0001752724-23-112027.txt : 20230523
0001752724-23-112027.hdr.sgml : 20230523
20230523141344
ACCESSION NUMBER: 0001752724-23-112027
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230523
DATE AS OF CHANGE: 20230523
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DELAWARE GROUP CASH RESERVE
CENTRAL INDEX KEY: 0000230173
IRS NUMBER: 232059574
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02806
FILM NUMBER: 23948222
BUSINESS ADDRESS:
STREET 1: 100 INDEPENDENCE
STREET 2: 610 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19106-2354
BUSINESS PHONE: 18005231918
MAIL ADDRESS:
STREET 1: 100 INDEPENDENCE
STREET 2: 610 MARKET STREET
CITY: PHILADELPHIA
STATE: PA
ZIP: 19106-2354
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP CASH RESERVE /DE/
DATE OF NAME CHANGE: 20000526
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP CASH RESERVE INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: DELAWARE GROUP CASH RESERVE
DATE OF NAME CHANGE: 19920527
0000230173
S000003913
Delaware Investments Ultrashort Fund
C000010967
CLASS C
DLTCX
C000010968
CLASS A
DLTAX
C000010969
Class L
DLTLX
C000162386
Institutional Class
DULTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000230173
XXXXXXXX
S000003913
C000010968
C000162386
C000010967
C000010969
Delaware Group Cash Reserve
811-02806
0000230173
549300C61WFLOXMIJ776
100 Independence
610 Market Street
PHILADELPHIA
19106
800-523-1918
Delaware Investments Ultrashort Fund
S000003913
5493005IHH8IB878CZ73
2023-03-31
2023-03-31
N
145075930.38
736414.68
144339515.70
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
TORONTO DOMINION BANK 0% CP 23/08/2023
N/A
TORONTO DOMINION BANK 0% CP 23/08/2023
000000000
1000000.00000000
PA
USD
979337.50000000
0.678495764136
Long
DBT
CORP
US
N
2
2023-08-23
None
0.00000000
N
N
N
N
N
N
ING US FDG LLC DISC CP 4/A2 0% CP 04/08/2023
N/A
ING US FDG LLC DISC CP 4/A2 0% CP 04/08/2023
000000000
2150000.00000000
PA
USD
2111404.28000000
1.462804049023
Long
DBT
CORP
US
N
2
2023-08-04
None
0.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K729 Mortgage Trust
30306HAS9
750000.00000000
PA
USD
725605.13000000
0.502707194548
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
3.67345900
N
N
N
N
N
N
Symphony CLO Ltd
5493007X3UVVYJ005O73
Symphony CLO XXIV Ltd
87167QAA6
400000.00000000
PA
USD
399898.00000000
0.277053721609
Long
ABS-CBDO
CORP
KY
N
2
2032-01-23
Floating
5.61529000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust
24703WAB5
525841.14000000
PA
USD
520911.01000000
0.360892862549
Long
ABS-O
CORP
US
N
2
2027-08-23
Fixed
2.11000000
N
N
N
N
N
N
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BK CORPORATE MKTS PLC 0% CP 20/04/2023
000000000
2500000.00000000
PA
USD
2493290.25000000
1.727378838641
Long
DBT
CORP
US
N
2
2023-04-20
None
0.00000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2021-3 LLC
29373MAB5
670654.68000000
PA
USD
643279.03000000
0.445670769283
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
0.77000000
N
N
N
N
N
N
NATIXIS NY BRANCH
N/A
NATIXIS SA/NEW YORK NY
000000000
1500000.00000000
PA
USD
1466915.70000000
1.016295290230
Long
DBT
CORP
US
N
2
2023-09-01
None
0.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KFN4
342936.30000000
PA
USD
340918.43000000
0.236192028459
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
5.25979000
N
N
N
N
N
N
Royal Bank of Canada
N/A
Royal Bank of Canada
000000000
1000000.00000000
PA
USD
986701.30000000
0.683597485563
Long
DBT
CORP
US
N
2
2023-07-05
None
0.00000000
N
N
N
N
N
N
BMOCP 0 07/12/2023
N/A
BMOCP 0 07/12/2023
000000000
1000000.00000000
PA
USD
985654.40000000
0.682872181758
Long
DBT
CORP
US
N
2
2023-07-12
None
0.00000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2022-4 LLC
29374GAB7
1250000.00000000
PA
USD
