NPORT-P false 0000778108 XXXXXXXX S000065921 C000212945 C000212946 Delaware Group Equity Funds IV 811-04413 0000778108 549300OT9UDUW3MXT836 ONE COMMERCE SQUARE 2005 MARKET STREET Philadelphia 19103 800-523-1918 Delaware Strategic Income II Fund S000065921 549300HB8WGN8YKS2C55 2020-09-30 2020-06-30 N 105488959.96 962650.14 104526309.82 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 130000.00000000 0.00000000 0.00000000 116192.81000000 USD N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAW8 90000.00000000 PA USD 95569.04000000 0.091430607437 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 80000.00000000 PA USD 83400.00000000 0.079788524194 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617474AA9 325000.00000000 PA USD 298740.65000000 0.285804263552 Long DBT CORP US N 2 N/A Fixed 5.55000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36258RBF9 1500000.00000000 PA USD 1562367.00000000 1.494711716782 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 3.57080000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAY2 160000.00000000 PA USD 161900.00000000 0.154889233417 Long DBT CORP US N 2 2025-06-15 Fixed 3.62500000 N N N N N N AEGEA FINANCE SARL N/A 00775CAA4 600000.00000000 PA USD 609813.00000000 0.583406226671 Long DBT CORP LU N 2 2024-10-10 Fixed 5.75000000 N N N N N N MHP LUX SA 222100RHC7R1WZ1J3M44 59318YAA6 566000.00000000 PA USD 576902.29000000 0.551920651358 Long DBT CORP LU N 2 2026-04-03 Fixed 6.95000000 N N N N N N POLYONE CORP SM8L9RZYIB34LNTWO040 73179PAM8 84000.00000000 PA USD 86572.50000000 0.082823645213 Long DBT CORP US N 2 2025-05-15 Fixed 5.75000000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DR5 115000.00000000 PA USD 124831.61000000 0.119426018401 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N LYB INT FINANCE III N/A 50249AAB9 180000.00000000 PA USD 191897.68000000 0.183587921864 Long DBT CORP US N 2 2025-05-01 Fixed 2.87500000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAB1 564000.00000000 PA USD 571416.60000000 0.546672508561 Long DBT CORP NL N 2 2022-03-03 Fixed 3.00000000 N N N N N N BOINGO WIRELESS 54930058LPWPZZCRMC04 09739CAB8 1079000.00000000 PA USD 963007.50000000 0.921306321497 Long DBT CORP US N 2 2023-10-01 Fixed 1.00000000 N N N N Y Boingo Wireless Inc USD XXXX N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DA7 536000.00000000 PA USD 576768.16000000 0.551792329599 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 36166NAA1 200000.00000000 PA USD 209677.42000000 0.200597744588 Long DBT CORP US N 2 2025-05-15 Fixed 3.45000000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 81720TAD7 564000.00000000 PA USD 546727.50000000 0.523052522318 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 1240000.00000000 PA USD 1280585.20000000 1.225131933008 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAA5 600000.00000000 PA USD 588746.16000000 0.563251645460 Long DBT CORP US N 2 2029-04-16 Fixed 4.62500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 563000.00000000 PA USD 491746.72000000 0.470452578730 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N Bank N/A 06540AAD3 1350000.00000000 PA USD 1494650.34000000 1.429927395862 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01100000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2E4 565000.00000000 PA USD 630413.61000000 0.603114767072 Long DBT CORP SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N AEROVIAS DE MEXICO S.A. 549300TK6ZHQ3FJ26B03 008065AD6 625000.00000000 PA USD 148437.50000000 0.142009700960 Long DBT CORP MX N 2 2025-02-05 Fixed 7.00000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 1270000.00000000 PA USD 1147711.70000000 1.098012263110 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 991000.00000000 PA USD 1029242.69000000 0.984673324613 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAT0 545000.00000000 PA USD 466656.25000000 0.446448603039 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAE3 33000.00000000 PA USD 32475.47000000 0.031069182539 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CL4 