0001752724-24-037018.txt : 20240223 0001752724-24-037018.hdr.sgml : 20240223 20240223144428 ACCESSION NUMBER: 0001752724-24-037018 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231229 FILED AS OF DATE: 20240223 DATE AS OF CHANGE: 20240223 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DELAWARE GROUP LIMITED-TERM GOVERNMENT FUNDS CENTRAL INDEX KEY: 0000357059 ORGANIZATION NAME: IRS NUMBER: 232448704 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03363 FILM NUMBER: 24670231 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 2023-12-31 2023-12-29 N 800664555.27 4835823.51 795828731.76 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 877456.92000000 USD N BBG Government/Credit 1-3 Yr Index LEH1-3YRGC Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4PF7 673498.30000000 PA USD 649527.82000000 0.081616533065 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAZ0 1589000.00000000 PA USD 1589022.56000000 0.199668910732 Long DBT CORP US N 2 2024-05-13 Floating 5.99406000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAU9 3475000.00000000 PA USD 3355698.04000000 0.421660830538 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKB5 61596.31000000 PA USD 61274.25000000 0.007699426717 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.50000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 200000.00000000 PA USD 186479.06000000 0.023432059255 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 192714AC7 200000.00000000 PA USD 191945.16000000 0.024118903017 Long DBT CORP CL N 2 2027-10-11 Fixed 3.95000000 N N N N N N Sound Point CLO LTD N/A 83614DAU9 5000000.00000000 PA USD 4965900.00000000 0.623991042522 Long ABS-CBDO CORP KY N 2 2033-04-25 Floating 6.65822000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCF1 955000.00000000 PA USD 953671.31000000 0.119833737076 Long DBT CORP US N 2 2027-04-22 Floating 6.23356000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 250000.00000000 PA USD 240449.50000000 0.030213724436 Long DBT CORP KY Y 2 2025-05-12 Fixed 2.62500000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBL8 1040000.00000000 PA USD 1009252.50000000 0.126817801333 Long DBT CORP CA N 2 2025-02-14 Fixed 2.50000000 N N N N N N BANC CREDITO INVERSIONES 549300E9E5Y3PKW24142 05890MAA1 300000.00000000 PA USD 283969.44000000 0.035682230191 Long DBT CORP CL N 2 2027-10-12 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RS6 199432.54000000 PA USD 205378.14000000 0.025806826494 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2X8 2055000.00000000 PA USD 2053526.57000000 0.258036244237 Long DBT CORP US N 2 2024-05-24 Floating 6.04137900 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 13242336.00000000 NS USD 13242336.00000000 1.663968071461 Long STIV RF US N 1 N N N FREMF Mortgage Trust N/A 30303CAG9 968036.08000000 PA USD 898053.75000000 0.112845102741 Long ABS-MBS USGSE US N 2 2027-06-25 Floating 7.99522000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAA4 200000.00000000 PA USD 197500.00000000 0.024816897420 Long DBT CORP ID N 2 2027-04-14 Fixed 4.76300000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGG3 2200000.00000000 PA USD 2049844.50000000 0.257573573081 Long DBT CORP US N 2 2026-03-20 Fixed 1.45000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3F9 465000.00000000 PA USD 464997.35000000 0.058429324230 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBS8 245000.00000000 PA USD 247414.33000000 0.031088891381 Long DBT CORP US N 2 2025-09-01 Fixed 5.74900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XADP3 494737.52000000 PA USD 482760.02000000 0.060661295670 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.50000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31394JY35 211143.51000000 PA USD 214070.82000000 0.026899106737 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L7QJ4 1000841.50000000 PA USD 902849.31000000 0.113447689681 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 2.00000000 N N N N N N SAN MIGUEL INDUSTRIAS N/A 79911QAA2 200000.00000000 PA USD 172205.50000000 0.021638512550 Long DBT CORP PE N 2 2028-08-02 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF5E7 1947250.60000000 PA USD 1944736.70000000 0.244366233887 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 73179PAM8 1325000.00000000 PA USD 1326376.68000000 0.166666096242 Long DBT CORP US N 2 2025-05-15 Fixed 5.75000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAL6 1495000.00000000 PA USD 1481395.65000000 0.186145032326 Long DBT CORP US N 2 2025-05-13 Fixed 5.12500000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 2140000.00000000 PA USD 2078603.40000000 0.261187277745 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 000000000 200000.00000000 PA USD 194202.80000000 0.024402587171 Long DBT CORP AE Y 2 2025-02-18 Fixed 2.62500000 N N N N N N CK HUTCHISON INTL 23 2549003AJI1YI8883K46 12570FAA9 400000.00000000 PA USD 400789.16000000 0.050361232763 Long DBT CORP KY N 2 2028-04-21 Fixed 4.75000000 N N N N N N Sound Point CLO LTD 5493001O6AOY43J70E72 83613HAA5 3200000.00000000 PA USD 3201696.00000000 0.402309676972 Long ABS-CBDO CORP KY N 2 2031-10-26 Floating 6.82121000 N N N N N N FREMF Mortgage Trust N/A 30313BAA2 2022963.57000000 PA USD 1873251.72000000 0.235383776086 Long ABS-MBS USGSE US N 2 2029-11-25 Floating 7.89522000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAN9 3200000.00000000 PA USD 3188367.04000000 0.400634824147 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N OVERSEA-CHINESE BANKING 5493007O3QFXCPOGWK22 69033CAC3 200000.00000000 PA USD 198812.28000000 0.024981792195 Long DBT CORP SG N 2 2024-06-19 Fixed 4.25000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAV3 1750000.00000000 PA USD 1579840.68000000 0.198515159977 Long DBT CORP US N 2 2026-07-15 Fixed 1.05000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHH7 48130000.00000000 PA USD 48127179.58000000 6.047429259504 Long DBT UST US N 2 2026-06-15 Fixed 4.