1258579.63000000
0.871957775316
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
5.76000000
N
N
N
N
N
N
HSBC USA INC
N/A
HSBC USA INC
000000000
2363000.00000000
PA
USD
2338163.92000000
1.619905615354
Long
DBT
CORP
US
N
2
2023-06-14
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
46591HAU4
344372.05000000
PA
USD
337468.35000000
0.233801775184
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
0.84000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
N/A
Toronto-Dominion Bank/The
000000000
2000000.00000000
PA
USD
1969358.00000000
1.364392827874
Long
DBT
CORP
US
N
2
2023-07-17
None
0.00000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796CR8
10000000.00000000
PA
USD
9777969.00000000
6.774284195551
Long
DBT
UST
US
N
2
2023-09-21
None
0.00000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2021-2
24702VAC6
265501.74000000
PA
USD
264290.57000000
0.183103406380
Long
ABS-O
CORP
US
N
2
2026-12-22
Fixed
0.33000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BV1
1500000.00000000
PA
USD
1494270.00000000
1.035246649369
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
1.14100000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
N/A
WESTPAC BANKING CORP
000000000
1000000.00000000
PA
USD
967647.40000000
0.670396734606
Long
DBT
CORP
US
N
2
2028-02-15
None
0.00000000
N
N
N
N
N
N
JPMorgan Securities LLC 0% CP 16/06/2023
N/A
JPMorgan Securities LLC 0% CP 16/06/2023
000000000
2500000.00000000
PA
USD
2473493.75000000
1.713663606258
Long
DBT
CORP
US
N
2
2023-06-16
None
0.00000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AU1
1000000.00000000
PA
USD
994465.60000000
0.688976677784
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
BANK AMER SECS INC 0% CP 17/04/2023
N/A
BANK AMER SECS INC 0% CP 17/04/2023
000000000
1500000.00000000
PA
USD
1496544.00000000
1.036822101516
Long
DBT
CORP
US
N
2
2023-04-17
None
0.00000000
N
N
N
N
N
N
TORONTO DOMINION BANK 0% CP 02/05/2023
N/A
TORONTO DOMINION BANK 0% CP 02/05/2023
000000000
2000000.00000000
PA
USD
1991445.40000000
1.379695220911
Long
DBT
CORP
US
N
2
2023-05-02
None
0.00000000
N
N
N
N
N
N
RABOBANK NEDERLAND 0% CP 05/07/2023
N/A
RABOBANK NEDERLAND 0% CP 05/07/2023
000000000
1000000.00000000
PA
USD
986874.70000000
0.683717618986
Long
DBT
CORP
US
N
2
2023-07-05
None
0.00000000
N
N
N
N
N
N
NATL SEC CLEARING CORP 0% CP 10/04/2023
N/A
NATL SEC CLEARING CORP 0% CP 10/04/2023
000000000
4000000.00000000
PA
USD
3994648.80000000
2.767536513218
Long
DBT
CORP
US
N
2
2023-04-10
None
0.00000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2022
47787JAB4
963708.40000000
PA
USD
956731.73000000
0.662834238676
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
1.90000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DV9
2000000.00000000
PA
USD
1991875.20000000
1.379992991066
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.75000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-2
14314QAC8
2429696.09000000
PA
USD
2343709.63000000
1.623747744083
Long
ABS-O
CORP
US
N
2
2026-02-17
Fixed
0.52000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2023-A Owner Trust
891940AC2
1500000.00000000
PA
USD
1498675.35000000
1.038298724179
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
4.63000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
300000.00000000
PA
USD
291818.01000000
0.202174718811
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CH5
2000000.00000000
PA
USD
1965569.40000000
1.361768044230
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.68000000
N
N
N
N
N
N
BANK AMER SECS INC 0% CP 15/08/2023
N/A
BANK AMER SECS INC 0% CP 15/08/2023
000000000
2000000.00000000
PA
USD
1960886.60000000
1.358523749016
Long
DBT
CORP
US
N
2
2023-08-15
None
0.00000000
N
N
N
N
N
N
JPMORGAN SECURITIES LLC 0% CP 06/04/2023
N/A
