NPORT-P false 0000357059 XXXXXXXX S000002397 C000006359 C000006361 C000006362 C000190626 C000006363 Delaware Group Limited-Term Government Funds 811-03363 0000357059 549300TW15BLCQFHDO16 100 Independence 610 Market Street Philadelphia 19106 800-523-1918 Macquarie Limited-Term Diversified Income Fund S000002397 CPYJ7BXGHNWDE01BCD50 2025-12-31 2025-06-30 N 700915007.78 3566254.04 697348753.74 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 198970.00000000 0.00000000 0.00000000 1635710.26000000 USD N BBG Government/Credit 1-3 Yr Index LEH1-3YRGC ATP TOW/ANDEAN TELECOM N/A 00193BAA0 200000.00000000 PA USD 203079.46000000 0.029121649520 Long DBT CORP N/A N 2 2030-02-03 Fixed 7.87500000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAR7 1750000.00000000 PA USD 1764249.55000000 0.252993862904 Long DBT CORP GB N 2 2028-03-14 Fixed 4.50000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAF0 200000.00000000 PA USD 204200.00000000 0.029282335259 Long DBT CORP MX N 2 2029-12-10 Fixed 5.62100000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 526107AE7 3925000.00000000 PA USD 3912047.11000000 0.560988614236 Long DBT CORP US N 2 2025-08-01 Fixed 1.35000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 315000.00000000 PA USD 326758.98000000 0.046857326158 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYT66 173693.60000000 PA USD 161825.22000000 0.023205780340 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZH4 307690.24000000 PA USD 310834.65000000 0.044573772926 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHE6 3094958.47000000 PA USD 3039804.45000000 0.435908780749 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N DAE SUKUK DIFC LTD 635400AMGMPG1J5EQD94 23302JAA3 200000.00000000 PA USD 198706.58000000 0.028494577345 Long DBT CORP AE N 2 2026-02-15 Fixed 3.75000000 N N N N N N Freddie Mac - STACR 529900XX8WXEM4FBIH80 35564NHZ9 3087328.96000000 PA USD 3094251.68000000 0.443716528265 Long ABS-MBS CORP US N 2 2045-05-25 Floating 5.50517000 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAF0 200000.00000000 PA USD 200091.26000000 0.028693140831 Long DBT CORP KY N 2 2029-10-02 Fixed 4.62500000 N N N N N N General Motors N/A 361886DA9 4000000.00000000 PA USD 4058266.00000000 0.581956442631 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.13000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31394JY35 173087.52000000 PA USD 176579.73000000 0.025321581067 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 6.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 200000.00000000 PA USD 190390.00000000 0.027301977522 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QJA3 10000000.00000000 PA USD 10176620.00000000 1.459330061955 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.29000000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 40053FAC2 200000.00000000 PA USD 183559.10000000 0.026322424614 Long DBT CORP KY N 2 2030-02-04 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGF1 143114.90000000 PA USD 138099.27000000 0.019803472689 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N KOREA HYDRO & NUCLEAR PO 9884008CRY5MLCN8OQ43 50064YAS2 200000.00000000 PA USD 203987.84000000 0.029251911458 Long DBT NUSS KR N 2 2028-07-18 Fixed 5.00000000 N N N N N N AIRPORT AUTHORITY HK 254900748HGC4RBR4O84 00946AAM6 200000.00000000 PA USD 207025.36000000 0.029687492648 Long DBT NUSS HK N 2 2030-07-15 Fixed 4.87500000 N N N N N N Magnetite CLO Ltd 5299008V4F49IY3SSP69 55955RAA7 3500000.00000000 PA USD 3509166.50000000 0.503215425736 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.70610000 N N N N N N GEORGIA GLOBAL UTILITIES 213800JCP8ERP6FTOL26 373196AB0 200000.00000000 PA USD 206847.98000000 0.029662056308 Long DBT CORP GE N 2 2029-07-25 Fixed 8.87500000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AL0 675000.00000000 PA USD 717653.32000000 0.102911680296 Long DBT CORP US N 2 2028-03-13 Fixed 7.25000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJT8 1265000.00000000 PA USD 1288129.64000000 0.184718138964 Long DBT CORP US N 2 2031-02-12 Fixed 5.04600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MUK5 300200.87000000 PA USD 300257.31000000 0.043056979508 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 516000.00000000 PA USD 519158.44000000 0.074447460788 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3F9 465000.00000000 PA USD 480191.60000000 0.068859605387 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 192714AC7 200000.00000000 PA USD 197016.04000000 0.028252153451 Long DBT CORP CL N 2 2027-10-11 Fixed 3.95000000 N N N N N N FREMF Mortgage Trust N/A 30313MAA8 872290.42000000 PA USD 850277.47000000 0.121930019296 Long ABS-MBS USGSE US N 2 2027-01-25 Floating 6.57603000 N N N N N N PERTAMINA HULU ENERGI PT 2549003IT1KDHL64C037 74448WAA2 200000.00000000 PA USD 202151.30000000 0.028988551125 Long DBT CORP ID N 2 2030-05-21 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQSQ9 263570.23000000 PA USD 265773.39000000 0.038111976048 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N SBA TOWER TRUST N/A 78403DAP5 3222000.00000000 PA USD 3169369.60000000 0.454488458321 Long DBT CORP US N 2 2026-01-15 Fixed 1.88400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKAE0 575942.92000000 PA USD 585463.26000000 0.083955589919 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 5.50000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 553750.00000000 NS USD 553750.00000000 0.079407899853 Long STIV RF US N 1 N N N Enterprise Fleet Financing LLC N/A 29374LAB6 2506298.45000000 PA USD 2543935.03000000 0.364800971731 Long ABS-O CORP US N 2 2030-03-20 Fixed 6.40000000 N N N N N N METROPOLITAN BANK & TRUS 549300SQYI82RVWFN715 000000000 200000.00000000 PA USD 205488.60000000 0.029467120848 Long DBT CORP PH Y 2 2029-03-06 Fixed 5.37500000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 66815L2U2 660000.00000000 PA USD 674325.89000000 0.096698515109 Long DBT CORP US N 2 2030-01-13 Fixed 4.96000000 N N N N N N AGL CLO Ltd. 254900ISUA07JPVCOS18 00120DAJ5 1450000.00000000 PA USD 1443092.20000000 