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
      2022-12-31
      2022-03-31
      N
    
    
      461660271.46
      1898705.65
      459761565.81
      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
      446530.13000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FYEU6
        
          
        
        5991939.55000000
        PA
        USD
        5624071.01000000
        1.223258190382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-25
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JSW STEEL LTD
        335800EK6HZSC4CVAJ09
        JSW Steel Ltd
        46635UAC3
        
          
          
        
        200000.00000000
        PA
        USD
        188452.96000000
        0.040989280969
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-04-05
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X5YV9
        
          
        
        34007.48000000
        PA
        USD
        34338.20000000
        0.007468697375
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YAW0
        
          
          
        
        1515000.00000000
        PA
        USD
        1552875.00000000
        0.337756592868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        88032WAL0
        
          
          
        
        200000.00000000
        PA
        USD
        198992.36000000
        0.043281643094
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-04-11
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3HARRIS TECH INC
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431AL3
        
          
          
        
        215000.00000000
        PA
        USD
        219530.46000000
        0.047748762907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
          
        
        1130000.00000000
        PA
        USD
        1179437.50000000
        0.256532426307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        92556VAB2
        
          
          
        
        2035000.00000000
        PA
        USD
        1895961.47000000
        0.412379287655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-22
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 2 Year US Treasury Note
        000000000
        
          
          
        
        113.00000000
        NC
        USD
        -290707.47000000
        -0.06323005044
        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
                
                  
                  
                  
                
              
            
            2022-06-30
            24237879.35000000
            USD
            -290707.47000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXX7
        
          
          
        
        4905000.00000000
        PA
        USD
        4788721.09000000
        1.041566204335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-09
          Floating
          0.99305300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Master Trust
        5493007MUBNP1GFMEB89
        Verizon Master Trust
        92348KAJ2
        
          
        
        1665000.00000000
        PA
        USD
        1610690.36000000
        0.350331667494
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-07-20
          Fixed
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEG2
        
          
          
        
        24550000.00000000
        PA
        USD
        24517873.87000000
        5.332736725568
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-03-31
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zais Matrix CDO I
        549300AH84CSK4XX3T86
        Zais Clo 16 Ltd
        98875JAS3
        
          
        
        2000000.00000000
        PA
        USD
        1995288.00000000
        0.433983209641
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-10-20
          Floating
          1.67400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005NBF6
        
          
          
        
        1511000.00000000
        PA
        USD
        1590249.54000000
        0.345885706474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NG2
        
          
          
        
        275000.00000000
        PA
        USD
        268143.15000000
        0.058322219589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL INDU
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAP6
        
          
          
        
        250000.00000000
        PA
        USD
        240300.00000000
        0.052266221857
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-05-09
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040WAQ1
        
          
          
        
        290000.00000000
        PA
        USD
        284656.00000000
        0.061913831248
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AT3
        
          
          
        
        1850000.00000000
        PA
        USD
        1896668.47000000
        0.412533063014
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-11-26
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J94R9
        
          
        
        322279.17000000
        PA
        USD
        342262.48000000
        0.074443473628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZX9
        
          
          
        
        2041000.00000000
        PA
        USD
        2187817.09000000
        0.475859065371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OOREDOO INTL FINANCE
        549300BHXCDJ03WU7N77
        Ooredoo International Finance Ltd
        74733LAE2
        
          
          
        
        200000.00000000
        PA
        USD
        213377.20000000
        0.046410403971
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-10-19
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAH6
        
          
          
        
        3690000.00000000
        PA
        USD
        3398370.08000000
        0.739159236595
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-09-02
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Lease Securitizat
        N/A
        Hyundai Auto Lease Securitization Trust 2021-A
        44891TAE6
        
          
        
        4100000.00000000
        PA
        USD
        4006207.99000000
        0.871366440329
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2A5
        
          
          
        
        2145000.00000000
        PA
        USD
        2055873.96000000
        0.447160900972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        000000000
        
          
          
        
        210000.00000000
        PA
        USD
        210956.21000000
        0.045883828855
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2023-03-13
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAL5
        
          
          
        
        250000.00000000
        PA
        USD
        256557.50000000
        0.055802293858
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI PORTS AND SPECIAL
        335800QOAXP5TM7OYP69
        Adani Ports & Special Economic Zone Ltd
        00652MAF9
        
          
          
        
        235000.00000000
        PA
        USD
        231602.18000000
        0.050374410830
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2024-07-24
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINAN NA
        5493003HSDTSCZRXBA58
        Daimler Trucks Finance North America LLC
        233853AD2
        
          
          
        
        2125000.00000000
        PA
        USD
        2030831.69000000
        0.441714105967
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-13
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBC2
        
          
          
        
        340000.00000000
        PA
        USD
        346680.56000000
        0.075404423897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND ELECTRIC ILLUM
        N/A
        Cleveland Electric Illuminating Co/The
        186108CJ3
        
          
          
        
        2580000.00000000
        PA
        USD
        2721581.11000000
        0.591954898449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        213800D26TAPVTCVWG40
        OCP SA
        67091TAC9
        
          
          
        
        835000.00000000
        PA
        USD
        838850.19000000
        0.182453308928
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2025-10-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380KNG6
        
          
        
        31932.41000000
        PA
        USD
        31947.27000000
        0.006948660430
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        N/A
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
          
        
        4681475.00000000
        NS
        USD
        4681475.00000000
        1.018239746019
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPER
        549300TPZNMN50BJ3745
        Charter Communications Operating LLC
        16117LBX6
        
          
          
        
        239445.93830000
        PA
        USD
        237724.80000000
        0.051706105442
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-01
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAB2
        
          
          
        
        1008000.00000000
        PA
        USD
        1033572.96000000
        0.224806298929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        Equitable Holdings Inc
        054561AC9
        
          
          
        
        1355000.00000000
        PA
        USD
        1373889.51000000
        0.298826524913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-20
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412AEK4
        
          
          
        
        250000.00000000
        PA
        USD
        250237.50000000
        0.054427668297
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2022-06-27
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AF7
        
          
          
        
        507000.00000000
        PA
        USD
        514546.14000000
        0.111915866454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAF0
        
          
          
        
        3025000.00000000
        PA
        USD
        3017302.59000000
        0.656275516350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AY0
        
          
          
        
        1515000.00000000
        PA
        USD
        1572537.43000000
        0.342033250915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCX7
        
          
          
        
        1060000.00000000
        PA
        USD
        1007248.47000000
        0.219080615889
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-09-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGF5
        
          
          
        
        3135000.00000000
        PA
        USD
        3035873.49000000
        0.660314762207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-22
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8BP1
        
          
        
        243535.41000000
        PA
        USD
        233663.39000000
        0.050822732341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BN8
        
          
          
        
        1475000.00000000
        PA
        USD
        1478397.37000000
        0.321557407130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        22535WAG2
        
          
          
        
        650000.00000000
        PA
        USD
        614302.72000000
        0.133613326054
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-16
          Fixed
          1.90700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AJ5
        
          
          
        
        2575000.00000000
        PA
        USD
        2696310.31000000
        0.586458397245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KYT66
        
          
        
        257154.89000000
        PA
        USD
        255249.40000000
        0.055517776817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENGIE ENERGIA CHILE SA
        5493000FIKCC3ZDWTO77
        Engie Energia Chile SA
        268270AD7
        
          
          
        
        1540000.00000000
        PA
        USD
        1586153.80000000
        0.344994866459
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-29
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA3
        35564KED7
        
          
        
        1577087.38000000
        PA
        USD
        1562334.36000000
        0.339814041925
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          0.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BRADESCO (CAYMAN)
        N/A
        Banco Bradesco SA/Cayman Islands
        05947KBA7
        
          
          
        
        200000.00000000
        PA
        USD
        200503.00000000
        0.043610213404
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2027-03-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORP CHRISTI HD
        549300I7CIEWU1BBLQ53
        Cheniere Corpus Christi Holdings LLC
        16412XAD7
        
          
          
        
        1955000.00000000
        PA
        USD
        2081141.10000000
        0.452656606111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAG5
        
          
          
        
        1955000.00000000
        PA
        USD
        2026476.36000000
        0.440766804078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAF9
        
          
          
        
        1485000.00000000
        PA
        USD
        1421112.63000000
        0.309097744500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAH6
        
          
          
        
        465000.00000000
        PA
        USD
        481760.93000000
        0.104784950684
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-11-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119BJ8
        
          
          
        
        1455000.00000000
        PA
        USD
        1440649.92000000
        0.313347184091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335BWN2
        
          
        
        608293.42000000
        PA
        USD
        636328.39000000
        0.138403998359
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        226775AF1
        
          
          
        
        200000.00000000
        PA
        USD
        206546.00000000
        0.044924590344
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2023-04-04
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRIEN LTD
        5493002QQ7GD21OWF963
        Nutrien Ltd
        67077MAV0
        
          
          
        
        1995000.00000000
        PA
        USD
        1981154.70000000
        0.430909159731
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-05-13
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAD4
        
          
          
        
        2825000.00000000
        PA
        USD
        2800304.70000000
        0.609077597660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF CHINA
        54930053HGCFWVHYZX42
        Bank of China Ltd
        061202AA5
        
          
          
        
        200000.00000000
        PA
        USD
        208075.84000000
        0.045257336731
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2024-11-13
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBL8
        
          
          
        
        1040000.00000000
        PA
        USD
        1017688.67000000
        0.221351401613
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-02-14
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK HUTCHISON INTL 17 LTD
        254900TNOJOSKVTDPK87
        CK Hutchison International 17 Ltd
        12563UAA5
        
          
          
        
        200000.00000000
        PA
        USD
        200012.32000000
        0.043503488519
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-04-05
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWDW0
        
          
        
        217000.00000000
        PA
        USD
        221778.82000000
        0.048237790300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy CLO Ltd
        549300BW4412X0TZDD77
        Galaxy XXI CLO Ltd
        36320WAL0
        
          
        
        1500000.00000000
        PA
        USD
        1485895.50000000
        0.323188280730
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.27400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        5493004Y6G18HN4CQ515
        KKR Clo 32 Ltd
        48254HAA2
        
          
        
        1700000.00000000
        PA
        USD
        1697016.50000000
        0.369107952077
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Floating
          1.56129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HAU4
        
          
        
        1264123.99000000
        PA
        USD
        1247787.97000000
        0.271398929965
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-25
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400HB2
        
          
          
        
        4155000.00000000
        PA
        USD
        4012541.67000000
        0.872744041344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL CORP
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717AJ1
        
          
          
        
        1237000.00000000
        PA
        USD
        1262506.94000000
        0.274600365468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        Fox Corp
        35137LAG0
        
          
          
        
        5265000.00000000
        PA
        USD
        5378205.92000000
        1.169781538942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          4.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURK IHRACAT KR
        789000JVRVYLAXGDWR11
        Turkiye Ihracat Kredi Bankasi AS
        90016LAA4
        
          
          
        
        200000.00000000
        PA
        USD
        183645.00000000
        0.039943530224
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2026-07-06
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J7RS6
        
          
        
        272520.14000000
        PA
        USD
        298308.23000000
        0.064883246487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J83Y7
        
          
        
        279596.46000000
        PA
        USD
        311133.10000000
        0.067672707580
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRPORT AUTHORITY HK
        254900748HGC4RBR4O84
        Airport Authority
        00946AAC8
        
          
          
        
        200000.00000000
        PA
        USD
        189888.72000000
        0.041301564576
        Long
        DBT
        NUSS
        HK
        N
        
        2
        
          2027-01-12
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2015-K720 Mortgage Trust
        357081AE8
        
          
          
        
        2700000.00000000
        PA
        USD
        2704700.43000000
        0.588283282278
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-07-25
          Variable
          3.42522400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KSA SUKUK LTD
        635400XBJFPNCGN9CK71
        KSA Sukuk Ltd
        48266XAA3
        
          
          
        
        250000.00000000
        PA
        USD
        250136.75000000
        0.054405754765
        Long
        DBT
        NUSS
        KY
        
        N
        
        2
        
          2022-04-20
          Fixed
          2.89400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRB HOLDING CORP
        549300HVW4WNWYBXN830
        IRB Holding Corp
        44988MAC9
        
          
          
        
        177000.00000000
        PA
        USD
        184341.08000000
        0.040094930439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        5493001O6AOY43J70E72
        Sound Point Clo XXI Ltd
        83613HAA5
        