JPMORGAN SECURITIES LLC 0% CP 06/04/2023
000000000
2000000.00000000
PA
USD
1998382.00000000
1.384500973491
Long
DBT
CORP
US
N
2
2023-04-06
None
0.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDF0
1250000.00000000
PA
USD
1240871.13000000
0.859689132239
Long
DBT
CORP
US
N
2
2024-03-08
Floating
5.39495800
N
N
N
N
N
N
Fidelity Government Portfolio
549300FQDFZGLUOCWN51
Fidelity Government Portfolio
316175108
8906.63000000
NS
USD
8906.63000000
0.006170610977
Long
STIV
RF
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CZ1
1500000.00000000
PA
USD
1494079.65000000
1.035114772800
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1.62500000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460WAB3
1250000.00000000
PA
USD
1244329.13000000
0.862084872576
Long
DBT
CORP
US
N
2
2024-04-23
Floating
5.01700100
N
N
N
N
N
N
OCCU Auto Receivables Trust
N/A
OCCU Auto Receivables Trust 2022-1
67115YAA4
226919.02000000
PA
USD
226824.69000000
0.157146633685
Long
ABS-O
CORP
US
N
2
2023-10-15
Fixed
4.12000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2017-K724 Mortgage Trust
30295XAS7
1500000.00000000
PA
USD
1472212.65000000
1.019965075301
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.49809100
N
N
N
N
N
N
Hyundai Auto Lease Securitizat
N/A
Hyundai Auto Lease Securitization Trust 2021-A
44891TAE6
1500000.00000000
PA
USD
1478693.70000000
1.024455217844
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
0.61000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
N/A
AMERICAN HONDA FIN CORP 0% CP 16/05/2023
000000000
1000000.00000000
PA
USD
993114.10000000
0.688040343757
Long
DBT
CORP
US
N
2
2023-05-16
None
0.00000000
N
N
N
N
N
N
SOCIETE GENERALE SA
N/A
SOCIETE GENERALE SA
000000000
1500000.00000000
PA
USD
1471349.25000000
1.019366902309
Long
DBT
CORP
US
N
2
2023-08-09
None
0.00000000
N
N
N
N
N
N
NATIONAL BK CDA N Y BRH 0% CP 30/05/2023
N/A
NATIONAL BK CDA N Y BRH 0% CP 30/05/2023
000000000
2350000.00000000
PA
USD
2331023.75000000
1.614958827245
Long
DBT
CORP
US
N
2
2023-05-30
None
0.00000000
N
N
N
N
N
N
CREDIT AGRICOLE CORP 0% CP 08/09/2023
N/A
CREDIT AGRICOLE CORP 0% CP 08/09/2023
000000000
3000000.00000000
PA
USD
2930729.70000000
2.030441688671
Long
DBT
CORP
US
N
2
2023-09-08
None
0.00000000
N
N
N
N
N
N
BPCE DISC COML PAPER 4/2 YRS 1 0% CP 18/07/2023
N/A
BPCE DISC COML PAPER 4/2 YRS 1 0% CP 18/07/2023
000000000
1500000.00000000
PA
USD
1476982.80000000
1.023269887554
Long
DBT
CORP
US
N
2
2023-07-18
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
8906.63000000
NS
USD
8906.63000000
0.006170610977
Long
STIV
RF
US
N
1
N
N
N
WI TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill- When Issued
912796ZS1
16050000.00000000
PA
USD
15855650.55000000
10.98496865054
Long
DBT
UST
US
N
2
2023-07-06
None
0.00000000
N
N
N
N
N
N
Master Credit Card Trust
N/A
Master Credit Card Trust
576339CJ2
1500000.00000000
PA
USD
1423223.85000000
0.986025097214
Long
ABS-O
CORP
CA
N
2
2025-11-21
Fixed
0.53000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LVIII CLO Ltd
04018AAN9
428571.00000000
PA
USD
428539.71000000
0.296897012520
Long
ABS-CBDO
CORP
KY
N
2
2035-01-15
Floating
5.40755000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EB81
1250000.00000000
PA
USD
1254567.63000000
0.869178217701
Long
DBT
CORP
US
N
2
2023-11-29
Floating
6.55343000
N
N
N
N
N
N
Dryden Senior Loan Fund
2549001LFFVBUD1OX384
Dryden 83 CLO Ltd
26246EAA6
800000.00000000
PA
USD
799808.80000000
0.554116311199
Long
ABS-CBDO
CORP
KY
N
2
2032-01-18
Floating
5.54471000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2X8
1490000.00000000
PA
USD
1466923.48000000
1.016300680299
Long
DBT
CORP
US
N
2
2024-05-24
Floating
5.31228000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
1250000.00000000
PA
USD
1234605.63000000
0.855348325101