0.206939812003 Long ABS-CBDO CORP KY N 2 2035-01-21 Floating 5.21947000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EM23 1226703.93000000 PA USD 1252662.46000000 0.179632135754 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 30311LAG9 762771.32000000 PA USD 727089.11000000 0.104264775135 Long ABS-MBS USGSE US N 2 2029-04-25 Floating 6.62603000 N N N N N N BANC CREDITO INVERSIONES 549300E9E5Y3PKW24142 05890MAA1 300000.00000000 PA USD 294568.65000000 0.042241224124 Long DBT CORP CL N 2 2027-10-12 Fixed 3.50000000 N N N N N N MISC CAPITAL TWO LABUAN 9845000ED8376T875113 60475DAB7 200000.00000000 PA USD 197369.44000000 0.028302831107 Long DBT CORP MY N 2 2027-04-06 Fixed 3.75000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CB9 1740000.00000000 PA USD 1786106.69000000 0.256128182694 Long DBT CORP US N 2 2031-01-29 Fixed 5.22200000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 175000.00000000 PA USD 173952.47000000 0.024944831272 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEY8 1320000.00000000 PA USD 1353076.96000000 0.194031602228 Long DBT CORP US N 2 2031-04-22 Fixed 5.10300000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAG3 200000.00000000 PA USD 195874.24000000 0.028088419022 Long DBT CORP NL N 2 2027-01-19 Fixed 3.25700000 N N N N N N Ford Credit Auto Lease Trust N/A 345290AD2 3500000.00000000 PA USD 3507088.20000000 0.502917396953 Long ABS-O CORP US N 2 2027-05-15 Fixed 5.06000000 N N N N N N Carlyle Global Market Strategi 549300K65HYRGER5BW54 14314LAC9 159511.27000000 PA USD 159539.18000000 0.022877961585 Long ABS-CBDO CORP KY N 2 2031-05-15 Floating 5.63794000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXX7 4905000.00000000 PA USD 4913053.52000000 0.704533204318 Long DBT CORP US N 2 2027-03-09 Floating 5.10725900 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 3235000.00000000 PA USD 3184317.90000000 0.456632048587 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N TELECOMMUNICATIONS CO TE 254900OVY0XI1DFYC092 87945BAA8 200000.00000000 PA USD 200251.20000000 0.028716076271 Long DBT CORP RS N 2 2029-10-28 Fixed 7.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 975.00000000 NC USD 635962.78000000 0.091197234753 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-09-30 202186888.88000000 USD 635962.78000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WVV7 474936.53000000 PA USD 420394.82000000 0.060284730953 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FBP1 2758936.43000000 PA USD 2805177.03000000 0.402263145227 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CM4 5530000.00000000 PA USD 5637409.74000000 0.808406082288 Long DBT CORP US N 2 2026-11-10 Fixed 6.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVR2 3234000.00000000 PA USD 3230262.79000000 0.463220558246 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DQ7 3210000.00000000 PA USD 3266446.89000000 0.468409367978 Long DBT CORP US N 2 2028-06-15 Fixed 4.85000000 N N N N N N MA'ADEN SUKUK LTD 254900QDNU6I6VA8UL14 55407NAA0 200000.00000000 PA USD 203684.60000000 0.029208426760 Long DBT CORP KY N 2 2030-02-13 Fixed 5.25000000 N N N N N N AFRICA FINANCE CORP 213800LXFHRRXIJRXW97 00830YAF8 200000.00000000 PA USD 198985.64000000 0.028534594624 Long DBT NUSS N/A N 2 2029-10-08 Fixed 5.55000000 N N N N N N Ford Credit Auto Owner Trust N/A 345286AE8 5215000.00000000 PA USD 5150021.62000000 0.738514493985 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.91000000 N N N N N N Hyundai Auto Lease Securitizat N/A 448988AD7 4500000.00000000 PA USD 4512298.95000000 0.647064890529 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.02000000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QHQ0 7600000.00000000 PA USD 7544093.64000000 1.081825069527 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.06000000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AU7 365000.00000000 PA USD 371794.00000000 0.053315360213 Long DBT CORP AU N 2 2032-05-19 Fixed 5.70000000 N N N N N N PPM CLO 3 Ltd. 549300UEAJV6RALDS969 69355EAL9 3750000.00000000 PA USD 3754361.25000000 0.538376419239 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.63140000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPCK2 870513.23000000 PA USD 876865.45000000 0.125742742823 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N General Motors N/A 361886CS1 1000000.00000000 PA USD 1004702.70000000 0.144074639068 Long ABS-O CORP US N 2 2028-06-15 Floating 5.45385000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMN8 153370000.00000000 PA USD 155466859.30000000 22.29398969542 Long DBT UST US N 2 2028-02-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWKJ2 266821.45000000 PA USD 256142.19000000 0.036730859362 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 4010000.00000000 PA USD 3969959.75000000 0.569293302484 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Octagon Investment Partners 51 N/A 675943AA2 1500000.00000000 PA USD 1495489.50000000 0.214453599003 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.25947000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AL5 670000.00000000 PA USD 587041.00000000 0.084181838262 Long DBT CORP US N 2 2031-09-15 Fixed 2.20000000 N N N N N N Freddie Mac - STACR 529900WZAMS87JCAOC53 35564NGA5 2360000.00000000 PA USD 2357069.35000000 0.338004382650 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.65517000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 1534000.00000000 PA USD 1598299.30000000 0.229196552145 Long DBT CORP US N 2 2028-10-18 Fixed 6.29600000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AV1 200000.00000000 PA USD 204180.48000000 0.029279536086 Long DBT CORP MY N 2 2031-01-03 Fixed 4.95000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAA4 200000.00000000 PA USD 200487.56000000 0.028749970359 Long DBT CORP ID N 2 2027-04-14 Fixed 4.76300000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAE4 2065000.00000000 PA USD 2120463.84000000 0.304075088487 Long DBT CORP US N 2 2029-06-15 Fixed 6.62500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCK7 