950000.00000000 PA USD 1001728.55000000 0.958350631266 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAD7 815000.00000000 PA USD 928188.50000000 0.887995090995 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906EAJ9 788104.47000000 PA USD 771554.28000000 0.738143613152 Long LON CORP US N 2 2024-06-15 Floating 4.50000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAC5 199000.00000000 PA USD 203353.13000000 0.194547315742 Long DBT CORP US N 2 2025-04-15 Fixed 6.25000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225436AA2 1050000.00000000 PA USD 1098381.90000000 1.050818594755 Long DBT CORP CH N 2 N/A Fixed 6.25000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 95000.00000000 PA USD 97375.00000000 0.093158363829 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46648KAU0 1350000.00000000 PA USD 1501515.09000000 1.436494881131 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.40920000 N N N N N N Goldman Sachs Financial Square Government Fund N/A 38141W273 349160.58000000 NS USD 349160.58000000 0.334040855935 Long STIV RF US N 1 N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAG4 1046000.00000000 PA USD 677113.56000000 0.647792465998 Long DBT CORP US N 2 2045-03-15 Fixed 4.25000000 N N N N Y Cheniere Energy Inc USD XXXX N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 00217AAA4 645000.00000000 PA USD 457950.00000000 0.438119360368 Long DBT CORP IE N 2 2024-12-03 Fixed 7.87500000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAB6 25000.00000000 PA USD 23917.25000000 0.022881559715 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 55000.00000000 PA USD 61878.39000000 0.059198865918 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N STARS GROUP HOLDINGS BV 549300RNFXC8F8RT6R13 000000000 114389.34000000 PA USD 113990.12000000 0.109053998171 Long LON CORP NL N 2 2025-07-10 Floating 4.71890000 N N N N N N CSN ISLANDS XI CORP 222100R8R68DM7VM3661 12642KAB0 655000.00000000 PA USD 561662.50000000 0.537340791009 Long DBT CORP KY N 2 2028-01-28 Fixed 6.75000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CE9 110000.00000000 PA USD 109107.35000000 0.104382667089 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAN2 120000.00000000 PA USD 122767.20000000 0.117451003686 Long DBT CORP CA N 2 2025-11-01 Fixed 5.50000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBG9 650000.00000000 PA USD 650140.66000000 0.621987575300 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N GENTIVA HEALTH SERVICES 549300STP29LPEN7S547 37249UAU0 268644.89000000 PA USD 261257.16000000 0.249943923639 Long LON CORP US N 2 2025-07-02 Floating 3.43480000 N N N N N N Mauser Packaging Solutions Holding Co 549300DNGHXL0OMHW304 05604XAP1 208388.76000000 PA USD 188175.05000000 0.180026493161 Long LON CORP US N 2 2024-04-03 Floating 3.61930000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 90000.00000000 PA USD 95148.76000000 0.091028526850 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAC6 1360000.00000000 PA USD 1512636.88000000 1.447135063511 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GR8 550000.00000000 PA USD 712368.97000000 0.681521208609 Long DBT CORP US N 2 2049-03-01 Fixed 4.87500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 13134MBE2 28731.27000000 PA USD 27791.53000000 0.026588071508 Long LON CORP US N 2 2024-01-15 Floating 2.44010000 N N N N N N TIME WARNER ENT N/A 88731EAF7 225000.00000000 PA USD 263853.11000000 0.252427461042 Long DBT CORP US N 2 2023-03-15 Fixed 8.37500000 N N N N N N Sequoia Mortgage Trust N/A 81746DCC2 1395615.15000000 PA USD 1424605.84000000 1.362916037553 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.83898300 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 565849AP1 695000.00000000 PA USD 682474.85000000 0.652921595697 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 100000.00000000 PA USD 114384.02000000 0.109430841093 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BE2 65000.00000000 PA USD 69628.21000000 0.066613094942 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 