| Delaware Emerging Markets Debt Corporate Fund | April 30, 2022 (Unaudited) |
| Principal amount° | Value (US $) | ||
| Corporate Bonds – 91.18%Δ | |||
| Argentina − 2.00% | |||
| Aeropuertos Argentina 2000 144A 8.50% 8/1/31 # | 654,629 | $ 540,818 | |
| Transportadora de Gas del Sur 144A 6.75% 5/2/25 # | 515,000 | 484,976 | |
| YPF 144A 6.95% 7/21/27 # | 855,000 | 619,982 | |
| 1,645,776 | |||
| Brazil − 8.76% | |||
| Acu Petroleo Luxembourg 144A 7.50% 7/13/35 # | 435,000 | 395,000 | |
| Arcos Dorados 144A 6.125% 5/27/29 # | 610,000 | 599,060 | |
| Azul Investments | |||
| 144A 5.875% 10/26/24 # | 420,000 | 373,899 | |
| 144A 7.25% 6/15/26 # | 400,000 | 340,554 | |
| B2W Digital 144A 4.375% 12/20/30 # | 545,000 | 448,935 | |
| B3 SA - Brasil Bolsa Balcao 144A 4.125% 9/20/31 # | 670,000 | 583,235 | |
| CSN Inova Ventures 144A 6.75% 1/28/28 # | 460,000 | 457,882 | |
| CSN Resources 144A 5.875% 4/8/32 # | 500,000 | 446,250 | |
| Gol Finance 144A 8.00% 6/30/26 # | 360,000 | 314,604 | |
| Guara Norte 144A 5.198% 6/15/34 # | 623,701 | 550,544 | |
| Klabin Austria 144A 3.20% 1/12/31 # | 415,000 | 329,954 | |
| Natura & Co. Luxembourg Holdings 144A 6.00% 4/19/29 # | 590,000 | 573,775 | |
| Petrobras Global Finance 6.75% 6/3/50 | 350,000 | 324,919 | |
| Suzano Austria 3.125% 1/15/32 | 455,000 | 368,104 | |
| Vale Overseas 3.75% 7/8/30 | 575,000 | 520,516 | |
| XP 144A 3.25% 7/1/26 # | 635,000 | 583,828 | |
| 7,211,059 | |||
| Chile − 4.51% | |||
| AES Andes 144A 7.125% 3/26/79 #, μ | 605,000 | 588,021 | |
| Alfa Desarrollo 144A 4.55% 9/27/51 # | 817,789 | 642,476 | |
| Cia Cervecerias Unidas 144A 3.35% 1/19/32 # | 560,000 | 497,854 | |
| Falabella 144A 3.375% 1/15/32 # | 405,000 | 353,986 | |
| Inversiones La Construccion 144A 4.75% 2/7/32 # | 635,000 | 560,035 | |
| Sociedad de Transmision Austral 144A 4.00% 1/27/32 # | 740,000 | 691,038 | |
| Telefonica Moviles Chile 144A 3.537% 11/18/31 # | 435,000 | 381,288 | |
| 3,714,698 | |||
| China − 4.71% | |||
| Alibaba Group Holding 2.70% 2/9/41 | 445,000 | 315,913 | |
| Bank of China 144A 5.00% 11/13/24 # | 420,000 | 434,004 | |
| China Evergrande Group 10.00% 4/11/23 | 520,000 | 61,100 | |
| CIFI Holdings Group | |||
| 6.00% 7/16/25 | 230,000 | 181,930 | |
| 6.45% 11/7/24 | 405,000 | 335,340 | |
| ENN Energy Holdings 144A 2.625% 9/17/30 # | 735,000 | 627,348 | |
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| China (continued) | |||
| Huarong Finance 2019 3.875% 11/13/29 | 570,000 | $ 485,497 | |
| JD.com 3.875% 4/29/26 | 465,000 | 455,709 | |
| Kaisa Group Holdings 9.375% 6/30/24 ‡ | 345,000 | 71,674 | |
| Tencent Holdings | |||
| 144A 2.88% 4/22/31 # | 325,000 | 283,936 | |
| 144A 3.68% 4/22/41 # | 350,000 | 285,985 | |
| Times China Holdings 5.55% 6/4/24 | 630,000 | 333,900 | |
| 3,872,336 | |||
| Colombia − 3.28% | |||
| Banco de Bogota 144A 6.25% 5/12/26 # | 365,000 | 362,451 | |
| Banco GNB Sudameris 144A 7.50% 4/16/31 #, μ | 405,000 | 370,569 | |
| Canacol Energy 144A 5.75% 11/24/28 # | 660,000 | 599,339 | |
| Ecopetrol | |||
