0001752724-22-038833.txt : 20220222 0001752724-22-038833.hdr.sgml : 20220222 20220222150433 ACCESSION NUMBER: 0001752724-22-038833 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220222 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DELAWARE GROUP LIMITED-TERM GOVERNMENT FUNDS CENTRAL INDEX KEY: 0000357059 IRS NUMBER: 232448704 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03363 FILM NUMBER: 22657659 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 LIMITED TERM GOVERNMENT FUNDS DATE OF NAME CHANGE: 19991223 FORMER COMPANY: FORMER CONFORMED NAME: DELAWARE GROUP LIMITED TERM GOVERNMENT FUNDS INC DATE OF NAME CHANGE: 19950828 FORMER COMPANY: FORMER CONFORMED NAME: DELAWARE GROUP TREASURY RESERVES INC DATE OF NAME CHANGE: 19920703 0000357059 S000002397 DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND C000006359 DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS A DTRIX C000006361 DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS C DTICX C000006362 DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS R DLTRX C000006363 DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND INSTITUTIONAL CLASS DTINX C000190626 DELAWARE LIMITED-TERM DIVERSIFIED INCOME FUND CLASS R6 DLTZX NPORT-P 1 primary_doc.xml 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 Delaware Limited-Term Diversified Income Fund S000002397 CPYJ7BXGHNWDE01BCD50 2021-12-31 2021-12-31 N 493563756.74 2332740.85 491231015.89 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 300328.84000000 USD N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2A6 200000.00000000 PA USD 199801.10000000 0.040673551452 Long DBT CORP US N 2 2024-04-29 Fixed 1.62500000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2B7 200000.00000000 PA USD 218607.40000000 0.044501953852 Long DBT CORP CA N 2 2025-05-18 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8BP1 253981.02000000 PA USD 261999.23000000 0.053335237703 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J94R9 388377.92000000 PA USD 426394.33000000 0.086801182378 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N General Motors N/A 361886CH5 500000.00000000 PA USD 497715.45000000 0.101320037599 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.68000000 N N N N N N Octagon Investment Partners 33 549300IDWDG12HO3TO90 675711AA3 2650000.00000000 PA USD 2648632.60000000 0.539182688862 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 1.32150000 N N N N N N Benefit Street Partners CLO Lt N/A 08181BAQ2 500000.00000000 PA USD 500738.00000000 0.101935338731 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 1.24150000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAK1 200000.00000000 PA USD 201239.00000000 0.040966265054 Long DBT CORP KY N 2 2026-01-08 Fixed 3.80000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 78.00000000 NC USD -23946.59000000 -0.00487481230 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 2022-03-31 17796977.84000000 USD -23946.59000000 N N N CLEAR CHANNEL INTL BV N/A 18452MAB2 675000.00000000 PA USD 702678.38000000 0.143044383858 Long DBT CORP NL N 2 2025-08-01 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WLUP9 101015.04000000 PA USD 108524.58000000 0.022092371305 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHR3 4345000.00000000 PA USD 4546330.35000000 0.925497414238 Long DBT CORP US N 2 2025-03-15 Fixed 3.45800000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 315000.00000000 PA USD 308794.94000000 0.062861450114 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2B2 200000.00000000 PA USD 208459.20000000 0.042436082669 Long DBT NUSS UZ N 2 2024-02-20 Fixed 4.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAH0 580000.00000000 PA USD 581026.14000000 0.118279612077 Long DBT CORP CH N 2 2022-02-01 Fixed 2.65000000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LBX6 240059.89830000 PA USD 238064.28000000 0.048462794957 Long LON CORP US N 2 2027-02-01 Floating 1.85190000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2A4 200000.00000000 PA USD 203987.00000000 0.041525675985 Long DBT CORP PE N 2 2025-01-11 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AU97 111238.23000000 PA USD 121092.07000000 0.024650737857 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDN8 47790000.00000000 PA USD 47847868.91000000 9.740400618497 Long DBT UST US N 2 2024-12-15 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6MU2 143462.95000000 PA USD 155767.08000000 0.031709536849 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Freddie Mac - STACR N/A 35566CAA3 330635.25000000 PA USD 330635.22000000 0.067307480453 Long ABS-MBS CORP US N 2 2050-12-25 Floating 0.94967000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X72U2 3839196.45000000 PA USD 4347584.76000000 0.885038733175 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N WELBILT INC 549300UR3W71YLZWI068 563568AB0 597000.00000000 PA USD 603701.33000000 0.122895605218 Long DBT CORP US N 2 2024-02-15 Fixed 9.50000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 476000.00000000 PA USD 560897.32000000 0.114181984006 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N GOODMAN HK FINANCE 213800SL4LTTO1S5AU13 000000000 200000.00000000 PA USD 212651.00000000 0.043289408266 Long DBT CORP KY N 2 2024-06-19 Fixed 4.37500000 N N N N N N Towd Point Mortgage Trust N/A 89172RAR6 4814.08000000 PA USD 4810.53000000 0.000979280591 Long ABS-MBS CORP US N 2 2055-04-25 Variable 2.75000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAF9 1485000.00000000 PA USD 1486124.59000000 0.302530691655 Long DBT CORP US N 2 2024-11-15 Fixed 1.