1020000.00000000 PA USD 1053985.28000000 1.008344484575 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N KRONOS INC/MA 5493000E2HBSA8M27B95 50105JAM9 378519.94000000 PA USD 378164.89000000 0.361789190349 Long LON CORP US N 2 2023-11-01 Floating 3.30510000 N N N N N N BLUE RIBBON LLC N/A 09582EAB2 150000.00000000 PA USD 129000.00000000 0.123413904329 Long LON CORP US N 2 2021-11-13 Floating 5.00000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 540000.00000000 PA USD 548075.70000000 0.524342341123 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 65000.00000000 PA USD 66001.33000000 0.063143269970 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBF5 558000.00000000 PA USD 556884.00000000 0.532769214716 Long DBT CORP NL N 2 2030-01-15 Fixed 5.09300000 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 565849AK2 285000.00000000 PA USD 285413.68000000 0.273054392230 Long DBT CORP US N 2 2022-11-01 Fixed 2.80000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBE7 147000.00000000 PA USD 151180.68000000 0.144634092852 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAT8 65000.00000000 PA USD 69095.04000000 0.066103012838 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 480000.00000000 PA USD 666116.69000000 0.637271794199 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 345000.00000000 PA USD 346725.00000000 0.331710744019 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 38060AAC8 568000.00000000 PA USD 651098.40000000 0.622903842220 Long DBT CORP VG N 2 2029-05-15 Fixed 6.12500000 N N N N N N RADIATE HOLDCO / FINANCE N/A 75026JAA8 621000.00000000 PA USD 620288.96000000 0.593428545471 Long DBT CORP US N 2 2025-02-15 Fixed 6.62500000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 1526000.00000000 PA USD 1500645.51000000 1.435662956612 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -26.00000000 NC USD -7580.04000000 -0.00725180101 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 2020-09-21 -3610888.84000000 USD -7580.04000000 N N N TERRIER MEDIA BUYER INC N/A 88145LAB0 37810.00000000 PA USD 36203.08000000 0.034635375593 Long LON CORP US N 2 2026-12-17 Floating 4.44390000 N N N N N N RUTAS 2 AND 7 FINANCE N/A 78319MAA1 705000.00000000 PA USD 461775.00000000 0.441778726136 Long DBT CORP KY N 2 2036-09-30 None 0.00000000 N N N N N N ULTIMATE SOFTWARE GROUP INC 529900FKHWSTQ1GXK240 90385KAB7 313451.90000000 PA USD 304104.45000000 0.290935794560 Long LON CORP US N 2 2026-05-03 Floating 4.29090000 N N N N N N KRONOS INC/MA 5493000E2HBSA8M27B95 50105JAL1 275000.00000000 PA USD 275147.40000000 0.263232673643 Long LON CORP US N 2 2024-11-01 Floating 9.25000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 515000.00000000 PA USD 594052.50000000 0.568328204662 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBM7 55000.00000000 PA USD 59428.02000000 0.056854604455 Long DBT CORP US N 2 2041-04-22 Fixed 3.10900000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BB6 1150000.00000000 PA USD 1198265.50000000 1.146376928510 Long DBT CORP GB N 2 N/A Fixed 8.62500000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AW8 1130000.00000000 PA USD 1137565.35000000 1.088305281186 Long DBT CORP AU N 2 2075-10-19 Fixed 6.25000000 N N N N N N KAZTRANSGAS JSC 635400YGLXBBSVHONW39 48668NAA9 570000.00000000 PA USD 615771.00000000 0.589106226997 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DE9 200000.00000000 PA USD 208100.00000000 0.199088631712 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 1035000.00000000 PA USD 1205465.74000000 1.153265376033 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N REDE D'OR FINANCE SARL 549300FDE772OLJUCP79 75735GAA6 765000.00000000 PA USD 676305.90000000 0.647019780153 Long DBT CORP LU N 2 2030-01-22 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAP6 45000.00000000 PA USD 49064.00000000 0.046939378310 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N OJSC NOVO(STEEL FUNDING) 549300RUD5HLLXOVGU89 85812RAA7 564000.00000000 PA USD 598770.60000000 0.572841996461 Long DBT CORP IE N 2 2024-09-21 