          
        
        3200000.00000000
        PA
        USD
        3175638.40000000
        0.690714195390
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-26
          Floating
          1.44714000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
        05969BAC7
        
          
          
        
        200000.00000000
        PA
        USD
        204938.00000000
        0.044574843840
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-10-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X5KJ1
        
          
        
        617688.24000000
        PA
        USD
        622619.92000000
        0.135422350692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAK1
        
          
          
        
        200000.00000000
        PA
        USD
        190250.00000000
        0.041380144437
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-08
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCF1
        
          
          
        
        955000.00000000
        PA
        USD
        937717.94000000
        0.203957444408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Floating
          0.97863100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS COMPANY
        6VJJ5GQWIRDQ06DUXG89
        ConocoPhillips Co
        20826FAU0
        
          
          
        
        1360000.00000000
        PA
        USD
        1345283.71000000
        0.292604647722
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-07
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2V4
        
          
          
        
        180000.00000000
        PA
        USD
        179782.49000000
        0.039103418678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Fixed
          3.52600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Pass-Through Certificates
        31394JY35
        
          
        
        272442.59000000
        PA
        USD
        292663.61000000
        0.063655518808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS HOLDING LTD
        213800CLGMKL63VKTD94
        IHS Holding Ltd
        44963HAA3
        
          
          
        
        200000.00000000
        PA
        USD
        190196.00000000
        0.041368399219
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-11-29
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW GOLD INC
        5493005G0GNCHP0H6L96
        New Gold Inc
        644532AA1
        
          
          
        
        166000.00000000
        PA
        USD
        166135.29000000
        0.036135097484
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-05-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasin
        2549001DWK2615D9KR84
        GM Financial Automobile Leasing Trust 2022-1
        36265MAE5
        
          
        
        2150000.00000000
        PA
        USD
        2114812.67000000
        0.459980308765
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-20
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB Finance Ltd
        000000000
        
          
          
        
        250000.00000000
        PA
        USD
        244862.50000000
        0.053258584059
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-05-12
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAQ8
        
          
          
        
        3905000.00000000
        PA
        USD
        3844601.76000000
        0.836216431712
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-02-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB Finance Ltd
        000000000
        
          
          
        
        380000.00000000
        PA
        USD
        381978.66000000
        0.083081903405
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-03-28
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHR3
        
          
          
        
        4345000.00000000
        PA
        USD
        4373114.32000000
        0.951170051001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.45800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA1
        35564KBK4
        
          
        
        835299.68000000
        PA
        USD
        830858.56000000
        0.180715097082
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          0.79900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        Fannie Mae Grantor Trust 2001-T5
        31359SX96
        
          
        
        15255.81000000
        PA
        USD
        16540.33000000
        0.003597588669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-19
          Variable
          6.97489500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CBG9
        
          
          
        
        1030000.00000000
        PA
        USD
        1043523.90000000
        0.226970668625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QM6W9
        
          
        
        222968.33000000
        PA
        USD
        224543.89000000
        0.048839204208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCL8
        
          
          
        
        2850000.00000000
        PA
        USD
        2893170.95000000
        0.629276382618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-19
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD CRESCENT LTD
        21380096JRTWB8TL9236
        DP World Crescent Ltd
        26139PAA1
        
          
          
        
        615000.00000000
        PA
        USD
        622833.87000000
        0.135468885682
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-05-31
          Fixed
          3.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAJ2
        
          
          
        
        1800000.00000000
        PA
        USD
        1827747.00000000
        0.397542364547
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WLUP9
        
          
        
        94235.13000000
        PA
        USD
        96183.16000000
        0.020920226298
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2B0
        
          
          
        
        4115000.00000000
        PA
        USD
        3942322.67000000
        0.857471124854
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-08
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBD5
        
          
          
        
        2295000.00000000
        PA
        USD
        2202623.50000000
        0.479079519428
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-02
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        2549001LFFVBUD1OX384
        Dryden 83 CLO Ltd
        26246EAC2
        
          
        
        3100000.00000000
        PA
        USD
        3092603.40000000
        0.672653747068
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-18
          Floating
          1.46129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORP
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200JY8
        
          
          
        
        1280000.00000000
        PA
        USD
        1289086.85000000
        0.280381603392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT LOYALTY KY LTD/IP
        N/A
        Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
        84859BAA9
        
          
          
        
        581999.00000000
        PA
        USD
        620841.61000000
        0.135035561075
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-09-20
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BK2
        
          
          
        
        1232000.00000000
        PA
        USD
        1289793.12000000
        0.280535219973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYL2
        
          
          
        
        3535000.00000000
        PA
        USD
        3428421.52000000
        0.745695546333
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-21
          Fixed
          0.92500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KYPB4
        
          
        
        70271.74000000
        PA
        USD
        65463.26000000
        0.014238523806
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAY2
        
          
          
        
        7650000.00000000
        PA
        USD
        7775735.40000000
        1.691253897289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-05
          Fixed
          4.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        -30.00000000
        NC
        USD
        82194.60000000
        0.017877657923
        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
                
                  
                  
                  
                
              
            
            2022-06-30
            -3522819.60000000
            USD
            82194.60000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF UZBEKISTAN
        213800L6VDKUM3TCM927
        Republic of Uzbekistan International Bond
        91822Q2B2
        
          
          
        
        200000.00000000
        PA
        USD
        200631.00000000
        0.043638053921
        Long
        DBT
        NUSS
        UZ
        N
        
        2
        
          2024-02-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X72U2
        
          
        
        3589816.23000000
        PA
        USD
        3881952.61000000
        0.844340392646
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIA CORP
        988400V8MJK9N7OI5X76
        Kia Corp
        49374JAB9
        
          
          
        
        250000.00000000
        PA
        USD
        238969.90000000
        0.051976919727
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-04-16
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICICI BANK LTD/DUBAI
        R7RX8ER1V4666J8D1I38
        ICICI Bank Ltd/Dubai
        000000000
        
          
          
        
        320000.00000000
        PA
        USD
        320299.20000000
        0.069666371401
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2022-09-09
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132AEH41
        
          
        
        346693.28000000
        PA
        USD
        361599.81000000
        0.078649421110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIF GAS CO
        XY0N0J73VHV5F4CUJV89
        Southern California Gas Co
        842434CW0
        
          
          
        
        390000.00000000
        PA
        USD
        385092.36000000
        0.083759145747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335AU97
        
          
        
        104227.87000000
        PA
        USD
        108489.90000000
        0.023596992021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Funding Ltd
        N/A
        Cedar Funding IX CLO Ltd
        15033EAA6
        
          
        
        1500000.00000000
        PA
        USD
        1486278.00000000
        0.323271476027
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.23400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAA0
        
          
          
        
        1723000.00000000
        PA
        USD
        1687605.27000000
        0.367060971490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RCQ5
        
          
        
        1000000.00000000
        PA
        USD
        1002996.70000000
        0.218155838718
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-20
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6Q38
        
          
        
        124955.60000000
        PA
        USD
        127434.77000000
        0.027717577865
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2021-2
        24702VAC6
        
          
        
        1800000.00000000
        PA
        USD
        1777398.66000000
        0.386591396970
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-22
          Fixed
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMIRATES NBD BANK PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        196030.80000000
        0.042637491817
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2025-02-18
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B85
        
          
          
        
        200000.00000000
        PA
        USD
        190067.50000000
        0.041340449949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-10
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO MAURITIUS LTD
        2138005EDWGI4914B264
        Greenko Mauritius Ltd
        39531LAA7
        
          
          
        
        210000.00000000
        PA
        USD
        212541.00000000
        0.046228527090
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2023-02-21
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Pass-Through Certificates
        31393LFK4
        
          
          
        
        526.96000000
        PA
        USD
        598.16000000
        0.000130102219
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust
        N/A
        Ford Credit Auto Owner Trust 2022-A
        345286AE8
        
          
        
        1665000.00000000
        PA
        USD
        1599883.68000000
        0.347981170888
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF IRELAND GROUP
        635400C8EK6DRI12LJ39
        Bank of Ireland Group PLC
        06279JAB5
        
          
          
        
        425000.00000000
        PA
        USD
        385894.86000000
        0.083933692743
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-09-30
          Fixed
          2.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE BOGOTA SA
        549300LYHE7LWSKDZT53
        Banco de Bogota SA
        059514AC3
        
          
          
        
        200000.00000000
        PA
        USD
        204759.00000000
        0.044535910616
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2026-05-12
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAK7
        
          
          
        
        2940000.00000000
        PA
        USD
        2703751.30000000
        0.588076842664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CD9
        
          
          
        
        150000.00000000
        PA
        USD
        146799.78000000
        0.031929545859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 33
        549300IDWDG12HO3TO90
        Octagon Investment Partners 33 Ltd
        675711AA3
        
          
        
        2650000.00000000
        PA
        USD
        2637481.40000000
        0.573662871395
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          1.44400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        80414L2H7
        
          
          
        
        205000.00000000
        PA
        USD
        194781.57000000
        0.042365779239
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2025-11-24
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOOKMIN BANK
        549300XXMOJSIW8P4769
        Kookmin Bank
        50050GAK4
        
          
          
        
        200000.00000000
        PA
        USD
        200987.86000000
        0.043715672415
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2023-03-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300MYRV6PEDBLPL32
        Venture 34 CLO Ltd
        92332CAA7
        
          
        
        700000.00000000
        PA
        USD
        697400.90000000
        0.151687516282
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          1.47129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599EE1
        
          
          
        
        1247000.00000000
        PA
        USD
        1314213.30000000
        0.285846707887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBL1
        
          
          
        
        250000.00000000
        PA
        USD
        236700.75000000
        0.051483370425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AM0
        
          
          
        
        2295000.00000000
        PA
        USD
        2218768.36000000
        0.482591091774
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-11
          Fixed
          2.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP
        529900ODI3047E2LIV03
        Nordea Bank Abp
        65559CAC5
        
          
          
        
        3580000.00000000
        PA
        USD
        3411740.72000000
        0.742067404870
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2024-05-24
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBK SPC LTD
        549300P1ANDK86KWB419
        NBK SPC Ltd
        62877PAB0
        
          
          
        
        200000.00000000
        PA
        USD
        183210.80000000
        0.039849089968
        Long
        DBT
        CORP
        AE
        
        N
        
        2
        
          2027-09-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZR8
        
          
          
        
        40000.00000000
        PA
        USD
        39993.83000000
        0.008698819774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELBILT INC
        549300UR3W71YLZWI068
        Welbilt Inc
        563568AB0
        
          
          
        
        597000.00000000
        PA
        USD
        608820.60000000
        0.132420942783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ESAD0
        
          
        
        729982.16000000
        PA
        USD
        799043.14000000
        0.173795114559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBG9
        
          
          
        
        735000.00000000
        PA
        USD
        712690.77000000
        0.155013124845
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-04
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCA2
        
          
          
        
        1310000.00000000
        PA
        USD
        1306332.52000000
        0.284132606364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-16
          Floating
          0.82126100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DRV6
        
          
        
        991304.49000000
        PA
        USD
        981205.28000000
        0.213416116736
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        05674XAA9
        
          
          
        
        200000.00000000
        PA
        USD
        214825.00000000
        0.046725306327
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2026-07-14
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC NETWORKS INC
        549300VGG9K75226LR46
        AMC Networks Inc
        00164VAD5
        
          
          
        
        610000.00000000
        PA
        USD
        609277.15000000
        0.132520244254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06739GCR8
        
          
          
        
        2660000.00000000
        PA
        USD
        2661488.80000000
        0.578884577990
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-05-12
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AL3
        
          
          
        
        188000.00000000
        PA
        USD
        196780.55000000
        0.042800565474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Variable
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J87H0
        
          
        
        1096573.82000000
        PA
        USD
        1223970.48000000
        0.266218529564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCR5
        
          
          
        
        240000.00000000
        PA
        USD
        219628.56000000
        0.047770100054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-08
          Fixed
          2.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D2W1
        
          
        
        594721.05000000
        PA
        USD
        574920.41000000
        0.125047514353
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088MAJ1
        
          
          
        
        2885000.00000000
        PA
        USD
        2821826.58000000
        0.613758693602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418AK31
        
          
        
        710618.91000000
        PA
        USD
        725547.66000000
        0.157809550418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAF8
        