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXX7 4905000.00000000 PA USD 4934936.69000000 1.004606087638 Long DBT CORP US N 2 2027-03-09 Floating 0.85956600 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AJ1 1237000.00000000 PA USD 1272724.56000000 0.259088803196 Long DBT CORP US N 2 2025-08-15 Fixed 5.75000000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 38060AAB0 250000.00000000 PA USD 266847.50000000 0.054322201035 Long DBT CORP VG N 2 2024-05-15 Fixed 5.12500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBC2 340000.00000000 PA USD 356115.39000000 0.072494483955 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4V45 986926.89000000 PA USD 1072606.65000000 0.218350758666 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N TURK TELEKOMUNIKASYON AS 789000A2TXOI10JZLF90 90011QAB6 200000.00000000 PA USD 197188.40000000 0.040141683570 Long DBT CORP TR N 2 2024-06-19 Fixed 4.87500000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAL0 200000.00000000 PA USD 208835.46000000 0.042512677995 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412AEK4 250000.00000000 PA USD 253110.00000000 0.051525655305 Long DBT NUSS NG N 2 2022-06-27 Fixed 5.62500000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 200000.00000000 PA USD 202600.00000000 0.041243324107 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGF5 3135000.00000000 PA USD 3123705.85000000 0.635893449101 Long DBT CORP US N 2 2024-03-22 Fixed 0.75000000 N N N N N N Tesla Auto Lease Trust N/A 88161FAE6 4725000.00000000 PA USD 4705725.31000000 0.957945479373 Long ABS-O CORP US N 2 2025-03-20 Fixed 1.02000000 N N N N N N Trafigura Securitisation Finan N/A 892725AS1 3850000.00000000 PA USD 3801948.15000000 0.773963375075 Long ABS-O CORP IE N 2 2025-01-15 Fixed 1.08000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EE1 1247000.00000000 PA USD 1384637.63000000 0.281870970116 Long DBT CORP US N 2 2025-12-01 Fixed 5.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 947000.00000000 PA USD 993928.59000000 0.202334249640 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N NATIONAL SECS CLEARING 549300RYC9NELN2ICA34 637639AA3 910000.00000000 PA USD 916474.74000000 0.186566953297 Long DBT CORP US N 2 2023-04-23 Fixed 1.20000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAG2 650000.00000000 PA USD 651784.97000000 0.132684001806 Long DBT CORP FR N 2 2026-06-16 Fixed 1.90700000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GCR8 2660000.00000000 PA USD 2669216.63000000 0.543372984127 Long DBT CORP GB N 2 2022-05-12 Fixed 1.70000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 3625000.00000000 PA USD 3763624.35000000 0.766161791144 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 2825000.00000000 PA USD 2910870.40000000 0.592566492310 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 200000.00000000 PA USD 198743.00000000 0.040458153815 Long DBT CORP US N 2 2024-08-01 Fixed 1.55000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 2809357.00000000 NS USD 2809357.00000000 0.571901388374 Long STIV RF US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCL8 2850000.00000000 PA USD 2965083.29000000 0.603602621595 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N STILLWATER MINING CO 6354007DPCY4ZN2MRR73 86074QAP7 200000.00000000 PA USD 196605.00000000 0.040022920711 Long DBT CORP US N 2 2026-11-16 Fixed 4.00000000 N N N N N N AEROVIAS DE MEXICO S.A. 549300TK6ZHQ3FJ26B03 008065AD6 200000.00000000 PA USD 191703.00000000 0.039025019552 Long DBT CORP MX N 2 2025-02-05 Fixed 7.00000000 Y N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBG9 735000.00000000 PA USD 729613.41000000 0.148527553513 Long DBT CORP CA N 2 2023-10-04 Fixed 0.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X74B2 142303.81000000 PA USD 146417.30000000 0.029806200191 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 200000.00000000 PA USD 192967.00000000 0.039282332295 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AZ68 291378.52000000 PA USD 307372.08000000 0.062571798208 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 175000.00000000 PA USD 182708.75000000 0.037194058210 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N Dryden Senior Loan Fund 2549001LFFVBUD1OX384 26246EAC2 3100000.00000000 PA USD 3099218.80000000 0.630908615243 Long ABS-CBDO CORP KY N 2 2032-01-18 Floating 1.34225000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAA1 2735000.00000000 PA USD 2727248.46000000 0.555186535821 Long DBT CORP US N 2 2024-04-05 Fixed 0.73100000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FCM43 2000000.00000000 PA USD 2092760.60000000 0.426023710292 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.13600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUE0 3956479.67000000 PA USD 4099413.83000000 0.834518525377 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.50000000 N N N N N N Galaxy CLO Ltd 549300BW4412X0TZDD77 36320WAL0 1500000.00000000 PA USD 1500051.00000000 0.305365693833 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.15150000 N N N N N N KIA CORP 988400V8MJK9N7OI5X76 49374JAB9 250000.00000000 PA USD 249143.30000000 0.050718153361 Long DBT CORP KR N 2 2024-04-16 Fixed 1.00000000 N N N N N N JPMorgan Chase Bank, NA - CACL N/A 46591HAU4 1521010.56000000 PA USD 1518168.86000000 0.309053950359 Long ABS-O CORP US N 2 2028-02-25 Fixed 0.84000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAC9 835000.00000000 PA USD 883607.02000000 0.179876064706 Long DBT CORP MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XAW6 2155000.00000000 PA USD 2161650.55000000 0.440047651731 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N NORDEA BANK ABP 6SCPQ280AIY8EP3XFW53 65559CAC5 3580000.00000000 PA USD 3538047.41000000 0.720241046585 Long DBT CORP FI N 2 2024-05-24 Fixed 0.62500000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBC6 853000.00000000 PA USD 923395.70000000 0.187975854563 Long DBT CORP US N 2 2024-09-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2W1 615105.86000000 PA USD 635074.78000000 0.129282304955 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 2.50000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AL3 743000.00000000 PA USD 817437.46000000 0.166405913624 Long DBT CORP US N 2 2025-01-23 Variable 6.45000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCA2 1310000.00000000 PA USD 1312885.54000000 0.267264382242 Long DBT CORP US N 2 2024-03-16 Floating 0.62937500 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 10921U2A5 2145000.00000000 PA USD 2127723.31000000 0.433141076433 Long DBT CORP US N 2 2024-04-12 Fixed 1.00000000 N N N N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088MAJ1 2885000.00000000 PA USD 2871052.47000000 0.584460748024 Long DBT CORP US N 2 2023-06-01 Fixed 0.90000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAD5 610000.00000000 PA USD 615215.50000000 0.125239547198 Long DBT CORP US N 2 2024-04-01 Fixed 5.00000000 N N N N N N FREMF Mortgage Trust N/A 357081AE8 2700000.00000000 PA USD 2730219.75000000 0.555791401944 Long ABS-MBS CORP US N 2 2022-07-25 Variable 3.38962600 N N N N N N SURA ASSET MANAGEMENT 549300013ETMS1C0EA22 86425QAA6 620000.00000000 PA USD 654428.60000000 0.133222166115 Long DBT CORP CO N 2 2024-04-17 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5YV9 37537.24000000 