Long
DBT
CORP
US
N
2
2024-04-12
Floating
5.28365000
N
N
N
N
N
N
BNP PARIBAS NEW YORK
N/A
BNP PARIBAS (NEW YORK BRANCH)
000000000
1000000.00000000
PA
USD
966661.50000000
0.669713692270
Long
DBT
CORP
US
N
2
2023-11-20
None
0.00000000
N
N
N
N
N
N
AMERICAN HONDA FIN CORP 0% CP 10/04/2023
N/A
AMERICAN HONDA FIN CORP 0% CP 10/04/2023
000000000
2000000.00000000
PA
USD
1997128.40000000
1.383632465658
Long
DBT
CORP
US
N
2
2023-04-10
None
0.00000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AA3
1000000.00000000
PA
USD
1000000.00000000
0.692810970821
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.65000000
N
N
N
N
N
N
TOYOTA INDS COML FIN 144A 0% CP 15/08/2023
N/A
TOYOTA INDS COML FIN 144A 0% CP 15/08/2023
000000000
1500000.00000000
PA
USD
1470927.45000000
1.019074674642
Long
DBT
CORP
US
N
2
2023-08-15
None
0.00000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing 2020-2 LLC
29375MAB3
717099.79000000
PA
USD
703828.57000000
0.487620154873
Long
ABS-O
CORP
US
N
2
2026-07-20
Fixed
0.61000000
N
N
N
N
N
N
BANK NOVA SCOTIA B C 0% CP 11/07/2023
N/A
BANK NOVA SCOTIA B C 0% CP 11/07/2023
000000000
1000000.00000000
PA
USD
985473.50000000
0.682746852253
Long
DBT
CORP
US
N
2
2023-07-11
None
0.00000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
8906.66000000
NS
USD
8906.66000000
0.006170631761
Long
STIV
RF
US
N
1
N
N
N
SOCIETE GENERALE NORTH AMER IN 0% CP 17/07/2023
N/A
SOCIETE GENERALE NORTH AMER IN 0% CP 17/07/2023
000000000
1500000.00000000
PA
USD
1476568.50000000
1.022982855969
Long
DBT
CORP
US
N
2
2023-07-17
None
0.00000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2021-1 Owner Trust
43813GAC5
823941.56000000
PA
USD
801457.60000000
0.555258617928
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
0.27000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GZ0
1500000.00000000
PA
USD
1500000.00000000
1.039216456232
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.70000000
N
N
N
N
N
N
Verizon Owner Trust
549300XY7L2MRX0BQH89
Verizon Owner Trust 2020-A
92348TAC8
1240000.00000000
PA
USD
1237557.57000000
0.857393461519
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
1.98000000
N
N
N
N
N
N
ROYAL BK CDA N Y BRH 0% CP 01/05/2023
N/A
ROYAL BK CDA N Y BRH 0% CP 01/05/2023
000000000
1500000.00000000
PA
USD
1493790.90000000
1.034914723633
Long
DBT
CORP
US
N
2
2023-05-01
None
0.00000000
N
N
N
N
N
N
WESTPAC BKG CORP 0% CP 29/06/2023
N/A
WESTPAC BKG CORP 0% CP 29/06/2023
000000000
1500000.00000000
PA
USD
1480953.75000000
1.026021005279
Long
DBT
CORP
US
N
2
2023-06-29
None
0.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
5493006K1SVL1T3TGV36
FREMF 2013-K34 Mortgage Trust
30291RAA3
2430000.00000000
PA
USD
2408388.80000000
1.668558182643
Long
ABS-MBS
USGSE
US
N
2
2046-09-25
Variable
3.73419600
N
N
N
N
N
N
DZ BANK AG NY
N/A
DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK/NEW YORK
000000000
400000.00000000
PA
USD
399894.00000000
0.277050950365
Long
DBT
CORP
US
N
2
2023-04-03
None
0.00000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust 2022-1
05601XAC3
2000000.00000000
PA
USD
1950066.40000000
1.351027395750
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
1.10000000
N
N
N
N
N
N
TOYOTA INDS COML FIN 144A 0% CP 20/07/2023
N/A
TOYOTA INDS COML FIN 144A 0% CP 20/07/2023
000000000
1000000.00000000
PA
USD
984395.30000000
0.681999863464
Long
DBT
CORP
US
N
2
2023-07-20
None
0.00000000
N
N
N
N
N
N
LLOYDS BK CORPORATE MKTS PLC 0% CP 31/07/2023
N/A
LLOYDS BK CORPORATE MKTS PLC 0% CP 31/07/2023
000000000
1500000.00000000
PA
USD
1474232.55000000
1.021364484181
Long
DBT
CORP
US
N
2
2023-07-31
None
0.00000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust 2021-A
65480DAC7
1137430.49000000
PA
USD
1119865.95000000
0.775855416009
