891 Long ABS-O CORP US N 2 2022-07-15 Fixed 1.93000000 N N N N N N Nissan Master Owner Trust Rece N/A 65474VAP6 890000.00000000 PA USD 874325.50000000 0.214758351684 Long ABS-O CORP US N 2 2022-10-17 Floating 1.02463000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAC2 150000.00000000 PA USD 149676.00000000 0.036764535686 Long DBT CORP US N 2 2022-09-30 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HL35 202723.69000000 PA USD 229070.39000000 0.056265978032 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 1955000.00000000 PA USD 1714624.93000000 0.421158966224 Long DBT CORP US N 2 2024-12-01 Fixed 4.87500000 N N N N N N Freddie Mac N/A 3137A7FZ8 936038.70000000 PA USD 931188.71000000 0.228725517518 Long ABS-MBS USGSE US N 2 2041-02-15 Floating 1.20463000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04621HAN3 263826.50000000 PA USD 235465.15000000 0.057836706687 Long LON CORP US N 2 2027-02-13 Floating 4.30010000 N N N N N N SINOPEC GRP DEV 2018 549300C6OZZ8LTVR8209 82939GAF5 245000.00000000 PA USD 245635.90000000 0.060334922175 Long DBT CORP CN N 2 2024-08-08 Fixed 2.50000000 N N N N N N AEROVIAS DE MEXICO S.A. 549300TK6ZHQ3FJ26B03 008065AD6 200000.00000000 PA USD 61500.00000000 0.015106088783 Long DBT CORP MX N 2 2025-02-05 Fixed 7.00000000 N N N N N N VTR FINANCE BV 213800F4XI4RJB82XM19 918370AB3 300000.00000000 PA USD 274123.50000000 0.067332259001 Long DBT CORP CL N 2 2024-01-15 Fixed 6.87500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCL8 1390000.00000000 PA USD 1265908.17000000 0.310941808254 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 1515000.00000000 PA USD 1635014.66000000 0.401604497823 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AN1 1075000.00000000 PA USD 544233.05000000 0.133678581661 Long DBT CORP US N 2 2024-06-01 Fixed 3.80000000 N N N N N N Fannie Mae N/A 3136AUFA4 154066.67000000 PA USD 163675.99000000 0.040203317669 Long ABS-MBS USGSE US N 2 2046-11-25 Fixed 3.00000000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QFQ2 1000000.00000000 PA USD 983296.00000000 0.241524498802 Long ABS-O CORP US N 2 2022-09-15 Floating 1.05463000 N N N N N N BMC EAST LLC N/A 055604AA0 500000.00000000 PA USD 486872.50000000 0.119589255466 Long DBT CORP US N 2 2024-10-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3137BLY44 152420.51000000 PA USD 165454.57000000 0.040640185756 Long ABS-MBS USGSE US N 2 2045-11-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BMP0 259798.65000000 PA USD 293648.65000000 0.072128172000 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3128M6JK5 200617.02000000 PA USD 231270.08000000 0.056806282299 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAD9 530000.00000000 PA USD 519923.75000000 0.127707550050 Long DBT CORP US N 2 2025-04-05 Fixed 2.05600000 N N N N N N Wheels SPV LLC N/A 96328DBF0 434829.31000000 PA USD 434461.01000000 0.106715554308 Long ABS-O CORP US N 2 2027-04-20 Fixed 3.06000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z52 6700000.00000000 PA USD 7020867.02000000 1.724517732367 Long DBT UST US N 2 2025-01-31 Fixed 1.37500000 N N N N N N JP Morgan Mortgage Trust N/A 46643QAX6 455000.00000000 PA USD 439522.17000000 0.107958714183 Long ABS-MBS CORP US N 2 2044-07-25 Variable 2.50000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 000000000 210000.00000000 PA USD 218985.14000000 0.053788763692 Long DBT CORP HK N 2 2023-03-13 Fixed 3.12500000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAB7 3090000.00000000 PA USD 3119835.19000000 0.766317193003 Long DBT CORP US N 2 2020-11-01 Fixed 5.40000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAG3 1605000.00000000 PA USD 1539790.29000000 0.378214777700 Long DBT CORP US N 2 2024-05-08 Floating 2.95413000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5PY3 332225.73000000 PA USD 351692.00000000 0.086385212624 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 30292KAN9 245000.00000000 PA USD 243300.80000000 0.059761357493 Long ABS-MBS CORP US N 2 2047-11-25 Variable 3.62970300 N N N N N N BENCHMARK Mortgage Trust N/A 08162MAX6 5000000.00000000 PA USD 4897889.50000000 1.203056156720 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.28900000 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 50050GAK4 200000.00000000 PA USD 207761.44000000 0.051031914770 Long DBT CORP KR N 2 2023-03-25 Fixed 2.87500000 N N N N N N Freddie Mac N/A 3137F1FB9 616783.74000000 PA USD 665728.80000000 0.163521274121 Long ABS-MBS USGSE US N 2 2047-06-15 Fixed 3.00000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492649 3606509.00000000 NS USD 3606509.00000000 0.885857644750 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MUB6 44935.39000000 PA USD 50398.97000000 0.012379370982 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N KERNEL HOLDING SA 5493003GR6L4DZOS2U12 49229QAA2 235000.00000000 PA USD 203185.70000000 0.049907987377 Long DBT CORP UA N 2 2022-01-31 Fixed 8.75000000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAB1 265000.00000000 PA USD 255591.44000000 0.062780276177 Long DBT CORP NL N 2 2022-03-03 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128M4XV0 108438.02000000 PA USD 122885.46000000 0.030184043397 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N CLP POWER HK FINANCING 254900SBJOP9O3YV1271 000000000 200000.00000000 PA USD 207038.43000000 0.050854323661 Long DBT CORP HK N 2 2023-04-26 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ESAD0 4282582.44000000 PA USD 4846130.89000000 1.190342820818 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QFK5 400000.00000000 PA USD 398804.00000000 0.097957213515 Long ABS-O CORP US N 2 2022-05-15 Floating 1.12463000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAC9 1600000.00000000 PA USD 1583825.28000000 0.389030980440 Long DBT CORP ES N 2 2022-04-11 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128M9UD2 29182.75000000 PA USD 33729.79000000 0.008284962640 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 6.