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 4410000.00000000 PA USD 4453755.58000000 0.559637444874 Long DBT UST US N 2 2026-12-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEZW5 558141.94000000 PA USD 522538.46000000 0.065659662581 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 30294SAA8 1025589.92000000 PA USD 931397.08000000 0.117034864767 Long ABS-MBS USGSE US N 2 2029-12-25 Floating 7.69522000 N N N N N N CBAM CLO Management N/A 12511AAA2 3000000.00000000 PA USD 2998512.00000000 0.376778555527 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 7.10743000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCZ1 2500000.00000000 PA USD 2473593.00000000 0.310819765771 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 75524KPT5 1935000.00000000 PA USD 1888365.53000000 0.237282904554 Long DBT CORP US N 2 2025-10-24 Fixed 6.06400000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 200000.00000000 PA USD 188887.50000000 0.023734692209 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHF0 97111.55000000 PA USD 93103.59000000 0.011698948063 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D26 350000.00000000 PA USD 359258.10000000 0.045142640076 Long DBT CORP US N 2 2026-06-10 Fixed 6.95000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 8335000.00000000 PA USD 8702260.94000000 1.093484137064 Long DBT UST US N 2 2028-10-31 Fixed 4.87500000 N N N N N N AIRPORT AUTHORITY HK 254900748HGC4RBR4O84 00946AAC8 200000.00000000 PA USD 184903.74000000 0.023234112142 Long DBT NUSS HK N 2 2027-01-12 Fixed 1.75000000 N N N N N N Volkswagen Auto Lease Trust N/A 92868AAC9 5700000.00000000 PA USD 5655946.41000000 0.710698946177 Long ABS-O CORP US N 2 2025-07-21 Fixed 3.44000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAB9 200000.00000000 PA USD 183788.20000000 0.023093938766 Long DBT CORP QA N 2 2026-09-12 Fixed 1.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUE0 1267441.71000000 PA USD 1176207.07000000 0.147796507346 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.50000000 N N N N N N CLEAR CHANNEL INTL BV N/A 18452MAB2 675000.00000000 PA USD 678808.35000000 0.085295783239 Long DBT CORP NL N 2 2025-08-01 Fixed 6.62500000 N N N N N N RUMO LUXEMBOURG SARL 222100HOIQFT7YOSPB46 781467AC9 200000.00000000 PA USD 192675.32000000 0.024210651401 Long DBT CORP LU N 2 2028-01-10 Fixed 5.25000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2S9 3000000.00000000 PA USD 2997835.20000000 0.376693512104 Long DBT CORP US N 2 2024-01-08 Fixed 0.95000000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAJ2 3720000.00000000 PA USD 3726818.76000000 0.468294070227 Long DBT CORP NL N 2 2025-10-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJC6 69215000.00000000 PA USD 70250518.69000000 8.827341347005 Long DBT UST US N 2 2026-10-15 Fixed 4.62500000 N N N N N N FREMF Mortgage Trust N/A 30312LAG8 1819394.96000000 PA USD 1727526.61000000 0.217072661624 Long ABS-MBS USGSE US N 2 2026-07-25 Floating 7.64522000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 1490000.00000000 PA USD 1408139.10000000 0.176939967583 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 75524KNQ3 5990000.00000000 PA USD 5847349.95000000 0.734749791838 Long DBT CORP US N 2 2025-05-23 Fixed 4.11900000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHR3 4345000.00000000 PA USD 4324921.76000000 0.543448808443 Long DBT CORP US N 2 2025-03-15 Fixed 3.45800000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 58518N2B7 200000.00000000 PA USD 197990.00000000 0.024878468456 Long DBT CORP CA N 2 2025-05-18 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5PY3 203022.46000000 PA USD 189472.36000000 0.023808182896 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYT66 205436.33000000 PA USD 189386.92000000 0.023797446918 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 3.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 2445000.00000000 PA USD 2416924.55000000 0.303699081667 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 4010000.00000000 PA USD 3890615.08000000 0.488875925778 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N FREMF Mortgage Trust N/A 30308HAG3 2638634.73000000 PA USD 2537250.47000000 0.318818656419 Long ABS-MBS USGSE US N 2 2026-02-25 Floating 7.79522000 N N N N N N Discover Card Execution Note T 549300CKCX1QE4RUW216 254683CX1 10050000.00000000 PA USD 10089331.68000000 1.267776756147 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.03000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330MAC1 2480000.00000000 PA USD 2309003.75000000 0.290138274461 Long DBT CORP US N 2 2029-09-17 Fixed 2.63600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9QC1 496084.34000000 PA USD 441099.99000000 0.055426497234 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6MU2 99172.63000000 PA USD 95577.55000000 0.012009813944 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31393LFK4 468.86000000 PA USD 485.64000000 0.000061023180 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N TEVA PHARMACEUTICAL INDU 5493004T21MOAFINJP35 88167AAP6 250000.00000000 PA USD 239687.45000000 0.030117968908 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBG9 790000.00000000 PA USD 779797.62000000 0.097985607817 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N MCCORMICK & CO 549300JQQA6MQ4OJP259 579780AR8 2975000.00000000 PA USD 2739981.55000000 0.344292866122 Long DBT CORP US N 2 2026-02-15 Fixed 0.90000000 N N N N N N Trafigura Securitisation Finan N/A 892725AS1 3850000.00000000 PA USD 3696281.05000000 0.464456848878 Long ABS-O CORP IE N 2 2025-01-15 Fixed 1.08000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AM8 3600000.00000000 PA USD 3366443.52000000 0.423011055727 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3A7 2150000.00000000 PA USD 2083347.21000000 0.261783362029 Long DBT CORP US N 2 2024-08-19 Fixed 0.91400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CM4 5530000.00000000 PA USD 5655042.70000000 0.710585390338 Long DBT CORP US N 2 2026-11-10 Fixed 6.15000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCF0 2355000.00000000 PA USD 2392524.57000000 0.300633097866 Long DBT CORP US N 2 2025-11-10 Fixed 5.80000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAB3 300000.00000000 PA USD 276393.12000000 0.034730226362 Long DBT CORP KR N 2 2026-01-19 Fixed 1.50000000 N N N N N N MISC CAPITAL TWO LABUAN 9845000ED8376T875113 60475DAB7 200000.00000000 PA USD 192690.34000000 0.024212538742 Long DBT CORP MY N 2 2027-04-06 Fixed 3.