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.52000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2021-B
88161KAB1
901194.94000000
PA
USD
890256.42000000
0.616779414620
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
0.36000000
N
N
N
N
N
N
FREMF Mortgage Trust
5493006K1SVL1T3TGV36
FREMF 2013-K34 Mortgage Trust
30291RAC9
2500000.00000000
PA
USD
2475465.75000000
1.715029829492
Long
ABS-MBS
CORP
US
N
2
2046-09-25
Variable
3.73419600
N
N
N
N
N
N
ING U S FDG LLC 0 CP 16/10/2023
N/A
ING U S FDG LLC 0 CP 16/10/2023
000000000
1500000.00000000
PA
USD
1457239.95000000
1.009591824479
Long
DBT
CORP
US
N
2
2023-10-16
None
0.00000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2022-A
448977AB4
1058642.05000000
PA
USD
1044909.24000000
0.723924584984
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
1.81000000
N
N
N
N
N
N
CREDIT AGRICOLE CORP 0% CP 21/07/2023
N/A
CREDIT AGRICOLE CORP 0% CP 21/07/2023
000000000
1550000.00000000
PA
USD
1525382.59000000
1.056801793051
Long
DBT
CORP
US
N
2
2023-07-21
None
0.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEP5
1250000.00000000
PA
USD
1252929.63000000
0.868043393331
Long
DBT
CORP
US
N
2
2025-05-15
Floating
5.96357000
N
N
N
N
N
N
NATIXIS DISC COML PAPER 0% CP 11/09/2023
N/A
NATIXIS DISC COML PAPER 0% CP 11/09/2023
000000000
5000000.00000000
PA
USD
4882216.00000000
3.382452806719
Long
DBT
CORP
US
N
2
2023-09-11
None
0.00000000
N
N
N
N
N
N
CARDS II Trust
549300GWPYLNK6X47W76
CARDS II Trust
14161GBY5
2000000.00000000
PA
USD
1909833.80000000
1.323153809085
Long
ABS-O
CORP
CA
N
2
2027-04-15
Fixed
0.60200000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
N/A
WESTPAC BANKING CORP
000000000
1250000.00000000
PA
USD
1220402.38000000
0.845508157680
Long
DBT
CORP
US
N
2
2023-09-13
None
0.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBK4
4493.26000000
PA
USD
4492.01000000
0.003112113809
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
5.25979000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2013-K35 Mortgage Trust
30291VAG1
910000.00000000
PA
USD
900418.70000000
0.623819953692
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Variable
3.93281600
N
N
N
N
N
N
CITIGROUP GLOBAL MKTS INC 4/A2 0% CP 08/05/2023
N/A
CITIGROUP GLOBAL MKTS INC 4/A2 0% CP 08/05/2023
000000000
300000.00000000
PA
USD
298419.21000000
0.206748102591
Long
DBT
CORP
US
N
2
2023-05-08
None
0.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
N/A
AMERICAN HONDA FIN CORP 0% CP 11/04/2023
000000000
2000000.00000000
PA
USD
1997250.00000000
1.383716711472
Long
DBT
CORP
US
N
2
2023-04-11
None
0.00000000
N
N
N
N
N
N
CITIGROUP GLOBAL MKTS INC 4/A2 0% CP 01/08/2023
N/A
CITIGROUP GLOBAL MKTS INC 4/A2 0% CP 01/08/2023
000000000
1170000.00000000
PA
USD
1149289.01000000
0.796240034772
Long
DBT
CORP
US
N
2
2023-08-01
None
0.00000000
N
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
8906.63000000
NS
USD
8906.63000000
0.006170610977
Long
STIV
RF
US
N
1
N
N
N
Harley-Davidson Motorcycle Tru
N/A
Harley-Davidson Motorcycle Trust 2023-A
41285JAC2
1250000.00000000
PA
USD
1250413.75000000
0.866300364065
Long
ABS-O
CORP
US
N
2
2026-06-15
Floating
5.08804000
N
N
N
N
N
N
RABOBANK
N/A
COOPERATIEVE RABOBAN
000000000
1250000.00000000
PA
USD
1213854.75000000
0.840971887783
Long
DBT
CORP
US
N
2
2023-10-20
None
0.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAE9
3055000.00000000
PA
USD
2950260.55000000
2.043972875821
Long
ABS-O
CORP
US
N
2
2025-11-15
Fixed
0.79000000
N
N
N
N
N
N
JPMORGAN SECURITIES LLC 0% CP 08/05/2023
N/A
JPMORGAN SECURITIES LLC 0% CP 08/05/2023
000000000
1000000.00000000
PA
USD
994840.40000000
0.689236343336
Long
DBT
CORP
US
N
2
2023-05-08
None
0.00000000
N
N
N
N
N
N
2023-05-23
Delaware Group Cash Reserve
Dan Geatens
Dan Geatens
Division Director - Head of US Fund Administration