# EDGAR Filing Document

**Accession Number:** 0000769220
**File Stem:** 0001752724-23-065110
**Filing Date:** 2023-3
**Character Count:** 91521
**Document Hash:** 4486a3920ff86508653c453d1bc30ec9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065110.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065110

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE GROUP GOVERNMENT FUND
- **CENTRAL INDEX KEY:** 0000769220
- **IRS NUMBER:** 232448685
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04304
- **FILM NUMBER:** 23758410

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354
- **BUSINESS PHONE:** 18005231918

**MAIL ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP GOVERNMENT FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Delaware Strategic Income Fund (Series ID: S000003919)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010992 | CLASS A             | DEGGX           |
| C000010994 | CLASS C             | DUGCX           |
| C000010995 | CLASS R             | DUGRX           |
| C000010996 | INSTITUTIONAL CLASS | DUGIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Delaware Group Government Fund

- **b. Investment Company Act file number:** 811-04304

- **c. CIK number of Registrant:** 0000769220

- **d. LEI of Registrant:** 549300LQEAIQ305TVO13

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Independence

  - **City:** PHILADELPHIA

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

  - **Telephone number:** 18005231918

**Item A.2. Information about the Series.**

- **a. Name of Series:** Delaware Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000003919

- **c. LEI of Series:** PJ0IQZFR80HHF09Q8P51

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $106218837.24

**Total Liabilities:** $765803.73

**Net Assets:** $105453033.51

**Cash Not Reported:** $340539.18

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 12.39731000 | **1-Year:** 1663.09130000 | **5-Year:** 12599.90874000 | **10-Year:** 7753.19155000 | **30-Year:** 308.35439000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 21.68167000 | **1-Year:** 3322.06497000 | **5-Year:** 10960.29287000 | **10-Year:** 2282.56976000 | **30-Year:** 93.33340000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010995 | 3.40%                | 0.53%                | 3.30%                |
| Class ID C000010996 | 3.45%                | 0.57%                | 3.21%                |
| Class ID C000010994 | 3.51%                | 0.49%                | 3.12%                |
| Class ID C000010992 | 3.43%                | 0.55%                | 3.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-275668.09              | $3024813.56                                |
| Month 2  | $-275948.60              | $251442.79                                 |
| Month 3  | $-376009.02              | $3526957.20                                |