| 4.625% 11/2/31 | 615,000 | 514,983 | |
| 5.375% 6/26/26 | 371,000 | 365,531 | |
| Geopark 144A 5.50% 1/17/27 # | 535,000 | 482,899 | |
| 2,695,772 | |||
| Czech Republic − 0.93% | |||
| Energo-Pro 144A 8.50% 2/4/27 # | 795,000 | 763,200 | |
| 763,200 | |||
| Georgia − 1.26% | |||
| Bank of Georgia 144A 6.00% 7/26/23 # | 680,000 | 682,572 | |
| Silknet JSC 144A 8.375% 1/31/27 # | 365,000 | 356,787 | |
| 1,039,359 | |||
| Ghana − 1.23% | |||
| Kosmos Energy 144A 7.75% 5/1/27 # | 410,000 | 407,768 | |
| Tullow Oil 144A 10.25% 5/15/26 # | 610,000 | 606,407 | |
| 1,014,175 | |||
| Guatemala − 2.70% | |||
| Banco Industrial 144A 4.875% 1/29/31 #, μ | 605,000 | 576,078 | |
| Central American Bottling 144A 5.25% 4/27/29 # | 595,000 | 566,014 | |
| CT Trust 144A 5.125% 2/3/32 # | 760,000 | 709,183 | |
| Investment Energy Resources 144A 6.25% 4/26/29 # | 375,000 | 370,592 | |
| 2,221,867 | |||
| Hong Kong − 1.57% | |||
| AIA Group 144A 3.375% 4/7/30 # | 400,000 | 381,038 | |
| CLP Power Hong Kong Financing 2.875% 4/26/23 | 419,000 | 418,422 | |
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| Hong Kong (continued) | |||
| Goodman HK Finance 4.375% 6/19/24 | 485,000 | $ 491,121 | |
| 1,290,581 | |||
| India − 5.45% | |||
| Azure Power Energy 144A 3.575% 8/19/26 # | 375,843 | 340,232 | |
| Clean Renewable Power Mauritius 144A 4.25% 3/25/27 # | 416,500 | 383,424 | |
| Future Retail 144A 5.60% 1/22/25 # | 425,000 | 85,850 | |
| Greenko Power II 144A 4.30% 12/13/28 # | 670,000 | 592,112 | |
| ICICI Bank 144A 4.00% 3/18/26 # | 650,000 | 646,438 | |
| JSW Hydro Energy 144A 4.125% 5/18/31 # | 303,975 | 265,027 | |
| JSW Steel 144A 5.05% 4/5/32 # | 295,000 | 253,090 | |
| Summit Digitel Infrastructure 144A 2.875% 8/12/31 # | 800,000 | 655,337 | |
| UltraTech Cement 144A 2.80% 2/16/31 # | 590,000 | 488,087 | |
| Vedanta Resources Finance II 144A 8.95% 3/11/25 # | 815,000 | 775,741 | |
| 4,485,338 | |||
| Indonesia − 3.91% | |||
| Cikarang Listrindo 144A 4.95% 9/14/26 # | 602,000 | 591,017 | |
| Freeport Indonesia 144A 5.315% 4/14/32 # | 630,000 | 612,675 | |
| Indika Energy Capital IV 144A 8.25% 10/22/25 # | 595,000 | 598,719 | |
| Medco Laurel Tree 144A 6.95% 11/12/28 # | 630,000 | 590,334 | |
| Minejesa Capital 144A 5.625% 8/10/37 # | 395,000 | 333,676 | |
| Perusahaan Perseroan Persero 144A 3.875% 7/17/29 # | 525,000 | 489,079 | |
| 3,215,500 | |||
| Israel − 3.83% | |||
| Altice Financing 144A 5.00% 1/15/28 # | 600,000 | 501,540 | |
| Bank Hapoalim 144A 3.255% 1/21/32 #, μ | 605,000 | 550,550 | |
| Bank Leumi Le-Israel 144A 3.275% 1/29/31 #, μ | 445,000 | 406,730 | |
| ICL Group 144A 6.375% 5/31/38 # | 350,000 | 379,750 | |
| Israel Electric 144A 3.75% 2/22/32 # | 645,000 | 604,614 | |
| Teva Pharmaceutical Finance Netherlands III | |||
| 5.125% 5/9/29 | 360,000 | 327,344 | |
| 6.75% 3/1/28 | 375,000 | 381,399 | |
| 3,151,927 | |||
| Jamaica − 1.42% | |||
| Digicel Group Holdings PIK 10.00% 4/1/24 >>>>> | 481,655 | 481,655 | |
| Sagicor Financial 144A 5.30% 5/13/28 # | 700,000 | 683,546 | |