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AC4 2055000.00000000 PA USD 1911957.00000000 0.469629141334 Long DBT CORP US N 2 2023-07-15 Floating 2.72125000 N N N N N N Freddie Mac N/A 3137BSA94 37665.05000000 PA USD 40570.58000000 0.009965248511 Long ABS-MBS USGSE US N 2 2046-06-15 Fixed 3.00000000 N N N N N N CNH Equipment Trust N/A 12596JAB9 715965.16000000 PA USD 714673.49000000 0.175543434001 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.96000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HD9 6350000.00000000 PA USD 6294239.38000000 1.546038030866 Long ABS-O CORP US N 2 2023-06-15 Floating 1.25463000 N N N N N N Mercedes-Benz Master Owner Tru N/A 58768UAK9 1200000.00000000 PA USD 1196767.56000000 0.293958975844 Long ABS-O CORP US N 2 2023-05-15 Floating 1.04463000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 000000000 300000.00000000 PA USD 294750.00000000 0.072398693803 Long DBT CORP AE N 2 2022-11-14 Fixed 3.25000000 N N N N N N Ford Credit Auto Lease Trust N/A 34531MAB4 1470000.00000000 PA USD 1459998.41000000 0.358615700895 Long ABS-O CORP US N 2 2022-07-15 Fixed 1.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKT8 3139517.41000000 PA USD 3291147.94000000 0.808396308633 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RS6 453444.84000000 PA USD 513644.54000000 0.126165203647 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 867914BM4 2785000.00000000 PA USD 2802336.07000000 0.688330690639 Long DBT CORP US N 2 2022-01-27 Fixed 2.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380UC76 829072.00000000 PA USD 897579.13000000 0.220470081754 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAD9 2700000.00000000 PA USD 2706033.42000000 0.664676115339 Long DBT CORP CH N 2 2021-04-15 Fixed 3.00000000 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F040644 677000.00000000 PA USD 722841.63000000 0.177549753481 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAM1 260000.00000000 PA USD 258116.30000000 0.063400451125 Long DBT CORP NL N 2 2024-03-17 Fixed 6.25000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 46639UAA3 200000.00000000 PA USD 197423.20000000 0.048492559139 Long DBT CORP KZ N 2 2023-04-30 Fixed 4.40000000 N N N N N N BLUE RIBBON LLC N/A 09582EAB2 266671.08000000 PA USD 211114.69000000 0.051855565050 Long LON CORP US N 2 2021-11-13 Floating 5.71310000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 85208EAB6 2425000.00000000 PA USD 2415906.25000000 0.593412915526 Long LON CORP US N 2 2024-02-03 Floating 3.48450000 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAE4 620000.00000000 PA USD 584419.01000000 0.143549356939 Long DBT CORP NL N 2 2021-04-23 Fixed 3.93300000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AF9 375000.00000000 PA USD 329529.38000000 0.080941464569 Long DBT CORP CA N 2 2023-01-15 Fixed 7.25000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AD0 100000.00000000 PA USD 83875.50000000 0.020602126012 Long DBT CORP US N 2 2025-05-15 Fixed 7.00000000 N N N N N N GARDNER DENVER INC 549300MJL50HVCB7RP74 365556AT6 208267.19000000 PA USD 196812.49000000 0.048342551993 Long LON CORP US N 2 2027-02-28 Floating 2.73940000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AH5 250000.00000000 PA USD 149688.75000000 0.036767667437 Long DBT CORP US N 2 2024-08-15 Fixed 6.87500000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58769QAB7 360000.00000000 PA USD 359639.21000000 0.088337265630 Long ABS-O CORP US N 2 2021-12-15 Fixed 2.01000000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AK2 500000.00000000 PA USD 466872.50000000 0.114676706268 Long DBT CORP PR N 2 2023-09-14 Fixed 6.12500000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AK4 200000.00000000 PA USD 207684.94000000 0.051013124270 Long DBT CORP CN N 2 2023-09-29 Fixed 3.87500000 N N N N N N Harley-Davidson Motorcycle Tru N/A 41284UAB0 850000.00000000 PA USD 843892.33000000 0.207283129440 Long ABS-O CORP US N 2 2023-01-17 Fixed 1.83000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAR6 1050000.00000000 PA USD 1043650.23000000 0.256349155011 Long DBT CORP US N 2 2021-09-01 Fixed 1.80000000 N N N N N N Sequoia Mortgage Trust N/A 81745HAD4 189181.68000000 PA USD 191134.60000000 0.046947906295 Long ABS-MBS CORP US N 2 2044-07-25 Variable 3.50000000 N N N N N N USB CAPITAL IX N/A 91731KAA8 1860000.00000000 PA USD 1388945.70000000 0.341163204219 Long DBT CORP US N 2 N/A Floating 3.50000000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAG6 200000.00000000 PA USD 194133.50000000 0.047684518485 Long DBT CORP CL N 2 2024-09-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XAJ6 50973.03000000 PA USD 57285.33000000 0.014070850097 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 565849AK2 1050000.00000000 PA USD 804714.75000000 0.197660039980 Long DBT CORP US N 2 2022-11-01 Fixed 2.80000000 N N N N N N Morgan Stanley Institutional Liquidity Funds - Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 3606509.00000000 NS USD 3606509.00000000 0.885857644750 Long STIV RF US N 1 N N N USB REALTY CORP N/A 903312AA4 400000.00000000 PA USD 300698.00000000 0.073859685934 Long DBT CORP US N 2 N/A Floating 2.97825000 N N N N N N Freddie Mac N/A 31335BZS8 1616476.02000000 PA USD 1791932.37000000 0.440147796342 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 5.00000000 N N N N N N SILVERSTONE MASTER ISSUER 549300P6OXWKM20QS303 82846GAU4 1860000.00000000 PA USD 1823741.16000000 0.447960908632 Long ABS-MBS CORP GB N 2 2070-01-21 Floating 2.20913000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLV2 3859152.57000000 PA USD 4078233.57000000 1.001726152648 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N Tesla Auto Lease Trust N/A 88165GAB6 2600000.00000000 PA USD 2603867.76000000 0.639581423785 Long ABS-O CORP US N 2 2022-04-20 Fixed 2.13000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAB1 2280000.00000000 PA USD 2373320.63000000 0.582952717857 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M2S2 