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 90000.00000000 PA USD 102427.68000000 0.097992247288 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 12686CBB4 50000.00000000 PA USD 52361.25000000 0.050093847271 Long DBT CORP US N 2 2022-09-15 Fixed 5.87500000 N N N N N N JP Morgan Mortgage Trust N/A 46591TAC8 1828686.25000000 PA USD 1871647.76000000 1.790599671243 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 170000.00000000 PA USD 184060.60000000 0.176090211466 Long DBT CORP US N 2 2030-10-22 Fixed 2.88400000 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAL9 338291.40000000 PA USD 320531.10000000 0.306651120231 Long LON CORP US N 2 2027-02-15 Floating 3.69510000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AK1 570000.00000000 PA USD 640546.05000000 0.612808441341 Long DBT CORP IL N 2 2024-11-12 Fixed 5.00000000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAL2 665000.00000000 PA USD 588511.70000000 0.563027338297 Long DBT CORP CA N 2 2029-12-15 Fixed 5.25000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 11823LAH8 222650.00000000 PA USD 214690.26000000 0.205393513240 Long LON CORP US N 2 2026-11-01 Floating 3.05340000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 574000.00000000 PA USD 574264.04000000 0.549396645676 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBC4 410000.00000000 PA USD 446901.64000000 0.427549428244 Long DBT NUSS QA N 2 2025-04-16 Fixed 3.40000000 N N N N N N HUTAMA KARYA PERSERO PT 2549009QN3GU8QCI7Q61 69375MAA1 200000.00000000 PA USD 210512.60000000 0.201396758732 Long DBT CORP ID N 2 2030-05-11 Fixed 3.75000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875AN2 584000.00000000 PA USD 509540.00000000 0.487475355130 Long DBT NUSS SV N 2 2035-06-15 Fixed 7.65000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AD2 513000.00000000 PA USD 541802.39000000 0.518340684687 Long DBT CORP MX N 2 2024-01-15 Fixed 4.87500000 N N N N N N CLEAR CHANNEL WORLDWIDE N/A 18451QAP3 50000.00000000 PA USD 46511.75000000 0.044497648563 Long DBT CORP US N 2 2024-02-15 Fixed 9.25000000 N N N N N N FUTURE RETAIL LTD 335800XO19WYIUZC9H61 36118EAA0 630000.00000000 PA USD 417147.82000000 0.399084039911 Long DBT CORP IN N 2 2025-01-22 Fixed 5.60000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW71 564000.00000000 PA USD 576379.80000000 0.551420786778 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N VERSCEND HOLDING CORP N/A 92531HAB3 272915.38000000 PA USD 266092.50000000 0.254569878586 Long LON CORP US N 2 2025-08-27 Floating 4.86250000 N N N N N N Morgan Stanley BAML Trust N/A 61766EBE4 1350000.00000000 PA USD 1470622.50000000 1.406940035032 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.32500000 N N N N N N Fannie Mae - CAS N/A 30711XJ70 1269196.93000000 PA USD 1247283.23000000 1.193272040453 Long ABS-MBS CORP US N 2 2030-10-25 Floating 2.33450000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04621HAN3 337370.04000000 PA USD 323453.53000000 0.309447000049 Long LON CORP US N 2 2027-02-13 Floating 3.69510000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BK4 85000.00000000 PA USD 85212.50000000 0.081522537384 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N JP Morgan Mortgage Trust N/A 46651XAF9 1276345.94000000 PA USD 1301579.30000000 1.245216924084 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.50000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AU9 85000.00000000 PA USD 86381.25000000 0.082640676925 Long DBT CORP US N 2 N/A Fixed 5.65000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GAV2 270000.00000000 PA USD 242611.20000000 0.232105390898 Long DBT CORP US N 2 2031-11-15 Fixed 6.87500000 N N N N N N VVC HOLDING CORP 549300Z86PUW4ENZCD61 04685YAK5 338291.46000000 PA USD 327860.92000000 0.313663536543 Long LON CORP US N 2 2026-02-11 Floating 4.93350000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 570000.00000000 PA USD 642672.15000000 0.614842474690 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N GS Mortgage Securities Trust N/A 36252HAD3 1350000.00000000 PA USD 