          
          
        
        4960000.00000000
        PA
        USD
        4947744.83000000
        1.076154510932
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYG3
        
          
          
        
        179000.00000000
        PA
        USD
        163842.92000000
        0.035636497737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-10
          Fixed
          1.54200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477BQ5
        
          
          
        
        660000.00000000
        PA
        USD
        620159.03000000
        0.134887097164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-18
          Fixed
          1.68400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D2S0
        
          
        
        33592.35000000
        PA
        USD
        33250.12000000
        0.007232035575
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDL5
        
          
        
        830000.00000000
        PA
        USD
        832665.05000000
        0.181108015963
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAB9
        
          
          
        
        200000.00000000
        PA
        USD
        186961.00000000
        0.040664773635
        Long
        DBT
        CORP
        QA
        N
        
        2
        
          2026-09-12
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4PF7
        
          
        
        845787.09000000
        PA
        USD
        881964.45000000
        0.191830834847
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STILLWATER MINING CO
        6354007DPCY4ZN2MRR73
        Stillwater Mining Co
        86074QAP7
        
          
          
        
        200000.00000000
        PA
        USD
        192800.00000000
        0.041934779750
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISC CAPITAL TWO LABUAN
        9845000ED8376T875113
        Misc Capital Two Labuan Ltd
        60475DAB7
        
          
        
        200000.00000000
        PA
        USD
        198949.60000000
        0.043272342621
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2027-04-06
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZZ4
        
          
          
        
        476000.00000000
        PA
        USD
        517459.60000000
        0.112549555787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MBC6
        
          
          
        
        853000.00000000
        PA
        USD
        891958.56000000
        0.194004594191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RURAL UTIL COOP
        4NYF266XZC35SCTGX023
        National Rural Utilities Cooperative Finance Corp
        63743HFC1
        
          
          
        
        1720000.00000000
        PA
        USD
        1668064.94000000
        0.362810870687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-07
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CK6
        
          
          
        
        2535000.00000000
        PA
        USD
        2527161.02000000
        0.549667742571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAH1
        
          
          
        
        1115000.00000000
        PA
        USD
        1063760.18000000
        0.231372141367
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-09-18
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEDYNE TECHNOLOGIES IN
        549300VSMO9KYQWDND94
        Teledyne Technologies Inc
        879360AB1
        
          
          
        
        5745000.00000000
        PA
        USD
        5518952.06000000
        1.200394393619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017AP9
        
          
          
        
        615000.00000000
        PA
        USD
        625032.00000000
        0.135946987847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          4.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967ND9
        
          
          
        
        1960000.00000000
        PA
        USD
        1866939.98000000
        0.406066996207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-03
          Fixed
          1.28100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAIDU INC
        254900AL64IANZYI1E02
        Baidu Inc
        056752AS7
        
          
          
        
        200000.00000000
        PA
        USD
        184541.52000000
        0.040138526950
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-09
          Fixed
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCOLOMBIA SA
        54930052NWJRPNMP1W58
        Bancolombia SA
        05968LAM4
        
          
          
        
        215000.00000000
        PA
        USD
        209367.00000000
        0.045538169253
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2025-01-29
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USI INC/NY
        N/A
        USI Inc/NY
        91739VAA6
        
          
          
        
        1194000.00000000
        PA
        USD
        1199958.06000000
        0.260995731099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANGRID INC
        549300OX0Q38NLSKPB49
        Avangrid Inc
        05351WAC7
        
          
          
        
        885000.00000000
        PA
        USD
        883194.69000000
        0.192098417022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Pass-Through Certificates
        3133TQCA3
        
          
        
        2930.01000000
        PA
        USD
        3020.22000000
        0.000656910064
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Variable
          8.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J6EW3
        
          
        
        1391739.81000000
        PA
        USD
        1554047.43000000
        0.338011601135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAH1
        
          
          
        
        1195000.00000000
        PA
        USD
        1197110.13000000
        0.260376294806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-19
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCD2
        
          
          
        
        130000.00000000
        PA
        USD
        131675.70000000
        0.028639997292
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2023-09-21
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAQ1
        
          
          
        
        350000.00000000
        PA
        USD
        353662.89000000
        0.076923108911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-24
          Fixed
          3.73700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QCBM7
        
          
        
        144758.74000000
        PA
        USD
        142826.88000000
        0.031065424041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558AW3
        
          
          
        
        1615000.00000000
        PA
        USD
        1644539.80000000
        0.357694057593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBAM CLO Management
        N/A
        CBAM 2020-13 Ltd
        12511AAA2
        
          
        
        3000000.00000000
        PA
        USD
        2993520.00000000
        0.651102706840
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-20
          Floating
          1.68400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODMAN HK FINANCE
        213800SL4LTTO1S5AU13
        Goodman HK Finance
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        204252.20000000
        0.044425679567
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-06-19
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QK6D5
        
          
        
        549543.62000000
        PA
        USD
        551060.42000000
        0.119857870030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDF0
        
          
          
        
        2695000.00000000
        PA
        USD
        2677286.57000000
        0.582320656856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Floating
          0.92770100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AH9
        
          
          
        
        4345000.00000000
        PA
        USD
        4279857.59000000
        0.930886335063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 48
        N/A
        Octagon Investment Partners 48 Ltd
        67577UAJ4
        
          
        
        2900000.00000000
        PA
        USD
        2869982.10000000
        0.624232713959
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          1.40400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENGIZCHEVROIL FIN CO IN
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co International Ltd
        88034QAB3
        
          
          
        
        200000.00000000
        PA
        USD
        177500.00000000
        0.038606967871
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-08-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKG3
        
          
          
        
        3125000.00000000
        PA
        USD
        3056834.69000000
        0.664873907981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-04
          Fixed
          1.84300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q8J48
        
          
        
        190889.62000000
        PA
        USD
        193439.98000000
        0.042073977988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DUE0
        
          
        
        1709349.32000000
        PA
        USD
        1691934.81000000
        0.368002663950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF GEORGIA JSC
        549300RPLD8RXL49Z691
        Bank of Georgia JSC
        47973XAA9
        
          
          
        
        200000.00000000
        PA
        USD
        195000.00000000
        0.042413288648
        Long
        DBT
        CORP
        GE
        N
        
        2
        
          2023-07-26
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
          
        
        265000.00000000
        PA
        USD
        256056.25000000
        0.055693269955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLIED SYSTEMS INC
        549300NSKGF0SY5SWQ62
        Applied Systems Inc
        03827FAX9
        
          
          
        
        244032.90490000
        PA
        USD
        242769.06000000
        0.052803252392
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-19
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF Equipment Finance LLC
        N/A
        MMAF Equipment Finance LLC 2020-B
        60700KAB8
        
          
        
        2460072.90000000
        PA
        USD
        2448070.94000000
        0.532465330303
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-08-14
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEY BANK NA
        HUX2X73FUCYHUVH1BK78
        KeyBank NA/Cleveland OH
        49306SAA4
        
          
          
        
        1990000.00000000
        PA
        USD
        1994803.46000000
        0.433877820231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-22
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6MU2
        
          
        
        135953.44000000
        PA
        USD
        140308.97000000
        0.030517768433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIMB BANK BHD
        SR3J0ZUTXT7OTFT2VU03
        CIMB Bank Bhd
        12570RAA3
        
          
          
        
        200000.00000000
        PA
        USD
        189499.04000000
        0.041216807600
        Long
        DBT
        CORP
        MY
        N
        
        2
        
          2027-07-20
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURK TELEKOMUNIKASYON AS
        789000A2TXOI10JZLF90
        Turk Telekomunikasyon AS
        90011QAB6
        
          
          
        
        200000.00000000
        PA
        USD
        191828.00000000
        0.041723365819
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2024-06-19
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X5PY3
        
          
        
        92474.19000000
        PA
        USD
        93529.66000000
        0.020343079316
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PT PERTAMINA (PERSERO)
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        69370PAK7
        
          
          
        
        200000.00000000
        PA
        USD
        185463.96000000
        0.040339161381
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2026-02-09
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAJ1
        
          
          
        
        875000.00000000
        PA
        USD
        845655.65000000
        0.183933524001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canyon Capital CLO Ltd
        N/A
        Canyon Capital CLO 2019-2 Ltd
        13887WAJ9
        
          
        
        2800000.00000000
        PA
        USD
        2771011.60000000
        0.602706229938
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          1.42129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VF CORP
        CWAJJ9DJ5Z7P057HV541
        VF Corp
        918204BA5
        
          
          
        
        580000.00000000
        PA
        USD
        567749.18000000
        0.123487742825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-23
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2X8
        
          
          
        
        2055000.00000000
        PA
        USD
        2031219.33000000
        0.441798419235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-24
          Floating
          0.83500800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLD FIELDS OROGEN HOLD
        213800CLGJ2E9KGU2F20
        Gold Fields Orogen Holdings BVI Ltd
        38060AAB0
        
          
          
        
        250000.00000000
        PA
        USD
        255357.50000000
        0.055541289004
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-05-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC HOLDINGS CORP
        549300HTO5U9D3SLE207
        ITC Holdings Corp
        465685AM7
        
          
          
        
        3325000.00000000
        PA
        USD
        3335749.73000000
        0.725539057211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 3 Year US Treasury Note
        000000000
        
          
          
        
        78.00000000
        NC
        USD
        -322785.75000000
        -0.07020720608
        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
                
                  
                  
                  
                
              
            
            2022-06-30
            17341410.75000000
            USD
            -322785.75000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABB0
        
          
          
        
        510000.00000000
        PA
        USD
        513897.78000000
        0.111774845532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOC QUIMICA Y MINERA DE
        TJ88LXZZW5PWIN93ZC81
        Sociedad Quimica y Minera de Chile SA
        833636AE3
        
          
          
        
        200000.00000000
        PA
        USD
        203867.00000000
        0.044341897009
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2023-04-03
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFY Auto Receivables Trust
        N/A
        UNIFY Auto Receivables Trust 2021-1
        90775QAC0
        
          
        
        400000.00000000
        PA
        USD
        395212.40000000
        0.085960295376
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          0.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BL5
        
          
          
        
        947000.00000000
        PA
        USD
        954291.90000000
        0.207562347739
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Owner Trust
        N/A
        Verizon Owner Trust 2020-C
        92348CAA9
        
          
          
        
        1000000.00000000
        PA
        USD
        980576.20000000
        0.213279289292
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-21
          Fixed
          0.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAG2
        
          
          
        
        175000.00000000
        PA
        USD
        172375.00000000
        0.037492259644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAA1
        
          
          
        
        2735000.00000000
        PA
        USD
        2680095.15000000
        0.582931534365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-05
          Fixed
          0.73100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953CE9
        
          
          
        
        2300000.00000000
        PA
        USD
        2361076.50000000
        0.513543687767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        CarMax Auto Owner Trust 2018-2
        14314XAE9
        
          
        
        1850000.00000000
        PA
        USD
        1854464.98000000
        0.403353633253
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-10-16
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAN3
        
          
          
        
        1600000.00000000
        PA
        USD
        1541477.28000000
        0.335277542672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-25
          Fixed
          2.01400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENT
        N/A
        Time Warner Entertainment Co LP
        88731EAF7
        
          
          
        
        1795000.00000000
        PA
        USD
        1890782.64000000
        0.411252871185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FLN26
        
          
        
        2496343.42000000
        PA
        USD
        2515171.59000000
        0.547059993057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-25
          Fixed
          3.13900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAE3
        
          
          
        
        1120000.00000000
        PA
        USD
        1127998.59000000
        0.245344255345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.63800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO CONTINENTAL S.A.E.
        8945005Q0D60A6FCEM55
        Banco Continental SAECA
        059490AB8
        
          
          
        
        585000.00000000
        PA
        USD
        535389.08000000
        0.116449290200
        Long
        DBT
        CORP
        PY
        N
        
        2
        
          2025-12-10
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBA1
        
          
          
        
        945000.00000000
        PA
        USD
        920645.74000000
        0.200244171862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AC4
        
          
          
        
        2055000.00000000
        PA
        USD
        2070344.89000000
        0.450308386772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Floating
          1.13129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        91159HJC5
        
          
          
        
        225000.00000000
        PA
        USD
        215173.60000000
        0.046801128237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-27
          Fixed
          2.21500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIDVEST GROUP UK PLC
        984500A80C777F496830
        Bidvest Group UK PLC/The
        88332EAA1
        