PA USD 39773.05000000 0.008096608054 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGS7 4000000.00000000 PA USD 4012088.40000000 0.816741669442 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYEU6 6337398.40000000 PA USD 6267802.36000000 1.275937829097 Long ABS-MBS USGSE US N 2 2031-04-25 Fixed 1.00000000 N N N N N N UNIFY Auto Receivables Trust N/A 90775QAC0 400000.00000000 PA USD 398758.24000000 0.081175297792 Long ABS-O CORP US N 2 2025-06-16 Fixed 0.51000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAA1 150000.00000000 PA USD 153759.75000000 0.031300904264 Long DBT CORP MX N 2 2022-11-09 Fixed 4.12500000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AL3 215000.00000000 PA USD 233960.27000000 0.047627340789 Long DBT CORP US N 2 2026-12-15 Fixed 3.85000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDF0 2695000.00000000 PA USD 2707766.75000000 0.551220640067 Long DBT CORP US N 2 2024-03-08 Floating 0.80958400 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 415000.00000000 PA USD 417796.27000000 0.085050873516 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N CBAM CLO Management N/A 12511AAA2 3000000.00000000 PA USD 3006954.00000000 0.612126250731 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 1.56150000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31394JY35 275666.67000000 PA USD 311951.96000000 0.063504125331 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCF1 955000.00000000 PA USD 968031.17000000 0.197062306468 Long DBT CORP US N 2 2027-04-22 Floating 0.93415700 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5Z22 11227.46000000 PA USD 12385.85000000 0.002521390058 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 26139PAA1 615000.00000000 PA USD 636766.70000000 0.129626729461 Long DBT CORP KY N 2 2023-05-31 Fixed 3.90800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6E23 791952.78000000 PA USD 873999.80000000 0.177920320934 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N LCM Ltd Partnership 549300PYL1KC7BYM8G75 50188GAT0 2200000.00000000 PA USD 2197111.40000000 0.447266424335 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.15150000 N N N N N N Canyon Capital CLO Ltd N/A 13887WAJ9 2800000.00000000 PA USD 2799297.20000000 0.569853512797 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 1.30441000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAC7 200000.00000000 PA USD 210765.00000000 0.042905474854 Long DBT CORP MX N 2 2028-10-01 Fixed 5.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSJ5 156715.81000000 PA USD 170204.26000000 0.034648516582 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVG1 579504.40000000 PA USD 598316.85000000 0.121799485506 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AR4 2985000.00000000 PA USD 3246408.09000000 0.660871969600 Long DBT CORP US N 2 2023-09-01 Fixed 7.50000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 2041000.00000000 PA USD 2335502.42000000 0.475438713039 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYT66 276786.10000000 PA USD 289318.86000000 0.058896700460 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 3.00000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2B7 1945000.00000000 PA USD 1917254.96000000 0.390295990680 Long DBT CORP US N 2 2024-09-20 Fixed 0.90000000 N N N N N N AVANGRID INC 549300OX0Q38NLSKPB49 05351WAC7 885000.00000000 PA USD 930763.26000000 0.189475670283 Long DBT CORP US N 2 2025-04-15 Fixed 3.20000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ND9 1960000.00000000 PA USD 1955955.54000000 0.398174275794 Long DBT CORP US N 2 2025-11-03 Fixed 1.28100000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAF2 880000.00000000 PA USD 881749.35000000 0.179497898438 Long DBT CORP US N 2 2022-01-25 Fixed 3.66600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAH1 1195000.00000000 PA USD 1205822.40000000 0.245469516580 Long DBT CORP US N 2 2022-05-19 Fixed 2.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -30.00000000 NC USD -15305.40000000 -0.00311572345 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 2022-03-31 -3613991.40000000 USD -15305.40000000 N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AJ0 930000.00000000 PA USD 976185.38000000 0.198722260692 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ESAD0 776562.05000000 PA USD 882831.31000000 0.179718153260 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BK2 1232000.00000000 PA USD 1301281.52000000 0.264902149478 Long DBT CORP US N 2 2025-12-15 Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J83Y7 297530.94000000 PA USD 343590.93000000 0.069944877030 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 6.00000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AX2 2305000.00000000 PA USD 2264000.27000000 0.460883005503 Long DBT CORP US N 2 2024-09-01 Fixed 0.98300000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2B0 4115000.00000000 PA USD 4077347.75000000 0.830026528885 Long DBT CORP US N 2 2024-04-08 Fixed 1.00000000 N N N N N N NONGHYUP BANK 988400GSDJCW3LKJBD20 65540JAF5 200000.00000000 PA USD 198136.06000000 0.040334598913 Long DBT CORP KR N 2 2024-07-28 Fixed 0.87500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 1723000.00000000 PA USD 1771960.94000000 0.360718456832 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAD2 3310000.00000000 PA USD 3350336.98000000 0.682028795337 Long DBT CORP US N 2 2022-10-01 Fixed 2.40000000 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 03827FAX9 244032.90490000 PA USD 244242.53000000 0.049720502594 Long LON CORP US N 2 2024-09-19 Floating 3.75000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BS9 556000.00000000 PA USD 596432.32000000 0.121415851342 Long DBT CORP US N 2 2025-06-01 Fixed 8.62500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 875000.00000000 PA USD 903374.41000000 0.183900116397 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAB3 620000.00000000 PA USD 607131.84000000 0.123593954852 Long DBT CORP KR N 2 2026-01-19 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QK6D5 634031.39000000 PA USD 673078.28000000 0.137018685349 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FLN26 2595438.88000000 PA USD 2692363.99000000 0.548085097013 Long ABS-MBS USGSE US N 2 2025-06-25 Fixed 3.13900000 N N N N N N USI INC/NY N/A 91739VAA6 1194000.00000000 PA USD 1204262.43000000 0.245151953163 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N XP INC 5493008KDA8NBZRJST80 98379XAA2 