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EE1 1247000.00000000 PA USD 1247525.11000000 0.156757988272 Long DBT CORP US N 2 2025-12-01 Fixed 5.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGF5 3135000.00000000 PA USD 3101695.33000000 0.389744075102 Long DBT CORP US N 2 2024-03-22 Fixed 0.75000000 N N N N N N FREMF Mortgage Trust N/A 30307NAS5 985000.00000000 PA USD 960193.27000000 0.120653255113 Long ABS-MBS CORP US N 2 2025-05-25 Variable 4.05559900 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 595000.00000000 PA USD 614572.17000000 0.077224174684 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FLN26 1577665.53000000 PA USD 1553201.77000000 0.195167843031 Long ABS-MBS USGSE US N 2 2025-06-25 Fixed 3.13900000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AR5 3875000.00000000 PA USD 3843423.79000000 0.482946095889 Long DBT CORP US N 2 2027-09-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3BE7 990301.52000000 PA USD 1000259.60000000 0.125687796894 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J48 151739.66000000 PA USD 142163.58000000 0.017863589780 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AQ7 5265000.00000000 PA USD 5216148.70000000 0.655436087167 Long DBT CORP US N 2 2024-06-15 Fixed 3.65000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBG7 1250000.00000000 PA USD 1250922.25000000 0.157184856499 Long DBT CORP US N 2 2026-03-15 Fixed 6.41200000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B85 435000.00000000 PA USD 418631.86000000 0.052603260386 Long DBT CORP US N 2 2025-02-10 Fixed 2.30000000 N N N N N N JPMorgan Chase Bank, NA - CACL N/A 46591HAU4 28868.08000000 PA USD 28756.09000000 0.003613351573 Long ABS-O CORP US N 2 2028-02-25 Fixed 0.84000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374LAB6 4000000.00000000 PA USD 4088492.40000000 0.513740235409 Long ABS-O CORP US N 2 2030-03-20 Fixed 6.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EC23 3190000.00000000 PA USD 3162121.63000000 0.397336952513 Long DBT CORP US N 2 2024-07-08 Fixed 3.85000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 3133TQCA3 2262.31000000 PA USD 2170.20000000 0.000272696864 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 8.61000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYL2 3535000.00000000 PA USD 3531034.79000000 0.443692800860 Long DBT CORP US N 2 2024-10-21 Floating 5.83456000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAG3 200000.00000000 PA USD 184873.16000000 0.023230269607 Long DBT CORP NL N 2 2027-01-19 Fixed 3.25700000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 697.00000000 NC USD 1572101.16000000 0.197542649223 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 2024-03-28 141950000.47000000 USD 1572101.16000000 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 724000.00000000 PA USD 758602.42000000 0.095322321213 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N Bluemountain CLO Ltd 5493002GUQ80FGGGNP40 09630QAL5 3000000.00000000 PA USD 2981277.00000000 0.374612888555 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 6.76387000 N N N N N N GM Financial Automobile Leasin 2549001DWK2615D9KR84 36265MAE5 6300000.00000000 PA USD 6171524.73000000 0.775484031137 Long ABS-O CORP US N 2 2026-02-20 Fixed 2.23000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ND9 1960000.00000000 PA USD 1886381.81000000 0.237033639867 Long DBT CORP US N 2 2025-11-03 Fixed 1.28100000 N N N N N N BANCO INTERNAC DEL PERU 5493001TRCGXJLRLHN14 05968DAC4 200000.00000000 PA USD 188864.42000000 0.023731792088 Long DBT CORP PE N 2 2026-10-04 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 1534000.00000000 PA USD 1607759.48000000 0.202023301727 Long DBT CORP US N 2 2028-10-18 Fixed 6.29600000 N N N N N N Zais Matrix CDO I 549300AH84CSK4XX3T86 98875JAS3 2000000.00000000 PA USD 1999040.00000000 0.251189724650 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.09743000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 200000.00000000 PA USD 197179.00000000 0.024776562108 Long DBT CORP IL Y 2 2027-07-27 Fixed 5.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 1955000.00000000 PA USD 1944944.26000000 0.244392314876 Long DBT CORP US N 2 2024-12-01 Fixed 4.87500000 N N N N N N Golub Capital Partners CLO, LT 254900N3E7Y6I5DRGW52 38178DAA5 5000000.00000000 PA USD 4960690.00000000 0.623336379050 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 6.78582000 N N N N N N KKR Financial CLO Ltd N/A 48255PAA3 5000000.00000000 PA USD 4966415.00000000 0.624055754938 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 6.72387000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LEL9 2200000.00000000 PA USD 2168978.24000000 0.272543344244 Long DBT CORP US N 2 2024-04-12 Fixed 0.75000000 N N N N N N OCCU Auto Receivables Trust N/A 674921AB7 2500000.00000000 PA USD 2510882.75000000 0.315505415901 Long ABS-O CORP US N 2 2027-04-15 Fixed 6.23000000 N N N N N N FREMF Mortgage Trust N/A 30307PAA9 837687.26000000 PA USD 808226.72000000 0.101557871404 Long ABS-MBS USGSE US N 2 2025-06-25 Floating 7.34522000 N N N N N N HARVEST OPERATIONS CORP B1EEF6ML54YDWRC6ZK53 41754WAT8 3600000.00000000 PA USD 3550425.12000000 0.446129296205 Long DBT CORP CA N 2 2024-04-26 Fixed 1.00000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AC6 1610000.00000000 PA USD 1609767.03000000 0.202275560778 Long DBT CORP SG N 2 2028-05-19 Fixed 4.45000000 N N N N N N COLT Funding LLC 213800MIPEZY1A8W1N28 19688RAA7 2165745.77000000 PA USD 2218328.56000000 0.278744467430 Long ABS-MBS CORP US N 2 2068-09-25 Variable 7.18000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAP5 4440000.00000000 PA USD 4532019.00000000 0.569471648752 Long DBT CORP US N 2 2028-02-15 Fixed 5.55000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J6F9 1410000.00000000 PA USD 1427774.74000000 0.179407287399 Long DBT CORP US N 2 2026-12-11 Fixed 5.25400000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVR2 3234000.00000000 PA USD 3176262.75000000 0.399113857447 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 1330000.00000000 PA USD 1389257.75000000 0.174567428211 Long DBT CORP US N 2 2027-10-26 Fixed 6.78700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ESAD0 529234.41000000 PA USD 545006.71000000 0.068482914507 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBL0 2064000.00000000 PA USD 2141129.62000000 0.269044020974 Long DBT CORP US N 2 2028-10-25 Fixed 5.80200000 N N N N N N ENN ENERGY HOLDINGS LTD 549300V7BXPWT6WIPR03 29336EAA1 250000.00000000 PA USD 248146.43000000 0.031180883536 Long DBT CORP KY N 2 2027-05-17 Fixed 4.62500000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2H7 200000.00000000 PA USD 188433.40000000 0.023677632193 Long DBT CORP SA N 2 2025-11-24 Fixed 1.