          
          
        
        200000.00000000
        PA
        USD
        187754.00000000
        0.040837254342
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-09-23
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912XAT1
        
          
          
        
        1225000.00000000
        PA
        USD
        1220401.60000000
        0.265442283730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LZ2
        
          
          
        
        2430000.00000000
        PA
        USD
        2461811.62000000
        0.535453983775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          4.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP TEXAS INC
        5493001L78U618KXNZ75
        AEP Texas Inc
        00108WAD2
        
          
          
        
        3310000.00000000
        PA
        USD
        3315541.27000000
        0.721143635431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AEROSYSTEMS INC
        ZD2NBKV6GCC3UMGBM518
        Spirit AeroSystems Inc
        85205TAM2
        
          
          
        
        1240000.00000000
        PA
        USD
        1244786.40000000
        0.270746076350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207AU9
        
          
          
        
        1210000.00000000
        PA
        USD
        1157070.00000000
        0.251667404595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-04
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL INTL BV
        N/A
        Clear Channel International BV
        18452MAB2
        
          
          
        
        675000.00000000
        PA
        USD
        687656.25000000
        0.149568015497
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-08-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAUSER PACKAGING SOLUT
        549300DNGHXL0OMHW304
        Mauser Packaging Solutions Holding Co
        12429TAD6
        
          
          
        
        847000.00000000
        PA
        USD
        844787.21000000
        0.183744634789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KVBU3
        
          
        
        86498.01000000
        PA
        USD
        80565.23000000
        0.017523263358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B28
        
          
          
        
        1635000.00000000
        PA
        USD
        1599896.55000000
        0.347983970165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-13
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust
        N/A
        Ford Credit Auto Owner Trust 2021-A
        34532NAE5
        
          
        
        180000.00000000
        PA
        USD
        168718.55000000
        0.036696966981
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017AX2
        
          
          
        
        2305000.00000000
        PA
        USD
        2184286.69000000
        0.475091189093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.98300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        549300K65HYRGER5BW54
        Carlyle Global Market Strategies CLO 2014-2R Ltd
        14314LAC9
        
          
        
        985635.57000000
        PA
        USD
        980291.45000000
        0.213217355015
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-05-15
          Floating
          1.55643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TURK SISE VE CAM FABRIKA
        789000KWOK751Q6R8875
        Turkiye Sise ve Cam Fabrikalari AS
        90016AAB6
        
          
          
        
        200000.00000000
        PA
        USD
        197600.00000000
        0.042978799163
        Long
        DBT
        CORP
        TR
        N
        
        2
        
          2026-03-14
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        GMF Floorplan Owner Revolving Trust
        361886CH5
        
          
        
        500000.00000000
        PA
        USD
        486885.35000000
        0.105899532759
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trestles CLO LTD
        N/A
        TRESTLES CLO V LTD
        89532UAA1
        
          
        
        2500000.00000000
        PA
        USD
        2470385.00000000
        0.537318728599
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSUREDPARTNERS INC
        549300HNDSDQWQ3L2P80
        AssuredPartners Inc
        04621HAN3
        
          
          
        
        258536.74210000
        PA
        USD
        255830.12000000
        0.055644085766
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-13
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132CWKJ2
        
          
        
        451398.73000000
        PA
        USD
        456067.59000000
        0.099196545321
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAJ3
        
          
          
        
        200000.00000000
        PA
        USD
        189067.22000000
        0.041122885003
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEY BANK NA
        HUX2X73FUCYHUVH1BK78
        KeyBank NA/Cleveland OH
        49327M2S2
        
          
          
        
        500000.00000000
        PA
        USD
        500953.15000000
        0.108959336154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-09
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBD6
        
          
          
        
        1705000.00000000
        PA
        USD
        1703608.55000000
        0.370541749612
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-02-17
          Floating
          0.52117000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Government Portfolio
        N/A
        Fidelity Government Portfolio
        316175108
        
          
          
        
        4681475.00000000
        NS
        USD
        4681475.00000000
        1.018239746019
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Volkswagen Auto Lease Trust
        N/A
        Volkswagen Auto Lease Trust 2020-A
        92868VAD1
        
          
        
        150000.00000000
        PA
        USD
        147344.34000000
        0.032047989861
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-21
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOC AVIATION USA CORP
        254900QKLTY6MF4Y3P65
        BOC Aviation USA Corp
        66980P2A6
        
          
          
        
        200000.00000000
        PA
        USD
        192228.02000000
        0.041810371787
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-29
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISA GROUP HOLDINGS LTD
        254900N8L3L7NRJT0120
        Kaisa Group Holdings Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        39100.00000000
        0.008504408134
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-06-30
          Fixed
          9.37500000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DVLD5
        
          
        
        176125.78000000
        PA
        USD
        173625.67000000
        0.037764285427
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300PYL1KC7BYM8G75
        LCM XVIII LP
        50188GAT0
        
          
        
        2200000.00000000
        PA
        USD
        2183249.20000000
        0.474865530822
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.27400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ballyrock Ltd
        N/A
        Ballyrock CLO 2018-1 Ltd
        05875HAA1
        
          
        
        2750000.00000000
        PA
        USD
        2727235.50000000
        0.593184751142
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.25400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EMNW7
        
          
        
        941881.81000000
        PA
        USD
        1004573.37000000
        0.218498770820
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XF5E7
        
          
        
        2510813.08000000
        PA
        USD
        2668667.40000000
        0.580445952522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIA CORP
        988400V8MJK9N7OI5X76
        Kia Corp
        49374JAC7
        
          
          
        
        200000.00000000
        PA
        USD
        194591.28000000
        0.042324390395
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-02-14
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06053FAA7
        
          
          
        
        340000.00000000
        PA
        USD
        347546.23000000
        0.075592710623
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEGLOBAL CANADA ULC
        635400MHHHT7LMKMQL03
        MEGlobal Canada ULC
        58518N2B7
        
          
          
        
        200000.00000000
        PA
        USD
        206643.80000000
        0.044945862239
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-05-18
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        718286CQ8
        
          
          
        
        200000.00000000
        PA
        USD
        202837.42000000
        0.044117959195
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2027-03-29
          Fixed
          3.22900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORTHO-CLINICAL INC/SA
        N/A
        Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
        68752DAC2
        
          
          
        
        744000.00000000
        PA
        USD
        767447.16000000
        0.166922861124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US Capital LLC
        05565EBU8
        
          
          
        
        1810000.00000000
        PA
        USD
        1720789.08000000
        0.374278584371
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-12
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114QCR7
        
          
          
        
        3960000.00000000
        PA
        USD
        3939505.02000000
        0.856858274584
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-04
          Floating
          0.51429500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300MI5PVR6JHGVV87
        Goldentree Loan Management US Clo 6 Ltd
        38137WAQ8
        
          
        
        2800000.00000000
        PA
        USD
        2788158.80000000
        0.606435815287
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-20
          Floating
          1.56061000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAJ6
        
          
          
        
        765000.00000000
        PA
        USD
        726409.27000000
        0.157996954077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-12
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APTIV PLC / APTIV CORP
        N/A
        Aptiv PLC / Aptiv Corp
        00217GAA1
        
          
          
        
        1320000.00000000
        PA
        USD
        1287192.59000000
        0.279969594181
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-02-18
          Fixed
          2.39600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CMF8
        
          
        
        56802.00000000
        PA
        USD
        57596.48000000
        0.012527467340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAU9
        
          
          
        
        1215000.00000000
        PA
        USD
        1148473.40000000
        0.249797609327
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-10-29
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M9UD2
        
          
        
        18547.56000000
        PA
        USD
        20522.60000000
        0.004463748500
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONAGRA BRANDS INC
        54930035UDEIH090K650
        Conagra Brands Inc
        205887CG5
        
          
          
        
        1295000.00000000
        PA
        USD
        1254237.80000000
        0.272801794075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-11
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA1
        35564KAA7
        
          
        
        158589.34000000
        PA
        USD
        158258.74000000
        0.034421916003
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Floating
          0.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Owner Trust
        N/A
        John Deere Owner Trust 2019-A
        47789JAD8
        
          
        
        297827.50000000
        PA
        USD
        298297.08000000
        0.064880821317
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-07-17
          Fixed
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVERSEA-CHINESE BANKING
        5493007O3QFXCPOGWK22
        Oversea-Chinese Banking Corp Ltd
        69033CAC3
        
          
          
        
        200000.00000000
        PA
        USD
        204068.60000000
        0.044385745824
        Long
        DBT
        CORP
        SG
        N
        
        2
        
          2024-06-19
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK Hynix Inc
        78392BAB3
        
          
          
        
        620000.00000000
        PA
        USD
        574211.88000000
        0.124893406213
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2026-01-19
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        06367WB85
        
          
          
        
        605000.00000000
        PA
        USD
        581875.87000000
        0.126560355034
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-05-01
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVERSIONES CMPC SA
        549300G475ACIABB4385
        Inversiones CMPC SA
        46128MAG6
        
          
          
        
        1720000.00000000
        PA
        USD
        1769458.60000000
        0.384864401808
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2024-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787AU1
        
          
          
        
        1990000.00000000
        PA
        USD
        1946888.44000000
        0.423456109596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335AZ68
        
          
        
        278445.23000000
        PA
        USD
        276771.61000000
        0.060198944536
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAE8
        
          
          
        
        100000.00000000
        PA
        USD
        97032.48000000
        0.021104956833
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        91159HJD3
        
          
          
        
        235000.00000000
        PA
        USD
        223674.06000000
        0.048650012666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-27
          Fixed
          2.67700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO Lt
        N/A
        Benefit Street Partners CLO IX Ltd
        08181BAQ2
        
          
        
        500000.00000000
        PA
        USD
        498834.00000000
        0.108498412458
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          1.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDING
        6354009CCUKJIZ7KFX73
        F&G Global Funding
        30321L2B7
        
          
          
        
        1945000.00000000
        PA
        USD
        1835210.97000000
        0.399165808209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-20
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAC2
        
          
          
        
        150000.00000000
        PA
        USD
        152633.25000000
        0.033198349177
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-09-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SURA ASSET MANAGEMENT
        549300013ETMS1C0EA22
        SURA Asset Management SA
        86425QAA6
        
          
          
        
        620000.00000000
        PA
        USD
        630391.20000000
        0.137112635522
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2024-04-17
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FCM43
        
          
        
        2000000.00000000
        PA
        USD
        2007600.60000000
        0.436661249937
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-25
          Fixed
          3.13600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
        05969BAA1
        
          
          
        
        150000.00000000
        PA
        USD
        151192.50000000
        0.032884980225
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-11-09
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X3BE7
        
          
        
        1430620.37000000
        PA
        USD
        1531889.41000000
        0.333192142170
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4V45
        
          
        
        888574.97000000
        PA
        USD
        931790.90000000
        0.202668289237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON CONTAINER
        549300O4LZFLCX53XZ54
        Triton Container International Ltd
        89680YAB1
        
          
          
        
        2725000.00000000
        PA
        USD
        2586946.60000000
        0.562671348015
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2024-06-07
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91831AAC5
        
          
          
        
        1100000.00000000
        PA
        USD
        1110312.51000000
        0.241497461416
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEG6
        
          
          
        
        945000.00000000
        PA
        USD
        898524.24000000
        0.195432656145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          1.16400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AZURE POWER ENERGY LTD
        54930051LQDFHGQMHF47
        Azure Power Energy Ltd
        05502VAA1
        
          
          
        
        192740.00000000
        PA
        USD
        183753.50000000
        0.039967129413
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-08-19
          Fixed
          3.57500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L2PU1
        
          
        
        75971.90000000
        PA
        USD
        70712.02000000
        0.015380150334
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XP INC
        5493008KDA8NBZRJST80
        XP Inc
        98379XAA2
        
          
          
        
        200000.00000000
        PA
        USD
        189654.00000000
        0.041250512027
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-07-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J9JV4
        
          
        
        169552.97000000
        PA
        USD
        189250.55000000
        0.041162760020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE CRED E INVER
        549300E9E5Y3PKW24142
        Banco de Credito e Inversiones SA
        05956NAE2
        
          
          
        
        200000.00000000
        PA
        USD
        202846.00000000
        0.044119825380
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2023-02-11
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUSTAR LOGISTICS LP
        N62BF2PKP51FIIOIUN20
        NuStar Logistics LP
        67059TAG0
        