200000.00000000 PA USD 192015.00000000 0.039088533457 Long DBT CORP KY N 2 2026-07-01 Fixed 3.25000000 N N N N N N BANK OF CHINA 54930053HGCFWVHYZX42 061202AA5 200000.00000000 PA USD 218304.78000000 0.044440349436 Long DBT CORP CN N 2 2024-11-13 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9UD2 19769.37000000 PA USD 22618.90000000 0.004604534174 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 6.00000000 N N N N N N VF CORP CWAJJ9DJ5Z7P057HV541 918204BA5 580000.00000000 PA USD 597082.97000000 0.121548304297 Long DBT CORP US N 2 2025-04-23 Fixed 2.40000000 N N N N N N Octagon Investment Partners 48 N/A 67577UAJ4 2900000.00000000 PA USD 2899272.10000000 0.590205423968 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.27691000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2PU1 77544.93000000 PA USD 77479.82000000 0.015772583060 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 50050GAK4 200000.00000000 PA USD 204971.14000000 0.041726017570 Long DBT CORP KR N 2 2023-03-25 Fixed 2.87500000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AH9 4345000.00000000 PA USD 4457625.01000000 0.907439649738 Long DBT CORP US N 2 2024-09-15 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6Q38 133630.22000000 PA USD 143876.21000000 0.029288909972 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCBM7 153873.99000000 PA USD 162612.88000000 0.033103137778 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N JD.COM INC 549300HVTWB0GJZ16V92 47215PAC0 430000.00000000 PA USD 460460.73000000 0.093736086506 Long DBT CORP KY N 2 2026-04-29 Fixed 3.87500000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AB1 5745000.00000000 PA USD 5689700.93000000 1.158253600842 Long DBT CORP US N 2 2024-04-01 Fixed 0.95000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAY2 7650000.00000000 PA USD 8069450.27000000 1.642699668582 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N USAA CAPITAL CORP 5493007XLF4LU3U2W757 90327QD48 2900000.00000000 PA USD 2929514.17000000 0.596361808444 Long DBT CORP US N 2 2023-05-01 Fixed 1.50000000 N N N N N N Cedar Funding Ltd N/A 15033EAA6 1500000.00000000 PA USD 1497264.00000000 0.304798343664 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.11150000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBD6 1705000.00000000 PA USD 1705518.49000000 0.347192753476 Long DBT CORP CA N 2 2023-02-17 Floating 0.44978000 N N N N N N Sound Point CLO LTD 5493001O6AOY43J70E72 83613HAA5 3200000.00000000 PA USD 3200230.40000000 0.651471567649 Long ABS-CBDO CORP KY N 2 2031-10-26 Floating 1.30488000 N N N N N N Dell Equipment Finance Trust N/A 24702VAC6 1800000.00000000 PA USD 1793327.58000000 0.365068068177 Long ABS-O CORP US N 2 2026-12-22 Fixed 0.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9HW8 330911.75000000 PA USD 330186.03000000 0.067216038751 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N CIFC Funding Ltd 549300QSQ98IRWUWDV20 12549FBM0 2900000.00000000 PA USD 2902436.00000000 0.590849499749 Long ABS-CBDO CORP KY N 2 2031-04-27 Floating 1.19450000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAD7 1955000.00000000 PA USD 2163740.82000000 0.440473168429 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532NAE5 180000.00000000 PA USD 176266.94000000 0.035882697610 Long ABS-O CORP US N 2 2026-10-15 Fixed 0.70000000 N N N N N N Freddie Mac - STACR N/A 35564KAA7 593213.56000000 PA USD 593037.97000000 0.120724862807 Long ABS-MBS CORP US N 2 2051-01-25 Floating 0.69967000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YA2 400000.00000000 PA USD 401277.68000000 0.081688180717 Long DBT CORP CH N 2 2022-04-21 Fixed 1.75000000 N N N N N N Hyundai Auto Lease Securitizat N/A 44891TAE6 4100000.00000000 PA USD 4079372.49000000 0.830438705627 Long ABS-O CORP US N 2 2025-10-15 Fixed 0.61000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAZ0 5580000.00000000 PA USD 5582364.25000000 1.136403050586 Long DBT CORP US N 2 2024-05-13 Floating 0.69981000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVBU3 91372.69000000 PA USD 91319.32000000 0.018589892951 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WBQU2 1134067.04000000 PA USD 1259033.97000000 0.256301806944 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 1515000.00000000 PA USD 1669530.61000000 0.339866693265 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74739DAA2 930000.00000000 PA USD 931579.14000000 0.189641759145 Long DBT CORP US N 2 2024-12-15 Fixed 1.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCX7 1060000.00000000 PA USD 1045135.20000000 0.212758389880 Long DBT UST US N 2 2024-09-15 Fixed 0.37500000 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAM2 1240000.00000000 PA USD 1286196.20000000 0.261831227751 Long DBT CORP US N 2 2025-01-15 Fixed 5.50000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAC2 150000.00000000 PA USD 155441.25000000 0.031643207568 Long DBT CORP MX N 2 2022-09-30 Fixed 6.75000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2W0 2535000.00000000 PA USD 2514571.45000000 0.511891832693 Long DBT CORP US N 2 2024-04-16 Fixed 1.00000000 N N N N N N Carlyle Global Market Strategi 549300K65HYRGER5BW54 14314LAC9 985635.57000000 PA USD 984535.60000000 0.200422116713 Long ABS-CBDO CORP KY N 2 2031-05-15 Floating 1.20600000 N N N N N N Freddie Mac - STACR N/A 35564KFN4 1375000.00000000 PA USD 1373747.79000000 0.279654123123 Long ABS-MBS CORP US N 2 2033-12-25 Floating 0.74967000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 268270AD7 1540000.00000000 PA USD 1642379.20000000 0.334339475088 Long DBT CORP CL N 2 2025-01-29 Fixed 4.50000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 365625.00000000 PA USD 382997.67000000 0.077966915282 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N TURK SISE VE CAM FABRIKA 789000KWOK751Q6R8875 90016AAB6 200000.00000000 PA USD 204600.00000000 0.041650464523 Long DBT CORP TR N 2 2026-03-14 Fixed 6.95000000 N N N N N N CarMax Auto Owner Trust N/A 14314XAE9 1850000.00000000 PA USD 1870226.05000000 0.380722305697 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.37000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAB2 2035000.00000000 PA USD 2028916.77000000 0.413027008549 Long DBT CORP US N 2 2025-06-22 Fixed 1.65000000 N N N N N N MMAF Equipment Finance LLC N/A 60700KAB8 3075026.02000000 PA USD 3072815.38000000 0.625533665546 Long ABS-O CORP US N 2 2023-08-14 Fixed 0.38000000 N N N N N N ORTHO-CLINICAL INC/SA N/A 68752DAC2 744000.00000000 