| Delaware Emerging Markets Debt Corporate Fund | October 31, 2023 (Unaudited) |
| Principal amount° | Value (US $) | ||
| Corporate Bonds – 89.34%Δ | |||
| Argentina − 1.48% | |||
| Aeropuertos Argentina 2000 144A 8.50% 8/1/31 # | 544,629 | $ 503,564 | |
| Transportadora de Gas del Sur 144A 6.75% 5/2/25 # | 715,000 | 659,499 | |
| YPF 144A 6.95% 7/21/27 # | 535,000 | 404,859 | |
| 1,567,922 | |||
| Australia − 0.52% | |||
| AngloGold Ashanti Holdings 3.375% 11/1/28 | 660,000 | 546,954 | |
| 546,954 | |||
| Brazil − 10.47% | |||
| Acu Petroleo Luxembourg 144A 7.50% 7/13/35 # | 1,011,068 | 913,105 | |
| Aegea Finance 144A 9.00% 1/20/31 # | 725,000 | 723,652 | |
| Arcos Dorados 144A 6.125% 5/27/29 # | 610,000 | 569,130 | |
| Azul Secured Finance 144A 11.93% 8/28/28 # | 1,655,000 | 1,610,106 | |
| Banco do Brasil 144A 6.25% 4/18/30 # | 665,000 | 638,274 | |
| Braskem Netherlands Finance 144A 4.50% 1/31/30 # | 930,000 | 716,561 | |
| CSN Resources | |||
| 144A 5.875% 4/8/32 # | 830,000 | 657,160 | |
| 144A 7.625% 4/17/26 # | 400,000 | 397,540 | |
| Embraer Netherlands Finance 144A 7.00% 7/28/30 # | 825,000 | 806,347 | |
| Guara Norte 144A 5.198% 6/15/34 # | 756,042 | 641,962 | |
| Minerva Luxembourg 144A 8.875% 9/13/33 # | 1,175,000 | 1,155,260 | |
| Petrobras Global Finance 6.50% 7/3/33 | 695,000 | 648,200 | |
| Rumo Luxembourg 144A 5.25% 1/10/28 # | 860,000 | 786,548 | |
| Vale Overseas 6.125% 6/12/33 | 890,000 | 838,030 | |
| 11,101,875 | |||
| Chile − 2.61% | |||
| AES Andes 144A 7.125% 3/26/79 #, μ | 605,000 | 570,501 | |
| Alfa Desarrollo 144A 4.55% 9/27/51 # | 1,013,636 | 659,144 | |
| Banco de Credito e Inversiones 144A 3.50% 10/12/27 # | 965,000 | 877,279 | |
| Colbun 144A 3.95% 10/11/27 # | 720,000 | 658,678 | |
| 2,765,602 | |||
| China − 4.39% | |||
| Alibaba Group Holding 2.70% 2/9/41 | 845,000 | 489,289 | |
| BOC Aviation USA 144A 4.875% 5/3/33 # | 940,000 | 843,237 | |
| Country Garden Holdings | |||
| 3.875% 10/22/30 | 900,000 | 41,400 | |
| 4.20% 2/6/26 | 274,000 | 11,974 | |
| 7.25% 4/8/26 | 405,000 | 19,663 | |
| ENN Energy Holdings 144A 2.625% 9/17/30 # | 950,000 | 752,327 | |
| Huarong Finance 2017 4.75% 4/27/27 | 755,000 | 657,794 | |
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| China (continued) | |||
| Prosus 144A 4.193% 1/19/32 # | 980,000 | $ 753,227 | |
| RKPF Overseas 2020 A 5.125% 7/26/26 | 380,000 | 111,252 | |
| Sino-Ocean Land Treasure IV 4.75% 8/5/29 ‡ | 420,000 | 17,077 | |
| Tencent Holdings | |||
| 144A 2.88% 4/22/31 # | 495,000 | 394,828 | |
| 144A 3.68% 4/22/41 # | 550,000 | 366,953 | |
| West China Cement 4.95% 7/8/26 | 275,000 | 192,097 | |
| 4,651,118 | |||
| Colombia − 2.91% | |||
| Banco GNB Sudameris 144A 7.50% 4/16/31 #, μ | 1,000,000 | 773,500 | |
| Canacol Energy 144A 5.75% 11/24/28 # | 650,000 | 469,505 | |
| Ecopetrol | |||
| 5.875% 11/2/51 | 410,000 | 257,354 | |
| 6.875% 4/29/30 | 890,000 | 802,066 | |
| Geopark 144A 5.50% 1/17/27 # | 925,000 | 778,067 | |