          
          
        
        1077000.00000000
        PA
        USD
        1099116.20000000
        0.239062218709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680AR4
        
          
          
        
        2985000.00000000
        PA
        USD
        3140266.86000000
        0.683020742385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L7QJ4
        
          
        
        1212326.13000000
        PA
        USD
        1178935.40000000
        0.256423217526
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USAA CAPITAL CORP
        5493007XLF4LU3U2W757
        USAA Capital Corp
        90327QD48
        
          
          
        
        2900000.00000000
        PA
        USD
        2874612.82000000
        0.625239914288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEK7
        
          
          
        
        205000.00000000
        PA
        USD
        195736.54000000
        0.042573489076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-21
          Fixed
          2.47500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIENT CORP
        SM8L9RZYIB34LNTWO040
        Avient Corp
        73179PAM8
        
          
          
        
        1540000.00000000
        PA
        USD
        1583582.00000000
        0.344435489558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AL9
        
          
          
        
        1585000.00000000
        PA
        USD
        1610740.40000000
        0.350342551396
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLCAN CIA MINERA SAA-CM
        549300XKJ91C4SZLG750
        Volcan Cia Minera SAA
        92863UAB2
        
          
          
        
        200000.00000000
        PA
        USD
        191758.00000000
        0.041708140536
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2026-02-11
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XCSJ5
        
          
        
        141917.11000000
        PA
        USD
        149191.47000000
        0.032449748107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NONGHYUP BANK
        988400GSDJCW3LKJBD20
        NongHyup Bank
        65540JAF5
        
          
          
        
        200000.00000000
        PA
        USD
        190799.62000000
        0.041499689010
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2024-07-28
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        549300QSQ98IRWUWDV20
        CIFC Funding 2013-IV Ltd
        12549FBM0
        
          
        
        2900000.00000000
        PA
        USD
        2885062.10000000
        0.627512674948
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-27
          Floating
          1.32757000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAF3
        
          
          
        
        2895000.00000000
        PA
        USD
        2780081.82000000
        0.604679039471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BS9
        
          
          
        
        556000.00000000
        PA
        USD
        584684.04000000
        0.127171143366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY CORP
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29364GAH6
        
          
          
        
        1895000.00000000
        PA
        USD
        1900151.56000000
        0.413290649176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DEL ESTADO -CHILE
        5493004R4EJC0W0XVQ72
        Banco del Estado de Chile
        05965MAG8
        
          
          
        
        220000.00000000
        PA
        USD
        218539.13000000
        0.047533144623
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-09
          Fixed
          2.70400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL FINANCING USA LLC
        549300XRB1PFMESFEL85
        Sasol Financing USA LLC
        80386WAC9
        
          
          
        
        200000.00000000
        PA
        USD
        191353.00000000
        0.041620051398
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLP POWER HK FINANCING
        254900SBJOP9O3YV1271
        CLP Power Hong Kong Financing Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        200349.35000000
        0.043576793907
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2023-04-26
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE CREDITO DEL PER
        549300EQYQ8SCQZ4BY14
        Banco de Credito del Peru S.A.
        05971U2A4
        
          
          
        
        200000.00000000
        PA
        USD
        194994.00000000
        0.042411983623
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2025-01-11
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FELLS POINT FUNDING TR
        N/A
        Fells Point Funding Trust
        314382AA0
        
          
          
        
        270000.00000000
        PA
        USD
        259269.96000000
        0.056392264878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          3.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasin
        N/A
        GM Financial Leasing Trust
        36261RAE8
        
          
        
        270000.00000000
        PA
        USD
        262290.39000000
        0.057049220618
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-20
          Fixed
          0.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL SECS CLEARING
        549300RYC9NELN2ICA34
        National Securities Clearing Corp
        637639AA3
        
          
          
        
        910000.00000000
        PA
        USD
        902365.74000000
        0.196268197932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-23
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY LOUISIANA LLC
        0V5453U14HDZO63CGH17
        Entergy Louisiana LLC
        29364WAS7
        
          
          
        
        2030000.00000000
        PA
        USD
        2070629.84000000
        0.450370364550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDNER DENVER INC
        549300MJL50HVCB7RP74
        Gardner Denver Inc
        365556AT6
        
          
          
        
        204622.50400000
        PA
        USD
        201668.37000000
        0.043863686092
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-28
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA5
        35564KGX1
        
          
        
        177944.05000000
        PA
        USD
        177622.65000000
        0.038633644743
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          0.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA2
        35564KFN4
        
          
        
        1111809.26000000
        PA
        USD
        1101531.14000000
        0.239587477926
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Floating
          0.79900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2B3
        
          
          
        
        1745000.00000000
        PA
        USD
        1749765.07000000
        0.380580979385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Floating
          0.84811000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POPULAR INC
        5493008CARDZMVQ3LO89
        Popular Inc
        733174AK2
        
          
          
        
        523000.00000000
        PA
        USD
        537199.45000000
        0.116843052997
        Long
        DBT
        CORP
        PR
        N
        
        2
        
          2023-09-14
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAG6
        
          
        
        65000.00000000
        PA
        USD
        65027.40000000
        0.014143722493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARTERA SERVICES LLC
        549300J2G34D0WX8Z443
        Artera Services LLC
        73939VAA2
        
          
          
        
        680000.00000000
        PA
        USD
        680272.00000000
        0.147961911257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-04
          Fixed
          9.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X9XJ9
        
          
        
        1401632.03000000
        PA
        USD
        1536638.21000000
        0.334225025376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST BANK
        JJKC32MCHWDI71265Z06
        Truist Bank
        07330MAC1
        
          
          
        
        2480000.00000000
        PA
        USD
        2440129.54000000
        0.530738043685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-17
          Fixed
          2.63600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE SUKUK DIFC LTD
        635400AMGMPG1J5EQD94
        DAE Sukuk Difc Ltd
        23302JAA3
        
          
          
        
        200000.00000000
        PA
        USD
        195365.00000000
        0.042492677624
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QEZW5
        
          
        
        692752.94000000
        PA
        USD
        705290.24000000
        0.153403479640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSILF Government Portfolio
        549300BI6Y5SI6BYPB26
        MSILF Government Portfolio
        61747C707
        
          
          
        
        4681475.00000000
        NS
        USD
        4681475.00000000
        1.018239746019
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2W0
        
          
          
        
        2535000.00000000
        PA
        USD
        2425968.38000000
        0.527657934113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-16
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109CB5
        
          
          
        
        1965000.00000000
        PA
        USD
        1937535.78000000
        0.421421868221
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trafigura Securitisation Finan
        N/A
        Trafigura Securitisation Finance PLC 2021-1
        892725AS1
        
          
        
        3850000.00000000
        PA
        USD
        3668549.50000000
        0.797924353145
        Long
        ABS-O
        CORP
        IE
        
        N
        
        2
        
          2025-01-15
          Fixed
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAT HOLDINGS I LLC/HAT
        N/A
        HAT Holdings I LLC / HAT Holdings II LLC
        418751AB9
        
          
          
        
        821000.00000000
        PA
        USD
        842567.67000000
        0.183261875862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAH4
        
          
        
        95000.00000000
        PA
        USD
        95297.75000000
        0.020727646042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAC9
        
          
          
        
        2800000.00000000
        PA
        USD
        2801203.44000000
        0.609273077244
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2022-04-11
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLISLE COS INC
        XR64VGX1ZPX6G7ZN7Z11
        Carlisle Cos Inc
        142339AK6
        
          
          
        
        1015000.00000000
        PA
        USD
        983906.29000000
        0.214003597335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WBQU2
        
          
        
        1104396.62000000
        PA
        USD
        1176554.25000000
        0.255905307771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
        85208NAD2
        
          
          
        
        337500.00000000
        PA
        USD
        344732.93000000
        0.074980806495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.73800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANK NA CINCINNATI
        6BYL5QZYBDK8S7L73M02
        US Bank NA/Cincinnati OH
        90331HNV1
        
          
          
        
        1630000.00000000
        PA
        USD
        1652256.35000000
        0.359372438426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBZ1
        
          
          
        
        3625000.00000000
        PA
        USD
        3603271.03000000
        0.783726021911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAN4
        
          
          
        
        886000.00000000
        PA
        USD
        922689.26000000
        0.200688645727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master O
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHK3
        
          
        
        5330000.00000000
        PA
        USD
        5173139.70000000
        1.125178806733
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XAW6
        
          
          
        
        2155000.00000000
        PA
        USD
        2155751.23000000
        0.468884611135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-10
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARI Fleet Lease Trust
        N/A
        ARI Fleet Lease Trust 2018-B
        04033BAB4
        
          
        
        6325.28000000
        PA
        USD
        6326.70000000
        0.001376082837
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-08-16
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JD.COM INC
        549300HVTWB0GJZ16V92
        JD.com Inc
        47215PAC0
        
          
          
        
        430000.00000000
        PA
        USD
        428541.96000000
        0.093209609473
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA6
        35566CAA3
        
          
        
        138421.17000000
        PA
        USD
        138125.34000000
        0.030042820077
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-25
          Floating
          0.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        Schlumberger Holdings Corp
        806851AJ0
        
          
          
        
        930000.00000000
        PA
        USD
        947538.31000000
        0.206093414600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BlackRock Liquidity FedFund
        549300T8K043VZEOVK74
        BlackRock Liquidity FedFund
        09248U700
        
          
          
        
        4681475.00000000
        NS
        USD
        4681475.00000000
        1.018239746019
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2021-A
        88161FAE6
        
          
        
        4725000.00000000
        PA
        USD
        4571951.58000000
        0.994417959218
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUST F/1401
        N/A
        Trust Fibra Uno
        898324AC2
        
          
          
        
        200000.00000000
        PA
        USD
        206851.00000000
        0.044990929077
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAP7
        
          
          
        
        1755000.00000000
        PA
        USD
        1654537.83000000
        0.359868669553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-18
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189TAZ0
        
          
          
        
        5580000.00000000
        PA
        USD
        5538301.78000000
        1.204603035976
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-13
          Floating
          0.76376000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-05-20
      Delaware Group Limited-Term Government Funds
      Dan Geatens
      Dan Geatens
      Division Director - Head of US Fund Administration
    
  
  XXXX




Schedule of investments
Delaware Limited-Term Diversified Income Fund March 31, 2022 (Unaudited)
    Principal
amount°
Value (US $)
Agency Asset-Backed Security — 0.00%
Freddie Mac Structured Pass Through Certificates
Series T-30 A5 8.61% 12/25/30 ♦, •
       2,930 $      3,020
Total Agency Asset-Backed Security (cost $3,062)       3,020
Agency Collateralized Mortgage Obligations — 2.17%
Fannie Mae Grantor Trust
Series 2001-T5 A2 6.975% 6/19/41 •
      15,256       16,540
Freddie Mac REMICs
Series 5092 WG 1.00% 4/25/31
   5,991,940    5,624,071
Freddie Mac Structured Agency Credit Risk REMIC Trust      
Series 2020-DNA6 M1 144A 0.999% (SOFR + 0.90%) 12/25/50 #, •      138,421      138,125
Series 2021-DNA1 M1 144A 0.749% (SOFR + 0.65%) 1/25/51 #, •      158,589      158,259
Series 2021-DNA3 M1 144A 0.849% (SOFR + 0.75%) 10/25/33 #, •    1,577,087    1,562,334
Series 2021-DNA5 M1 144A 0.749% (SOFR + 0.65%) 1/25/34 #, •      177,944      177,623
Series 2021-HQA1 M1 144A 0.799% (SOFR + 0.70%) 8/25/33 #, •      835,300      830,859
Series 2021-HQA2 M1 144A 0.799% (SOFR + 0.70%) 12/25/33 #, •    1,111,809    1,101,531
Freddie Mac Structured Pass Through Certificates      
Series T-54 2A 6.50% 2/25/43 ♦          527          598
Series T-58 2A 6.50% 9/25/43 ♦      272,443      292,664
GNMA
Series 2017-163 KH 3.50% 3/20/44
      31,932      31,947
Total Agency Collateralized Mortgage Obligations (cost $10,363,646)   9,934,551
Agency Commercial Mortgage-Backed Securities — 1.58%
Freddie Mac Multifamily Structured Pass Through
Certificates
     