PA USD 785675.16000000 0.159940055612 Long DBT CORP US N 2 2025-06-01 Fixed 7.37500000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 200000.00000000 PA USD 53500.00000000 0.010891006119 Long DBT CORP KY N 2 2024-06-30 Fixed 9.37500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WB85 605000.00000000 PA USD 614398.80000000 0.125073291409 Long DBT CORP CA N 2 2025-05-01 Fixed 1.85000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 1955000.00000000 PA USD 2123358.54000000 0.432252539297 Long DBT CORP US N 2 2024-12-01 Fixed 4.87500000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 215000.00000000 PA USD 216087.53000000 0.043988983392 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5PY3 102114.24000000 PA USD 107973.79000000 0.021980246871 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEZW5 723234.92000000 PA USD 786054.45000000 0.160017267756 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.50000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BK0 460000.00000000 PA USD 469775.00000000 0.095632194385 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74733LAE2 200000.00000000 PA USD 225040.00000000 0.045811439571 Long DBT CORP BM N 2 2025-10-19 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMNW7 1014794.40000000 PA USD 1125160.39000000 0.229049134440 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDR9 12205000.00000000 PA USD 12208336.85000000 2.485253669881 Long DBT UST US N 2 2023-12-31 Fixed 0.75000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBU8 1810000.00000000 PA USD 1790947.40000000 0.364583534440 Long DBT CORP US N 2 2024-08-12 Fixed 0.75000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 3133TQCA3 3091.45000000 PA USD 3350.17000000 0.000681994803 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 8.61000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 886000.00000000 PA USD 940289.66000000 0.191414961511 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAQ1 350000.00000000 PA USD 362198.80000000 0.073732884993 Long DBT CORP US N 2 2024-04-24 Fixed 3.73700000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06053FAA7 340000.00000000 PA USD 357535.09000000 0.072783492579 Long DBT CORP US N 2 2023-07-24 Fixed 4.10000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAQ8 3905000.00000000 PA USD 4029576.14000000 0.820301652309 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 250000.00000000 PA USD 250401.25000000 0.050974234504 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49306SAA4 1990000.00000000 PA USD 2010284.27000000 0.409233986652 Long DBT CORP US N 2 2022-05-22 Fixed 3.18000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBD5 2295000.00000000 PA USD 2298229.29000000 0.467851014219 Long DBT CORP CA N 2 2024-12-02 Fixed 1.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RS6 290046.99000000 PA USD 330336.03000000 0.067246574282 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 10921U2B3 1745000.00000000 PA USD 1754438.36000000 0.357151381579 Long DBT CORP US N 2 2024-04-12 Floating 0.80905000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J48 202926.60000000 PA USD 217723.48000000 0.044322014074 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N ICICI BANK LTD/DUBAI R7RX8ER1V4666J8D1I38 000000000 320000.00000000 PA USD 323856.18000000 0.065927469871 Long DBT CORP IN N 2 2022-09-09 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWKJ2 488554.98000000 PA USD 515103.84000000 0.104859795765 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 1370472.31000000 PA USD 1392540.20000000 0.283479697933 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4PF7 899929.81000000 PA USD 983788.87000000 0.200270104732 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31393LFK4 538.72000000 PA USD 631.73000000 0.000128601407 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEG6 945000.00000000 PA USD 938115.96000000 0.190972460951 Long DBT CORP US N 2 2025-10-21 Fixed 1.16400000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558AW3 1615000.00000000 PA USD 1698489.69000000 0.345761899199 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JY8 1280000.00000000 PA USD 1337817.73000000 0.272339833342 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CJ3 2580000.00000000 PA USD 2841602.20000000 0.578465550439 Long DBT CORP US N 2 2024-08-15 Fixed 5.50000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M2S2 500000.00000000 PA USD 504481.75000000 0.102697454696 Long DBT CORP US N 2 2022-06-09 Fixed 2.40000000 N N N N N N Verizon Owner Trust N/A 92348CAA9 1000000.00000000 PA USD 995405.90000000 0.202634985943 Long ABS-O CORP US N 2 2025-04-21 Fixed 0.41000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 2575000.00000000 PA USD 2801913.64000000 0.570386142032 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 000000000 210000.00000000 PA USD 214885.80000000 0.043744346966 Long DBT CORP HK N 2 2023-03-13 Fixed 3.12500000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 2940000.00000000 PA USD 2870520.16000000 0.584352385567 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N FannieMae Grantor Trust N/A 31359SX96 15858.03000000 PA USD 17997.84000000 0.003663824029 Long ABS-MBS USGSE US N 2 2041-06-19 Variable 6.97573000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 265000.00000000 PA USD 272287.50000000 0.055429622966 Long DBT CORP US N 2 N/A Fixed 4.60000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 05674XAA9 200000.00000000 PA USD 228553.00000000 0.046526581711 Long DBT CORP AT N 2 2026-07-14 Fixed 5.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 113.00000000 NC USD -17918.41000000 -0.00364765444 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 2022-03-31 24671340.29000000 USD -17918.41000000 N N N Freddie Mac - STACR N/A 35564KED7 1931382.92000000 PA USD 1930797.32000000 0.393052811720 Long ABS-MBS CORP US N 2 2033-10-25 Floating 0.79967000 N N N N N N TRITON CONTAINER 549300O4LZFLCX53XZ54 89680YAB1 2725000.00000000 PA USD 2687623.08000000 0.547119988979 Long DBT CORP BM N 2 2024-06-07 Fixed 1.15000000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AK2 523000.00000000 PA USD 557151.90000000 0.113419528078 Long DBT CORP PR N 2 2023-09-14 Fixed 6.12500000 N N N N N N CLP POWER HK FINANCING 254900SBJOP9O3YV1271 000000000 200000.00000000 PA USD 204561.00000000 0.041642525285 Long DBT CORP VG N 2 2023-04-26 Fixed 2.87500000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 380000.00000000 PA USD 398610.50000000 0.081145222330 Long DBT CORP KY N 2 2024-03-28 Fixed 3.50000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BJ8 1455000.00000000 PA USD 1512755.35000000 0.307951921003 Long DBT CORP US N 2 2024-12-15 Fixed 2.