| 3,080,492 | |||
| Georgia − 1.25% | |||
| Georgian Railway JSC 4.00% 6/17/28 | 797,000 | 685,500 | |
| Silknet JSC 144A 8.375% 1/31/27 # | 655,000 | 645,175 | |
| 1,330,675 | |||
| Ghana − 1.53% | |||
| Kosmos Energy 144A 7.75% 5/1/27 # | 1,215,000 | 1,093,560 | |
| Tullow Oil 144A 10.25% 5/15/26 # | 610,000 | 524,435 | |
| 1,617,995 | |||
| Guatemala − 1.93% | |||
| Banco Industrial 144A 4.875% 1/29/31 #, μ | 605,000 | 548,817 | |
| Central American Bottling 144A 5.25% 4/27/29 # | 870,000 | 766,870 | |
| CT Trust 144A 5.125% 2/3/32 # | 950,000 | 732,615 | |
| 2,048,302 | |||
| Hong Kong − 2.65% | |||
| AIA Group 144A 3.375% 4/7/30 # | 600,000 | 517,377 | |
| CK Hutchison International 23 | |||
| 144A 4.75% 4/21/28 # | 660,000 | 633,786 | |
| 144A 4.875% 4/21/33 # | 1,025,000 | 934,995 | |
| Standard Chartered 144A 6.301% 1/9/29 #, μ | 740,000 | 725,632 | |
| 2,811,790 | |||
| India − 3.90% | |||
| Continuum Energy Aura 144A 9.50% 2/24/27 # | 885,000 | 876,491 | |
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| India (continued) | |||
| Future Retail 144A 5.60% 1/22/25 #, ‡ | 425,000 | $ 3,187 | |
| Greenko Power II 144A 4.30% 12/13/28 # | 626,063 | 527,022 | |
| ICICI Bank 144A 4.00% 3/18/26 # | 450,000 | 432,368 | |
| JSW Hydro Energy 144A 4.125% 5/18/31 # | 676,200 | 556,614 | |
| Summit Digitel Infrastructure 144A 2.875% 8/12/31 # | 1,190,000 | 886,197 | |
| UltraTech Cement 144A 2.80% 2/16/31 # | 1,095,000 | 847,772 | |
| 4,129,651 | |||
| Indonesia − 4.34% | |||
| Cikarang Listrindo 144A 4.95% 9/14/26 # | 792,000 | 750,562 | |
| Freeport Indonesia | |||
| 144A 5.315% 4/14/32 # | 630,000 | 562,961 | |
| 144A 6.20% 4/14/52 # | 470,000 | 389,019 | |
| Indofood CBP Sukses Makmur | |||
| 3.541% 4/27/32 | 805,000 | 629,762 | |
| 4.805% 4/27/52 | 480,000 | 324,912 | |
| Medco Laurel Tree 144A 6.95% 11/12/28 # | 954,000 | 881,995 | |
| Medco Maple Tree 144A 8.96% 4/27/29 # | 630,000 | 620,156 | |
| Minejesa Capital 144A 5.625% 8/10/37 # | 595,000 | 440,526 | |
| 4,599,893 | |||
| Ireland − 0.58% | |||
| C&W Senior Financing 144A 6.875% 9/15/27 # | 720,000 | 619,754 | |
| 619,754 | |||
| Israel − 4.88% | |||
| Altice Financing 144A 5.00% 1/15/28 # | 600,000 | 488,449 | |
| Bank Leumi Le-Israel | |||
| 144A 5.125% 7/27/27 # | 715,000 | 669,490 | |
| 144A 7.129% 7/18/33 #, μ | 850,000 | 760,240 | |
| Energean Israel Finance | |||
| 144A 4.875% 3/30/26 # | 535,000 | 472,806 | |
| 144A 8.50% 9/30/33 # | 600,000 | 525,750 | |
| ICL Group 144A 6.375% 5/31/38 # | 680,000 | 573,920 | |
| Israel Electric 144A 3.75% 2/22/32 # | 835,000 | 640,291 | |
| Teva Pharmaceutical Finance Netherlands III | |||
| 5.125% 5/9/29 | 560,000 | 489,322 | |
| 6.75% 3/1/28 | 575,000 | 550,377 | |
| 5,170,645 | |||
| Jamaica − 0.79% | |||
| Sagicor Financial 144A 5.30% 5/13/28 # | 900,000 | 838,881 | |
| 838,881 | |||
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| Kazakhstan − 0.89% | |||
| KazMunayGas National | |||