1180000.00000000 PA USD 1189337.93000000 0.170551381015 Long DBT CORP US N 2 2031-01-15 Fixed 4.60000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECT6 1298000.00000000 PA USD 1322407.72000000 0.189633624912 Long DBT CORP US N 2 2026-11-08 Fixed 5.75000000 N N N N N N FIRSTENERGY PENN ELECTRI N/A 591894CE8 2300000.00000000 PA USD 2346985.32000000 0.336558330019 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DB1 335000.00000000 PA USD 341691.16000000 0.048998604811 Long DBT CORP US N 2 2029-02-15 Fixed 5.10000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 670000.00000000 PA USD 687537.25000000 0.098593027708 Long DBT CORP US N 2 2032-02-03 Fixed 5.25000000 N N N N N N FREMF Mortgage Trust N/A 30293RAC7 2284181.43000000 PA USD 2338293.46000000 0.335311914943 Long ABS-MBS USGSE US N 2 2022-09-25 Floating 11.52603000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBA5 2090000.00000000 PA USD 2073569.88000000 0.297350481933 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N CBAM CLO Management N/A 12511AAA2 3000000.00000000 PA USD 3006735.00000000 0.431166612670 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 5.96108000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAH8 200000.00000000 PA USD 202952.30000000 0.029103414742 Long DBT CORP MA N 2 2030-04-30 Fixed 6.10000000 N N N N N N ALSEA S.A. 4469000001BJLPKNUN21 021151AA3 200000.00000000 PA USD 201923.14000000 0.028955832919 Long DBT CORP MX N 2 2026-12-14 Fixed 7.75000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BE9 2400000.00000000 PA USD 2373941.04000000 0.340423787562 Long DBT CORP US N 2 2029-09-17 Fixed 4.20000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAL3 3680000.00000000 PA USD 3736288.91000000 0.535784840793 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAR8 1235000.00000000 PA USD 1258464.63000000 0.180464168502 Long DBT CORP FR N 2 2031-05-27 Fixed 5.22200000 N N N N N N ARI Fleet Lease Trust N/A 04033HAB1 3040403.91000000 PA USD 3059303.97000000 0.438705017194 Long ABS-O CORP US N 2 2033-04-15 Fixed 5.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0P74 688947.26000000 PA USD 689076.71000000 0.098813786689 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 795000.00000000 PA USD 806966.26000000 0.115719180061 Long DBT CORP CA N 2 2027-04-05 Fixed 5.25000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAS9 1240000.00000000 PA USD 1280492.82000000 0.183623016909 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 404420.59000000 0.057994022048 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.43.V1 Y Default Event 2029-12-20 312732.61000000 USD 0.00000000 USD 5400000.00000000 USD 91687.98000000 N N N SITIOS LATINOAMERICA 984500D2C0CDC0BFDD35 82983PAA1 200000.00000000 PA USD 204148.00000000 0.029274878445 Long DBT CORP MX N 2 2029-11-25 Fixed 6.00000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34535QAA3 4000000.00000000 PA USD 4057702.00000000 0.581875564878 Long ABS-O CORP US N 2 2035-08-15 Fixed 4.85000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 955000.00000000 PA USD 979571.96000000 0.140470884151 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKB5 47637.14000000 PA USD 47394.73000000 0.006796417107 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D59 525000.00000000 PA USD 544092.10000000 0.078022954379 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BN7 780000.00000000 PA USD 785373.42000000 0.112622760962 Long DBT CORP CH N 2 N/A Fixed 6.85000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 553750.00000000 NS USD 553750.00000000 0.079407899853 Long STIV RF US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DB5 535000.00000000 PA USD 543703.81000000 0.077967273488 Long DBT CORP US N 2 2027-06-25 Fixed 4.87500000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BU0 775000.00000000 PA USD 794393.37000000 0.113916224233 Long DBT CORP US N 2 2030-09-23 Fixed 5.10000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 7630000.00000000 PA USD 7579886.92000000 1.086957835566 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N FREMF Mortgage Trust N/A 30308HAG3 1659139.12000000 PA USD 1641761.13000000 0.235428990328 Long ABS-MBS USGSE US N 2 2026-02-25 Floating 6.77603000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DB6 770000.00000000 PA USD 784472.84000000 0.112493617546 Long DBT CORP US N 2 2030-04-24 Fixed 4.83400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EP38 1701673.97000000 PA USD 1705280.50000000 0.244537685176 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAC3 200000.00000000 PA USD 176156.00000000 0.025260818070 Long DBT CORP BM N 2 2030-01-31 Fixed 8.75000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LQ58 580000.00000000 PA USD 600348.72000000 0.086090168911 Long DBT CORP CA N 2 2084-05-26 Fixed 7.70000000 N N N N N N Dryden Senior Loan Fund 254900XGNUOV0Y3IBA68 26252VAS0 2600000.00000000 PA USD 2603590.60000000 0.373355596613 Long ABS-CBDO CORP KY N 2 2034-05-20 Floating 5.70360000 N N N N N N Volkswagen Auto Lease Trust N/A 92866EAD1 4000000.00000000 PA USD 4035621.60000000 0.578709229543 Long ABS-O CORP US N 2 2027-06-21 Fixed 5.21000000 N N N N N N FREMF Mortgage Trust N/A 30312LAG8 1403492.26000000 PA USD 1375038.00000000 0.197180821307 Long ABS-MBS USGSE US N 2 2026-07-25 Floating 6.62603000 N N N N N N NBK SPC LTD 549300P1ANDK86KWB419 62877PAB0 200000.00000000 PA USD 192695.50000000 0.027632586846 Long DBT CORP AE N 2 2027-09-15 Fixed 1.62500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBJ3 3160000.00000000 PA USD 3217633.98000000 0.461409583475 Long DBT CORP IE N 2 2029-01-19 Fixed 5.10000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAZ4 1555000.00000000 PA USD 1587407.29000000 0.227634634963 Long DBT CORP US N 2 2029-08-01 Fixed 5.10000000 N N N N N N GNL QUINTERO SA 549300JJJIQXE6E1QY27 36190CAA5 105920.00000000 PA USD 105092.39000000 0.015070277165 Long DBT CORP CL N 2 2029-07-31 Fixed 4.63400000 N N N N N N Santander Drive Auto Receivabl N/A 80288DAF3 3750000.00000000 PA USD 3809847.75000000 0.546333198355 