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380KNG6 82773.34000000 PA USD 83013.67000000 0.016899110055 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 3.50000000 N N N N N N DAE SUKUK DIFC LTD 635400AMGMPG1J5EQD94 23302JAA3 200000.00000000 PA USD 206905.00000000 0.042119693852 Long DBT CORP AE N 2 2026-02-15 Fixed 3.75000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAS7 2030000.00000000 PA USD 2112324.01000000 0.430006237731 Long DBT CORP US N 2 2023-09-01 Fixed 4.05000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBF6 1511000.00000000 PA USD 1705700.66000000 0.347229837861 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N GM Financial Automobile Leasin N/A 36261RAE8 270000.00000000 PA USD 268041.02000000 0.054565166149 Long ABS-O CORP US N 2 2025-02-20 Fixed 0.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDAF3 160858.24000000 PA USD 164472.52000000 0.033481705079 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAL5 250000.00000000 PA USD 262270.00000000 0.053390358409 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AK31 775844.82000000 PA USD 833782.97000000 0.169733372492 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAF0 3025000.00000000 PA USD 3050566.09000000 0.621004372957 Long DBT CORP US N 2 2023-06-01 Fixed 1.35000000 N N N N N N TURK IHRACAT KR 789000JVRVYLAXGDWR11 90016LAA4 200000.00000000 PA USD 183914.00000000 0.037439411203 Long DBT NUSS TR N 2 2026-07-06 Fixed 5.75000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBG9 1030000.00000000 PA USD 1071200.00000000 0.218064406633 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 507000.00000000 PA USD 527418.06000000 0.107366604090 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L7QJ4 1267398.50000000 PA USD 1300164.05000000 0.264674665878 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 2.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 2055000.00000000 PA USD 2061331.87000000 0.419625757193 Long DBT CORP US N 2 2024-05-24 Floating 0.74973800 N N N N N N KSA SUKUK LTD 635400XBJFPNCGN9CK71 48266XAA3 250000.00000000 PA USD 251937.75000000 0.051287020129 Long DBT NUSS KY N 2 2022-04-20 Fixed 2.89400000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AU1 1990000.00000000 PA USD 1983007.94000000 0.403681338485 Long DBT CORP US N 2 2023-05-15 Fixed 0.55000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2H7 205000.00000000 PA USD 204143.10000000 0.041557453295 Long DBT CORP SA N 2 2025-11-24 Fixed 1.62500000 N N N N N N NBK SPC LTD 549300P1ANDK86KWB419 62877PAB0 200000.00000000 PA USD 195244.00000000 0.039745861658 Long DBT CORP AE N 2 2027-09-15 Fixed 1.62500000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 3690000.00000000 PA USD 3615484.88000000 0.736005008447 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 1585000.00000000 PA USD 1632510.38000000 0.332330477350 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAJ6 765000.00000000 PA USD 753466.25000000 0.153383281109 Long DBT CORP US N 2 2024-08-12 Fixed 0.80000000 N N N N N N Goldman Sachs Financial Square Government Fund N/A 38141W273 2809357.00000000 NS USD 2809357.00000000 0.571901388374 Long STIV RF US N 1 N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAV0 1995000.00000000 PA USD 2021158.44000000 0.411447643699 Long DBT CORP CA N 2 2023-05-13 Fixed 1.90000000 N N N N N N Freddie Mac - STACR N/A 35564KGX1 666480.08000000 PA USD 666265.27000000 0.135631759487 Long ABS-MBS CORP US N 2 2034-01-25 Floating 0.69967000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 1635000.00000000 PA USD 1700784.23000000 0.346228999184 Long DBT CORP US N 2 2025-11-13 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BWN2 670936.42000000 PA USD 725953.74000000 0.147782553730 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAF3 2895000.00000000 PA USD 2866737.56000000 0.583582360899 Long DBT CORP US N 2 2024-03-15 Fixed 0.80000000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 000000000 200000.00000000 PA USD 206998.00000000 0.042138625881 Long DBT CORP AE N 2 2025-02-18 Fixed 2.62500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91831AAC5 1100000.00000000 PA USD 1121818.51000000 0.228368827234 Long DBT CORP CA N 2 2025-04-15 Fixed 6.12500000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAB9 200000.00000000 PA USD 196374.00000000 0.039975895993 Long DBT CORP QA N 2 2026-09-12 Fixed 1.37500000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AT3 1850000.00000000 PA USD 1958214.64000000 0.398634161251 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAC9 2800000.00000000 PA USD 2821531.44000000 0.574379741655 Long DBT CORP ES N 2 2022-04-11 Fixed 3.50000000 N N N N N N KKR Financial CLO Ltd 5493004Y6G18HN4CQ515 48254HAA2 1700000.00000000 PA USD 1704603.60000000 0.347006509129 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 1.44375000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAB5 425000.00000000 PA USD 417827.62000000 0.085057255442 Long DBT CORP IE N 2 2027-09-30 Fixed 2.02900000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AP9 615000.00000000 PA USD 641248.57000000 0.130539104669 Long DBT CORP US N 2 2023-06-01 Fixed 4.33300000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAG0 5265000.00000000 PA USD 5562934.77000000 1.132447787304 Long DBT CORP US N 2 2024-01-25 Fixed 4.03000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 73179PAM8 1540000.00000000 PA USD 1607174.80000000 0.327172908064 Long DBT CORP US N 2 2025-05-15 Fixed 5.75000000 N N N N N N SPIRIT LOYALTY KY LTD/IP N/A 84859BAA9 581999.00000000 PA USD 643207.83000000 0.130937951634 Long DBT CORP KY N 2 2025-09-20 Fixed 8.