| 144A 4.75% 4/19/27 # | 400,000 | $ 374,278 | |
| 144A 5.375% 4/24/30 # | 630,000 | 565,002 | |
| 939,280 | |||
| Kuwait − 1.03% | |||
| NBK SPC 144A 1.625% 9/15/27 #, μ | 1,235,000 | 1,090,291 | |
| 1,090,291 | |||
| Macao − 3.02% | |||
| MGM China Holdings | |||
| 144A 4.75% 2/1/27 # | 960,000 | 844,954 | |
| 144A 5.25% 6/18/25 # | 405,000 | 385,779 | |
| Sands China | |||
| 3.50% 8/8/31 | 665,000 | 504,515 | |
| 4.30% 1/8/26 | 780,000 | 724,105 | |
| Studio City Finance 144A 5.00% 1/15/29 # | 1,030,000 | 740,312 | |
| 3,199,665 | |||
| Madagascar − 0.48% | |||
| Axian Telecom 144A 7.375% 2/16/27 # | 575,000 | 513,475 | |
| 513,475 | |||
| Malaysia − 1.65% | |||
| CIMB Bank 144A 2.125% 7/20/27 # | 725,000 | 638,303 | |
| MISC Capital Two Labuan 144A 3.75% 4/6/27 # | 1,210,000 | 1,115,166 | |
| 1,753,469 | |||
| Mexico − 9.21% | |||
| Alsea 144A 7.75% 12/14/26 # | 590,000 | 586,217 | |
| America Movil 4.70% 7/21/32 | 1,140,000 | 1,029,660 | |
| Banco Mercantil del Norte 144A 8.375% 10/14/30 #, μ, ψ | 410,000 | 374,305 | |
| Banco Santander Mexico 144A 7.525% 10/1/28 #, μ | 835,000 | 835,463 | |
| BBVA Bancomer | |||
| 144A 1.875% 9/18/25 # | 590,000 | 542,864 | |
| 144A 5.875% 9/13/34 #, μ | 820,000 | 711,170 | |
| Bimbo Bakeries USA 144A 6.40% 1/15/34 # | 795,000 | 793,076 | |
| Cemex 144A 9.125% 3/14/28 #, μ, ψ | 820,000 | 841,636 | |
| CIBANCO Institucion de Banca Multiple Trust 144A 4.375% 7/22/31 # | 1,090,000 | 794,130 | |
| Grupo Aeromexico 144A 8.50% 3/17/27 # | 1,210,000 | 1,123,247 | |
| Infraestructura Energetica Nova 144A 4.75% 1/15/51 # | 880,000 | 599,054 | |
| Nemak 144A 3.625% 6/28/31 # | 775,000 | 574,005 | |
| Petroleos Mexicanos 7.69% 1/23/50 | 685,000 | 423,473 | |
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| Mexico (continued) | |||
| Southern Copper 3.875% 4/23/25 | 555,000 | $ 537,319 | |
| 9,765,619 | |||
| Morocco − 0.65% | |||
| OCP 144A 5.125% 6/23/51 # | 1,065,000 | 686,249 | |
| 686,249 | |||
| Nigeria − 0.76% | |||
| Access Bank 144A 6.125% 9/21/26 # | 965,000 | 807,705 | |
| 807,705 | |||
| Oman − 0.86% | |||
| Oryx Funding 144A 5.80% 2/3/31 # | 980,000 | 908,185 | |
| 908,185 | |||
| Paraguay − 0.60% | |||
| Banco Continental 144A 2.75% 12/10/25 # | 700,000 | 638,601 | |
| 638,601 | |||
| Peru − 2.79% | |||
| Consorcio Transmantaro 144A 5.20% 4/11/38 # | 805,000 | 689,033 | |
| InRetail Consumer 144A 3.25% 3/22/28 # | 1,115,000 | 936,674 | |
| Lima Metro Line 2 Finance 144A 4.35% 4/5/36 # | 721,846 | 615,242 | |
| SAN Miguel Industrias 144A 3.50% 8/2/28 # | 880,000 | 719,848 | |
| 2,960,797 | |||
| Philippines − 1.49% | |||
| International Container Terminal Services 4.75% 6/17/30 | 845,000 | 787,795 | |
| Rizal Commercial Banking 6.50% 8/27/25 μ, ψ | 875,000 | 794,063 | |
| 1,581,858 | |||
| Qatar − 0.88% | |||
| QNB Finance 2.625% 5/12/25 | 990,000 | 935,605 | |
| 935,605 | |||
| Republic of Korea − 2.77% | |||
| Hana Bank 144A 1.25% 12/16/26 # | 335,000 | 293,543 | |