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EM23 173618.00000000 PA USD 176683.73000000 0.022201225332 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532NAE5 180000.00000000 PA USD 170520.86000000 0.021426828813 Long ABS-O CORP US N 2 2026-10-15 Fixed 0.70000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAN3 1600000.00000000 PA USD 1538184.32000000 0.193280822696 Long DBT CORP US N 2 2026-01-25 Fixed 2.01400000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 10921U2B3 1745000.00000000 PA USD 1741548.74000000 0.218834614848 Long DBT CORP US N 2 2024-04-12 Floating 6.11066000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAU0 149000.00000000 PA USD 144835.96000000 0.018199388162 Long DBT CORP US N 2 2025-03-07 Fixed 2.40000000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 13242336.00000000 NS USD 13242336.00000000 1.663968071461 Long STIV RF US N 1 N N N BAIDU INC 254900AL64IANZYI1E02 056752AS7 1250000.00000000 PA USD 1161167.88000000 0.145906755267 Long DBT CORP KY N 2 2026-04-09 Fixed 1.72000000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AU9 1210000.00000000 PA USD 1154451.08000000 0.145062754576 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N N DAE SUKUK DIFC LTD 635400AMGMPG1J5EQD94 23302JAA3 200000.00000000 PA USD 192498.80000000 0.024188470749 Long DBT CORP AE N 2 2026-02-15 Fixed 3.75000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 3225000.00000000 PA USD 3207090.93000000 0.402987577855 Long DBT CORP US N 2 2028-05-01 Fixed 4.60000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AB1 5745000.00000000 PA USD 5680105.63000000 0.713734677238 Long DBT CORP US N 2 2024-04-01 Fixed 0.95000000 N N N N N N GTE Auto Receivables Trust N/A 362304AB3 3166203.07000000 PA USD 3160467.81000000 0.397129141468 Long ABS-O CORP US N 2 2026-08-17 Fixed 5.65000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAC7 200000.00000000 PA USD 209459.60000000 0.026319683072 Long DBT CORP MX N 2 2028-10-01 Fixed 7.52500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 2825000.00000000 PA USD 2785959.07000000 0.350070179527 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N SBA TOWER TRUST N/A 78403DAH3 6500000.00000000 PA USD 6391133.45000000 0.803079003677 Long ABS-MBS CORP US N 2 2049-10-15 Variable 3.86900000 N N N N N N PPM CLO 3 Ltd. 549300UEAJV6RALDS969 69355EAL9 3750000.00000000 PA USD 3712586.25000000 0.466505681667 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 6.75444000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 13242336.00000000 NS USD 13242336.00000000 1.663968071461 Long STIV RF US N 1 N N N ALSEA S.A. 4469000001BJLPKNUN21 021151AA3 200000.00000000 PA USD 204415.40000000 0.025685853229 Long DBT CORP MX N 2 2026-12-14 Fixed 7.75000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 355000.00000000 PA USD 383667.95000000 0.048209864093 Long DBT CORP US N 2 2029-10-30 Fixed 7.16100000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFB0 3000000.00000000 PA USD 2997666.60000000 0.376672326641 Long DBT CORP US N 2 2024-01-22 Fixed 4.12500000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629WDB3 5100000.00000000 PA USD 5029778.10000000 0.632017656471 Long DBT CORP US N 2 2024-04-12 Fixed 0.60000000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAD3 3390000.00000000 PA USD 3340228.02000000 0.419716942439 Long DBT CORP US N 2 2025-05-16 Fixed 4.00800000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2E3 4380000.00000000 PA USD 4310612.92000000 0.541650828623 Long DBT CORP US N 2 2025-06-13 Fixed 3.70000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 1260000.00000000 PA USD 1245767.67000000 0.156537156838 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJY6 2175000.00000000 PA USD 2172081.37000000 0.272933268593 Long DBT CORP US N 2 2024-06-14 Floating 5.75808900 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 1885000.00000000 PA USD 1933859.01000000 0.242999395827 Long DBT CORP US N 2 2027-07-15 Fixed 6.16500000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GU44 1059066.85000000 PA USD 1059066.85000000 0.133077232290 Long DBT CORP US N 2 2024-01-01 Fixed 5.01200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X72U2 2665787.29000000 PA USD 2708927.99000000 0.340390825549 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPNP9 986164.64000000 PA USD 1017253.48000000 0.127823165890 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N INRETAIL CONSUMER 254900BI1YXHZ31NSP51 45790TAB1 200000.00000000 PA USD 179647.14000000 0.022573593140 Long DBT CORP PE N 2 2028-03-22 Fixed 3.25000000 N N N N N N FannieMae Grantor Trust N/A 31359SX96 12392.03000000 PA USD 12706.46000000 0.001596632477 Long ABS-MBS USGSE US N 2 2041-06-19 Variable 7.