250000.00000000 PA USD 250983.95000000 0.061648550112 Long DBT CORP US N 2 2022-06-09 Fixed 2.40000000 N N N N N N KRATON POLYMERS LLC/CAP N/A 50077DAE4 250000.00000000 PA USD 223357.50000000 0.054862735372 Long DBT CORP US N 2 2025-04-15 Fixed 7.00000000 N N N N N N American Money Management Corp 549300I1YCI83LUUYL82 00176JAH9 570000.00000000 PA USD 560566.50000000 0.137690525495 Long ABS-CBDO CORP KY N 2 2029-04-14 Floating 2.88775000 N N N N N N Fannie Mae N/A 3136ANNB9 486662.39000000 PA USD 516465.79000000 0.126858180119 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J83Y7 446825.22000000 PA USD 514288.81000000 0.126323454051 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416JAU5 127344.81000000 PA USD 142888.06000000 0.035097231226 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 48300TAD4 220000.00000000 PA USD 190946.80000000 0.046901777458 Long DBT CORP CN N 2 2022-10-22 Fixed 11.95000000 N N N N N N KIA MOTORS CORP 988400V8MJK9N7OI5X76 493738AE8 200000.00000000 PA USD 200889.96000000 0.049344090592 Long DBT CORP KR N 2 2023-04-25 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZF0 8655000.00000000 PA USD 8710615.30000000 2.139566310241 Long DBT UST US N 2 2025-03-31 Fixed 0.50000000 N N N N N N STATE GRID OVERSEAS INV 3003006V8BHG5158QO96 857006AD2 500000.00000000 PA USD 500258.40000000 0.122877200082 Long DBT CORP VG N 2 2020-05-04 Fixed 2.25000000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LBX6 244357.63000000 PA USD 236212.46000000 0.058020266544 Long LON CORP US N 2 2027-02-01 Floating 2.67490000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 500000.00000000 PA USD 419222.50000000 0.102972557804 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BL9 310000.00000000 PA USD 310653.23000000 0.076304963792 Long DBT NUSS ID N 2 2023-04-15 Fixed 3.37500000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336RAU2 792035.82000000 PA USD 743721.63000000 0.182678454844 Long LON CORP US N 2 2024-01-17 Floating 4.04540000 N N N N N N Hyundai Auto Lease Securitizat 549300HYB2ZMNKF8SB89 44935AAD7 361587.80000000 PA USD 361476.68000000 0.088788598718 Long ABS-O CORP US N 2 2021-04-15 Fixed 2.81000000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GK5 1080000.00000000 PA USD 1048291.96000000 0.257489291360 Long DBT CORP US N 2 2022-01-15 Fixed 8.62500000 N N N N N N Freddie Mac N/A 3128M6V96 72465.25000000 PA USD 81922.26000000 0.020122356632 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3132XCSJ5 418051.47000000 PA USD 451533.30000000 0.110908977535 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBQ1 2400000.00000000 PA USD 2443152.00000000 0.600105219891 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAF1 210000.00000000 PA USD 205784.80000000 0.050546397708 Long DBT CORP US N 2 2025-02-15 Fixed 2.24200000 N N N N N N FHLMC Structured Pass Through N/A 3133TQCA3 3534.81000000 PA USD 3768.62000000 0.000925676557 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 8.61000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AF9 3665000.00000000 PA USD 3654626.22000000 0.897676555275 Long DBT CORP US N 2 2020-11-15 Fixed 2.70000000 N N N N N N BANCO INTERNAC DEL PERU 5493001TRCGXJLRLHN14 05968DAB6 205000.00000000 PA USD 195517.73000000 0.048024523383 Long DBT CORP PE N 2 2023-01-18 Fixed 3.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380KNG6 455000.00000000 PA USD 485195.44000000 0.119177323478 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 3.50000000 N N N N N N JOSEPH T RYERSON & SON I 54930086XMNNXPXPWJ34 48088LAA5 500000.00000000 PA USD 468739.50000000 0.115135292736 Long DBT CORP US N 2 2022-05-15 Fixed 11.00000000 N N N N N N Fannie Mae N/A 3136AWPE1 39863.20000000 PA USD 44774.38000000 0.010997817227 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.50000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183BF0 769428.97000000 PA USD 759684.23000000 0.186599307735 Long ABS-O CORP US N 2 2029-11-15 Floating 1.04463000 N N N N N N MISSION BROADCASTING INC N/A 605024AQ1 204275.25000000 PA USD 191814.46000000 0.047114898580 Long LON CORP US N 2 2024-01-17 Floating 4.04540000 N N N N N N Freddie Mac N/A 3128M5B33 93659.24000000 PA USD 105878.58000000 0.026006686662 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74733LAE2 200000.00000000 PA USD 211588.00000000 0.051971822983 Long DBT CORP BM N 2 2025-10-19 Fixed 5.00000000 N N N N N N ICICI BANK LTD/DUBAI R7RX8ER1V4666J8D1I38 000000000 320000.00000000 PA USD 316059.32000000 0.077632847947 Long DBT CORP AE N 2 2022-09-09 Fixed 3.25000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -70.00000000 NC USD -42658.34000000 -0.01047805969 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2020-06-30 -8732498.26000000 USD -42658.34000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHR3 2845000.00000000 PA USD 2938558.11000000 0.721790564306 Long DBT CORP US N 2 2025-03-15 Fixed 3.45800000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AF4 375000.00000000 PA USD 388781.25000000 0.095495350891 Long DBT CORP US N 2 2021-11-15 Fixed 6.75000000 N N N N N N American Express Credit Accoun 549300Y4SA5G3GIJTP18 02587AAN4 10000000.00000000 PA USD 10276853.00000000 2.524277298081 Long ABS-O CORP US N 2 2024-11-15 Fixed 2.67000000 N N N N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 09681LAC4 400000.00000000 PA USD 400956.72000000 0.098485980660 Long DBT CORP SG N 2 2021-09-15 Fixed 2.37500000 N N N N N N Discover Card Execution Note T 549300CKCX1QE4RUW216 254683CF0 2465000.00000000 PA USD 2434731.28000000 0.598036859827 Long ABS-O CORP US N 2 2023-12-15 Floating 0.93463000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AB4 500000.00000000 PA USD 428127.50000000 0.105159870335 Long DBT CORP US N 2 2023-05-15 Fixed 6.62500000 N N N N N N Discover Card Execution Note T 549300CKCX1QE4RUW216 254683CE3 4000000.00000000 PA USD 3912891.60000000 0.961113624543 Long ABS-O CORP US N 2 2025-08-15 Floating 1.03463000 N N N N N N ARI Fleet Lease Trust N/A 04033BAB4 703608.07000000 PA USD 703322.48000000 0.172755314247 Long ABS-O CORP US N 2 2027-08-16 Fixed 3.22000000 N N N N N N TURK TELEKOMUNIKASYON AS 789000A2TXOI10JZLF90 90011QAB6 200000.00000000 PA USD 181080.00000000 0.044478220437 Long DBT CORP TR N 2 2024-06-19 Fixed 4.87500000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAS7 1125000.00000000 PA USD 1151472.15000000 0.282833179341 Long DBT CORP US N 2 2023-09-01 Fixed 4.05000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 955000.00000000 PA USD 897912.68000000 0.220552010793 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N TURKIYE GARANTI BANKASI 5493002XSS7K7RHN1V37 900148AD9 235000.00000000 PA USD 219870.70000000 0.054006281545 Long DBT CORP TR N 2 2022-09-13 Fixed 5.