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.43000000 N N N N N N AXIAN TELE HOLD 984500B7DCD97EB04857 05465QAA7 200000.00000000 PA USD 199214.92000000 0.028567473438 Long DBT CORP AE N 2 2030-07-11 Fixed 7.25000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HV9 6000000.00000000 PA USD 6043942.80000000 0.866703033107 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.62000000 N N N N N N KKR Financial CLO Ltd N/A 48255PAA3 5000000.00000000 PA USD 5004555.00000000 0.717654541312 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.58610000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDT7 5400000.00000000 PA USD 5447880.18000000 0.781227492095 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQUN3 630264.51000000 PA USD 635647.03000000 0.091151956118 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPXE3 1605926.75000000 PA USD 1622336.75000000 0.232643528980 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC93 1660000.00000000 PA USD 1702216.29000000 0.244098276632 Long DBT CORP US N 2 2031-04-23 Fixed 5.21800000 N N N N N N TRUST FIBRAUNO N/A 898339AA4 200000.00000000 PA USD 190070.78000000 0.027256201288 Long DBT CORP MX N 2 2030-01-15 Fixed 4.86900000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BV6 1635000.00000000 PA USD 1660126.19000000 0.238062544902 Long DBT CORP US N 2 2028-01-21 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZK7 703397.03000000 PA USD 706570.19000000 0.101322356455 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Ford Credit Auto Owner Trust N/A 34531QAD1 6500000.00000000 PA USD 6582561.05000000 0.943941035915 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMRK3 1092547.45000000 PA USD 1102255.83000000 0.158063784309 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N GREAT AMERICA LEASING RECEIVAB N/A 39154TCJ5 2700000.00000000 PA USD 2720687.40000000 0.390147309421 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.98000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 1330000.00000000 PA USD 1369468.68000000 0.196382179312 Long DBT CORP US N 2 2027-10-26 Fixed 6.78700000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 2180000.00000000 PA USD 2146537.87000000 0.307814111445 Long DBT CORP US N 2 2026-11-15 Fixed 3.25000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 60935DAA3 169400.25000000 PA USD 165625.69000000 0.023750768766 Long DBT CORP NL N 2 2029-05-07 Fixed 5.12500000 N N N N N N AON NORTH AMERICA INC N/A 03740MAA8 1070000.00000000 PA USD 1083102.47000000 0.155317187302 Long DBT CORP US N 2 2027-03-01 Fixed 5.12500000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAB9 2615000.00000000 PA USD 2598780.99000000 0.372665897237 Long DBT CORP US N 2 2029-10-04 Fixed 4.05000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374JAB1 20883.55000000 PA USD 20870.65000000 0.002992856857 Long ABS-O CORP US N 2 2029-05-21 Fixed 4.65000000 N N N N N N Santander Drive Auto Receivabl N/A 80287NAB1 2500000.00000000 PA USD 2500751.25000000 0.358608405993 Long ABS-O CORP US N 2 2028-06-15 Fixed 4.71000000 N N N N N N Sound Point CLO LTD N/A 83614DAU9 5000000.00000000 PA USD 5006025.00000000 0.717865339710 Long ABS-CBDO CORP KY N 2 2033-04-25 Floating 5.56177000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHF0 435884.55000000 PA USD 420607.80000000 0.060315272343 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDS5 3955000.00000000 PA USD 4033520.20000000 0.578407888214 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWPS6 43792.25000000 PA USD 43800.48000000 0.006281000685 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30294SAA8 993429.54000000 PA USD 920630.13000000 0.132018609779 Long ABS-MBS USGSE US N 2 2029-12-25 Floating 6.67603000 N N N N N N FREMF Mortgage Trust N/A 30306JAG1 1447006.35000000 PA USD 1377802.40000000 0.197577237015 Long ABS-MBS USGSE US N 2 2027-11-25 Floating 7.12603000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAF3 1340000.00000000 PA USD 1299081.49000000 0.186288637218 Long DBT CORP US N 2 2027-08-31 Fixed 3.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ACQF0 1091219.14000000 PA USD 1118257.26000000 0.160358393702 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -551.00000000 NC USD -664224.99000000 -0.09525004331 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-30 -59394775.01000000 USD -664224.99000000 N N N Mercedes-Benz Auto Lease Trust N/A 58770JAC8 1322567.83000000 PA USD 1322832.34000000 0.189694515535 Long ABS-O CORP US N 2 2027-02-16 Floating 4.72385000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38374FV50 620513.26000000 PA USD 618714.08000000 0.088723766505 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 5.00000000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GBZ9 4000000.00000000 PA USD 4019500.40000000 0.576397445100 Long ABS-O CORP US N 2 2039-09-19 Fixed 4.80000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 875000.00000000 PA USD 866200.74000000 0.124213420523 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N GM Financial Consumer Automobi N/A 379931AC2 607937.95000000 PA USD 607865.79000000 0.087168118784 Long ABS-O CORP US N 2 2027-03-16 Floating 4.69385000 N N N N N N Golub Capital Partners CLO, LT 254900N3E7Y6I5DRGW52 38178DAA5 5000000.00000000 PA USD 5010105.00000000 0.718450412814 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 5.64238000 N N N N N N Trestles CLO LTD N/A 89532UAN3 4000000.00000000 PA USD 4000928.00000000 0.573734157914 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.52238000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCG3 920000.00000000 PA USD 941790.57000000 0.135053022601 Long DBT CORP US N 2 2029-02-15 Fixed 5.20000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CL5 1405000.00000000 PA USD 1425840.37000000 0.204465894913 Long DBT CORP US N 2 2027-03-18 Fixed 4.99300000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 200000.00000000 PA USD 194638.46000000 0.027911207836 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179X2L9 1406768.46000000 PA USD 1415563.58000000 0.202992200446 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLL71 997496.14000000 PA USD 1045613.66000000 0.149941281803 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N Radnor Re LTD N/A 75049AAA0 475492.55000000 PA USD 475958.10000000 0.068252520341 Long ABS-MBS CORP US N 2 2034-09-25 Floating 6.30517000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -26.00000000 NC USD -66047.28000000 -0.00947119782 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-19 -2904859.10000000 USD -66047.28000000 N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 3133TQCA3 1929.36000000 PA USD 1832.88000000 0.000262835488 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 8.61000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 49345000.00000000 PA USD 49425955.41000000 7.087695381245 Long DBT UST US N 2 2028-05-15 Fixed 3.