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAQ8 3905000.00000000 PA USD 3889843.52000000 0.488778975269 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N FREMF Mortgage Trust N/A 30313LAG7 1062099.84000000 PA USD 969828.54000000 0.121863976669 Long ABS-MBS USGSE US N 2 2029-08-25 Floating 7.74522000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWKJ2 336349.35000000 PA USD 319004.08000000 0.040084514075 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RML3 2640000.00000000 PA USD 2470500.12000000 0.310431129388 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N METROPOLITAN EDISON CO N/A 591894CE8 2300000.00000000 PA USD 2319737.45000000 0.291487019433 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N TAV HAVALIMANLARI HOLDIN 789000PBM9TT5D88M597 87216EAA4 200000.00000000 PA USD 204950.00000000 0.025753028487 Long DBT CORP TR N 2 2028-12-07 Fixed 8.50000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAN5 200000.00000000 PA USD 194899.00000000 0.024490068305 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEU2 2150000.00000000 PA USD 2147374.64000000 0.269828740067 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPB0 275770.38000000 PA USD 267402.79000000 0.033600544857 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFH7 3675000.00000000 PA USD 3642242.89000000 0.457666674328 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 179000.00000000 PA USD 162427.70000000 0.020409881362 Long DBT CORP US N 2 2027-09-10 Fixed 1.54200000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 425000.00000000 PA USD 440288.53000000 0.055324533084 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 84000.00000000 PA USD 82725.17000000 0.010394845863 Long DBT CORP US N 2 2029-02-01 Fixed 4.65300000 N N N N N N Benefit Street Partners CLO Lt N/A 08181BAQ2 488784.25000000 PA USD 488649.83000000 0.061401380786 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 6.78743000 N N N N N N Canyon Capital CLO Ltd N/A 13887WAJ9 2800000.00000000 PA USD 2784096.00000000 0.349836075136 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.83548000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J94R9 212100.92000000 PA USD 213831.77000000 0.026869068867 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAJ0 750000.00000000 PA USD 757206.23000000 0.095146882712 Long DBT CORP US N 2 2030-01-10 Fixed 5.65000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBZ1 3625000.00000000 PA USD 3543072.83000000 0.445205442905 Long DBT CORP US N 2 2024-11-21 Fixed 2.60000000 N N N N N N Porsche Financial Auto Securit N/A 732916AC5 3750000.00000000 PA USD 3754240.13000000 0.471739707323 Long ABS-O CORP US N 2 2026-11-23 Floating 5.91743000 N N N N N N APTIV PLC / APTIV CORP N/A 00217GAA1 4125000.00000000 PA USD 3991578.11000000 0.501562453164 Long DBT CORP JE N 2 2025-02-18 Fixed 2.39600000 N N N N N N NBK SPC LTD 549300P1ANDK86KWB419 62877PAB0 200000.00000000 PA USD 181336.60000000 0.022785882535 Long DBT CORP AE N 2 2027-09-15 Fixed 1.62500000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BN8 1475000.00000000 PA USD 1440190.74000000 0.180967422075 Long DBT CORP US N 2 2025-04-01 Fixed 3.30000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECT6 1298000.00000000 PA USD 1334138.79000000 0.167641445546 Long DBT CORP US N 2 2026-11-08 Fixed 5.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2X0 3515000.00000000 PA USD 3447553.83000000 0.433202986071 Long DBT CORP US N 2 2026-04-25 Fixed 3.90800000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXX7 4905000.00000000 PA USD 4834614.23000000 0.607494305880 Long DBT CORP US N 2 2027-03-09 Floating 6.13932900 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM6W9 187772.63000000 PA USD 172457.46000000 0.021670172628 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAA8 2715720.00000000 PA USD 2558689.47000000 0.321512577755 Long DBT CORP JE N 2 2027-09-30 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9XJ9 1040744.18000000 PA USD 1071800.19000000 0.134677242379 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 30293RAC7 2284181.43000000 PA USD 2270005.34000000 0.285237922357 Long ABS-MBS CORP US N 2 2022-09-25 Floating 12.54522000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBC1 825000.00000000 PA USD 840163.17000000 0.105570851675 Long DBT CORP US N 2 2026-12-04 Fixed 5.48800000 N N N N N N ENERGIAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 200000.00000000 PA USD 184850.00000000 0.023227359433 Long DBT CORP IL Y 2 2026-03-30 Fixed 4.87500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 925000.00000000 PA USD 960655.98000000 0.120711397020 Long DBT CORP DE N 2 2027-07-13 Fixed 7.14600000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2W0 2535000.00000000 PA USD 2496030.21000000 0.313639117361 Long DBT CORP US N 2 2024-04-16 Fixed 1.00000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAT1 3035000.00000000 PA USD 3076725.79000000 0.386606523139 Long DBT CORP US N 2 2025-11-30 Fixed 5.80000000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LBB4 1775000.00000000 PA USD 1768222.34000000 0.222186290772 Long DBT CORP LU N 2 2028-03-30 Fixed 4.25000000 N N N N N N Fannie Mae - CAS N/A 20755CAA6 1917974.93000000 PA USD 1922179.13000000 0.241531758441 Long ABS-MBS CORP US N 2 2043-10-25 Floating 6.83743000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KAH6 6707000.00000000 PA USD 6460486.90000000 0.811793623699 Long ABS-O CORP US N 2 2028-07-20 Fixed 1.53000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFC1 4350000.00000000 PA USD 4201611.93000000 0.527954289952 Long DBT CORP US N 2 2025-02-07 Fixed 1.87500000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAX2 3400000.00000000 PA USD 3350736.38000000 0.421037372273 Long DBT CORP US N 2 2028-11-15 Fixed 3.95000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCX7 395000.00000000 PA USD 382545.89000000 0.048068871445 Long DBT UST US N 2 2024-09-15 Fixed 0.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2G4 781915.45000000 PA USD 770844.23000000 0.096860568013 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.50000000 N N N N N N FREMF Mortgage Trust N/A 30308EAG0 798325.55000000 PA USD 714580.16000000 0.089790696349 Long ABS-MBS USGSE US N 2 2028-06-25 Floating 7.49522000 N N N N N N Trestles CLO LTD N/A 89532UAA1 2500000.00000000 PA USD 2491400.00000000 0.313057307505 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.84743000 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBD1 2050000.00000000 PA USD 1988943.83000000 0.249921088624 Long DBT CORP US N 2 2025-05-15 Fixed 3.66300000 N N N N N N FREMF Mortgage Trust N/A 30297GAG8 2421494.67000000 PA USD 2345250.28000000 0.294692838597 Long ABS-MBS USGSE US N 2 2025-08-25 Floating 7.29522000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DQ7 3210000.00000000 PA USD 3236191.35000000 0.406644196276 Long DBT CORP US N 2 2028-06-15 Fixed 4.85000000 N N N N N N FREMF Mortgage Trust N/A 30296WAG4 989298.66000000 PA USD 963661.38000000 0.121089041089 Long ABS-MBS USGSE US N 2 2025-05-25 Floating 7.44522000 N N N N N N TURK SISE VE CAM FABRIKA 789000KWOK751Q6R8875 90016AAB6 200000.00000000 PA USD 199732.00000000 0.025097359774 Long DBT CORP TR N 2 2026-03-14 Fixed 6.