| 1,165,201 | |||
| Kazakhstan − 0.76% | |||
| KazTransGas JSC 144A 4.375% 9/26/27 # | 269,000 | 249,094 | |
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| Kazakhstan (continued) | |||
| Tengizchevroil Finance Co. International 144A 2.625% 8/15/25 # | 420,000 | $ 374,430 | |
| 623,524 | |||
| Kuwait − 1.42% | |||
| MEGlobal Canada 144A 5.00% 5/18/25 # | 405,000 | 413,355 | |
| NBK SPC 144A 1.625% 9/15/27 #, μ | 835,000 | 753,480 | |
| 1,166,835 | |||
| Macao − 1.93% | |||
| MGM China Holdings 144A 4.75% 2/1/27 # | 475,000 | 399,644 | |
| Sands China | |||
| 144A 3.25% 8/8/31 # | 465,000 | 357,322 | |
| 3.80% 1/8/26 | 580,000 | 535,888 | |
| Wynn Macau 144A 5.625% 8/26/28 # | 375,000 | 299,526 | |
| 1,592,380 | |||
| Madagascar − 0.45% | |||
| Axian Telecom 144A 7.375% 2/16/27 # | 375,000 | 367,595 | |
| 367,595 | |||
| Malaysia − 1.62% | |||
| CIMB Bank 144A 2.125% 7/20/27 # | 525,000 | 483,969 | |
| Misc Capital Two Labuan 144A 3.75% 4/6/27 # | 880,000 | 853,289 | |
| 1,337,258 | |||
| Mexico − 6.04% | |||
| Alsea 144A 7.75% 12/14/26 # | 600,000 | 603,192 | |
| Banco Mercantil del Norte | |||
| 144A 6.625% 1/24/32 #, μ, ψ | 410,000 | 367,565 | |
| 144A 8.375% 10/14/30 #, μ, ψ | 410,000 | 423,848 | |
| BBVA Bancomer 144A 5.125% 1/18/33 #, μ | 460,000 | 431,432 | |
| Cemex 144A 5.20% 9/17/30 # | 450,000 | 424,750 | |
| CIBANCO Institucion de Banca Multiple Trust 144A 4.375% 7/22/31 # | 640,000 | 517,229 | |
| GCC 144A 3.614% 4/20/32 # | 800,000 | 701,240 | |
| Grupo Aeromexico 144A 8.50% 3/17/27 # | 600,000 | 606,810 | |
| Infraestructura Energetica Nova 144A 4.875% 1/14/48 # | 500,000 | 420,150 | |
| Nemak 144A 3.625% 6/28/31 # | 585,000 | 478,261 | |
| 4,974,477 | |||
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| Morocco − 0.89% | |||
| OCP | |||
| 144A 3.75% 6/23/31 # | 380,000 | $ 322,581 | |
| 144A 4.50% 10/22/25 # | 200,000 | 201,006 | |
| 144A 5.125% 6/23/51 # | 270,000 | 209,685 | |
| 733,272 | |||
| Nigeria − 1.58% | |||
| Access Bank | |||
| 144A 6.125% 9/21/26 # | 415,000 | 392,395 | |
| 144A 9.125% 10/7/26 #, μ, ψ | 540,000 | 494,100 | |
| IHS Holding 144A 5.625% 11/29/26 # | 430,000 | 410,542 | |
| 1,297,037 | |||
| Oman − 0.70% | |||
| Oryx Funding 144A 5.80% 2/3/31 # | 585,000 | 578,179 | |
| 578,179 | |||
| Panama − 0.52% | |||
| UEP Penonome II 144A 6.50% 10/1/38 # | 441,109 | 430,265 | |
| 430,265 | |||
| Paraguay − 1.57% | |||
| Banco Continental 144A 2.75% 12/10/25 # | 900,000 | 820,687 | |
| Rutas 2 and 7 Finance 144A 3.018% 9/30/36 #, ^ | 705,667 | 473,894 | |
| 1,294,581 | |||
| Peru − 3.34% | |||
| Consorcio Transmantaro 144A 5.20% 4/11/38 # | 605,000 | 564,498 | |
| InRetail Consumer 144A 3.25% 3/22/28 # | 520,000 | 459,631 | |
| Lima Metro Line 2 Finance 144A 4.35% 4/5/36 # | 404,431 | 379,322 | |
| SAN Miguel Industrias Pet 144A 3.50% 8/2/28 # | 890,000 | 773,348 | |
| Volcan Cia Minera 144A 4.375% 2/11/26 # | 640,000 | 573,616 | |
| 2,750,415 | |||
| Philippines − 0.79% | |||
| International Container Terminal Services 4.75% 6/17/30 | 655,000 | 646,813 | |