Series K729 A2 3.136% 10/25/24 ♦    2,000,000    2,007,601
Series K734 A1 3.139% 6/25/25 ♦    2,496,344    2,515,172
FREMF Mortgage Trust
Series 2015-K720 B 144A 3.425% 7/25/22 #, •
   2,700,000   2,704,700
Total Agency Commercial Mortgage-Backed Securities (cost $7,494,783)   7,227,473
NQ-022 [3/22] 5/22 (2218467)    1

Schedule of investments
Delaware Limited-Term Diversified Income Fund (Unaudited)
    Principal
amount°
Value (US $)
Agency Mortgage-Backed Securities — 6.45%
Fannie Mae S.F. 15 yr      
2.00% 4/1/36    1,212,326 $  1,178,935
2.50% 8/1/35      991,305      981,205
2.50% 11/1/35    1,709,349    1,691,935
2.50% 7/1/36       33,592       33,250
Fannie Mae S.F. 20 yr
2.50% 7/1/41
     594,721      574,920
Fannie Mae S.F. 30 yr      
2.00% 12/1/50       86,498       80,565
2.00% 2/1/51       70,272       65,463
2.00% 2/1/51       75,972       70,712
2.50% 10/1/50      243,535      233,663
3.00% 11/1/49      144,759      142,827
3.50% 10/1/42      710,619      725,548
3.50% 7/1/47      124,956      127,435
3.50% 7/1/47       56,802       57,597
3.50% 2/1/48      190,890      193,440
3.50% 11/1/48       92,474       93,530
3.50% 11/1/49      617,688      622,620
3.50% 3/1/50       34,008       34,338
3.50% 9/1/50      692,753      705,290
3.50% 6/1/51      549,544      551,060
3.50% 1/1/52      222,968      224,544
4.00% 6/1/48      135,953      140,309
4.00% 10/1/48      845,787      881,965
4.50% 2/1/44      941,882    1,004,573
4.50% 4/1/44    1,104,397    1,176,554
4.50% 9/1/49      888,575      931,791
4.50% 1/1/50    2,510,813    2,668,667
5.00% 7/1/47    3,589,816    3,881,953
5.00% 8/1/49    1,430,620    1,531,889
5.50% 5/1/44      729,982      799,043
5.50% 5/1/44      272,520      298,308
5.50% 5/1/44    1,401,632    1,536,638
6.00% 6/1/41      279,596      311,133
6.00% 7/1/41    1,391,740    1,554,047
6.00% 7/1/41    1,096,574    1,223,971
6.00% 1/1/42      169,553      189,251
5.00% 5/1/48      322,279      342,263
2    NQ-022 [3/22] 5/22 (2218467)

(Unaudited)
    Principal
amount°
Value (US $)
Agency Mortgage-Backed Securities (continued)
Freddie Mac S.F. 15 yr
3.00% 3/1/35
     451,399 $    456,068
Freddie Mac S.F. 20 yr
3.00% 9/1/40
     257,155      255,249
Freddie Mac S.F. 30 yr      
3.00% 11/1/46      278,445      276,772
3.00% 8/1/50      176,126      173,626
3.50% 3/1/47       94,235       96,183
4.00% 5/1/46      104,228      108,490
4.00% 4/1/52      217,000      221,779
4.50% 8/1/48      608,293      636,328
4.50% 4/1/49      141,917      149,192
4.50% 5/1/49      346,693      361,600
6.00% 5/1/39       18,548      20,523
Total Agency Mortgage-Backed Securities (cost $30,984,180)  29,617,042
Collateralized Debt Obligations — 8.59%
Ballyrock CLO
Series 2018-1A A1 144A 1.254% (LIBOR03M + 1.00%) 4/20/31 #
   2,750,000    2,727,236
Benefit Street Partners CLO IX
Series 2016-9A AR 144A 1.364% (LIBOR03M + 1.11%) 7/20/31 #
     500,000      498,834
Canyon Capital CLO
Series 2019-2A AR 144A 2.224% (LIBOR03M + 1.18%, Floor 1.18%) 10/15/34 #, •
   2,800,000    2,771,012
Carlyle Global Market Strategies CLO
Series 2014-2RA A1 144A 1.556% (LIBOR03M + 1.05%) 5/15/31 #
     985,636      980,291
CBAM
Series 2020-13A A 144A 1.684% (LIBOR03M + 1.43%, Floor 1.43%) 1/20/34 #
   3,000,000    2,993,520
Cedar Funding IX CLO
Series 2018-9A A1 144A 2.043% (LIBOR03M + 0.98%, Floor 0.98%) 4/20/31 #, •
   1,500,000    1,486,278
CIFC Funding
Series 2013-4A A1RR 144A 1.328% (LIBOR03M + 1.06%, Floor 1.06%) 4/27/31 #, •
   2,900,000    2,885,062
Dryden 83 CLO
Series 2020-83A A 144A 2.264% (LIBOR03M + 1.22%, Floor 1.22%) 1/18/32 #, •
   3,100,000    3,092,603
NQ-022 [3/22] 5/22 (2218467)    3

Schedule of investments
Delaware Limited-Term Diversified Income Fund (Unaudited)
    Principal
amount°
Value (US $)
Collateralized Debt Obligations (continued)
Galaxy XXI CLO
Series 2015-21A AR 144A 2.083% (LIBOR03M + 1.02%) 4/20/31 #, •
   1,500,000 $  1,485,896
Goldentree Loan Management US CLO 6
Series 2019-6A AR 144A 1.561% (TSFR03M + 1.32%, Floor 1.32%) 4/20/35 #, •
   2,800,000    2,788,159
KKR CLO 32
Series 32A A1 144A 2.364% (LIBOR03M + 1.32%, Floor 1.32%) 1/15/32 #, •
   1,700,000    1,697,017
LCM XVIII
Series 18A A1R 144A 2.083% (LIBOR03M + 1.02%) 4/20/31 #, •
   2,200,000    2,183,249
Octagon Investment Partners 33
Series 2017-1A A1 144A 2.253% (LIBOR03M + 1.19%) 1/20/31 #, •
   2,650,000    2,637,481
Octagon Investment Partners 48
Series 2020-3A AR 144A 2.213% (LIBOR03M + 1.15%, Floor 1.15%) 10/20/34 #, •
   2,900,000    2,869,982
Sound Point CLO XXI
Series 2018-3A A1A 144A 1.447% (LIBOR03M + 1.18%, Floor 1.18%) 10/26/31 #, •
   3,200,000    3,175,638
TRESTLES CLO V
Series 2021-5A A1 144A (LIBOR03M + 1.17%, Floor 1.17%) 10/20/34 #
   2,500,000    2,470,385
Venture 34 CLO
Series 2018-34A A 144A 1.471% (LIBOR03M + 1.23%, Floor 1.23%) 10/15/31 #, •
     700,000      697,401
Zais CLO 16
Series 2020-16A A1R 144A 1.674% (LIBOR03M + 1.42%, Floor 1.42%) 10/20/34 #
   2,000,000   1,995,288
Total Collateralized Debt Obligations (cost $39,498,464)  39,435,332
Corporate Bonds — 62.92%
Banking — 15.47%
Ally Financial 5.75% 11/20/25     1,511,000    1,590,250
Banco Bradesco 144A 4.375% 3/18/27 #      200,000      200,503
Banco Continental 144A 2.75% 12/10/25 #      585,000      535,389
Banco de Bogota 144A 6.25% 5/12/26 #      200,000      204,759
Banco de Credito del Peru 144A 2.70% 1/11/25 #      200,000      194,994
Banco de Credito e Inversiones 144A 4.00% 2/11/23 #      200,000      202,846
Banco del Estado de Chile 144A 2.704% 1/9/25 #      220,000      218,539
Banco Santander 3.50% 4/11/22     2,800,000    2,801,203
4    NQ-022 [3/22] 5/22 (2218467)

(Unaudited)
    Principal
amount°
Value (US $)
Corporate Bonds (continued)
Banking (continued)
Banco Santander Mexico      
144A 4.125% 11/9/22 #      150,000 $    151,192
144A 5.95% 10/1/28 #, μ      200,000      204,938
Bancolombia 3.00% 1/29/25       215,000      209,367
Bank of America      
1.843% 2/4/25 μ    3,125,000    3,056,835
3.458% 3/15/25 μ    4,345,000    4,373,114
4.10% 7/24/23       340,000      347,546
Bank of China 144A 5.00% 11/13/24 #      200,000      208,076
Bank of Georgia 144A 6.00% 7/26/23 #      200,000      195,000
Bank of Ireland Group 144A 2.029% 9/30/27 #, μ      425,000      385,895
Bank of Montreal 1.85% 5/1/25       605,000      581,876
Barclays Bank 1.70% 5/12/22     2,660,000    2,661,489
BBVA Bancomer      
144A 1.875% 9/18/25 #    1,115,000    1,063,760
144A 6.75% 9/30/22 #      150,000      152,633
CIMB Bank 144A 2.125% 7/20/27 #      200,000      189,499
Citigroup      
1.281% 11/3/25 μ    1,960,000    1,866,940
2.014% 1/25/26 μ    1,600,000    1,541,477
4.044% 6/1/24 μ    2,430,000    2,461,812
Credit Agricole 144A 1.907% 6/16/26 #, μ      650,000      614,303
Credit Suisse Group 144A 2.593% 9/11/25 #, μ    2,295,000    2,218,768
Emirates NBD Bank 2.625% 2/18/25       200,000      196,031
Goldman Sachs Group      
0.925% 10/21/24 μ    3,535,000    3,428,421
1.074% (SOFR + 0.81%) 3/9/27 •    4,905,000    4,788,721
1.542% 9/10/27 μ      179,000      163,843
3.615% 3/15/28 μ       40,000       39,994
ICICI Bank 3.25% 9/9/22       320,000      320,299
JPMorgan Chase & Co.      
0.863% (SOFR + 0.58%) 3/16/24 •    1,310,000    1,306,333
1.02% ( 4/22/27       955,000      937,718
2.545% 11/8/32 μ      240,000      219,629
4.023% 12/5/24 μ    7,650,000    7,775,735
4.60% 2/1/25 μ, ψ      265,000      256,056
KeyBank      
2.40% 6/9/22       500,000      500,953
3.18% 10/15/27     1,990,000    1,994,803
Kookmin Bank 144A 2.875% 3/25/23 #      200,000      200,988
NQ-022 [3/22] 5/22 (2218467)    5

Schedule of investments
Delaware Limited-Term Diversified Income Fund (Unaudited)
    Principal
amount°
Value (US $)
Corporate Bonds (continued)
Banking (continued)
Morgan Stanley      
0.731% 4/5/24 μ    2,735,000 $  2,680,095
1.164% 10/21/25 μ      945,000      898,524
2.475% 1/21/28 μ      205,000      195,737
2.75% 5/19/22     1,195,000    1,197,110
3.737% 4/24/24 μ      350,000      353,663
National Securities Clearing 144A 1.20% 4/23/23 #      910,000      902,366
NBK SPC 144A 1.625% 9/15/27 #, μ      200,000      183,211
NongHyup Bank 144A 0.875% 7/28/24 #      200,000      190,800
Nordea Bank 144A 0.625% 5/24/24 #    3,580,000    3,411,741
Oversea-Chinese Banking 144A 4.25% 6/19/24 #      200,000      204,069
Popular 6.125% 9/14/23       523,000      537,199
QNB Finance      
2.625% 5/12/25       250,000      244,862
3.50% 3/28/24       380,000      381,979
State Street 1.684% 11/18/27 μ      660,000      620,159
Toronto-Dominion Bank 0.606% (SOFR + 0.355%) 3/4/24 •    3,960,000    3,939,505
Truist Bank 2.636% 9/17/29 μ    2,480,000    2,440,130
US Bancorp 2.215% 1/27/28 μ      225,000      215,174
US Bank 3.40% 7/24/23     1,630,000    1,652,256
Wells Fargo & Co. 3.526% 3/24/28 μ      180,000     179,782
   70,990,889
Basic Industry — 2.41%
Avient 144A 5.75% 5/15/25 #    1,540,000    1,583,582
First Quantum Minerals 144A 7.50% 4/1/25 #    1,585,000    1,610,740
Gold Fields Orogen Holdings BVI 144A 5.125% 5/15/24 #      250,000      255,357
Inversiones CMPC 144A 4.75% 9/15/24 #    1,720,000    1,769,459
JSW Steel 144A 3.95% 4/5/27 #      200,000      188,453
MEGlobal Canada 144A 5.00% 5/18/25 #      200,000      206,644
New Gold 144A 6.375% 5/15/25 #      166,000      166,135
Nutrien 1.90% 5/13/23     1,995,000    1,981,155
OCP 144A 4.50% 10/22/25 #      835,000      838,850
Sasol Financing USA 4.375% 9/18/26       200,000      191,353
Sociedad Quimica y Minera de Chile 144A 3.625% 4/3/23 #      200,000      203,867
Steel Dynamics 2.80% 12/15/24     1,455,000    1,440,650
Stillwater Mining 144A 4.00% 11/16/26 #      200,000      192,800
Suzano Austria 144A 5.75% 7/14/26 #      200,000      214,825
6    NQ-022 [3/22] 5/22 (2218467)