| Kia 144A 2.375% 2/14/25 # | 845,000 | 807,307 | |
| Shinhan Bank 3.875% 3/24/26 | 490,000 | 462,813 | |
| Shinhan Financial Group 144A 5.00% 7/24/28 # | 565,000 | 540,505 | |
| SK Hynix | |||
| 144A 1.50% 1/19/26 # | 390,000 | 350,768 | |
| 144A 6.50% 1/17/33 # | 510,000 | 485,754 | |
| 2,940,690 | |||
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| Republic of Vietnam − 0.73% | |||
| Mong Duong Finance Holdings 144A 5.125% 5/7/29 # | 850,000 | $ 772,650 | |
| 772,650 | |||
| Saudi Arabia − 2.24% | |||
| EIG Pearl Holdings 144A 4.387% 11/30/46 # | 715,000 | 490,198 | |
| Greensaif Pipelines Bidco 144A 6.51% 2/23/42 # | 780,000 | 724,892 | |
| Saudi Arabian Oil | |||
| 144A 3.50% 11/24/70 # | 410,000 | 231,842 | |
| 144A 4.25% 4/16/39 # | 600,000 | 471,626 | |
| TMS Issuer 144A 5.78% 8/23/32 # | 465,000 | 452,119 | |
| 2,370,677 | |||
| Singapore − 0.26% | |||
| GLP 3.875% 6/4/25 | 445,000 | 275,900 | |
| 275,900 | |||
| South Africa − 2.38% | |||
| Anglo American Capital 144A 5.50% 5/2/33 # | 935,000 | 850,477 | |
| Bidvest Group UK 144A 3.625% 9/23/26 # | 585,000 | 521,556 | |
| Sasol Financing USA | |||
| 6.50% 9/27/28 | 400,000 | 354,410 | |
| 144A 8.75% 5/3/29 # | 835,000 | 794,018 | |
| 2,520,461 | |||
| Taiwan − 1.11% | |||
| Foxconn Far East 2.50% 10/28/30 | 685,000 | 535,218 | |
| TSMC Global 144A 4.625% 7/22/32 # | 695,000 | 646,862 | |
| 1,182,080 | |||
| Thailand − 1.54% | |||
| Bangkok Bank 144A 5.00% 9/23/25 #, μ, ψ | 580,000 | 541,960 | |
| PTTEP Treasury Center 144A 2.587% 6/10/27 # | 665,000 | 595,824 | |
| Thaioil Treasury Center 144A 2.50% 6/18/30 # | 640,000 | 498,855 | |
| 1,636,639 | |||
| Turkey − 3.54% | |||
| Akbank TAS | |||
| 144A 6.80% 2/6/26 # | 930,000 | 904,727 | |
| 6.80% 6/22/31 μ | 470,000 | 440,276 | |
| Coca-Cola Icecek 144A 4.50% 1/20/29 # | 675,000 | 591,469 | |
| Turkcell Iletisim Hizmetleri 144A 5.80% 4/11/28 # | 605,000 | 551,802 | |
| Turkiye Garanti Bankasi 144A 7.177% 5/24/27 #, μ | 895,000 | 842,210 | |
| Turkiye Sise ve Cam Fabrikalari 144A 6.95% 3/14/26 # | 435,000 | 421,110 | |
| 3,751,594 | |||
| Principal amount° | Value (US $) | ||
| Corporate BondsΔ (continued) | |||
| Ukraine − 0.90% | |||
| Metinvest 144A 7.75% 10/17/29 # | 810,000 | $ 483,975 | |
| MHP Lux | |||
| 144A 6.25% 9/19/29 # | 200,000 | 126,832 | |
| 144A 6.95% 4/3/26 # | 454,000 | 339,801 | |
| 950,608 | |||
| United Arab Emirates − 3.26% | |||
| Abu Dhabi National Energy PJSC 144A 2.00% 4/29/28 # | 585,000 | 502,296 | |
| Emirates NBD Bank PJSC 2.625% 2/18/25 | 610,000 | 579,561 | |
| First Abu Dhabi Bank 4.50% 4/5/26 μ, ψ | 615,000 | 577,639 | |
| Galaxy Pipeline Assets Bidco 144A 2.94% 9/30/40 # | 797,818 | 591,565 | |
| MAF Global Securities 7.875% 6/30/27 μ, ψ | 635,000 | 627,548 | |
| Sweihan PV Power PJSC 144A 3.625% 1/31/49 # | 775,608 | 578,670 | |
| 3,457,279 | |||
| United States − 0.94% | |||
| JBS USA LUX | |||
| 3.75% 12/1/31 | 410,000 | 318,952 | |
| 5.50% 1/15/30 | 740,000 | 676,729 | |