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 565000.00000000 PA USD 573079.39000000 0.072010392076 Long DBT CORP GB N 2 2027-08-14 Fixed 5.88700000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 05674XAA9 200000.00000000 PA USD 201987.80000000 0.025380812722 Long DBT CORP AT N 2 2026-07-14 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYEU6 4222687.10000000 PA USD 3712158.74000000 0.466451962822 Long ABS-MBS USGSE US N 2 2031-04-25 Fixed 1.00000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAL8 149000.00000000 PA USD 150019.22000000 0.018850691614 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AT7 200000.00000000 PA USD 192307.46000000 0.024164427888 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N FREMF Mortgage Trust N/A 30313MAA8 872290.42000000 PA USD 831575.48000000 0.104491763970 Long ABS-MBS USGSE US N 2 2027-01-25 Floating 7.59522000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677QBT5 3160000.00000000 PA USD 3152773.71000000 0.396162337972 Long DBT CORP US N 2 2025-10-27 Fixed 5.85200000 N N N N N N American Express Credit Accoun N/A 02582JJZ4 2500000.00000000 PA USD 2518318.00000000 0.316439693554 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.87000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KAD5 5000000.00000000 PA USD 4829552.50000000 0.606858273302 Long ABS-O CORP US N 2 2028-04-20 Fixed 0.99000000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AL0 675000.00000000 PA USD 695152.13000000 0.087349463805 Long DBT CORP US N 2 2028-03-13 Fixed 7.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCZ7 6515000.00000000 PA USD 6412393.96000000 0.805750496820 Long DBT CORP US N 2 2026-04-26 Fixed 4.08000000 N N N N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 35564KFN4 77410.98000000 PA USD 77200.93000000 0.009700696509 Long ABS-MBS CORP US N 2 2033-12-25 Floating 6.03743000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAF8 3000000.00000000 PA USD 2995334.40000000 0.376379273637 Long DBT CORP US N 2 2024-01-30 Fixed 4.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D59 525000.00000000 PA USD 549669.12000000 0.069068770460 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QHQ0 7600000.00000000 PA USD 7112826.32000000 0.893763448860 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.06000000 N N N N N N KOREA HYDRO & NUCLEAR PO 9884008CRY5MLCN8OQ43 50064YAS2 200000.00000000 PA USD 202107.00000000 0.025395790819 Long DBT NUSS KR N 2 2028-07-18 Fixed 5.00000000 N N N N N N Dryden Senior Loan Fund 254900XGNUOV0Y3IBA68 26252VAS0 2600000.00000000 PA USD 2591565.60000000 0.325643633683 Long ABS-CBDO CORP KY N 2 2034-05-20 Floating 6.74871000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 1170000.00000000 PA USD 1232577.68000000 0.154879766312 Long DBT CORP DE N 2 2029-11-20 Fixed 6.81900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HB0 1900000.00000000 PA USD 1909698.17000000 0.239963461205 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N BMW Vehicle Lease Trust N/A 05601XAC3 2072224.80000000 PA USD 2060465.55000000 0.258908162996 Long ABS-O CORP US N 2 2025-03-25 Fixed 1.10000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 550000.00000000 PA USD 588116.71000000 0.073899909180 Long DBT CORP GB N 2 2028-11-02 Fixed 7.38500000 N N N N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2A6 200000.00000000 PA USD 197483.26000000 0.024814793952 Long DBT CORP US N 2 2024-04-29 Fixed 1.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHJ2 127627.48000000 PA USD 120717.92000000 0.015168831581 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Carlyle Global Market Strategi 549300K65HYRGER5BW54 14314LAC9 917389.93000000 PA USD 915985.41000000 0.115098308649 Long ABS-CBDO CORP KY N 2 2031-05-15 Floating 6.69133000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2L4 600000.00000000 PA USD 613659.06000000 0.077109437685 Long DBT CORP CH N 2 2025-01-09 Fixed 7.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 10465000.00000000 PA USD 10661389.33000000 1.339658761304 Long DBT CORP US N 2 2026-10-16 Fixed 6.13800000 N N N N N N Ford Credit Auto Owner Trust N/A 345286AE8 5215000.00000000 PA USD 4903260.34000000 0.616120044969 Long ABS-O CORP US N 2 2027-07-15 Fixed 1.91000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAB2 134000.00000000 PA USD 133253.77000000 0.016744026029 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N FREMF Mortgage Trust N/A 302955AC3 1423360.78000000 PA USD 1304200.43000000 0.163879535627 Long ABS-MBS USGSE US N 2 2028-03-25 Floating 7.39522000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AQ0 3700000.00000000 PA USD 3633974.61000000 0.456627722143 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B77 1700000.00000000 PA USD 1575277.46000000 0.197941767761 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFH0 1080000.00000000 PA USD 1078838.35000000 0.135561623618 Long DBT CORP US N 2 2026-03-13 Fixed 4.45000000 N N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KED7 328076.32000000 PA USD 327135.36000000 0.041106251501 Long ABS-MBS CORP US N 2 2033-10-25 Floating 6.08743000 N N N N N N GEORGIAN RAILWAY JSC 2138005UZV4ZT2B2ZO19 000000000 200000.00000000 PA USD 184605.20000000 0.023196599046 Long DBT CORP GE Y 2 2028-06-17 Fixed 4.