(Unaudited)
    Principal
amount°
Value (US $)
Corporate Bonds (continued)
Basic Industry (continued)
Volcan Cia Minera 144A 4.375% 2/11/26 #      200,000 $    191,758
   11,035,628
Brokerage — 0.04%
XP 144A 3.25% 7/1/26 #      200,000     189,654
      189,654
Capital Goods — 3.51%
Carlisle 0.55% 9/1/23     1,015,000      983,906
L3Harris Technologies 3.85% 12/15/26       215,000      219,531
Mauser Packaging Solutions Holding 144A 5.50% 4/15/24 #      847,000      844,787
Roper Technologies 2.35% 9/15/24     4,345,000    4,279,858
Spirit AeroSystems 144A 5.50% 1/15/25 #    1,240,000    1,244,786
Teledyne Technologies 0.95% 4/1/24     5,745,000    5,518,952
TransDigm 144A 8.00% 12/15/25 #    1,232,000    1,289,793
Turkiye Sise ve Cam Fabrikalari 144A 6.95% 3/14/26 #      200,000      197,600
Welbilt 9.50% 2/15/24       597,000      608,821
WESCO Distribution 144A 7.125% 6/15/25 #      886,000     922,689
   16,110,723
Communications — 3.85%
AMC Networks 5.00% 4/1/24       610,000      609,277
Artera Services 144A 9.033% 12/4/25 #      680,000      680,272
Charter Communications Operating 4.908% 7/23/25     1,515,000    1,572,537
Clear Channel International 144A 6.625% 8/1/25 #      675,000      687,656
Fox 4.03% 1/25/24     5,265,000    5,378,206
IHS Holding 144A 5.625% 11/29/26 #      200,000      190,196
Ooredoo International Finance 144A 5.00% 10/19/25 #      200,000      213,377
Rogers Communications 144A 3.20% 3/15/27 #    1,965,000    1,937,536
Sirius XM Radio 144A 3.125% 9/1/26 #      250,000      236,701
Sprint Spectrum 144A 4.738% 9/20/29 #      337,500      344,733
Tencent Holdings 144A 3.28% 4/11/24 #      200,000      198,992
Time Warner Entertainment 8.375% 3/15/23     1,795,000    1,890,783
T-Mobile USA 3.50% 4/15/25       510,000      513,898
Turk Telekomunikasyon 144A 4.875% 6/19/24 #      200,000      191,828
Verizon Communications 0.75% 3/22/24     3,135,000   3,035,874
   17,681,866
Consumer Cyclical — 5.22%
Aptiv 2.396% 2/18/25     1,320,000    1,287,193
BMW US Capital 144A 0.75% 8/12/24 #    1,810,000    1,720,789
Boyd Gaming 144A 8.625% 6/1/25 #      556,000      584,684
NQ-022 [3/22] 5/22 (2218467)    7

Schedule of investments
Delaware Limited-Term Diversified Income Fund (Unaudited)
    Principal
amount°
Value (US $)
Corporate Bonds (continued)
Consumer Cyclical (continued)
Carnival 144A 7.625% 3/1/26 #      947,000 $    954,292
Daimler Trucks Finance North America 144A 1.625% 12/13/24 #    2,125,000    2,030,832
Ford Motor Credit      
2.30% 2/10/25       200,000      190,067
3.375% 11/13/25     1,635,000    1,599,897
General Motors Financial      
1.017% (SOFR + 0.76%) 3/8/24 •    2,695,000    2,677,287
3.45% 4/10/22     2,155,000    2,155,751
4.15% 6/19/23     2,850,000    2,893,171
IRB Holding 144A 7.00% 6/15/25 #      177,000      184,341
JD.com 3.875% 4/29/26       430,000      428,542
Kia      
144A 1.00% 4/16/24 #      250,000      238,970
144A 2.375% 2/14/25 #      200,000      194,591
Magallanes 144A 3.638% 3/15/25 #    1,120,000    1,127,999
MGM Resorts International 5.75% 6/15/25     2,300,000    2,361,076
Prime Security Services Borrower 144A 5.25% 4/15/24 #    1,008,000    1,033,573
Sands China 3.80% 1/8/26       200,000      190,250
Scientific Games International 144A 5.00% 10/15/25 #    1,515,000    1,552,875
VF 2.40% 4/23/25       580,000     567,749
   23,973,929
Consumer Non-Cyclical — 5.98%
AbbVie      
2.60% 11/21/24     3,625,000    3,603,271
3.75% 11/14/23       340,000      346,681
Bausch Health 144A 6.125% 4/15/25 #    1,100,000    1,110,313
Bidvest Group UK 144A 3.625% 9/23/26 #      200,000      187,754
Cigna      
1.131% (LIBOR03M + 0.89%) 7/15/23 •    2,055,000    2,070,345
3.75% 7/15/23       507,000      514,546
CK Hutchison International 17 2.875% 4/5/22       200,000      200,012
Conagra Brands 0.50% 8/11/23     1,295,000    1,254,238
DP World Crescent 144A 3.908% 5/31/23 #      615,000      622,834
Gilead Sciences 3.70% 4/1/24     1,615,000    1,644,540
Global Payments      
1.50% 11/15/24     1,485,000    1,421,113
2.65% 2/15/25     1,723,000    1,687,605
HCA 144A 3.125% 3/15/27 #      150,000      146,800
Mondelez International 1.50% 5/4/25     1,210,000    1,157,070
8    NQ-022 [3/22] 5/22 (2218467)

(Unaudited)
    Principal
amount°
Value (US $)
Corporate Bonds (continued)
Consumer Non-Cyclical (continued)
Ortho-Clinical Diagnostics 144A 7.375% 6/1/25 #      744,000 $    767,447
PayPal Holdings 1.35% 6/1/23     3,025,000    3,017,303
Royalty Pharma 1.20% 9/2/25     3,690,000    3,398,370
Takeda Pharmaceutical 4.40% 11/26/23     1,850,000    1,896,668
Teva Pharmaceutical Finance Netherlands III      
4.75% 5/9/27       250,000      240,300
6.00% 4/15/24       250,000      256,557
Viatris 1.65% 6/22/25     2,035,000   1,895,961
   27,439,728
Electric — 8.03%
AEP Texas 2.40% 10/1/22     3,310,000    3,315,541
Avangrid 3.20% 4/15/25       885,000      883,195
Azure Power Energy 144A 3.575% 8/19/26 #      192,740      183,753
CenterPoint Energy 0.847% SOFR + 0.65% 5/13/24 •    5,580,000    5,538,302
Cleveland Electric Illuminating 5.50% 8/15/24     2,580,000    2,721,581
CLP Power Hong Kong Financing 2.875% 4/26/23       200,000      200,349
Duke Energy 4.875% 9/16/24 μ, ψ    1,030,000    1,043,524
Engie Energia Chile 144A 4.50% 1/29/25 #    1,540,000    1,586,154
Entergy 4.00% 7/15/22     1,895,000    1,900,151
Entergy Louisiana 4.05% 9/1/23     2,030,000    2,070,630
Eversource Energy 2.90% 3/1/27       290,000      284,656
ITC Holdings 2.70% 11/15/22     3,325,000    3,335,750
National Rural Utilities Cooperative Finance 1.875% 2/7/25     1,720,000    1,668,065
NRG Energy 144A 3.75% 6/15/24 #    2,535,000    2,527,161
Southern California Edison 1.10% 4/1/24     4,155,000    4,012,542
Vistra Operations 144A 3.55% 7/15/24 #    2,825,000    2,800,305
WEC Energy Group 0.80% 3/15/24     2,895,000   2,780,082
   36,851,741
Energy — 4.69%
Cheniere Corpus Christi Holdings 7.00% 6/30/24     1,955,000    2,081,141
ConocoPhillips 2.40% 3/7/25     1,360,000    1,345,284
Devon Energy 5.25% 9/15/24       853,000      891,959
Enbridge      
0.55% 10/4/23       735,000      712,691
0.608% (SOFR + 0.40%) 2/17/23 •    1,705,000    1,703,608
2.50% 2/14/25     1,040,000    1,017,689
Greenko Mauritius 144A 6.25% 2/21/23 #      210,000      212,541
MPLX 4.875% 12/1/24     1,955,000    2,026,476
Murphy Oil 5.75% 8/15/25     1,237,000    1,262,507
NQ-022 [3/22] 5/22 (2218467)    9

Schedule of investments
Delaware Limited-Term Diversified Income Fund (Unaudited)
    Principal
amount°
Value (US $)
Corporate Bonds (continued)
Energy (continued)
NuStar Logistics 5.75% 10/1/25     1,077,000 $  1,099,116
Occidental Petroleum 5.50% 12/1/25     1,247,000    1,314,213
ONEOK 7.50% 9/1/23     2,985,000    3,140,267
Pertamina Persero 144A 1.40% 2/9/26 #      200,000      185,464
Petroleos Mexicanos 4.625% 9/21/23       130,000      131,676
Qatar Energy 144A 1.375% 9/12/26 #      200,000      186,961
Sabine Pass Liquefaction 5.75% 5/15/24     2,575,000    2,696,310
Saudi Arabian Oil 144A 1.625% 11/24/25 #      205,000      194,782
Schlumberger Holdings 144A 3.75% 5/1/24 #      930,000      947,538
Southwestern Energy 5.95% 1/23/25       188,000      196,780
Tengizchevroil Finance Co International 144A 2.625% 8/15/25 #      200,000     177,500
   21,524,503
Finance Companies — 4.41%
AerCap Ireland Capital DAC      
1.65% 10/29/24     1,215,000    1,148,473
3.15% 2/15/24     3,905,000    3,844,602
Air Lease      
0.80% 8/18/24     1,755,000    1,654,538
2.875% 1/15/26       875,000      845,656
3.00% 9/15/23     1,225,000    1,220,401
Aviation Capital Group 144A 1.95% 1/30/26 #    2,940,000    2,703,751
Avolon Holdings Funding 144A 3.95% 7/1/24 #    4,960,000    4,947,745
BOC Aviation USA 144A 1.625% 4/29/24 #      200,000      192,228
DAE Sukuk DIFC 144A 3.75% 2/15/26 #      200,000      195,365
SURA Asset Management 144A 4.875% 4/17/24 #      620,000      630,391
USAA Capital 144A 1.50% 5/1/23 #    2,900,000   2,874,613
   20,257,763
Financials — 0.11%
Citigroup 3.07% 2/24/28 μ      275,000      268,143
US Bancorp 2.677% 1/27/33 μ      235,000     223,674
      491,817
Information Technology — 0.20%
S&P Global 144A 2.45% 3/1/27 #      945,000     920,646
      920,646
Insurance — 3.83%
AIA Group 3.125% 3/13/23       210,000      210,956
Athene Global Funding      
144A 0.931% (SOFR + 0.70%) 5/24/24 #, •    2,055,000    2,031,219
10    NQ-022 [3/22] 5/22 (2218467)