1500817.82000000 1.435827805061 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.67400000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35565KAH1 2000000.00000000 PA USD 1896208.60000000 1.814096951538 Long ABS-MBS CORP US N 2 2050-02-25 Floating 2.03450000 N N N N N N TURKCELL ILETISIM HIZMET 7890003EX1LTLS2FFL84 900111AB1 545000.00000000 PA USD 542160.55000000 0.518683335261 Long DBT CORP TR N 2 2028-04-11 Fixed 5.80000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAS4 1134000.00000000 PA USD 1433931.66000000 1.371838020943 Long DBT CORP KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AK2 1301000.00000000 PA USD 1318752.15000000 1.261646137007 Long DBT CORP PR N 2 2023-09-14 Fixed 6.12500000 N N N N N N CDK GLOBAL INC 5493000L10CYRTHIJ385 12508EAG6 60000.00000000 PA USD 62456.10000000 0.059751559303 Long DBT CORP US N 2 2026-06-15 Fixed 5.87500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CK0 1288000.00000000 PA USD 1304248.12000000 1.247770175992 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBB3 588000.00000000 PA USD 612869.46000000 0.586330332578 Long DBT CORP CL N 2 2030-01-14 Fixed 3.15000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAG8 70000.00000000 PA USD 77707.04000000 0.074342086823 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 03827FAZ4 325000.00000000 PA USD 325812.50000000 0.311703819412 Long LON CORP US N 2 2025-09-19 Floating 8.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36258FAA7 1292376.71000000 PA USD 1312402.09000000 1.255571054082 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N M/I HOMES INC 5299005M71FH9CCSFB69 55305BAQ4 644000.00000000 PA USD 652787.38000000 0.624519684205 Long DBT CORP US N 2 2025-08-01 Fixed 5.62500000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAB4 35000.00000000 PA USD 39777.58000000 0.038055088779 Long DBT CORP N/A N 2 2029-06-18 Fixed 4.30000000 N N N N N N P G & E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 160000.00000000 PA USD 161200.00000000 0.154219545564 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 110000.00000000 PA USD 115189.80000000 0.110201728347 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAA7 674000.00000000 PA USD 676099.51000000 0.646822327473 Long DBT CORP US N 2 2025-08-15 Fixed 7.00000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 240000.00000000 PA USD 253696.80000000 0.242710950417 Long DBT CORP US N 2 2028-06-15 Fixed 7.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 95000.00000000 PA USD 100548.95000000 0.096194872059 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GK5 125000.00000000 PA USD 134348.35000000 0.128530654369 Long DBT CORP US N 2 2022-01-15 Fixed 8.62500000 N N N N N N Fannie Mae - CAS N/A 20754CAB5 1500000.00000000 PA USD 1423443.15000000 1.361803695597 Long ABS-MBS CORP US N 2 2040-01-25 Floating 2.23450000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 465000.00000000 PA USD 447644.81000000 0.428260416703 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N Morgan Stanley Institutional Liquidity Funds - Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 349160.58000000 NS USD 349160.58000000 0.334040855935 Long STIV RF US N 1 N N N LUKOIL SECURITIES BV 724500IVNQ6LF8OFIO42 54988LAB2 620000.00000000 PA USD 647125.00000000 0.619102502627 Long DBT CORP NL N 2 2030-05-06 Fixed 3.87500000 N N N N N N L BRANDS INC GR3KVMWVCR54YWQNXU90 501797AU8 160000.00000000 PA USD 160600.00000000 0.153645527405 Long DBT CORP US N 2 2025-07-01 Fixed 9.37500000 N N N N N N Fidelity Government Portfolio N/A 316175108 349160.58000000 NS USD 349160.58000000 0.334040855935 Long STIV RF US N 1 N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAF0 595000.00000000 PA USD 545222.06000000 0.521612272488 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N USI INC/NY N/A 91739VAA6 665000.00000000 PA USD 672890.23000000 0.643752019141 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N Freddie Mac - STACR N/A 3137G0UD9 1082026.24000000 PA USD 1066271.07000000 1.020098262185 Long ABS-MBS CORP US N 2 