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAK7 3235000.00000000 PA USD 3000308.19000000 0.377004256099 Long DBT CORP US N 2 2026-01-30 Fixed 1.95000000 N N N N N N FREMF Mortgage Trust N/A 30305GAU7 910000.00000000 PA USD 890642.21000000 0.111913804372 Long ABS-MBS CORP US N 2 2050-11-25 Variable 3.72316600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QK6D5 440892.01000000 PA USD 406591.05000000 0.051090270277 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 75000.00000000 PA USD 78282.29000000 0.009836574991 Long DBT CORP US N 2 2028-11-10 Fixed 6.20400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379QZ73 560730.33000000 PA USD 540622.99000000 0.067932077396 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 3.50000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAL0 3750000.00000000 PA USD 3783168.75000000 0.475374738184 Long DBT CORP US N 2 2025-02-15 Fixed 5.87500000 N N N N N N Onslow Bay Financial LLC 254900L7QTAO1E3CDI14 67118CAA9 2144567.64000000 PA USD 2187761.59000000 0.274903569410 Long ABS-MBS CORP US N 2 2063-09-25 Variable 7.04500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 3105000.00000000 PA USD 3180025.18000000 0.399586626254 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAL1 1370000.00000000 PA USD 1397458.77000000 0.175597928829 Long DBT CORP US N 2 2028-08-03 Fixed 5.10000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 90000.00000000 PA USD 90940.43000000 0.011427135810 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N Freddie Mac - STACR 529900ZTXRUUVE8G8W08 35564K3F4 1686719.66000000 PA USD 1698758.28000000 0.213457772031 Long ABS-MBS CORP US N 2 2043-11-25 Floating 7.18743000 N N N N N N BIDVEST GROUP UK PLC 984500A80C777F496830 88332EAA1 200000.00000000 PA USD 186000.00000000 0.023371862886 Long DBT CORP GB N 2 2026-09-23 Fixed 3.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKG3 3125000.00000000 PA USD 3113061.56000000 0.391172300743 Long DBT CORP US N 2 2025-02-04 Fixed 1.84300000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BF9 655000.00000000 PA USD 668878.01000000 0.084047984611 Long DBT CORP NL N 2 2027-09-11 Fixed 6.08300000 N N N N N N Cedar Funding Ltd N/A 15033EAA6 1475443.23000000 PA USD 1472532.18000000 0.185031291436 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.65743000 N N N N N N SBA TOWER TRUST N/A 78403DAP5 3222000.00000000 PA USD 2989247.23000000 0.375614389215 Long DBT CORP US N 2 2026-01-15 Fixed 1.88400000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAB3 4110000.00000000 PA USD 4186367.91000000 0.526038799923 Long DBT CORP US N 2 2026-08-15 Fixed 7.87500000 N N N N N N Enterprise Fleet Financing LLC N/A 29374JAB1 2019200.82000000 PA USD 2005521.54000000 0.252004163705 Long ABS-O CORP US N 2 2029-05-21 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJZY2 43689.39000000 PA USD 40773.65000000 0.005123420199 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378DPF6 1352425.05000000 PA USD 1235063.23000000 0.155192088537 Long ABS-MBS USGA US N 2 2042-03-16 Fixed 2.00000000 N N N N N N American Express Credit Accoun 549300Y4SA5G3GIJTP18 02582JJV3 4000000.00000000 PA USD 3931829.20000000 0.494054693313 Long ABS-O CORP US N 2 2027-08-15 Fixed 3.75000000 N N N N N N SBA TOWER TRUST N/A 78403DAN0 5840000.00000000 PA USD 5639506.38000000 0.708633171301 Long DBT CORP US N 2 2025-01-15 Fixed 2.83600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2J8 1185652.85000000 PA USD 1183513.58000000 0.148714608152 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Venture CDO Ltd 549300MYRV6PEDBLPL32 92332CAA7 700000.00000000 PA USD 696762.50000000 0.087551815132 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.88548000 N N N N N N Hyundai Auto Lease Securitizat N/A 44933VAD3 4500000.00000000 PA USD 4488251.85000000 0.563972079780 Long ABS-O CORP US N 2 2026-01-15 Fixed 5.05000000 N N N N N N FREMF Mortgage Trust N/A 30311LAG9 924201.27000000 PA USD 832223.65000000 0.104573209886 Long ABS-MBS USGSE US N 2 2029-04-25 Floating 7.64522000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64953BBF4 1850000.00000000 PA USD 1892216.63000000 0.237766815205 Long DBT CORP US N 2 2026-09-18 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3N0 797549.44000000 PA USD 734263.65000000 0.092264028766 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.50000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AY6 2200000.00000000 PA USD 2039393.62000000 0.256260365906 Long DBT CORP US N 2 2025-11-15 Fixed 0.87500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 662000.00000000 PA USD 674383.37000000 0.084739761595 Long DBT CORP PA N 2 2026-03-01 Fixed 7.62500000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 140625.00000000 PA USD 139478.82000000 0.017526235788 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N FREMF Mortgage Trust N/A 30306JAG1 1447006.35000000 PA USD 1338986.89000000 0.168250634409 Long ABS-MBS USGSE US N 2 2027-11-25 Floating 8.14522000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAZ6 6180000.00000000 PA USD 6049111.93000000 0.760102229109 Long DBT CORP US N 2 2025-03-15 Fixed 3.63800000 N N N N N N FREMF Mortgage Trust N/A 35708UAC8 1852557.98340000 PA USD 1823491.35000000 0.229131127996 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 7.94522000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AH9 4345000.00000000 PA USD 4239689.80000000 0.532738971439 Long DBT CORP US N 2 2024-09-15 Fixed 2.35000000 N N N N N N CREDICORP LTD 529900UYAEYQCQ2BKB17 22530EAA0 200000.00000000 PA USD 190804.90000000 0.023975623445 Long DBT CORP BM N 2 2025-06-17 Fixed 2.75000000 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAN4 3650000.00000000 PA USD 3601586.04000000 0.452557930653 Long DBT CORP US N 2 2024-04-15 Fixed 0.82100000 N N N N N N FREMF Mortgage Trust N/A 30298UAG6 977363.93000000 PA USD 904311.64000000 0.113631439015 Long ABS-MBS USGSE US N 2 2029-09-25 Floating 7.74522000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEL3 2895000.00000000 PA USD 2830889.94000000 0.355715975941 Long DBT CORP US N 2 2025-05-23 Fixed 3.87800000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDL5 830000.00000000 PA USD 819925.79000000 0.103027920113 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 875000.00000000 PA USD 833989.89000000 0.104795147085 