(Unaudited)
    Principal
amount°
Value (US $)
Corporate Bonds (continued)
Insurance (continued)
Athene Global Funding      
144A 1.00% 4/16/24 #    2,535,000 $  2,425,968
Brighthouse Financial Global Funding      
144A 1.00% 4/12/24 #    2,145,000    2,055,874
144A 1.051% (SOFR + 0.76%) 4/12/24 #, •    1,745,000    1,749,765
Equitable Financial Life Global Funding 144A 0.80% 8/12/24 #      765,000      726,409
Equitable Holdings 3.90% 4/20/23     1,355,000    1,373,890
F&G Global Funding 144A 0.90% 9/20/24 #    1,945,000    1,835,211
GA Global Funding Trust 144A 1.00% 4/8/24 #    4,115,000    3,942,323
USI 144A 6.875% 5/1/25 #    1,194,000   1,199,958
   17,551,573
Real Estate — 0.28%
Goodman HK Finance 4.375% 6/19/24       200,000      204,252
HAT Holdings I 144A 6.00% 4/15/25 #      821,000      842,568
Kaisa Group Holdings 9.375% 6/30/24 ‡      200,000       39,100
Trust Fibra UNO 144A 5.25% 1/30/26 #      200,000     206,851
    1,292,771
Technology — 1.73%
Baidu 1.72% 4/9/26       200,000      184,541
International Business Machines 3.00% 5/15/24     1,280,000    1,289,087
Microchip Technology      
144A 0.983% 9/1/24 #    2,305,000    2,184,287
4.333% 6/1/23       615,000      625,032
NXP 144A 2.70% 5/1/25 #      100,000       97,032
SK Hynix 144A 1.50% 1/19/26 #      620,000      574,212
Skyworks Solutions 0.90% 6/1/23     2,885,000    2,821,827
Workday      
3.50% 4/1/27        65,000       65,027
3.70% 4/1/29        95,000      95,298
    7,936,343
Technology & Electronics — 0.50%
Sensata Technologies      
144A 5.00% 10/1/25 #    1,800,000    1,827,747
144A 5.625% 11/1/24 #      465,000     481,761
    2,309,508
NQ-022 [3/22] 5/22 (2218467)    11

Schedule of investments
Delaware Limited-Term Diversified Income Fund (Unaudited)
    Principal
amount°
Value (US $)
Corporate Bonds (continued)
Transportation — 2.20%
Adani Ports & Special Economic Zone 144A 3.375% 7/24/24 #      235,000 $    231,602
Canadian Pacific Railway 1.35% 12/2/24     2,295,000    2,202,623
DAE Funding 144A 1.55% 8/1/24 #      200,000      189,067
Delta Air Lines      
144A 7.00% 5/1/25 #    2,041,000    2,187,817
7.375% 1/15/26       476,000      517,460
Mileage Plus Holdings 144A 6.50% 6/20/27 #    1,130,000    1,179,437
Misc Capital Two Labuan 144A 3.75% 4/6/27 #      200,000      198,950
Spirit Loyalty Cayman 144A 8.00% 9/20/25 #      581,999      620,842
Triton Container International 144A 1.15% 6/7/24 #    2,725,000    2,586,947
United Airlines 144A 4.375% 4/15/26 #      175,000     172,375
   10,087,120
Utilities — 0.46%
Fells Point Funding Trust 144A 3.046% 1/31/27 #      270,000      259,270
Sempra Energy 3.30% 4/1/25     1,475,000    1,478,398
Southern California Gas 2.95% 4/15/27       390,000     385,092
    2,122,760
Total Corporate Bonds (cost $299,223,050) 288,768,962
Non-Agency Asset-Backed Securities — 7.55%
ARI Fleet Lease Trust
Series 2018-B A2 144A 3.22% 8/16/27 #
       6,325        6,327
Avis Budget Rental Car Funding AESOP      
Series 2017-1A A 144A 3.07% 9/20/23 #    1,000,000    1,002,997
Series 2019-2A A 144A 3.35% 9/22/25 #      830,000      832,665
CarMax Auto Owner Trust
Series 2018-2 B 3.37% 10/16/23
   1,850,000    1,854,465
Dell Equipment Finance Trust
Series 2021-2 A2 144A 0.33% 12/22/26 #
   1,800,000    1,777,399
Ford Credit Auto Owner Trust      
Series 2021-A B 0.70% 10/15/26      180,000      168,719
Series 2022-A B 1.91% 7/15/27    1,665,000    1,599,884
Ford Credit Floorplan Master Owner Trust A
Series 2020-1 A1
0.70% 9/15/25
   5,330,000    5,173,140
GM Financial Automobile Leasing Trust
Series 2022-1 B 2.23% 2/20/26
   2,150,000    2,114,813
GM Financial Leasing Trust
Series 2021-1 B 0.54% 2/20/25
     270,000      262,290
12    NQ-022 [3/22] 5/22 (2218467)

(Unaudited)
    Principal
amount°
Value (US $)
Non-Agency Asset-Backed Securities (continued)
GMF Floorplan Owner Revolving Trust
Series 2020-1 A 144A 0.68% 8/15/25 #
     500,000 $    486,885
Hyundai Auto Lease Securitization Trust
Series 2021-A B 144A 0.61% 10/15/25 #
   4,100,000    4,006,208
John Deere Owner Trust
Series 2019-A A3
2.91% 7/17/23
     297,828      298,297
JPMorgan Chase Bank
Series 2020-2 B 144A 0.84% 2/25/28 #
   1,264,124    1,247,788
MMAF Equipment Finance
Series 2020-BA A2 144A 0.38% 8/14/23 #
   2,460,073    2,448,071
Tesla Auto Lease Trust
Series 2021-A B 144A 1.02% 3/20/25 #
   4,725,000    4,571,952
Trafigura Securitisation Finance
Series 2021-1A A2 144A 1.08% 1/15/25 #
   3,850,000    3,668,549
UNIFY Auto Receivables Trust
Series 2021-1A A3 144A 0.51% 6/16/25 #
     400,000      395,212
Verizon Master Trust
Series 2022-2 B 1.83% 7/20/28
   1,665,000    1,610,690
Verizon Owner Trust
Series 2020-C A 0.41% 4/21/25
   1,000,000      980,576
Volkswagen Auto Lease Trust
Series 2020-A A4 0.45% 7/21/25
     150,000     147,344
Total Non-Agency Asset-Backed Securities (cost $35,558,523)  34,654,271
Loan Agreements — 0.21%
Applied Systems 1st Lien 3.763% (LIBOR03M + 4.01%) 9/19/24 •      244,033      242,769
AssuredPartners 3.833% (LIBOR01M + 3.96%) 2/12/27 •      258,536      255,830
Charter Communications Operating Tranche B2 2.21% (LIBOR01M + 2.21%) 2/1/27 •      239,446      237,725
Gardner Denver Tranche B-1 2.083% (LIBOR01M + 2.21%) 3/1/27 •      204,102     201,155
Total Loan Agreements (cost $940,314)     937,479
Sovereign Bonds — 0.32%
Croatia — 0.05%
Croatia Government International Bond
144A 5.50% 4/4/23 #
     200,000     206,546
      206,546
NQ-022 [3/22] 5/22 (2218467)    13

Schedule of investments
Delaware Limited-Term Diversified Income Fund (Unaudited)
    Principal
amount°
Value (US $)
Sovereign Bonds (continued)
Hong Kong — 0.04%
Airport Authority
144A 1.75% 1/12/27 #
     200,000 $    189,889
      189,889
Nigeria — 0.06%
Nigeria Government International Bond
5.625% 6/27/22 
     250,000     250,237
      250,237
Philippines — 0.04%
Philippine Government International Bond
3.229% 3/29/27 
     200,000     202,837
      202,837
Saudi Arabia — 0.05%
Kingdom of Saudi Arabia Sukuk
144A 2.894% 4/20/22 #
     250,000     250,137
      250,137
Turkey — 0.04%
Turkiye Ihracat Kredi Bankasi
144A 5.75% 7/6/26 #
     200,000     183,645
      183,645
Uzbekistan — 0.04%
Republic of Uzbekistan International Bond
144A 4.75% 2/20/24 #
     200,000     200,631
      200,631
Total Sovereign Bonds (cost $1,509,886)   1,483,922
US Treasury Obligations — 8.42%
United States Treasury Floating Rate Note
0.656% (USBMMY3M + -0.02%) 1/31/24 •
   4,605,000    4,610,266
US Treasury Notes      
0.375% 9/15/24    1,060,000    1,007,248
1.75% 3/15/25    8,220,000    8,046,610
2.25% 3/31/24   24,550,000   24,517,874
2.50% 3/31/27      455,000     456,031
Total US Treasury Obligations (cost $38,673,068)  38,638,029
14    NQ-022 [3/22] 5/22 (2218467)

(Unaudited)
    Number of
shares
Value (US $)
Short-Term Investments — 4.08%
Money Market Mutual Funds — 4.08%
BlackRock FedFund – Institutional Shares (seven-day effective yield 0.23%)    4,681,475 $  4,681,475
Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 0.12%)    4,681,475    4,681,475
GS Financial Square Government Fund – Institutional Shares (seven-day effective yield 0.25%)    4,681,475    4,681,475
Morgan Stanley Government Portfolio – Institutional Share Class (seven-day effective yield 0.23%)    4,681,475   4,681,475
Total Short-Term Investments (cost $18,725,900)  18,725,900
Total Value of Securities—102.29%
(cost $482,974,876)
    469,425,981
Liabilities Net of Receivables and Other Assets—(2.29%)*     (10,507,676)
Net Assets Applicable to 57,421,839 Shares Outstanding—100.00%     $458,918,305
° Principal amount shown is stated in USD unless noted that the security is denominated in another currency.
Pass Through Agreement. Security represents the contractual right to receive a proportionate amount of underlying payments due to the counterparty pursuant to various agreements related to the rescheduling of obligations and the exchange of certain notes.
Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at March 31, 2022. For securities based on a published reference rate and spread, the reference rate and spread are indicated in their descriptions. The reference rate descriptions (i.e. LIBOR03M, LIBOR06M, etc.) used in this report are identical for different securities, but the underlying reference rates may differ due to the timing of the reset period. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions, or for mortgage-backed securities, are impacted by the individual mortgages which are paying off over time. These securities do not indicate a reference rate and spread in their descriptions.
# Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At March 31, 2022, the aggregate value of Rule 144A securities was $160,143,487, which represents 34.90% of the Fund's net assets.
μ Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2022. Rate will reset at a future date.
ψ Perpetual security. Maturity date represents next call date.
Non-income producing security. Security is currently in default.
* Of this amount, $215,952 represents cash collateral posted for futures contracts.
NQ-022 [3/22] 5/22 (2218467)    15

Schedule of investments
Delaware Limited-Term Diversified Income Fund (Unaudited)
The following futures contracts were outstanding at March 31, 2022:
Futures Contracts
Exchange-Traded
Contracts to Buy (Sell)   Notional
Amount
  Notional
Cost
(Proceeds)
  Expiration
Date
  Value/
Unrealized
Appreciation
  Value/
Unrealized
Depreciation
  Variation
Margin
Due from
(Due to)
Brokers
113 US Treasury 2yr Notes   $23,947,172   $24,237,880   6/30/22   $   $(290,708)   $(22,070)
(30) US Treasury 5 yr Notes   (3,440,625)   (3,522,820)   6/30/22   82,195     5,156
78 US Treasury 3 yr Notes   17,018,625   17,341,411   6/30/22     (322,786)   (19,500)
Total Futures Contracts   $38,056,471       $82,195   $(613,494)   $(36,414)
The use of futures contracts involves elements of market risk and risks in excess of the amounts disclosed in these financial statements. The notional amounts presented above represent the Fund’s total exposure in such contracts, whereas only the variation margin is reflected in the Fund’s
net assets.
Summary of abbreviations:
CLO – Collateralized Loan Obligation
DAC – Designated Activity Company
DIFC – Dubai International Financial Centre
FREMF – Freddie Mac Multifamily
GNMA – Government National Mortgage Association
GS – Goldman Sachs
ICE – Intercontinental Exchange, Inc.
LIBOR – London Interbank Offered Rate
LIBOR01M – ICE LIBOR USD 1 Month
LIBOR03M – ICE LIBOR USD 3 Month
LIBOR06M – ICE LIBOR USD 6 Month
REMIC – Real Estate Mortgage Investment Conduit
S&P – Standard & Poor’s Financial Services LLC
16    NQ-022 [3/22] 5/22 (2218467)

(Unaudited)
Summary of abbreviations:(continued)
S.F. – Single Family
SOFR – Secured Overnight Financing Rate
TSFR03M – 3 Month Term Secured Overnight Financing Rate
USBMMY3M – US Treasury 3 Month Bill Money Market Yield
USD – US Dollar
yr – Year
NQ-022 [3/22] 5/22 (2218467)    17