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAW6 1195000.00000000 PA USD 1104544.59000000 0.271306481979 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532AAD5 74794.63000000 PA USD 74808.22000000 0.018374953057 Long ABS-O CORP US N 2 2022-03-15 Fixed 2.01000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAL5 250000.00000000 PA USD 247186.25000000 0.060715730707 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CT5 710000.00000000 PA USD 709724.66000000 0.174327865459 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 2295000.00000000 PA USD 2184312.61000000 0.536527158005 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N OJSC NOVO(STEEL FUNDING) 549300RUD5HLLXOVGU89 85812PAC7 250000.00000000 PA USD 253912.50000000 0.062367882410 Long DBT CORP IE N 2 2023-06-15 Fixed 4.50000000 N N N N N N Navistar Financial Dealer Note 549300S28N49H5RT4J50 63938PBD0 330000.00000000 PA USD 320092.25000000 0.078623446298 Long ABS-O CORP US N 2 2023-09-25 Floating 1.57663000 N N N N N N GREAT AMERICA LEASING RECEIVAB N/A 39154TAV0 798820.18000000 PA USD 797863.43000000 0.195977167652 Long ABS-O CORP US N 2 2021-06-15 Fixed 2.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6EW3 3346956.25000000 PA USD 3851128.02000000 0.945942793274 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N AZURE POWER ENERGY LTD 54930051LQDFHGQMHF47 05502JAA8 215000.00000000 PA USD 198138.63000000 0.048668288393 Long DBT CORP IN N 2 2022-11-03 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XEC7 47319.99000000 PA USD 53217.45000000 0.013071667065 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AR6 1545000.00000000 PA USD 1510365.74000000 0.370987300225 Long DBT CORP US N 2 2026-07-27 Fixed 2.85000000 N N N N N N Freddie Mac N/A 3128M9B92 194149.46000000 PA USD 222652.35000000 0.054689531169 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N SHIMAO PROPERTY HLDGS 254900WTJ6B5CU69ZD26 000000000 200000.00000000 PA USD 197992.85000000 0.048632480822 Long DBT CORP HK N 2 2024-02-21 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKX75 92163.24000000 PA USD 105229.71000000 0.025847306372 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LZ2 2430000.00000000 PA USD 2570296.05000000 0.631335289933 Long DBT CORP US N 2 2024-06-01 Fixed 4.04400000 N N N N N N Fannie Mae N/A 3136ACFR7 76000.00000000 PA USD 78848.72000000 0.019367410809 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 2.00000000 N N N N N N NV ENERGY INC 549300WSWTEW6DURBO45 67073YAA4 2460000.00000000 PA USD 2531300.64000000 0.621756946428 Long DBT CORP US N 2 2020-11-15 Fixed 6.25000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JY8 1035000.00000000 PA USD 1084335.03000000 0.266342459091 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N HOA Funding LLC N/A 40433JAA9 235850.00000000 PA USD 224946.65000000 0.055253074250 Long ABS-O CORP US N 2 2044-08-20 Fixed 4.84600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3BE7 5250877.29000000 PA USD 5820111.77000000 1.429579270356 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Citibank Credit Card Issuance R8AG6FXVDQAMDKCSJJ64 17305EGL3 7700000.00000000 PA USD 7512113.07000000 1.845181251811 Long ABS-O CORP US N 2 2025-01-20 Floating 1.10288000 N N N N N N CK HUTCHISON INTL 17 LTD 254900TNOJOSKVTDPK87 12563UAA5 275000.00000000 PA USD 275432.16000000 0.067653701833 Long DBT CORP KY N 2 2022-04-05 Fixed 2.87500000 N N N N N N Fannie Mae N/A 3136AXK79 16207.17000000 PA USD 17617.64000000 0.004327376162 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 3.00000000 N N N N N N American Express Credit Accoun 549300Y4SA5G3GIJTP18 02582JJB7 3744000.00000000 PA USD 3559731.18000000 0.874367727644 Long ABS-O CORP US N 2 2025-12-15 Floating 1.04463000 N N N N N N Fannie Mae N/A 3136AVZC6 1225000.00000000 PA USD 1348778.78000000 0.331297105688 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 3.00000000 N N N N N N FUTURE RETAIL LTD 335800XO19WYIUZC9H61 36118EAA0 220000.00000000 PA USD 110890.27000000 0.027237695346 Long DBT CORP IN N 2 2025-01-22 Fixed 5.60000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2C8 250000.00000000 PA USD 243313.63000000 0.059764508894 Long DBT CORP SA N 2 2024-04-16 Fixed 2.87500000 N N N N N N FannieMae Whole Loan N/A 313920YH7 40.72000000 PA USD 41.72000000 0.000010247577 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 6.47300000 N N N N N N American Express Credit Accoun 549300Y4SA5G3GIJTP18 02587AAL8 270000.00000000 PA USD 267310.99000000 0.065658919475 Long ABS-O CORP US N 2 2024-09-16 Floating 1.15463000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HK3 1300000.00000000 PA USD 1285715.99000000 0.315807152767 Long ABS-O CORP US N 2 2024-03-15 Floating 1.10463000 N N N N N N DEVT BANK OF MONGOLIA 254900HRWK3OKXS9UW60 25161AAA7 200000.00000000 PA USD 172993.02000000 0.042491836081 Long DBT NUSS MN N 2 2023-10-23 Fixed 7.25000000 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 03827FAX9 248794.46000000 PA USD 229068.54000000 0.056265523621 Long LON CORP US N 2 2024-09-19 Floating 4.44510000 N N N N N N FREMF Mortgage Trust N/A 30263HAL5 95000.00000000 PA USD 94769.31000000 0.023277944891 Long ABS-MBS CORP US N 2 2044-08-25 Variable 4.96098700 