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAP5 4440000.00000000 PA USD 4569792.30000000 0.655309452478 Long DBT CORP US N 2 2028-02-15 Fixed 5.55000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 2445000.00000000 PA USD 2447058.20000000 0.350908808092 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2C0 200000.00000000 PA USD 200000.00000000 0.028680054123 Long DBT CORP PE N 2 2030-07-01 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQQY4 369086.37000000 PA USD 370923.72000000 0.053190561825 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330MAC1 2480000.00000000 PA USD 2452373.05000000 0.351670959021 Long DBT CORP US N 2 2029-09-17 Fixed 4.63200000 N N N N N N Freddie Mac - STACR 529900P3PHNE8PW64Z68 35564NEZ2 994583.87000000 PA USD 994293.75000000 0.142581992821 Long ABS-MBS CORP US N 2 2044-10-25 Floating 5.30517000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 10465000.00000000 PA USD 10510633.68000000 1.507227714056 Long DBT CORP US N 2 2026-10-16 Fixed 6.13800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378DPF6 877980.90000000 PA USD 822561.25000000 0.117955505848 Long ABS-MBS USGA US N 2 2042-03-16 Fixed 2.00000000 N N N N N N Nissan Master Owner Trust Rece N/A 65479VAB2 4000000.00000000 PA USD 4042906.00000000 0.579753814474 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ASKC1 713207.67000000 PA USD 713342.25000000 0.102293471691 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQPB5 679674.80000000 PA USD 683583.61000000 0.098026074662 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N MCCORMICK & CO 549300JQQA6MQ4OJP259 579780AR8 2975000.00000000 PA USD 2908047.63000000 0.417014817106 Long DBT CORP US N 2 2026-02-15 Fixed 0.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWN82 4760368.53000000 PA USD 4761263.48000000 0.682766471505 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Onslow Bay Financial LLC 254900L7QTAO1E3CDI14 67118CAA9 1505778.68000000 PA USD 1527294.30000000 0.219014415930 Long ABS-MBS CORP US N 2 2063-09-25 Variable 7.04500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 1750000.00000000 PA USD 1823309.08000000 0.261463015488 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAD9 1930000.00000000 PA USD 1964049.06000000 0.281645166706 Long DBT CORP US N 2 2027-04-15 Fixed 7.87500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DA4 1070000.00000000 PA USD 1087004.76000000 0.155876776744 Long DBT CORP DE N 2 2031-05-09 Fixed 5.29700000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 1980000.00000000 PA USD 1992450.83000000 0.285717988210 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N TAV HAVALIMANLARI HOLDIN 789000PBM9TT5D88M597 87216EAA4 200000.00000000 PA USD 208760.26000000 0.029936277777 Long DBT CORP TR N 2 2028-12-07 Fixed 8.50000000 N N N N N N Hyundai Auto Lease Securitizat N/A 448984AD6 2000000.00000000 PA USD 2009347.20000000 0.288140932241 Long ABS-O CORP US N 2 2028-04-17 Fixed 4.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B4DT4 229479.68000000 PA USD 229818.14000000 0.032955983468 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N ITAU UNIBANCO HLDG SA/KY 5493002W2IVG62O3ZJ94 46556V2A9 200000.00000000 PA USD 205280.00000000 0.029437207552 Long DBT CORP BR N 2 2030-02-27 Fixed 6.00000000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAA6 200000.00000000 PA USD 198300.00000000 0.028436273663 Long DBT CORP GB N 2 2030-01-23 Fixed 8.12500000 N N N N N N ARI Fleet Lease Trust N/A 04033CAD8 1000000.00000000 PA USD 998264.10000000 0.143151342086 Long ABS-O CORP US N 2 2034-01-17 Fixed 4.70000000 N N N N N N CNH Equipment Trust N/A 18978FAB2 763217.78000000 PA USD 764050.76000000 0.109565085748 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.19000000 N N N N N N FREMF Mortgage Trust N/A 30298UAG6 838157.88000000 PA USD 790032.53000000 0.113290878597 Long ABS-MBS USGSE US N 2 2029-09-25 Floating 6.72603000 N N N N N N COLT Funding LLC 213800MIPEZY1A8W1N28 19688RAA7 1473944.08000000 PA USD 1495555.49000000 0.214463061987 Long ABS-MBS CORP US N 2 2068-09-25 Variable 7.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0J97 1900050.70000000 PA USD 1931288.86000000 0.276947345161 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RS6 157131.47000000 PA USD 162166.98000000 0.023254788816 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 925000.00000000 PA USD 948548.47000000 0.136022107290 Long DBT CORP DE N 2 2027-07-13 Fixed 7.14600000 N N N N N N FREMF Mortgage Trust N/A 30307NAS5 388826.41000000 PA USD 387503.97000000 0.055568174162 Long ABS-MBS USGSE US N 2 2051-05-25 Variable 4.04542500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FHY6 393343.10000000 PA USD 393417.05000000 0.056416111434 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FCG0 103062.96000000 PA USD 103082.33000000 0.014782034017 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N Ballyrock Ltd 254900WCB773D35B5908 05874UAA3 1150000.00000000 PA USD 1152566.80000000 0.165278391022 Long ABS-CBDO CORP KY N 2 2037-10-25 Floating 5.63177000 N N N N N N MEDCO MAPLE TREE PTE LTD 254900T5AQZNR0THA508 58407HAA7 250000.00000000 PA USD 261006.50000000 0.037428402732 Long DBT CORP SG N 2 2029-04-27 Fixed 8.96000000 N N N N N N OCCU Auto Receivables