| 646,813 | |||
| Qatar − 2.37% | |||
| Ooredoo International Finance 144A 5.00% 10/19/25 # | 225,000 | 234,960 | |
| Qatar Energy | |||
| 144A 1.375% 9/12/26 # | 275,000 | 249,516 | |
| 144A 2.25% 7/12/31 # | 325,000 | 284,183 | |
| QNB Finance 2.625% 5/12/25 | 1,215,000 | 1,179,613 | |
| 1,948,272 | |||
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| Republic of Korea − 3.31% | |||
| Hana Bank 144A 1.25% 12/16/26 # | 335,000 | $ 303,058 | |
| Kia 144A 2.375% 2/14/25 # | 655,000 | 631,520 | |
| NongHyup Bank 144A 0.875% 7/28/24 # | 430,000 | 408,549 | |
| Shinhan Financial Group 144A 3.34% 2/5/30 #, μ | 355,000 | 346,354 | |
| SK Hynix | |||
| 144A 1.50% 1/19/26 # | 590,000 | 535,905 | |
| 144A 2.375% 1/19/31 # | 595,000 | 495,014 | |
| 2,720,400 | |||
| Republic of Vietnam − 0.38% | |||
| Mong Duong Finance Holdings 144A 5.125% 5/7/29 # | 350,000 | 313,250 | |
| 313,250 | |||
| Russia − 0.43% | |||
| Lukoil Capital DAC | |||
| 144A 2.80% 4/26/27 # | 405,000 | 148,838 | |
| 144A 3.60% 10/26/31 # | 405,000 | 151,875 | |
| Phosagro OAO Via Phosagro Bond Funding DAC 144A 3.949% 4/24/23 # | 200,000 | 57,260 | |
| 357,973 | |||
| Russia − 0.52% | |||
| VEON Holdings 144A 3.375% 11/25/27 # | 665,000 | 425,600 | |
| 425,600 | |||
| Saudi Arabia − 2.63% | |||
| EIG Pearl Holdings 144A 3.545% 8/31/36 # | 680,000 | 604,354 | |
| SA Global Sukuk 144A 2.694% 6/17/31 # | 415,000 | 374,168 | |
| Saudi Arabian Oil | |||
| 144A 3.50% 11/24/70 # | 210,000 | 161,492 | |
| 144A 4.25% 4/16/39 # | 400,000 | 383,442 | |
| Saudi Electricity Global Sukuk Co. 4 4.222% 1/27/24 | 630,000 | 639,129 | |
| 2,162,585 | |||
| Singapore − 0.71% | |||
| Oversea-Chinese Banking 144A 4.25% 6/19/24 # | 575,000 | 583,059 | |
| 583,059 | |||
| South Africa − 3.02% | |||
| AngloGold Ashanti Holdings 3.375% 11/1/28 | 830,000 | 742,276 | |
| Bidvest Group UK 144A 3.625% 9/23/26 # | 795,000 | 732,414 | |
| Sasol Financing USA 4.375% 9/18/26 | 525,000 | 493,371 | |
| Stillwater Mining 144A 4.00% 11/16/26 # | 560,000 | 515,542 | |
| 2,483,603 | |||
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| Taiwan − 0.75% | |||
| TSMC Arizona 4.25% 4/22/32 | 620,000 | $ 617,301 | |
| 617,301 | |||
| Tanzania − 0.50% | |||
| HTA Group 144A 7.00% 12/18/25 # | 415,000 | 411,634 | |
| 411,634 | |||
| Thailand − 1.52% | |||
| Bangkok Bank 144A 5.00% 9/23/25 #, μ, ψ | 380,000 | 371,746 | |
| GC Treasury Center 144A 5.20% 3/30/52 # | 470,000 | 443,490 | |
| PTTEP Treasury Center 144A 2.587% 6/10/27 # | 465,000 | 437,527 | |
| 1,252,763 | |||
| Turkey − 2.72% | |||
| Akbank TAS 144A 6.80% 2/6/26 # | 530,000 | 510,611 | |
| Coca-Cola Icecek 144A 4.50% 1/20/29 # | 610,000 | 568,969 | |
| Turkcell Iletisim Hizmetleri 144A 5.80% 4/11/28 # | 590,000 | 532,009 | |
| Turkiye Sise ve Cam Fabrikalari 144A 6.95% 3/14/26 # | 645,000 | 630,859 | |
| 2,242,448 | |||
| Ukraine − 1.07% | |||
| Kernel Holding 144A 6.50% 10/17/24 # | 445,000 | 240,856 | |
| Metinvest 144A 7.75% 10/17/29 # | 425,000 | 238,000 | |