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154CU1 500000.00000000 PA USD 495078.45000000 0.121604862121 Long DBT NUSS KR N 2 2023-06-01 Floating 2.35538000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 268270AD7 200000.00000000 PA USD 197954.84000000 0.048623144522 Long DBT CORP CL N 2 2025-01-29 Fixed 4.50000000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAM2 370000.00000000 PA USD 366321.28000000 0.089978565511 Long DBT CORP US N 2 2022-08-14 Fixed 2.75000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HN7 1500000.00000000 PA USD 1487550.30000000 0.365383201651 Long ABS-O CORP US N 2 2023-04-17 Floating 0.90463000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAD2 2300000.00000000 PA USD 2318234.40000000 0.569422027107 Long DBT CORP US N 2 2022-10-01 Fixed 2.40000000 N N N N N N Trafigura Securitisation Finan N/A 892725AJ1 200000.00000000 PA USD 199184.20000000 0.048925109096 Long ABS-O CORP IE N 2 2022-03-15 Floating 1.43463000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376UKN8 15502.36000000 PA USD 18315.52000000 0.004498794654 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412AEK4 250000.00000000 PA USD 217734.00000000 0.053481449352 Long DBT NUSS NG N 2 2022-06-27 Fixed 5.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAY2 4240000.00000000 PA USD 4499119.97000000 1.105107409983 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AK6 710000.00000000 PA USD 709945.69000000 0.174382156496 Long DBT CORP US N 2 2020-07-15 Fixed 3.45000000 N N N N N N Freddie Mac N/A 3128M5FY1 92717.30000000 PA USD 105066.54000000 0.025807227339 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.50000000 N N N N N N Fannie Mae N/A 3136AY3B7 287515.75000000 PA USD 323577.07000000 0.079479413783 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 3.50000000 N N N N N N PFS Financing Corp. N/A 69335PCX1 910000.00000000 PA USD 877232.63000000 0.215472422641 Long ABS-O CORP US N 2 2022-10-17 Floating 1.15463000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBE7 250000.00000000 PA USD 255296.25000000 0.062707769407 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N Tesla Auto Lease Trust N/A 88161NAA7 1196048.34000000 PA USD 1201441.56000000 0.295107038592 Long ABS-O CORP US N 2 2021-08-20 Fixed 3.71000000 N N N N N N Freddie Mac N/A 3132DMDC6 454669.29000000 PA USD 504269.66000000 0.123862475686 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 5.00000000 N N N N N N RUSSELL INVESTMENTS US 5493008YG7V0FQCJQI74 000000000 652781.59000000 PA USD 605454.92000000 0.148716354079 Long LON CORP US N 2 2023-06-01 Floating 3.75000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBX5 2965000.00000000 PA USD 3203798.14000000 0.786940799137 Long DBT CORP US N 2 2025-01-23 Fixed 4.15000000 N N N N N N Nissan Master Owner Trust Rece N/A 65474VAS0 300000.00000000 PA USD 285180.09000000 0.070048061118 Long ABS-O CORP US N 2 2023-11-15 Floating 1.13463000 N N N N N N KEB HANA BANK 6RPK2YDJN6L35AS0M510 482466AD1 500000.00000000 PA USD 517885.00000000 0.127206777066 Long DBT CORP KR N 2 2022-01-30 Fixed 3.37500000 N N N N N N Fidelity Government Portfolio N/A 316175108 3606509.00000000 NS USD 3606509.00000000 0.885857644750 Long STIV RF US N 1 N N N TIME WARNER ENT N/A 88731EAF7 1795000.00000000 PA USD 1973066.87000000 0.484639403476 Long DBT CORP US N 2 2023-03-15 Fixed 8.37500000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BJ8 1455000.00000000 PA USD 1358284.40000000 0.333631946983 Long DBT CORP US N 2 2024-12-15 Fixed 2.80000000 N N N N N N Fannie Mae N/A 3136A9QV3 474968.28000000 PA USD 493759.36000000 0.121280857395 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 2.50000000 N N N N N N FNCL N/A 01F050643 3936000.00000000 PA USD 4250111.30000000 1.043944042880 Long ABS-MBS USGSE US N 2 2050-04-15 Fixed 5.00000000 N N N N N N American Express Credit Accoun 549300Y4SA5G3GIJTP18 02588NAA3 575000.00000000 PA USD 554287.35000000 0.136148193831 Long ABS-O CORP US N 2 2025-02-18 Floating 1.08463000 N N N N N N Nissan Master Owner Trust Rece N/A 65474VAQ4 1275000.00000000 PA USD 1224199.54000000 0.300697023412 Long ABS-O CORP US N 2 2024-02-15 Floating 1.26463000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAP5 1070000.00000000 PA USD 1085268.15000000 0.266571658986 Long DBT CORP US N 2 2023-08-14 Fixed 3.80000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAF6 37000.00000000 PA USD 35890.51000000 0.008815694805 Long DBT CORP US N 2 2021-05-28 Fixed 4.87500000 N N Y N N Cheniere Energy Inc USD XXXX N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAG8 1235000.00000000 PA USD 1047938.63000000 0.257402503810 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N GREENKO MAURITIUS LTD 2138005EDWGI4914B264 39531LAA7 210000.00000000 PA USD 187601.76000000 0.046080143780 Long DBT CORP IN N 2 2023-02-21 Fixed 6.25000000 N N N N N N Fannie Mae N/A 3136AE4P9 312715.70000000 PA USD 336375.52000000 0.082623064547 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 30292KAQ2 80000.00000000 PA USD 79617.78000000 0.019556313063 Long ABS-MBS CORP US N 2 2047-11-25 Variable 3.62970300 N N N N N N US TREASURY FRN 254900HROIFWPRGM1V77 912828Z45 13315000.00000000 PA USD 13315987.97000000 3.270772301033 Long DBT UST US N 2 2022-01-31 Floating 0.15400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378WRW5 17000.00000000 PA USD 18480.30000000 0.004539269147 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAH1 1075000.00000000 PA USD 1087287.14000000 0.267067578372 Long DBT CORP US N 2 2022-05-19 Fixed 2.