Trust N/A 674921AB7 133901.30000000 PA USD 133997.25000000 0.019215241911 Long ABS-O CORP US N 2 2027-04-15 Fixed 6.23000000 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 44920UAX6 200000.00000000 PA USD 202793.68000000 0.029080668591 Long DBT CORP KR N 2 2028-01-22 Fixed 5.25000000 N N N N N N KASPI.KZ JSC 2549003YU6FARG8OAZ13 466281AA0 200000.00000000 PA USD 201565.42000000 0.028904535774 Long DBT CORP KZ N 2 2030-03-26 Fixed 6.25000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBC1 825000.00000000 PA USD 838311.13000000 0.120214042902 Long DBT CORP US N 2 2026-12-04 Fixed 5.48800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FJU2 5983593.33000000 PA USD 6083021.50000000 0.872306929262 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AR5 3875000.00000000 PA USD 3885596.58000000 0.557195601076 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N N FannieMae Grantor Trust N/A 31359SX96 10660.76000000 PA USD 10835.83000000 0.001553860954 Long ABS-MBS USGSE US N 2 2041-06-19 Variable 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9XJ9 829504.03000000 PA USD 855511.55000000 0.122680587785 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31393LFK4 423.92000000 PA USD 425.18000000 0.000060970927 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 75000.00000000 PA USD 78068.52000000 0.011195046894 Long DBT CORP US N 2 2028-11-10 Fixed 6.20400000 N N N N N N Toyota Auto Receivables Owner N/A 89238DAD0 1000000.00000000 PA USD 1005956.90000000 0.144254491687 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.83000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCH6 755000.00000000 PA USD 805857.63000000 0.115560202219 Long DBT CORP US N 2 2029-11-09 Fixed 6.15000000 N N N N N N Freddie Mac - STACR 529900ZTXRUUVE8G8W08 35564K3F4 1541533.88000000 PA USD 1559847.30000000 0.223682524939 Long ABS-MBS CORP US N 2 2043-11-25 Floating 6.15517000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GML0 1620000.00000000 PA USD 1660830.80000000 0.238163586167 Long DBT CORP US N 2 2031-01-24 Fixed 5.16200000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAD5 1315000.00000000 PA USD 1366934.74000000 0.196018811630 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAQ4 1315000.00000000 PA USD 1339846.66000000 0.192134373627 Long DBT CORP US N 2 2029-07-15 Fixed 5.37500000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HPS6 1230000.00000000 PA USD 1236589.85000000 0.177327319130 Long DBT CORP US N 2 2028-05-15 Fixed 4.73000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBL0 2064000.00000000 PA USD 2138339.29000000 0.306638432854 Long DBT CORP US N 2 2028-10-25 Fixed 5.80200000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 553750.00000000 NS USD 553750.00000000 0.079407899853 Long STIV RF US N 1 N N N BAIDU INC 254900AL64IANZYI1E02 056752AS7 1050000.00000000 PA USD 1028899.73000000 0.147544499718 Long DBT CORP KY N 2 2026-04-09 Fixed 1.72000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BH0 755000.00000000 PA USD 752947.46000000 0.107972869523 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N N N American Express Credit Accoun 549300Y4SA5G3GIJTP18 02582JJZ4 1500000.00000000 PA USD 1507741.35000000 0.216210517608 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.87000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BJ3 1520000.00000000 PA USD 1540706.20000000 0.220937686019 Long DBT CORP US N 2 2031-03-05 Fixed 5.25300000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RML3 2640000.00000000 PA USD 2587508.88000000 0.371049473613 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 4130000.00000000 PA USD 4102887.79000000 0.588355219392 Long DBT CORP US N 2 2025-11-13 Fixed 3.37500000 N N N N N N SHINHAN BANK 5493003P813VL21KG928 82460EAJ9 300000.00000000 PA USD 298462.74000000 0.042799637684 Long DBT CORP KR Y 2 2026-03-24 Fixed 3.87500000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAA8 1687182.00000000 PA USD 1630318.91000000 0.233788172884 Long DBT CORP JE N 2 2027-09-30 Fixed 1.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXN9 3700000.00000000 PA USD 3706017.31000000 0.531443885161 Long DBT CORP US N 2 2026-12-09 Floating 5.08725900 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 3225000.00000000 PA USD 3263362.99000000 0.467967135884 Long DBT CORP US N 2 2028-05-01 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AXPG6 642303.76000000 PA USD 644013.96000000 0.092351776144 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPNP9 866284.45000000 PA USD 891444.47000000 0.127833378237 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426MB35 283494.57000000 PA USD 283548.04000000 0.040660865668 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F3TU8 208999.76000000 PA USD 204216.97000000 0.029284768762 Long ABS-MBS USGSE US N 2 2045-10-15 Fixed 3.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 715000.00000000 PA USD 763089.76000000 0.109427278088 Long DBT CORP DE N 2 2029-11-20 Fixed 6.81900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HB0 1900000.00000000 PA USD 1902382.03000000 0.272802097916 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 20754VAB3 594861.59000000 PA USD 597835.90000000 0.085729829843 Long ABS-MBS CORP US N 2 2045-03-25 Floating 5.90517000 N N N N N N Verus Securitization Trust 984500915DDB7T2ACA27 92539XAA2 3389254.74000000 PA USD 3428014.26000000 0.491578172559 Long ABS-MBS CORP US N 2 2068-09-25 Variable 6.66500000 N N N N N N MERSIN ULUSLARARASI LIMA 635400DAFN6NT43HM530 590454AC8 200000.00000000 PA USD 208047.14000000 0.029834016176 Long DBT CORP TR N 2 2028-11-15 Fixed 8.25000000 N N N N N N PFS Financing Corp. N/A 69335PFS9 10050000.00000000 PA USD 10045015.20000000 1.440457898021 Long ABS-O CORP US N 2 2029-01-15 Floating 4.95385000 N N N N N N OVERSEA-CHINESE BANKING 5493007O3QFXCPOGWK22 69033CAD1 200000.00000000 PA USD 198994.08000000 0.028535804922 Long DBT CORP SG N 2 2030-09-10 Fixed 1.83200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379QZ73 280307.27000000 PA USD 272717.05000000 0.039107698771 