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 175000.00000000 PA USD 170658.30000000 0.021444098860 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 4705000.00000000 PA USD 4701646.75000000 0.590786253670 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N CIMB BANK BHD SR3J0ZUTXT7OTFT2VU03 12570RAA3 200000.00000000 PA USD 182819.74000000 0.022972246754 Long DBT CORP MY N 2 2027-07-20 Fixed 2.12500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAP7 1755000.00000000 PA USD 1701774.71000000 0.213836802076 Long DBT CORP US N 2 2024-08-18 Fixed 0.80000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJY7 2542000.00000000 PA USD 2514931.26000000 0.316014132140 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BWN2 461236.74000000 PA USD 455531.15000000 0.057239847195 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAC9 200000.00000000 PA USD 195344.20000000 0.024546009989 Long DBT CORP MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N ICICI BANK LTD/DUBAI R7RX8ER1V4666J8D1I38 45112EAG4 200000.00000000 PA USD 195683.52000000 0.024588647304 Long DBT CORP IN N 2 2026-03-18 Fixed 4.00000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAG0 1077000.00000000 PA USD 1071167.94000000 0.134597796894 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAF3 2895000.00000000 PA USD 2865844.46000000 0.360108192332 Long DBT CORP US N 2 2024-03-15 Fixed 0.80000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 30725000.00000000 PA USD 31718763.26000000 3.985626805638 Long DBT UST US N 2 2028-09-30 Fixed 4.62500000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 505000.00000000 PA USD 518131.57000000 0.065105914039 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N N Ballyrock Ltd N/A 05875HAA1 2327658.45000000 PA USD 2323969.11000000 0.292018749418 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.67743000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAU9 800000.00000000 PA USD 816561.28000000 0.102605152014 Long DBT CORP ES N 2 2028-08-08 Fixed 5.58800000 N N N N N N Volkswagen Auto Loan Enhanced N/A 92867YAC8 6500000.00000000 PA USD 6512006.80000000 0.818267365843 Long ABS-O CORP US N 2 2027-03-22 Floating 5.96774000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6Q38 100069.93000000 PA USD 94469.01000000 0.011870520154 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AL3 188000.00000000 PA USD 187368.71000000 0.023543848383 Long DBT CORP US N 2 2025-01-23 Variable 5.70000000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KAJ2 5215000.00000000 PA USD 5011974.84000000 0.629780584688 Long ABS-O CORP US N 2 2028-07-20 Fixed 1.83000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EB7 4560000.00000000 PA USD 4588500.00000000 0.576568778793 Long DBT CORP US N 2 2025-09-01 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDW0 186692.92000000 PA USD 176513.17000000 0.022179793585 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXN9 3700000.00000000 PA USD 3665084.21000000 0.460536804432 Long DBT CORP US N 2 2026-12-09 Floating 6.11932900 N N N N N N AVANGRID INC 549300OX0Q38NLSKPB49 05351WAC7 885000.00000000 PA USD 860398.24000000 0.108113492974 Long DBT CORP US N 2 2025-04-15 Fixed 3.20000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 107000.00000000 PA USD 107771.13000000 0.013542000395 Long DBT CORP US N 2 2026-10-21 Fixed 5.72700000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 10921U2A5 2145000.00000000 PA USD 2114612.64000000 0.265712025164 Long DBT CORP US N 2 2024-04-12 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AK31 556469.99000000 PA USD 522780.18000000 0.065690035950 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 13242336.00000000 NS USD 13242336.00000000 1.663968071461 Long STIV RF US N 1 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FCM43 2000000.00000000 PA USD 1966814.60000000 0.247140436316 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.13600000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 526107AE7 3925000.00000000 PA USD 3696106.56000000 0.464434923306 Long DBT CORP US N 2 2025-08-01 Fixed 1.35000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAH6 7630000.00000000 PA USD 7122785.07000000 0.895014817352 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 545000.00000000 PA USD 550193.85000000 0.069134705501 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N SHINHAN BANK 5493003P813VL21KG928 82460EAJ9 300000.00000000 PA USD 290026.38000000 0.036443316058 Long DBT CORP KR Y 2 2026-03-24 Fixed 3.87500000 N N N N N N Verus Securitization Trust 984500915DDB7T2ACA27 92539XAA2 4975508.13000000 PA USD 5041340.07000000 0.633470477856 Long ABS-MBS CORP US N 2 2068-09-25 Variable 6.66500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B28 4130000.00000000 PA USD 3953991.79000000 0.496839537478 Long DBT CORP US N 2 2025-11-13 Fixed 3.37500000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3E2 3020000.00000000 PA USD 2929322.69000000 0.368084560546 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2B0 4115000.00000000 PA USD 4055330.03000000 0.509573211943 Long DBT CORP US N 2 2024-04-08 Fixed 1.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HB2 4155000.00000000 PA USD 4109837.23000000 0.516422323797 Long DBT CORP US N 2 2024-04-01 Fixed 1.10000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 1100000.00000000 PA USD 1004826.46000000 0.126261646494 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAN4 886000.00000000 PA USD 893125.21000000 0.112225806176 Long DBT CORP US N 2 2025-06-15 Fixed 7.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5YV9 24974.55000000 PA USD 23384.44000000 0.002938375942 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLL71 1188146.96000000 PA USD 1241171.34000000 0.155959604179 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N BANCO CONTINENTAL S.A.E. 8945005Q0D60A6FCEM55 059490AB8 200000.00000000 PA USD 187799.16000000 0.023597936654 Long DBT CORP PY N 2 2025-12-10 Fixed 2.75000000 N N N N N N 2024-02-21 Delaware Group Limited-Term Government Funds Dan Geatens Dan Geatens Division Director - Head of US Fund Administration