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PAK4 200000.00000000 PA USD 200602.00000000 0.049273359709 Long DBT NUSS DO N 2 2021-05-06 Fixed 7.50000000 N N N N N N Citibank Credit Card Issuance R8AG6FXVDQAMDKCSJJ64 17305EFY6 4270000.00000000 PA USD 4253643.34000000 1.044811608893 Long ABS-O CORP US N 2 2023-12-07 Floating 1.49513000 N N N N N N Freddie Mac N/A 3137BUSL3 1997000.00000000 PA USD 2213982.24000000 0.543814833858 Long ABS-MBS USGSE US N 2 2046-11-15 Fixed 3.00000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAA1 150000.00000000 PA USD 146550.00000000 0.035996704247 Long DBT CORP MX N 2 2022-11-09 Fixed 4.12500000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAA1 500000.00000000 PA USD 502818.50000000 0.123506030942 Long DBT NUSS TG N 2 2021-05-06 Fixed 5.50000000 N N N N N N Toyota Auto Receivables Owner N/A 89231AAC5 272097.89000000 PA USD 271812.70000000 0.066764663067 Long ABS-O CORP US N 2 2021-08-16 Floating 0.82463000 N N N N N N BMW Floorplan Master Owner Tru N/A 05564UAN0 1500000.00000000 PA USD 1463361.90000000 0.359441866400 Long ABS-O CORP US N 2 2023-05-15 Floating 1.02463000 N N N N N N FREMF Mortgage Trust N/A 30295AAN8 430000.00000000 PA USD 425373.29000000 0.104483360728 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.84337800 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AH9 2295000.00000000 PA USD 2235459.21000000 0.549090167446 Long DBT CORP US N 2 2024-09-15 Fixed 2.35000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 180000.00000000 PA USD 182855.52000000 0.044914336904 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3137B1TU6 329530.03000000 PA USD 370004.92000000 0.090883368647 Long ABS-MBS USGSE US N 2 2043-04-15 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 155000.00000000 PA USD 167034.11000000 0.041028164154 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAA8 155000.00000000 PA USD 133105.48000000 0.032694360950 Long DBT CORP US N 2 2025-02-15 Fixed 6.62500000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAR5 165000.00000000 PA USD 179573.20000000 0.044108108980 Long DBT CORP US N 2 2027-03-26 Fixed 3.30000000 N N N N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 581158.66000000 0.142748525450 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.33.V2 Y Default Event 2024-12-20 0.00000000 USD -538783.94000000 USD 9800000.00000000 USD 1119942.60000000 N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAE4 250000.00000000 PA USD 191257.50000000 0.046978093910 Long DBT CORP US N 2 2025-04-15 Fixed 7.25000000 N N N N N N ARABIAN CENTRES SUKUK 5493003T55GS691ILI42 03847PAA3 200000.00000000 PA USD 154000.00000000 0.037826628823 Long DBT CORP SA N 2 2024-11-26 Fixed 5.37500000 N N N N N N Freddie Mac N/A 31335BW77 229791.90000000 PA USD 260509.86000000 0.063988375188 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 00217AAA4 217000.00000000 PA USD 135669.49000000 0.033324152213 Long DBT CORP IE N 2 2024-12-03 Fixed 7.87500000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 330000.00000000 PA USD 327525.00000000 0.080449133801 Long DBT CORP KY N 2 2024-03-28 Fixed 3.50000000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 215000.00000000 PA USD 193448.40000000 0.047516239112 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N FHLMC Structured Pass Through N/A 31394JY35 379348.91000000 PA USD 438912.68000000 0.107809006703 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380B3X1 32604.30000000 PA USD 33051.35000000 0.008118319146 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 2.50000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAH6 1050000.00000000 PA USD 1078648.52000000 0.264945696084 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QFJ8 1030000.00000000 PA USD 1028807.78000000 0.252703441719 Long ABS-O CORP US N 2 2022-05-15 Fixed 2.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AGQ4 265219.78000000 PA USD 299746.44000000 0.073625956669 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Fannie Mae N/A 3136AEN29 229274.26000000 PA USD 238050.10000000 0.058471641390 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 3.00000000 N N N N N N CROATIA 74780000O00QGQ7CER13 226775AF1 200000.00000000 PA USD 210208.00000000 0.051632857089 Long DBT NUSS HR N 2 2023-04-04 Fixed 5.50000000 N N N N N N BERRY PLASTICS GROUP INC 549300AP2Q7ERHX6RI89 08579JBD3 250000.00000000 PA USD 241375.00000000 0.059288328131 Long LON CORP US N 2 2022-10-01 Floating 2.77290000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GEC9 645000.00000000 PA USD 649080.79000000 0.159432065712 Long DBT CORP US N 2 2020-07-01 Fixed 5.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376MPB7 195835.20000000 PA USD 211956.04000000 0.052062223714 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAH7 200000.00000000 PA USD 188631.16000000 0.046332992687 Long DBT CORP NL N 2 2023-04-24 Fixed 4.44100000 N N N N N N Freddie Mac N/A 3137ANDK8 90000.00000000 PA USD 99305.88000000 0.024392251056 Long ABS-MBS USGSE US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Verizon Owner Trust 5493002I20BBOB4UPY82 92348RAA6 254886.58000000 PA USD 254885.13000000 0.062606787046 Long ABS-O CORP US N 2 2022-04-20 Fixed 2.06000000 N N N N N N IHS NETHERLANDS HOLDCO 5493006Z6YQYCCN2XI74 44963LAB2 200000.00000000 PA USD 177000.00000000 0.043476060401 Long DBT CORP NL N 2 2025-03-18 Fixed 7.12500000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAF9 235000.00000000 PA USD 202182.25000000 0.049661512502 Long DBT CORP IN N 2 2024-07-24 Fixed 3.37500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 535000.00000000 PA USD 531384.52000000 0.130522629873 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69353RFN3 3875000.00000000 PA USD 3810266.19000000 0.935906005764 Long DBT CORP US N 2 2021-06-10 Floating 1.20600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCEW2 1902941.44000000 PA USD 1995612.59000000 0.490177251411 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3137B1W73 874886.82000000 PA USD 869715.89000000 0.213626104889 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 312940DH9 39529.10000000 PA USD 44003.30000000 0.010808418805 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.50000000 N N N N N N Volkswagen Auto Loan Enhanced N/A 92868LAC5 56900.70000000 PA USD 56773.46000000 0.013945120769 Long ABS-O CORP US N 2 2021-07-20 Floating 0.95288000 N N N N N N Invitation Homes Trust N/A 46185JAA6 