| MHP 144A 6.25% 9/19/29 # | 430,000 | 225,750 | |
| State Agency of Roads of Ukraine 144A 6.25% 6/24/28 # | 560,000 | 177,100 | |
| 881,706 | |||
| United Arab Emirates − 3.17% | |||
| Abu Dhabi National Energy PJSC 144A 2.00% 4/29/28 # | 585,000 | 526,491 | |
| Emirates NBD Bank PJSC 2.625% 2/18/25 | 470,000 | 456,909 | |
| Galaxy Pipeline Assets Bidco 144A 2.94% 9/30/40 # | 840,132 | 703,949 | |
| MAF Global Securities 6.375% 3/20/26 μ, ψ | 390,000 | 396,337 | |
| Sweihan PV Power PJSC 144A 3.625% 1/31/49 # | 600,000 | 525,646 | |
| 2,609,332 | |||
| Zambia − 0.91% | |||
| First Quantum Minerals | |||
| 144A 6.875% 10/15/27 # | 315,000 | 316,948 | |
| 144A 7.50% 4/1/25 # | 425,000 | 430,763 | |
| 747,711 | |||
| Total Corporate Bonds (cost $83,466,008) | 75,037,057 | ||
| Principal amount° | Value (US $) | ||
| Sovereign Bonds – 1.49% | |||
| Hong Kong − 0.85% | |||
| Airport Authority | |||
| 144A 2.50% 1/12/32 # | 410,000 | $ 362,522 | |
| 144A 3.25% 1/12/52 # | 405,000 | 336,193 | |
| 698,715 | |||
| Philippines − 0.64% | |||
| Philippine Government International Bond 3.229% 3/29/27 | 535,000 | 522,583 | |
| Total Sovereign Bonds (cost $1,346,754) | 1,221,298 | ||
| Number of shares | |||
| Common Stock – 0.59% | |||
| United States − 0.59% | |||
| Aeromexico Rights † | 29,657 | 484,744 | |
| Total Common Stock (cost $484,748) | 484,744 | ||
| Short-Term Investments – 3.78% | |||
| Money Market Mutual Funds – 3.78% | |||
| BlackRock FedFund – Institutional Shares (seven-day effective yield 0.31%) | 777,936 | 777,936 | |
| Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 0.16%) | 777,935 | 777,935 | |
| GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 0.32%) | 777,935 | 777,935 | |
| Morgan Stanley Government Portfolio – Institutional Share Class (seven-day effective yield 0.30%) | 777,935 | 777,935 | |
| Total Short-Term Investments (cost $3,111,741) | 3,111,741 | ||
| Total Value of Securities−97.04% (cost $88,409,251) | 79,854,840 | ||
| Receivables and Other Assets Net of Liabilities — 2.96% | 2,438,710 | ||
| Net Assets Applicable to 10,652,349 Shares Outstanding — 100.00% | $82,293,550 |
| ° | Principal amount shown is stated in USD unless noted that the security is denominated in another currency. |
| Δ | Securities have been classified by country of origin. |
| # | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At April 30, 2022, the aggregate value of Rule 144A securities was $63,593,078, which represents 77.28% of the Fund's net assets. |
| μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2022. Rate will reset at a future date. |
| ‡ | Non-income producing security. Security is currently in default. |
| >>>>> | PIK. 80% of the income received was in cash and 20% was in principal. |
| ψ | Perpetual security. Maturity date represents next call date. |
| ^ | Zero-coupon security. The rate shown is the effective yield at the time of purchase. |
| † | Non-income producing security. |
| Futures Contracts Exchange-Traded | |||||||||||