| 995,681 | |||
| Zambia − 1.13% | |||
| First Quantum Minerals | |||
| 144A 6.875% 10/15/27 # | 515,000 | 439,417 | |
| 144A 8.625% 6/1/31 # | 900,000 | 760,816 | |
| 1,200,233 | |||
| Total Corporate Bonds (cost $103,306,801) | 94,716,840 | ||
| Sovereign Bonds – 2.85%Δ | |||
| Hong Kong − 0.46% | |||
| Airport Authority 144A 2.50% 1/12/32 # | 610,000 | 486,411 | |
| 486,411 | |||
| Hungary − 0.76% | |||
| MFB Magyar Fejlesztesi Bank 6.50% 6/29/28 | 825,000 | 813,163 | |
| 813,163 | |||
| Poland − 0.67% | |||
| Bank Gospodarstwa Krajowego 144A 5.375% 5/22/33 # | 760,000 | 708,149 | |
| 708,149 | |||
| Principal amount° | Value (US $) | ||
| Sovereign BondsΔ (continued) | |||
| Republic of Korea − 0.82% | |||
| Korea Hydro & Nuclear Power 144A 5.00% 7/18/28 # | 895,000 | $ 870,870 | |
| 870,870 | |||
| Ukraine − 0.14% | |||
| State Agency of Roads of Ukraine 144A 6.25% 6/24/30 # | 560,000 | 145,742 | |
| 145,742 | |||
| Total Sovereign Bonds (cost $3,601,595) | 3,024,335 | ||
| Number of shares | |||
| Common Stock – 0.39%Δ | |||
| Mexico − 0.39% | |||
| Grupo Aeromexico =, † | 29,657 | 411,240 | |
| Total Common Stock (cost $484,744) | 411,240 | ||
| Short-Term Investments – 6.70% | |||
| U.S. Treasury Bills − 5.33% | |||
| US Treasury Bill ^ | 2,830,000 | 2,827,512 | |
| US Treasury Bill ^ | 2,870,000 | 2,825,199 | |
| 5,652,711 | |||
| Money Market Mutual Funds – 1.37% | |||
| BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 5.24%) | 363,967 | 363,967 | |
| Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 5.24%) | 363,967 | 363,967 | |
| Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 5.39%) | 363,966 | 363,966 | |
| Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 5.25%) | 363,966 | 363,966 | |
| Number of shares | Value (US $) | ||
| Short-Term Investments (continued) | |||
| Money Market Mutual Funds (continued) | |||
| 1,455,866 | |||
| Total Short-Term Investments (cost $7,108,783) | 7,108,577 | ||
| Total Value of Securities−99.28% (cost $114,501,923) | 105,260,992 | ||
| Receivables and Other Assets Net of Liabilities — 0.72%★ | 758,078 | ||
| Net Assets Applicable to 14,902,871 Shares Outstanding — 100.00% | $106,019,070 |
| ° | Principal amount shown is stated in USD unless noted that the security is denominated in another currency. |
| Δ | Securities have been classified by country of risk. |
| # | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At October 31, 2023, the aggregate value of Rule 144A securities was $79,029,408, which represents 74.54% of the Fund's net assets. |
| μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2023. Rate will reset at a future date. |
| ‡ | Non-income producing security. Security is currently in default. |
| ψ | Perpetual security. Maturity date represents next call date. |
| = | The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security. |
| † | Non-income producing security. |