1238441.52000000 PA USD 1130332.14000000 0.277640612383 Long ABS-O CORP US N 2 2037-03-17 Floating 1.50013000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403GST0 20881.50000000 PA USD 22841.63000000 0.005610531556 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae N/A 3136ATQS6 61000.00000000 PA USD 66802.83000000 0.016408609446 Long ABS-MBS USGSE US N 2 2046-09-25 Fixed 3.00000000 N N N N N N Trafigura Securitisation Finan N/A 892725AE2 3410000.00000000 PA USD 3384257.91000000 0.831266674055 Long ABS-O CORP IE N 2 2020-12-15 Floating 1.55463000 N N N N N N FHLMC Structured Pass Through N/A 31393LFK4 616.14000000 PA USD 750.18000000 0.000184264807 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N FannieMae Grantor Trust N/A 31359SX96 19595.82000000 PA USD 23111.92000000 0.005676922202 Long ABS-MBS USGSE US N 2 2041-06-19 Variable 6.97868800 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YY0 4760000.00000000 PA USD 5069586.12000000 1.245229561363 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CJ3 1430000.00000000 PA USD 1668315.65000000 0.409784135408 Long DBT CORP US N 2 2024-08-15 Fixed 5.50000000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 38060AAB0 250000.00000000 PA USD 237186.25000000 0.058259456108 Long DBT CORP IM N 2 2024-05-15 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DCY6 794456.20000000 PA USD 839830.69000000 0.206285479124 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 1620000.00000000 PA USD 1616272.87000000 0.397000999551 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N Fannie Mae N/A 3136AQYC8 70595.91000000 PA USD 71616.93000000 0.017591084601 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust N/A 89171VAK3 200745.00000000 PA USD 199097.55000000 0.048903825477 Long ABS-MBS CORP US N 2 2055-05-25 Variable 2.75000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 450000.00000000 PA USD 462935.25000000 0.113709609552 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2B2 200000.00000000 PA USD 197770.20000000 0.048577791868 Long DBT NUSS UZ N 2 2024-02-20 Fixed 4.75000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAL0 200000.00000000 PA USD 207715.26000000 0.051020571694 Long DBT CORP CN N 2 2024-04-11 Fixed 3.28000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AR4 1655000.00000000 PA USD 1650073.23000000 0.405303296121 Long DBT CORP US N 2 2023-09-01 Fixed 7.50000000 N N N N N N JD.COM INC 549300HVTWB0GJZ16V92 47215PAB2 200000.00000000 PA USD 200390.42000000 0.049221389851 Long DBT CORP CN N 2 2021-04-29 Fixed 3.12500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 555000.00000000 PA USD 465368.94000000 0.114307390645 Long DBT CORP IE N 2 2024-07-01 Fixed 3.95000000 N N N N N N LATAM FINANCE LTD N/A 51818KAB6 200000.00000000 PA USD 90161.00000000 0.022146017411 Long DBT CORP KY N 2 2024-04-11 Fixed 6.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 18605000.00000000 PA USD 20059605.88000000 4.927190038753 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N Volvo Financial Equipment Mast N/A 92887MAA4 2000000.00000000 PA USD 1932644.40000000 0.474710534847 Long ABS-O CORP US N 2 2022-11-15 Floating 1.20463000 N N N N N N DBUBS Mortgage Trust N/A 233050AG8 100000.00000000 PA USD 98128.99000000 0.024103174555 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.68860900 N N N N N N Freddie Mac N/A 31396F4J9 1557734.18000000 PA USD 1535699.41000000 0.377209945237 Long ABS-MBS USGSE US N 2 2035-11-15 Floating 1.05463000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCD2 130000.00000000 PA USD 106137.85000000 0.026070370493 Long DBT CORP MX N 2 2023-09-21 Fixed 4.62500000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 05965MAG8 220000.00000000 PA USD 205757.20000000 0.050539618390 Long DBT CORP CL N 2 2025-01-09 Fixed 2.70400000 N N N N N N BANCO DE CRED E INVER 549300E9E5Y3PKW24142 05956NAE2 200000.00000000 PA USD 201306.54000000 0.049446414079 Long DBT CORP CL N 2 2023-02-11 Fixed 4.00000000 N N N N N N SUMMIT MIDSTREAM HOLDINGS LL N/A 86614HAJ8 492576.84000000 PA USD 236436.88000000 0.058075390259 Long LON CORP US N 2 2022-05-21 Floating 7.20410000 N N N N N N Verizon Owner Trust 549300P0XXSIS1ESEJ26 92349GAB7 800000.00000000 PA USD 786232.08000000 0.193120188696 Long ABS-O CORP US N 2 2023-12-20 Floating 1.22288000 N N N N N N Freddie Mac N/A 3137BSMD2 1442246.00000000 PA USD 1596795.49000000 0.392216820176 Long ABS-MBS USGSE US N 2 2046-03-15 Fixed 2.50000000 N N N N N N Freddie Mac N/A 31335CAJ3 2238397.57000000 PA USD 2362792.04000000 0.580366607039 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.00000000 N N N N N N SOC QUIMICA Y MINERA DE TJ88LXZZW5PWIN93ZC81 833636AE3 200000.00000000 PA USD 191749.00000000 0.047098819806 Long DBT CORP CL N 2 2023-04-03 Fixed 3.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376UQB8 474000.00000000 PA USD 532981.34000000 0.130914852714 Long ABS-MBS USGA US N 2 2047-01-16 Fixed 3.00000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 1650000.00000000 PA USD 1556032.34000000 0.382204271185 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N Verizon Owner Trust 5493002I20BBOB4UPY82 92348RAB4 2383189.48000000 PA USD 2373776.60000000 0.583064716610 Long ABS-O CORP US N 2 2022-04-20 Floating 1.04288000 N N N N N N ATOTECH ALPHA 3 BV 549300RVASWYF4HCO804 000000000 1304870.51000000 PA USD 1210267.40000000 0.297274907252 Long LON CORP NL N 2 2024-01-31 Floating 4.67930000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 81720TAB1 200000.00000000 PA USD 188396.00000000 0.046275230933 Long DBT NUSS SN N 2 2024-07-30 Fixed 6.25000000 N N N N N N SURA ASSET MANAGEMENT 549300013ETMS1C0EA22 86425QAA6 500000.00000000 PA USD 493122.50000000 0.121124427090 Long DBT CORP CO N 2 2024-04-17 Fixed 4.87500000 N N N N N N American Express Credit Accoun 549300Y4SA5G3GIJTP18 02582JJF8 1145000.00000000 PA USD 1166134.41000000 0.286434633021 Long ABS-O CORP US N 2 2024-02-15 Fixed 3.06000000 N N N N N N Citibank Credit Card Issuance R8AG6FXVDQAMDKCSJJ64 17305EGF6 11900000.00000000 PA USD 11731022.38000000 2.881461229144 Long ABS-O CORP US N 2 2024-08-08 Floating 1.37513000 N N N N N N AIR MEDICAL GROUP HOLDINGS 549300ZFWD4ZFCEJCQ87 00169QAE9 77706.02000000 PA USD 71878.07000000 0.017655227756 Long LON CORP US N 2 2022-04-28 Floating 4.