| Contracts to Buy (Sell) | Notional Amount | Notional Cost (Proceeds) | Expiration Date | Value/ Unrealized Appreciation | Variation Margin Due from (Due to) Brokers | ||||||
| (17) | US Treasury 10 yr Ultra Notes | $(2,193,000) | $(2,372,521) | 6/21/22 | $179,521 | $4,250 | |||||
| (2) | US Treasury Long Bonds | (281,375) | (308,823) | 6/21/22 | 27,448 | 1,063 | |||||
| Total Futures Contracts | $(2,681,344) | $206,969 | $5,313 | ||||||||
| CDS Contracts2 | ||||||||||||
| Counterparty/ Reference Obligation/ Termination Date/ Payment Frequency | Notional Amount3 | Annual Protection Payments | Value | Upfront Payments Paid (Received) | Unrealized Appreciation1 | Variation Margin Due from (Due to) Brokers | ||||||
| Over-The-Counter: | ||||||||||||
| Protection Purchased/Moody’s Ratings: | ||||||||||||
| JPMCB-Federated Republic of Brazil 4.25% 6/6/25 B2 6/20/26- Quarterly | 2,527,000 | 1.000% | $16,791 | $66,165 | $16,791 | $— | ||||||
| CDS Contracts2 | ||||||||||||
| Counterparty/ Reference Obligation/ Termination Date/ Payment Frequency | Notional Amount3 | Annual Protection Payments | Value | Upfront Payments Paid (Received) | Unrealized Appreciation1 | Variation Margin Due from (Due to) Brokers | ||||||
| Protection SoldMoody's Ratings: | ||||||||||||
| JPMCB-United Mexican States 10.375% 9/20/22 Baa2 6/22/26- Quarterly | 1,748,000 | 1.000% | $361 | $10,832 | $361 | $— | ||||||
| 17,152 | 76,997 | 17,152 | — | |||||||||
| Total CDS Contracts | $17,152 | $76,997 | $17,152 | $— | ||||||||
| 2 | A CDS contract is a risk-transfer instrument through which one party (purchaser of protection) transfers to another party (seller of protection) the financial risk of a credit event (as defined in the CDS agreement), as it relates to a particular reference security or basket of securities (such as an index). Periodic payments (receipts) on such contracts are accrued daily and recorded as unrealized losses (gains) on swap contracts. Upon payment (receipt), such amounts are recorded as realized losses (gains) on swap contracts. Upfront payments made or received in connection with CDS contracts are amortized over the expected life of the CDS contracts as unrealized losses (gains) on swap contracts. The change in value of CDS contracts is recorded daily as unrealized appreciation or depreciation. A realized gain or loss is recorded upon a credit event (as defined in the CDS agreement) or the maturity or termination of the CDS agreement. |
| 3 | Notional amount shown is stated in USD unless noted that the swap is denominated in another currency. |
| 1 | Unrealized appreciation (depreciation) does not include periodic interest payments (receipt) on swap contracts accrued daily in the amount of $(4,869). |
| Summary of abbreviations: |
| CDS – Credit Default Swap |
| DAC – Designated Activity Company |
| GS – Goldman Sachs |
| JPMCB – JPMorgan Chase Bank |
| JSC – Joint Stock Company |
| Summary of abbreviations: (continued) |
| PIK – Payment-in-kind |
| PJSC – Private Joint Stock Company |
| yr – Year |
| USD – US Dollar |