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HB2 4155000.00000000 PA USD 4141298.47000000 0.843044990246 Long DBT CORP US N 2 2024-04-01 Fixed 1.10000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 2295000.00000000 PA USD 2345108.11000000 0.477394145349 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BQ5 660000.00000000 PA USD 661235.85000000 0.134607919412 Long DBT CORP US N 2 2027-11-18 Fixed 1.68400000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AC4 2055000.00000000 PA USD 2074718.96000000 0.422350969887 Long DBT CORP US N 2 2023-07-15 Floating 1.01375000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6EW3 1488939.66000000 PA USD 1718766.88000000 0.349889730982 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N ARI Fleet Lease Trust N/A 04033BAB4 59122.29000000 PA USD 59205.23000000 0.012052420976 Long ABS-O CORP US N 2 2027-08-16 Fixed 3.22000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BH7 1028000.00000000 PA USD 1105089.72000000 0.224963343977 Long DBT CORP US N 2 2025-11-15 Fixed 4.62500000 N N N N N N BIDVEST GROUP UK PLC 5299002ARE4TRMIRGM72 88332EAA1 200000.00000000 PA USD 199590.00000000 0.040630577781 Long DBT CORP GB N 2 2026-09-23 Fixed 3.62500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LZ2 2430000.00000000 PA USD 2533356.16000000 0.515715840012 Long DBT CORP US N 2 2024-06-01 Fixed 4.04400000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAK7 200000.00000000 PA USD 194471.02000000 0.039588505959 Long DBT CORP ID N 2 2026-02-09 Fixed 1.40000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAH6 1895000.00000000 PA USD 1918258.09000000 0.390500198063 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAF9 235000.00000000 PA USD 241746.71000000 0.049212427998 Long DBT CORP IN N 2 2024-07-24 Fixed 3.37500000 N N N N N N Trestles CLO LTD N/A 89532UAA1 2500000.00000000 PA USD 2502455.00000000 0.509425284449 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.33000000 N N N N N N John Deere Owner Trust N/A 47789JAD8 779300.02000000 PA USD 783554.53000000 0.159508358522 Long ABS-O CORP US N 2 2023-07-17 Fixed 2.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3BE7 1603741.87000000 PA USD 1782497.34000000 0.362863353970 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N TRUST F/1401 N/A 898324AC2 200000.00000000 PA USD 219210.00000000 0.044624625259 Long DBT CORP MX N 2 2026-01-30 Fixed 5.25000000 N N N N N N Fidelity Government Portfolio N/A 316175108 2809357.00000000 NS USD 2809357.00000000 0.571901388374 Long STIV RF US N 1 N N N Freddie Mac - STACR N/A 35564KBK4 1230947.91000000 PA USD 1230233.34000000 0.250438856710 Long ABS-MBS CORP US N 2 2033-08-25 Floating 0.74967000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QHK3 5330000.00000000 PA USD 5307759.51000000 1.080501706591 Long ABS-O CORP US N 2 2025-09-15 Fixed 0.70000000 N N N N N N GREENKO MAURITIUS LTD 2138005EDWGI4914B264 39531LAA7 210000.00000000 PA USD 214630.50000000 0.043692375492 Long DBT CORP MU N 2 2023-02-21 Fixed 6.25000000 N N N N N N TIME WARNER ENT N/A 88731EAF7 1795000.00000000 PA USD 1946992.88000000 0.396349745235 Long DBT CORP US N 2 2023-03-15 Fixed 8.37500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 2535000.00000000 PA USD 2646336.69000000 0.538715309986 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAB2 1008000.00000000 PA USD 1073701.44000000 0.218573625294 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBC32 786412.77000000 PA USD 826716.50000000 0.168294849726 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAE8 100000.00000000 PA USD 103444.60000000 0.021058238721 Long DBT CORP N/A N 2 2025-05-01 Fixed 2.70000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 200000.00000000 PA USD 201478.00000000 0.041014918334 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9XJ9 1497676.03000000 PA USD 1707953.64000000 0.347688477468 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAP7 1755000.00000000 PA USD 1720142.37000000 0.350169739767 Long DBT CORP US N 2 2024-08-18 Fixed 0.80000000 N N N N N N BANK OF GEORGIA JSC 549300RPLD8RXL49Z691 47973XAA9 200000.00000000 PA USD 213400.00000000 0.043441882352 Long DBT CORP GE N 2 2023-07-26 Fixed 6.00000000 N N N N N N CROATIA 74780000O00QGQ7CER13 226775AF1 200000.00000000 PA USD 211535.60000000 0.043062346056 Long DBT NUSS HR N 2 2023-04-04 Fixed 5.50000000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AS7 200000.00000000 PA USD 197882.06000000 0.040282892081 Long DBT CORP KY N 2 2026-04-09 Fixed 1.72000000 N N N N N N JSW STEEL LTD 335800EK6HZSC4CVAJ09 46635UAC3 200000.00000000 PA USD 197712.36000000 0.040248346216 Long DBT CORP IN N 2 2027-04-05 Fixed 3.95000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDL5 830000.00000000 PA USD 869225.97000000 0.176948511368 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9JV4 181881.19000000 PA USD 210656.83000000 0.042883454665 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAD6 847000.00000000 PA USD 855868.09000000 0.174229244961 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N HAT HOLDINGS I LLC/HAT N/A 418751AB9 821000.00000000 PA USD 854661.00000000 0.173983517398 Long DBT CORP US N 2 2025-04-15 Fixed 6.00000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 250000.00000000 PA USD 257101.25000000 0.052338154897 Long DBT CORP KY N 2 2025-05-12 Fixed 2.62500000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAG0 1077000.00000000 PA USD 1160063.63000000 0.236154394261 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HNV1 1630000.00000000 PA USD 1695396.58000000 0.345132234154 Long DBT CORP US N 2 2023-07-24 Fixed 3.40000000 N N N N N N Volkswagen Auto Lease Trust N/A 92868VAD1 150000.00000000 PA USD 149265.99000000 0.030386108607 Long ABS-O CORP US N 2 2025-07-21 Fixed 0.45000000 N N N N N N DAIMLER TRUCKS FINAN NA 5493003HSDTSCZRXBA58 233853AD2 2125000.00000000 PA USD 2142351.69000000 0.436118978790 Long DBT CORP US N 2 2024-12-13 Fixed 1.62500000 N N N N N N HANA BANK 6RPK2YDJN6L35AS0M510 482466AD1 500000.00000000 PA USD 500962.20000000 0.101980979171 Long DBT CORP KR N 2 2022-01-30 Fixed 3.37500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAU9 1215000.00000000 PA USD 1213418.43000000 0.247015841986 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N GARDNER DENVER INC 549300MJL50HVCB7RP74 365556AT6 204622.50400000 PA USD 202720.13000000 0.041267778996 Long LON CORP US N 2 2027-02-28 Floating 1.85130000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5KJ1 654637.09000000 PA USD 695947.31000000 0.141674138539 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQVW9 1179905.88000000 PA USD 1310344.95000000 0.266747193807 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.50000000 N N N N N N SOC QUIMICA Y MINERA DE TJ88LXZZW5PWIN93ZC81 833636AE3 200000.00000000 PA USD 204935.00000000 0.041718660542 Long DBT CORP CL N 2 2023-04-03 Fixed 3.62500000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAG6 1720000.00000000 PA USD 1835764.60000000 0.373706981159 Long DBT CORP CL N 2 2024-09-15 Fixed 4.75000000 N N