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XADP3 277774.60000000 PA USD 274499.17000000 0.039363255261 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.50000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64953BBF4 1850000.00000000 PA USD 1877587.76000000 0.269246592889 Long DBT CORP US N 2 2026-09-18 Fixed 5.45000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAW1 960000.00000000 PA USD 965446.75000000 0.138445325215 Long DBT CORP KY N 2 2028-01-15 Fixed 4.95000000 N N N N N N Toyota Auto Receivables Owner N/A 89237QAE0 5000000.00000000 PA USD 5080593.50000000 0.728558482789 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.83000000 N N N N N N Fannie Mae - CAS N/A 20755CAA6 1064539.94000000 PA USD 1067837.88000000 0.153128240965 Long ABS-MBS CORP US N 2 2043-10-25 Floating 5.80517000 N N N N N N ICICI BANK LTD/DUBAI R7RX8ER1V4666J8D1I38 45112EAG4 200000.00000000 PA USD 199141.20000000 0.028556901970 Long DBT CORP IN N 2 2026-03-18 Fixed 4.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCJ2 700000.00000000 PA USD 707280.91000000 0.101424273895 Long DBT CORP CA N 2 2030-06-20 Fixed 4.90000000 N N N N N N BAITEREK NATIONAL MANAGI 984500B4F78F04253804 05709VAA2 200000.00000000 PA USD 202677.58000000 0.029064019819 Long DBT NUSS KZ N 2 2028-05-08 Fixed 5.45000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CD5 705000.00000000 PA USD 714123.05000000 0.102405438623 Long DBT CORP US N 2 2031-05-13 Fixed 4.89900000 N N N N N N Canyon Capital CLO Ltd N/A 13887WAS9 750000.00000000 PA USD 748786.50000000 0.107376186733 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.26610000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ESAD0 413098.49000000 PA USD 426330.82000000 0.061135954959 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGS6 2872939.50000000 PA USD 2923070.57000000 0.419169110767 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 200000.00000000 PA USD 195146.72000000 0.027984092457 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36266GAB3 580000.00000000 PA USD 584971.59000000 0.083885084308 Long DBT CORP US N 2 2031-01-15 Fixed 4.80000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 2915000.00000000 PA USD 2986128.62000000 0.428211652201 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 84000.00000000 PA USD 84564.72000000 0.012126603732 Long DBT CORP US N 2 2029-02-01 Fixed 4.65300000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 1350000.00000000 PA USD 1395621.90000000 0.200132558137 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N Toyota Auto Receivables Owner N/A 89237NAD9 3500000.00000000 PA USD 3546686.15000000 0.508595753699 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.33000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -21.00000000 NC USD -87431.40000000 -0.01253768642 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2025-09-19 -2337412.35000000 USD -87431.40000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ASK98 109851.60000000 PA USD 109872.32000000 0.015755720421 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 857524AF9 150000.00000000 PA USD 153112.65000000 0.021956395444 Long DBT NUSS PL N 2 2030-02-12 Fixed 4.87500000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AF7 200000.00000000 PA USD 199637.92000000 0.028628131753 Long DBT CORP MX N 2 2027-02-23 Fixed 4.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 488000.00000000 PA USD 516983.93000000 0.074135635466 Long DBT CORP US N 2 2029-11-01 Fixed 6.40700000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 13360000.00000000 PA USD 13375134.21000000 1.917997865238 Long DBT UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 1100000.00000000 PA USD 1048283.94000000 0.150324200678 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAB7 1025000.00000000 PA USD 1054933.90000000 0.151277806741 Long DBT CORP US N 2 2029-09-15 Fixed 6.60000000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 553750.00000000 NS USD 553750.00000000 0.079407899853 Long STIV RF US N 1 N N N Zais Matrix CDO I 549300AH84CSK4XX3T86 98875JBJ2 2050000.00000000 PA USD 2049421.90000000 0.293887655066 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.39947000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 975000.00000000 PA USD 1000461.83000000 0.143466497162 Long DBT CORP US N 2 2031-01-24 Fixed 5.24400000 N N N N N N FREMF Mortgage Trust N/A 30303CAG9 968036.08000000 PA USD 925999.79000000 0.132788620476 Long ABS-MBS USGSE US N 2 2027-06-25 Floating 6.97603000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYEU6 2950630.41000000 PA USD 2768606.61000000 0.397018937103 Long ABS-MBS USGSE US N 2 2031-04-25 Fixed 1.00000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KCQ4 4000000.00000000 PA USD 4084319.20000000 0.585692478561 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AAW8 284749.30000000 PA USD 282550.89000000 0.040517874088 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FAW7 131601.62000000 PA USD 131626.33000000 0.018875251342 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAY0 880000.00000000 PA USD 894814.80000000 0.128316684471 Long DBT CORP US N 2 2031-07-08 Fixed 5.17900000 N N N N N N Bluemountain CLO Ltd 5493002GUQ80FGGGNP40 09630QAL5 3000000.00000000 PA USD 3007200.00000000 0.431233293796 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.62610000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RCB1 1265000.00000000 PA USD 1292093.14000000 0.185286505936 Long DBT CORP US N 2 2031-02-11 Fixed 4.94200000 N N N N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 51817RAD8 105000.00000000 PA USD 107231.25000000 0.015376990268 Long DBT CORP CL N 2 2030-04-15 Fixed 7.87500000 N N N N N N Toyota Auto Loan Extended Note 549300VJ12IVOF78MZ11 89231EAA1 8000000.00000000 PA USD 7944290.40000000 1.139213393211 Long ABS-O CORP US N 2 2035-04-25 Fixed 3.82000000 N N N N N N 3R LUX SARL N/A 88563PAA6 200000.00000000 PA USD 202405.08000000 0.029024943246 Long DBT CORP LU N 2 2031-02-05 Fixed 9.75000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AM8 3600000.00000000 