2030-09-25 Floating 2.48450000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBF6 145000.00000000 PA USD 155083.02000000 0.148367449560 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N GRUPO CEMENTOS CHIHUAHUA 254900WY9XL8033CKX68 40053DAB9 565000.00000000 PA USD 571296.93000000 0.546558020639 Long DBT CORP MX N 2 2024-06-23 Fixed 5.25000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAA9 562000.00000000 PA USD 558651.04000000 0.534459736464 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.87500000 N N N N N N Fannie Mae - CAS N/A 30711XY24 1237182.75000000 PA USD 1209623.02000000 1.157242633058 Long ABS-MBS CORP US N 2 2031-01-25 Floating 2.53450000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312VAF3 1000000.00000000 PA USD 1071570.10000000 1.025167827932 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.89000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 80000.00000000 PA USD 86525.25000000 0.082778441283 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AR6 690000.00000000 PA USD 573413.60000000 0.548583032336 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AN9 800000.00000000 PA USD 698524.00000000 0.668275768275 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 165000.00000000 PA USD 165181.50000000 0.158028634402 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBA7 480000.00000000 PA USD 426818.40000000 0.408335854135 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CB4 550000.00000000 PA USD 518168.75000000 0.495730453789 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 45000.00000000 PA USD 45719.43000000 0.043739638449 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N GUSAP III LP 549300WY05UJ7WTHIN64 36258GAA5 1180000.00000000 PA USD 1158996.00000000 1.108807918308 Long DBT CORP US N 2 2030-01-21 Fixed 4.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 200000.00000000 PA USD 210854.70000000 0.201724044753 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 105000.00000000 PA USD 99990.98000000 0.095661063872 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 349160.20000000 NS USD 349160.20000000 0.334040492390 Long STIV RF US N 1 N N N LCPR SR SECURED FIN DAC 549300LE5FM8IKMXSP90 50201DAA1 340000.00000000 PA USD 347374.60000000 0.332332214346 Long DBT CORP IE N 2 2027-10-15 Fixed 6.75000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAD3 514000.00000000 PA USD 514516.57000000 0.492236424385 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N GRUPO ENERGIA BOGOTA 529900LG618OWYVHI655 40053XAA7 300000.00000000 PA USD 315562.50000000 0.301897675851 Long DBT CORP CO N 2 2030-05-15 Fixed 4.87500000 N N N N N N MONGOLIA INTL BOND N/A 60937LAB1 647000.00000000 PA USD 649426.44000000 0.621304283216 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.62500000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAA8 70000.00000000 PA USD 67256.70000000 0.064344278599 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 15.00000000 NC USD 6408.30000000 0.006130800954 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 2020-09-21 2355857.40000000 USD 6408.30000000 N N N Cantor Commercial Real Estate N/A 12528YAF0 1350000.00000000 PA USD 1395163.58000000 1.334748717717 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87440000 N N N N N N USB CAPITAL IX N/A 91731KAA8 600000.00000000 PA USD 496647.00000000 0.475140661576 Long DBT CORP US N 2 N/A Floating 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 295000.00000000 PA USD 335222.51000000 0.320706347117 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 130000.00000000 PA USD 145137.85000000 0.138852935925 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAD6 160000.00000000 PA USD 157498.00000000 0.150677853519 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAC1 844391.00000000 PA USD 869479.55000000 0.831828418603 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.25000000 N N N N N N COLT MERGER SUB INC N/A 28470RAH5 130000.00000000 PA USD 129311.00000000 0.123711437075 Long DBT CORP US N 2 2025-07-01 Fixed 6.25000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAW0 55000.00000000 PA USD 59624.84000000 0.057042901545 Long DBT CORP US N 2 2023-10-02 Fixed 5.40000000 N N N N N N HAMILTON PROJECTS ACQUIR 5493005K6XILIQ2EZY52 000000000 560000.00000000 PA USD 547866.48000000 0.524142180991 Long LON CORP US N 2 2027-06-17 Floating 5.