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BJ9 500000.00000000 PA USD 378750.00000000 0.093031400434 Long DBT CORP CA N 2 2022-10-15 Fixed 6.00000000 N N N N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AE2 500000.00000000 PA USD 502968.00000000 0.123542752247 Long DBT CORP US N 2 2022-04-01 Fixed 10.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380UC84 466373.00000000 PA USD 489609.29000000 0.120261486242 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 228227BD5 965000.00000000 PA USD 1024772.20000000 0.251712192454 Long DBT CORP US N 2 2023-01-15 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380C3D3 30000.00000000 PA USD 33399.00000000 0.008203711532 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617474AA9 1180000.00000000 PA USD 1038128.60000000 0.254992891060 Long DBT CORP US N 2 N/A Fixed 5.55000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGD8 1985000.00000000 PA USD 1844670.43000000 0.453101712060 Long DBT CORP US N 2 2024-06-12 Floating 1.96413000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LFE7 43628.87000000 PA USD 49423.38000000 0.012139739288 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380FRR9 304000.00000000 PA USD 332160.64000000 0.081587774279 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7L94 539482.58000000 PA USD 591009.37000000 0.145168130325 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N GSMPS Mortgage Loan Trust N/A 36228FAE6 22702.30000000 PA USD 22088.41000000 0.005425520041 Long ABS-MBS CORP US N 2 2027-05-19 Variable 7.75000000 N N N N N N Freddie Mac N/A 3137BVMW3 24503.16000000 PA USD 28124.04000000 0.006908036507 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380UET6 298000.00000000 PA USD 323839.40000000 0.079543849235 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49306SAA4 1335000.00000000 PA USD 1340053.78000000 0.329154006101 Long DBT CORP US N 2 2022-05-22 Fixed 3.18000000 N N N N N N BANK OF GEORGIA JSC 549300RPLD8RXL49Z691 47973XAA9 200000.00000000 PA USD 208091.00000000 0.051112863756 Long DBT CORP GE N 2 2023-07-26 Fixed 6.00000000 N N N N N N MMAF Equipment Finance LLC N/A 55315GAE8 1429727.03000000 PA USD 1425460.01000000 0.350132121434 Long ABS-O CORP US N 2 2036-02-19 Fixed 2.49000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 405000.00000000 PA USD 354962.25000000 0.087188475825 Long DBT CORP US N 2 N/A Fixed 4.60000000 N N N N N N Towd Point Mortgage Trust N/A 89172RAR6 262857.51000000 PA USD 260883.48000000 0.064080146520 Long ABS-MBS CORP US N 2 2055-04-25 Variable 2.75000000 N N N N N N Bank of America Credit Card Tr 5493006DQ60M1CRKHH19 05522RDA3 700000.00000000 PA USD 713548.64000000 0.175267139953 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.10000000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AC7 250000.00000000 PA USD 63562.50000000 0.015612695419 Long DBT CORP GB N 2 2022-04-15 Fixed 6.25000000 N N N N N N Goldman Sachs Financial Square Government Fund N/A 38141W273 3606509.00000000 NS USD 3606509.00000000 0.885857644750 Long STIV RF US N 1 N N N Citibank Credit Card Issuance R8AG6FXVDQAMDKCSJJ64 17305EGK5 4334000.00000000 PA USD 4365638.63000000 1.072320727496 Long ABS-O CORP US N 2 2023-01-20 Fixed 2.49000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 305000.00000000 PA USD 318091.21000000 0.078131935926 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2A4 200000.00000000 PA USD 183750.00000000 0.045134045755 Long DBT CORP PE N 2 2025-01-11 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9SK8 25851.11000000 PA USD 29293.92000000 0.007195391159 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HNV1 360000.00000000 PA USD 379372.21000000 0.093184232296 Long DBT CORP US N 2 2023-07-24 Fixed 3.40000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HNG4 450000.00000000 PA USD 449672.00000000 0.110451791144 Long DBT CORP US N 2 2020-10-23 Fixed 2.05000000 N N N N N N Mercedes-Benz Master Owner Tru N/A 58768UAH6 3540000.00000000 PA USD 3539572.72000000 0.869416256319 Long ABS-O CORP US N 2 2022-05-16 Floating 1.12463000 N N N N N N Fannie Mae N/A 3136AU2T7 101946.07000000 PA USD 117429.99000000 0.028844030158 Long ABS-MBS USGSE US N 2 2047-01-25 Fixed 3.50000000 N N N N N N CHINA OVERSEAS FIN KY V N/A 000000000 205000.00000000 PA USD 207744.53000000 0.051027761210 Long DBT CORP KY N 2 2022-11-15 Fixed 3.95000000 N N N N N N Freddie Mac N/A 31335BWN2 1914857.99000000 PA USD 2072363.29000000 0.509029330897 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 3128QTGP3 4976.41000000 PA USD 5018.32000000 0.001232637194 Long ABS-MBS USGSE US N 2 2038-08-01 Floating 4.55500000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 3606509.00000000 NS USD 3606509.00000000 0.885857644750 Long STIV RF US N 1 N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AE4 200000.00000000 PA USD 191414.60000000 0.047016681984 Long DBT NUSS KE N 2 2024-06-24 Fixed 6.87500000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 68218EAH7 1095558.34000000 PA USD 1033248.46000000 0.253794194667 Long LON CORP US N 2 2026-09-19 Floating 2.92360000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBG9 570000.00000000 PA USD 479196.15000000 0.117703733114 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DH54 1682461.21000000 PA USD 1809067.09000000 0.444356554092 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.50000000 N N N N N N Fannie Mae N/A 3136A1MQ5 1226963.22000000 PA USD 1216440.17000000 0.298791109068 Long ABS-MBS USGSE US N 2 2041-06-25 Floating 1.34663000 N N N N N N 2020-05-22 Delaware Group Limited-Term Government Funds Dan Geatans Dan Geatans Associate Director Head of US and EMEA Fund Administration XXXX