PA USD 3572029.44000000 0.512229988344 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N Volkswagen Auto Loan Enhanced N/A 92867YAC8 1546580.46000000 PA USD 1547644.82000000 0.221932686005 Long ABS-O CORP US N 2 2027-03-22 Floating 4.93185000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8B9 1380000.00000000 PA USD 1409710.99000000 0.202152937456 Long DBT CORP US N 2 2028-05-26 Fixed 5.50400000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 107000.00000000 PA USD 107365.07000000 0.015396180092 Long DBT CORP US N 2 2026-10-21 Fixed 5.72700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425VZC0 48760.07000000 PA USD 49018.29000000 0.007029236051 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N FIFTH THIRD BANK NA QFROUN1UWUYU0DVIWD51 31677QBU2 1850000.00000000 PA USD 1864113.47000000 0.267314376056 Long DBT CORP US N 2 2028-01-28 Fixed 4.96700000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 1660000.00000000 PA USD 1682516.07000000 0.241273259753 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFZ3 1125000.00000000 PA USD 1153545.75000000 0.165418772717 Long DBT CORP US N 2 2031-04-17 Fixed 5.19200000 N N N N N N GEORGIAN RAILWAY JSC 2138005UZV4ZT2B2ZO19 000000000 200000.00000000 PA USD 180465.24000000 0.025878764252 Long DBT CORP GE Y 2 2028-06-17 Fixed 4.00000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 200000.00000000 PA USD 197323.14000000 0.028296191674 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCF1 955000.00000000 PA USD 957816.96000000 0.137351211264 Long DBT CORP US N 2 2027-04-22 Floating 5.20897500 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBU0 870000.00000000 PA USD 876371.97000000 0.125671977658 Long DBT CORP US N 2 2029-11-22 Fixed 5.60000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAX2 1785000.00000000 PA USD 1781425.36000000 0.255456878706 Long DBT CORP US N 2 2028-11-15 Fixed 3.95000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 460000.00000000 PA USD 473707.40000000 0.067929769352 Long DBT CORP US N 2 2030-01-23 Fixed 5.38400000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEE2 1315000.00000000 PA USD 1342502.83000000 0.192515269124 Long DBT CORP US N 2 2028-04-22 Fixed 5.57100000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCF0 2355000.00000000 PA USD 2364668.45000000 0.339094095646 Long DBT CORP US N 2 2025-11-10 Fixed 5.80000000 N N N N N N World Omni Auto Receivables Tr N/A 98163VAD0 2035141.58000000 PA USD 2042753.62000000 0.292931421909 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.61000000 N N N N N N TURKCELL ILETISIM HIZMET 7890003EX1LTLS2FFL84 900111AC9 200000.00000000 PA USD 203912.66000000 0.029241130626 Long DBT CORP TR N 2 2030-01-24 Fixed 7.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELY4 198498.12000000 PA USD 199072.16000000 0.028547001616 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GXS47 980000.00000000 PA USD 979639.56000000 0.140480578010 Long DBT USGSE US N 2 2025-08-28 Fixed 4.20000000 N N N N N N Fannie Mae - CAS N/A 20755JAC7 1020000.00000000 PA USD 1021895.57000000 0.146540101279 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.80621000 N N N N N N Fannie Mae - CAS N/A 20754TAD4 1620000.00000000 PA USD 1623547.80000000 0.232817193877 Long ABS-MBS CORP US N 2 2045-02-25 Floating 5.90621000 N N N N N N MEXICO GENERADORA DE ENE 635400GBINBYW1VUAD14 592838AA4 109718.00000000 PA USD 109114.46000000 0.015647043092 Long DBT CORP MX N 2 2032-12-06 Fixed 5.50000000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAL4 200000.00000000 PA USD 203777.14000000 0.029221697021 Long DBT CORP TR N 2 2030-01-20 Fixed 7.49800000 N N N N N N COCA-COLA CONSOLIDATED 57VG5X0E00X0QJU7CQ58 191098AM4 2135000.00000000 PA USD 2200964.24000000 0.315618867631 Long DBT CORP US N 2 2029-06-01 Fixed 5.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 560000.00000000 PA USD 550399.53000000 0.078927441548 Long DBT CORP US N 2 2029-12-01 Fixed 4.62500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 1490000.00000000 PA USD 1466954.92000000 0.210361732509 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 724000.00000000 PA USD 760715.34000000 0.109086785617 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AY6 2200000.00000000 PA USD 2170155.90000000 0.311200943338 Long DBT CORP US N 2 2025-11-15 Fixed 0.87500000 N N N N N N NextGear Floorplan Master Owne N/A 65341KBY1 3000000.00000000 PA USD 3007423.20000000 0.431265300736 Long ABS-O CORP US N 2 2029-03-15 Floating 5.20319000 N N N N N N SIEMENS FUNDING BV 213800CCRGH2TO338X64 82622RAC0 760000.00000000 PA USD 768029.02000000 0.110135569308 Long DBT CORP NL N 2 2030-05-28 Fixed 4.60000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFH0 1080000.00000000 PA USD 1080601.45000000 0.154958540357 Long DBT CORP US N 2 2026-03-13 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AMPJ4 310244.61000000 PA USD 310302.94000000 0.044497525568 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBF4 915000.00000000 PA USD 922293.92000000 0.132257197715 Long DBT CORP US N 2 2026-04-30 Fixed 5.43800000 N N N N N N Venture CDO Ltd 549300MYRV6PEDBLPL32 92332CAE9 514044.28000000 PA USD 514401.54000000 0.073765320041 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.53610000 N N N N N N BIOCON BIOLOGICS GLOBAL 254900PMQN51VACG2D55 090978AA5 200000.00000000 PA USD 190103.36000000 0.027260873268 Long DBT CORP GB N 2 2029-10-09 Fixed 6.67000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AF9 200000.00000000 PA USD 169216.22000000 0.024265651740 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.12500000 N N N N N N Canyon Capital CLO Ltd 2549001ZLWJBJYTM8I33 13876NAW3 1100000.00000000 PA USD 1097377.60000000 0.157364244807 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.28610000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWPH0 235646.88000000 PA USD 235691.18000000 0.033798178993 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N 2025-08-25 Delaware Group Limited-Term Government Funds Dan Geatens Dan Geatens Division Director - Head of US Fund Administration