| ^ | Zero-coupon security. The rate shown is the effective yield at the time of purchase. |
| ★ | Of this amount, $55,400 represents cash pledged as collateral for open futures contracts. |
| Futures Contracts Exchange-Traded | |||||||||||
| Contracts to Buy (Sell) | Notional Amount | Notional Cost (Proceeds) | Expiration Date | Value/ Unrealized Appreciation | Variation Margin Due from (Due to) Brokers | ||||||
| (17) | US Treasury 10 yr Ultra Notes | $(1,850,079) | $(1,951,106) | 12/19/23 | $101,027 | $(266) | |||||
| Futures Contracts Exchange-Traded | |||||||||||
| Contracts to Buy (Sell) | Notional Amount | Notional Cost (Proceeds) | Expiration Date | Value/ Unrealized Appreciation | Variation Margin Due from (Due to) Brokers | ||||||
| (2) | US Treasury Long Bonds | $(218,875) | $(240,089) | 12/19/23 | $21,214 | $(312) | |||||
| Total Futures Contracts | $(2,191,195) | $122,241 | $(578) | ||||||||
| CDS Contracts1 | ||||||||||
| Counterparty/ Reference Obligation/ Termination Date/ Payment Frequency | Notional Amount2 | Annual Protection Payments | Value | Upfront Payments Paid (Received) | Unrealized Depreciation3 | |||||
| Over-The-Counter: | ||||||||||
| Protection Purchased/Moody’s Ratings: | ||||||||||
| JPMCB Mexico 10.375% 1/28/33 Baa2 6/22/26-Quarterly | 1,748,000 | 1.000% | $(15,835) | $6,902 | $(22,736) | |||||
| JPMCB Republic of Brazil 4.25% 1/7/25 Ba2 6/20/26-Quarterly | 2,527,000 | 1.000% | (6,337) | 42,125 | (48,462) | |||||
| (22,172) | 49,027 | (71,198) | ||||||||
| Total CDS Contracts | $(22,172) | $49,027 | $(71,198) | |||||||
| 1 | A CDS contract is a risk-transfer instrument through which one party (purchaser of protection) transfers to another party (seller of protection) the financial risk of a credit event (as defined in the CDS agreement), as it relates to a particular reference security or basket of securities (such as an index). Periodic payments (receipts) on such contracts are accrued daily and recorded as unrealized losses (gains) on swap contracts. Upon payment (receipt), such amounts are recorded as realized losses (gains) on swap contracts. Upfront payments made or received in connection with CDS contracts are amortized over the expected life of the CDS contracts as unrealized losses (gains) on swap contracts. The change in value of CDS contracts is recorded daily as unrealized appreciation or depreciation. A realized gain or loss is recorded upon a credit event (as defined in the CDS agreement) or the maturity or termination of the CDS agreement. |
| 2 | Notional amount shown is stated in USD unless noted that the swap is denominated in another currency. |
| 3 | Unrealized appreciation (depreciation) does not include periodic interest payments (receipt) on swap contracts accrued daily in the amount of $(4,988) |
| Summary of abbreviations: |
| CDS – Credit Default Swap |
| JPMCB – JPMorgan Chase Bank |
| JSC – Joint Stock Company |
| PJSC – Private Joint Stock Company |
| yr – Year |
| USD – US Dollar |