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 565000.00000000 PA USD 573297.03000000 0.548471510175 Long DBT CORP CH N 2 N/A Fixed 6.87500000 N N N N N N Freddie Mac - STACR 5493005LAQ76UDHPEE03 35565CAH9 1500000.00000000 PA USD 1454917.05000000 1.391914679189 Long ABS-MBS CORP US N 2 2049-11-25 Floating 2.23450000 N N N N N N CONNECT FINCO SARL 2594001KNYIQ456J2792 000000000 209475.00000000 PA USD 197849.14000000 0.189281665391 Long LON CORP LU N 2 2026-12-12 Floating 5.50000000 N N N N N N Sequoia Mortgage Trust 549300IOX83SDPG3QD30 81745NAK5 1333855.09000000 PA USD 1357696.28000000 1.298903866727 Long ABS-MBS CORP US N 2 2044-04-25 Variable 3.92524400 N N N N N N Sequoia Mortgage Trust N/A 81746FCC7 1396636.59000000 PA USD 1419130.96000000 1.357678236650 Long ABS-MBS CORP US N 2 2047-09-25 Variable 3.74346000 N N N N N N TURKIYE GARANTI BANKASI 5493002XSS7K7RHN1V37 90014QAB3 605000.00000000 PA USD 606972.30000000 0.580688537694 Long DBT CORP TR N 2 2023-03-16 Fixed 5.87500000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AG7 393000.00000000 PA USD 377321.27000000 0.360982101683 Long DBT CORP CA N 2 2025-01-15 Fixed 7.62500000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492649 349160.58000000 NS USD 349160.58000000 0.334040855935 Long STIV RF US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCW4 105000.00000000 PA USD 112416.07000000 0.107548109364 Long DBT CORP US N 2 2023-03-20 Fixed 5.20000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AJ9 500000.00000000 PA USD 559375.00000000 0.535152346775 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 90000.00000000 PA USD 96373.80000000 0.092200518860 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAD0 30000.00000000 PA USD 32347.85000000 0.030947088877 Long DBT CORP N/A N 2 2030-05-01 Fixed 3.40000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 126000.00000000 PA USD 126866.25000000 0.121372552248 Long DBT CORP CA N 2 2029-02-15 Fixed 6.25000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAC2 667000.00000000 PA USD 711899.11000000 0.681071694988 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75000000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312LAU2 1000000.00000000 PA USD 1005405.90000000 0.961868740732 Long ABS-MBS CORP US N 2 2049-05-10 Variable 4.19500000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2B2 636000.00000000 PA USD 671775.00000000 0.642685082020 Long DBT NUSS UZ N 2 2024-02-20 Fixed 4.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FP4 510000.00000000 PA USD 507230.50000000 0.485265863564 Long DBT CORP US N 2 N/A Fixed 5.12500000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 635000.00000000 PA USD 631796.43000000 0.604437706724 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N Sequoia Mortgage Trust N/A 81746GCC5 1402231.32000000 PA USD 1341070.62000000 1.282998148800 Long ABS-MBS CORP US N 2 2047-10-25 Variable 3.74821500 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAA0 165000.00000000 PA USD 169297.43000000 0.161966332009 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR N/A 35565LAH9 2500000.00000000 PA USD 2393579.00000000 2.289929687675 Long ABS-MBS CORP US N 2 2050-03-25 Floating 3.28450000 N N N N N N Fannie Mae - CAS N/A 20753WAF3 1500000.00000000 PA USD 1453982.55000000 1.391020645906 Long ABS-MBS CORP US N 2 2039-10-25 Floating 2.28450000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 110000.00000000 PA USD 114204.65000000 0.109259238364 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCU2 180000.00000000 PA USD 173917.80000000 0.166386625816 Long DBT CORP US N 2 2025-05-01 Fixed 5.12500000 N N N N N N 2020-08-20 Delaware Group Equity Funds IV Dan Geatans Dan Geatans Head of US and EMEA Fund Administration XXXX