N N N N Ballyrock Ltd N/A 05875HAA1 2750000.00000000 PA USD 2750079.75000000 0.559834306271 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.13150000 N N N N N N AZURE POWER ENERGY LTD 54930051LQDFHGQMHF47 05502VAA1 200000.00000000 PA USD 202300.00000000 0.041182253045 Long DBT CORP MU N 2 2026-08-19 Fixed 3.57500000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 250000.00000000 PA USD 248030.00000000 0.050491518649 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 05965MAG8 220000.00000000 PA USD 224915.90000000 0.045786176508 Long DBT CORP CL N 2 2025-01-09 Fixed 2.70400000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330MAC1 2480000.00000000 PA USD 2550844.67000000 0.519275979628 Long DBT CORP US N 2 2029-09-17 Fixed 2.63600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRV6 1057037.74000000 PA USD 1093108.09000000 0.222524241068 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 2.50000000 N N N N N N Bluemountain CLO Ltd 5493002GUQ80FGGGNP40 09630QAA9 1750000.00000000 PA USD 1754315.50000000 0.357126370944 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 1.51375000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEH41 399067.60000000 PA USD 431527.92000000 0.087846228361 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 88034QAB3 200000.00000000 PA USD 200729.20000000 0.040862484962 Long DBT CORP BM N 2 2025-08-15 Fixed 2.62500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABB0 510000.00000000 PA USD 540703.79000000 0.110071182907 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CG5 1295000.00000000 PA USD 1284355.62000000 0.261456540498 Long DBT CORP US N 2 2023-08-11 Fixed 0.50000000 N N N N N N ARTERA SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 680000.00000000 PA USD 720154.00000000 0.146601899453 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCD2 130000.00000000 PA USD 133422.25000000 0.027160795162 Long DBT CORP MX N 2 2023-09-21 Fixed 4.62500000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 4960000.00000000 PA USD 5200209.82000000 1.058607793845 Long DBT CORP KY N 2 2024-07-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6TD3 646579.10000000 PA USD 713486.72000000 0.145244639878 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.50000000 N N N N N N NEW GOLD INC 5493005G0GNCHP0H6L96 644532AA1 166000.00000000 PA USD 171160.11000000 0.034843099165 Long DBT CORP CA N 2 2025-05-15 Fixed 6.37500000 N N N N N N OVERSEA-CHINESE BANKING 5493007O3QFXCPOGWK22 69033CAC3 200000.00000000 PA USD 212891.40000000 0.043338346544 Long DBT CORP SG N 2 2024-06-19 Fixed 4.25000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAT1 1225000.00000000 PA USD 1257696.60000000 0.256029558256 Long DBT CORP US N 2 2023-09-15 Fixed 3.00000000 N N N N N N SIX FLAGS ENTERTAINMENT 549300JYTDUAA4JQ3717 83001AAB8 1470000.00000000 PA USD 1486375.80000000 0.302581830527 Long DBT CORP US N 2 2024-07-31 Fixed 4.87500000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04621HAN3 259197.96210000 PA USD 257577.97000000 0.052435200886 Long LON CORP US N 2 2027-02-13 Floating 3.60980000 N N N N N N Mercedes-Benz Master Owner Tru N/A 58768UAM5 1200000.00000000 PA USD 1209761.76000000 0.246271452914 Long ABS-O CORP US N 2 2024-05-15 Fixed 2.61000000 N N N N N N BANCO DE BOGOTA SA 549300LYHE7LWSKDZT53 059514AC3 200000.00000000 PA USD 216269.00000000 0.044025925278 Long DBT CORP CO N 2 2026-05-12 Fixed 6.25000000 N N N N N N Zais Matrix CDO I 549300AH84CSK4XX3T86 98875JAS3 2000000.00000000 PA USD 1999496.00000000 0.407037816286 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.54900000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AU9 1210000.00000000 PA USD 1212070.43000000 0.246741429346 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YAW0 1515000.00000000 PA USD 1561699.88000000 0.317915569148 Long DBT CORP US N 2 2025-10-15 Fixed 5.00000000 N N N N N N Venture CDO Ltd 549300MYRV6PEDBLPL32 92332CAA7 700000.00000000 PA USD 699598.90000000 0.142417493474 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 1.35375000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYL2 3535000.00000000 PA USD 3521205.02000000 0.716812437753 Long DBT CORP US N 2 2024-10-21 Fixed 0.92500000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 1355000.00000000 PA USD 1402716.60000000 0.285551309796 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N CK HUTCHISON INTL 17 LTD 254900TNOJOSKVTDPK87 12563UAA5 200000.00000000 PA USD 201028.00000000 0.040923311740 Long DBT CORP KY N 2 2022-04-05 Fixed 2.87500000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QCR7 3960000.00000000 PA USD 3964488.66000000 0.807051780477 Long DBT CORP CA N 2 2024-03-04 Floating 0.40464400 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AM7 3325000.00000000 PA USD 3377158.61000000 0.687488880131 Long DBT CORP US N 2 2022-11-15 Fixed 2.70000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 1115000.00000000 PA USD 1106698.83000000 0.225290910834 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N BANCO CONTINENTAL S.A.E. 8945005Q0D60A6FCEM55 059490AB8 585000.00000000 PA USD 568804.28000000 0.115791605497 Long DBT CORP PY N 2 2025-12-10 Fixed 2.75000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 177000.00000000 PA USD 187440.35000000 0.038157271006 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CMF8 62370.75000000 PA USD 66273.91000000 0.013491393632 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLD5 185529.31000000 PA USD 196420.94000000 0.039985451579 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 142339AK6 1015000.00000000 PA USD 1006285.62000000 0.204849772805 Long DBT CORP US N 2 2023-09-01 Fixed 0.55000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 2809357.00000000 NS USD 2809357.00000000 0.571901388374 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYPB4 73752.60000000 PA USD 73968.32000000 0.015057746275 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9LP8 54218.94000000 PA USD 54123.82000000 0.011017997286 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J87H0 1180665.84000000 PA USD 1367465.59000000 0.278375254364 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N BANCO DE CRED E INVER 549300E9E5Y3PKW24142 05956NAE2 200000.00000000 PA USD 205963.00000000 0.041927930716 Long DBT CORP CL N 2 2023-02-11 Fixed 4.00000000 N N N N N N 2022-02-18 Delaware Group Limited-Term Government Funds Dan Geatens Dan Geatens Division Director - Head of US Fund Administration