### Schedule of Portfolio Investments

| Name                                           | Title                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PUERTO RICO CMWLTH                             | Commonwealth of Puerto Rico                                               | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     12435 | PA      | $11650.85     | 0.01%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                               | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    517000 | PA      | $371681.80    | 0.35%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| XP INC                                         | XP Inc                                                                    | CUSIP: 98379XAA2<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $179890.64    | 0.17%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                            | SVB Financial Group                                                       | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    385000 | PA      | $308719.37    | 0.29%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $126022.32    | 0.12%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                               | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    135000 | PA      | $116278.20    | 0.11%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2018-K86 Mortgage Trust                                             | CUSIP: 30308RAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $911131.28    | 0.86%             | 2051-11-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                   | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34902.00     | 0.03%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                               | Guara Norte Sarl                                                          | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    564553 | PA      | $511711.20    | 0.49%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                           | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430153 | PA      | $441886.57    | 0.42%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                          | CNX Midstream Partners LP                                                 | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $423820.00    | 0.40%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2017-7                                             | CUSIP: 81746GCC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705457 | PA      | $1481643.63   | 1.41%             | 2047-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                       | Agile Group Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $171029.82    | 0.16%             | 2026-05-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                     | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $698036.24    | 0.66%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                             | Banco de Bogota SA                                                        | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $372557.32    | 0.35%             | 2027-08-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                   | Acrisure LLC                                                              | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    198000 | PA      | $193297.50    | 0.18%             | 2027-02-15      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                       | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    661000 | PA      | $688860.42    | 0.65%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3185000 | PA      | $3251250.55   | 3.08%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BABCOCK INTL GROUP PLC                         | Babcock International Group PLC                                           | CUSIP: 000000000<br>LEI: 213800TSKOLX4EU6L377 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $467842.16    | 0.44%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                               | Arcos Dorados BV                                                          | CUSIP: 03965TAB9<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $363647.10    | 0.34%             | 2029-05-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                         | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    136000 | PA      | $122853.02    | 0.12%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                     | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163762.50    | 0.16%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                              | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6892.73      | 0.01%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA1                                   | CUSIP: 35564KAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1231035 | PA      | $1211839.77   | 1.15%             | 2051-01-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                         | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    585000 | PA      | $562647.15    | 0.53%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                               | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176529.07    | 0.17%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                 | Diamond Infrastructure Funding LLC                                        | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $643405.65    | 0.61%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                       | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120561.25    | 0.11%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                        | Iron Mountain Information Management Services Inc                         | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $199726.60    | 0.19%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                    | Geopark Ltd                                                               | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    620000 | PA      | $551083.09    | 0.52%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2017-K71 Mortgage Trust                                             | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $304712.10    | 0.29%             | 2050-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                     | Vonovia SE                                                                | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $169262.51    | 0.16%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                              | Medco Laurel Tree Pte Ltd                                                 | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |    545000 | PA      | $519730.80    | 0.49%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                     | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    255000 | PA      | $227428.13    | 0.22%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65022.26     | 0.06%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $109255.08    | 0.10%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT 5 Year US Treasury Note                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         8 | NC      | $2418.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    159000 | PA      | $126482.56    | 0.12%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                         | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     71000 | PA      | $64341.62     | 0.06%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                 | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    219000 | PA      | $178435.35    | 0.17%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls                 | Hardee's Funding LLC                                                      | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2156000 | PA      | $1910653.67   | 1.81%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                            | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |    291244 | NS      | $291244.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                             | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    653000 | PA      | $595069.11    | 0.56%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PARATEK PHARMACEUTICALS                        | Paratek Pharmaceuticals Inc                                               | CUSIP: 699374AB0<br>LEI: 5493007V5QDIWECEYV79 | Long             | DBT              | CORP              | US        |    265000 | PA      | $234737.00    | 0.22%             | 2024-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                               | Oryx Funding Ltd                                                          | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |    685000 | PA      | $675779.90    | 0.64%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                              | CUSIP: 22550L2L4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $256198.20    | 0.24%             | 2025-01-09      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                         | Liberty Broadband Corp                                                    | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    459000 | PA      | $444656.25    | 0.42%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                     | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $136220.20    | 0.13%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                       | CUSIP: 03846JX47<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    723000 | PA      | $683226.32    | 0.65%             | 2024-05-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                             | Connect Finco SARL                                                        | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    277163 | PA      | $275343.76    | 0.26%             | 2026-12-12      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                           | CUSIP: 06539VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $469805.58    | 0.45%             | 2055-02-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                     | Grupo Aeromexico SAB de CV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     49917 | NS      | $477154.62    | 0.45%             |  |  |  | No            |                  3 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                       | International Consolidated Airlines Group SA                              | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $275592.53    | 0.26%             | 2029-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                   | Acrisure LLC                                                              | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    298508 | PA      | $288744.84    | 0.27%             | 2027-02-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR                       | Hamilton Projects Acquiror LLC                                            | CUSIP: 14314VAB9<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |    684147 | PA      | $684859.54    | 0.65%             | 2027-06-26      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                  | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22270.32     | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $135012.83    | 0.13%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Stacr Remic Trust 2020-HQA2                                   | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227980 | PA      | $1254807.29   | 1.19%             | 2050-03-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                           | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    296000 | PA      | $289707.07    | 0.27%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                       | Roller Bearing Co of America Inc                                          | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225580.00    | 0.21%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                           | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267311.56    | 0.25%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PDC ENERGY INC                                 | PDC Energy Inc                                                            | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    445000 | PA      | $430942.45    | 0.41%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                | Access Bank PLC                                                           | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    400000 | PA      | $351140.00    | 0.33%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GDB DEBT RECOVERY AUTH OF CMWL                 | GDB Debt Recovery Authority of Puerto Rico                                | CUSIP: 36829QAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570322 | PA      | $481921.68    | 0.46%             | 2040-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                               | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    291245 | NS      | $291244.57    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    457000 | PA      | $417549.57    | 0.40%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $325401.72    | 0.31%             | 2031-05-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                            | Senegal Government International Bond                                     | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    764000 | PA      | $573939.72    | 0.54%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                              | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $983405.19    | 0.93%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS6                                     | CUSIP: 36253PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $446860.75    | 0.42%             | 2050-05-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CUMULUS MEDIA NEW HLDGS                        | Cumulus Media New Holdings Inc                                            | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418027.50    | 0.40%             | 2026-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2017-5                                             | CUSIP: 81746DCC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1695974 | PA      | $1514555.05   | 1.44%             | 2047-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION FIN                        | Castlelake Aviation Finance DAC                                           | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |    620000 | PA      | $556341.50    | 0.53%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                         | VTR Comunicaciones SpA                                                    | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    850000 | PA      | $561000.00    | 0.53%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                           | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414131 | PA      | $415706.98    | 0.39%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                             | UEP Penonome II SA                                                        | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    609364 | PA      | $461397.25    | 0.44%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                     | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $102207.00    | 0.10%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B22 Mortgage Trust                                         | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $410248.05    | 0.39%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                       | PetSmart Inc / PetSmart Finance Corp                                      | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246053.93    | 0.23%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    279000 | PA      | $252958.31    | 0.24%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $112300.79    | 0.11%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                  | Methanex Corp                                                             | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $828666.00    | 0.79%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                         | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540617.82    | 0.51%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                          | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    640000 | PA      | $551318.40    | 0.52%             | 2028-08-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                 | Domino's Pizza Master Issuer LLC                                          | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442125 | PA      | $385421.58    | 0.37%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $123753.36    | 0.12%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                               | CSN Resources SA                                                          | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    535000 | PA      | $486834.59    | 0.46%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                              | InRetail Consumer                                                         | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    625000 | PA      | $540409.44    | 0.51%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                            | Honduras Government International Bond                                    | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    959000 | PA      | $784926.16    | 0.74%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citicorp Residential Mortgage                  | Citicorp Residential Mortgage Trust Series 2006-3                         | CUSIP: 17310NAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90578 | PA      | $88607.50     | 0.08%             | 2036-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                  | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79030.08     | 0.07%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA3                                   | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1342831.50   | 1.27%             | 2033-10-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                            | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253712.53    | 0.24%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    595000 | PA      | $611163.18    | 0.58%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                            | Spirit Airlines Inc                                                       | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |    404000 | PA      | $332694.00    | 0.32%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA1                                   | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1944636.40   | 1.84%             | 2033-08-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                      | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    687750 | PA      | $676144.22    | 0.64%             | 2027-10-08      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2017-K66 Mortgage Trust                                             | CUSIP: 35708QAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $309068.70    | 0.29%             | 2027-07-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                            | Applied Systems Inc                                                       | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1336630 | PA      | $1340528.62   | 1.27%             | 2027-09-19      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                       | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    564000 | PA      | $467706.02    | 0.44%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2013-CCRE6 Mortgage Trust                                            | CUSIP: 12624XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70164 | PA      | $69462.04     | 0.07%             | 2046-03-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $116311.72    | 0.11%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                 | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    315000 | PA      | $290196.90    | 0.28%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                       | Banque Ouest Africaine de Developpement                                   | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    804000 | PA      | $711178.20    | 0.67%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                              | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $247027.38    | 0.23%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                  | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44490.16     | 0.04%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                       | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95052.49     | 0.09%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                             | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207353.48    | 0.20%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                             | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1474389.98   | 1.40%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                            | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51060.81     | 0.05%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                           | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $488935.95    | 0.46%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    562500 | PA      | $568977.19    | 0.54%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                 | DBJPM 20-C9 Mortgage Trust                                                | CUSIP: 233063BC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $381781.55    | 0.36%             | 2053-08-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                          | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46058.70     | 0.04%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UKG INC                                        | UKG Inc                                                                   | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    421040 | PA      | $416303.79    | 0.39%             | 2026-05-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $184688.00    | 0.18%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                    | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     25000 | PA      | $21489.63     | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                            | SVB Financial Group                                                       | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87531.64     | 0.08%             | 2033-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1164000 | PA      | $1036905.17   | 0.98%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131900.69    | 0.13%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                             | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    355000 | PA      | $295150.55    | 0.28%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT 10 Year US Treasury Note                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -4 | NC      | $-7697.40     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                            | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    335000 | PA      | $306908.61    | 0.29%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                             | CNX Resources Corp                                                        | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    700000 | PA      | $643675.90    | 0.61%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1985000 | PA      | $1711132.13   | 1.62%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                     | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135749.00    | 0.13%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                              | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $157947.35    | 0.15%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                          | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77278.75     | 0.07%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                          | CMG Media Corp                                                            | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $324370.23    | 0.31%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                    | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    310000 | PA      | $234648.08    | 0.22%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    865000 | PA      | $685041.77    | 0.65%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                         | Helix Energy Solutions Group Inc                                          | CUSIP: 42330PAK3<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $406725.00    | 0.39%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                          | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $452147.50    | 0.43%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                             | Commonwealth of Puerto Rico                                               | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     27144 | PA      | $24725.47     | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                        | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72629.19     | 0.07%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2014-1                                             | CUSIP: 81745NAK5<br>LEI: 549300IOX83SDPG3QD30 | Long             | ABS-MBS          | CORP              | US        |    675450 | PA      | $625342.80    | 0.59%             | 2044-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                     | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    370000 | PA      | $341428.97    | 0.32%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                     | MHP Lux SA                                                                | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    505000 | PA      | $246566.25    | 0.23%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                          | Clean Renewable Power Mauritius Pte Ltd                                   | CUSIP: 18452NAB0<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |    639850 | PA      | $572291.18    | 0.54%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE                          | Rutas 2 and 7 Finance Ltd                                                 | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    681333 | PA      | $449117.88    | 0.43%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3005000 | PA      | $3161823.44   | 3.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B21 Mortgage Trust                                         | CUSIP: 08163LAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $374858.15    | 0.36%             | 2053-12-17      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                           | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911302 | PA      | $914769.46    | 0.87%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    485000 | PA      | $456084.30    | 0.43%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY FRN                                | United States Treasury Floating Rate Note                                 | CUSIP: 91282CFS5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2940000 | PA      | $2941189.52   | 2.79%             | 2024-10-31      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                | Access Bank PLC                                                           | CUSIP: 00434G2C3<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    400000 | PA      | $332760.00    | 0.32%             | N/A             | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                              | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $124430.88    | 0.12%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11            | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $127548.08    | 0.12%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALSEA S.A.                                     | Alsea SAB de CV                                                           | CUSIP: 021151AA3<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $606792.00    | 0.58%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                   | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    550000 | PA      | $405871.84    | 0.38%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2018-GS9                                     | CUSIP: 36255NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $255200.01    | 0.24%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                           | Bidvest Group UK PLC/The                                                  | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $552990.00    | 0.52%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                         | Republic of Uzbekistan International Bond                                 | CUSIP: 91822Q2B2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    862000 | PA      | $847884.75    | 0.80%             | 2024-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                       | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1135000 | PA      | $910092.49    | 0.86%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                            | CIFI Holdings Group Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $64575.82     | 0.06%             | 2024-11-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                            | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    440000 | PA      | $390734.43    | 0.37%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co                                     | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    166298 | PA      | $165436.83    | 0.16%             | 2024-04-03      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp        | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $419863.54    | 0.40%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                         | Fells Point Funding Trust                                                 | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93100.24     | 0.09%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-13                                          | CUSIP: 46592XBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584230 | PA      | $441327.71    | 0.42%             | 2052-04-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                           | Rumo Luxembourg Sarl                                                      | CUSIP: 781467AC9<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $192540.00    | 0.18%             | 2028-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                 | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25046.59     | 0.02%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                       | Turkcell Iletisim Hizmetleri AS                                           | CUSIP: 900111AB1<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    755000 | PA      | $660625.00    | 0.63%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                     | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    460000 | PA      | $419815.55    | 0.40%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                             | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455529.44    | 0.43%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                     | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $21393.46     | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| USI INC/NY                                     | USI Inc/NY                                                                | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $423444.50    | 0.40%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                      | EUR/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3782.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                           | CUSIP: 3140QQPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    879474 | PA      | $894747.10    | 0.85%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA2                                   | CUSIP: 35564KFV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1912573.00   | 1.81%             | 2033-12-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                            | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $179891.92    | 0.17%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                 | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $514599.75    | 0.49%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TURK SISE VE CAM FABRIKA                       | Turkiye Sise ve Cam Fabrikalari AS                                        | CUSIP: 90016AAB6<br>LEI: 789000KWOK751Q6R8875 | Long             | DBT              | CORP              | TR        |    700000 | PA      | $682874.50    | 0.65%             | 2026-03-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                            | AssuredPartners Inc                                                       | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    449461 | PA      | $445889.87    | 0.42%             | 2027-02-13      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                       | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $883143.75    | 0.84%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                     | Kaman Corp                                                                | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1058808.00   | 1.00%             | 2024-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                           | Azul Investments LLP                                                      | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    640000 | PA      | $387304.13    | 0.37%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                   | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    640000 | PA      | $618380.80    | 0.59%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                      | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    121000 | PA      | $120198.98    | 0.11%             | 2027-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMTAR CORP                                    | Domtar Corp                                                               | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |    509000 | PA      | $468524.57    | 0.44%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                              | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $383204.35    | 0.36%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2017-6                                             | CUSIP: 81746FCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1718915 | PA      | $1501654.87   | 1.42%             | 2047-09-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                    | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    470000 | PA      | $454843.35    | 0.43%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                       | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    525000 | PA      | $649083.75    | 0.62%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                         | Taco Bell Funding LLC                                                     | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960000 | PA      | $935175.36    | 0.89%             | 2048-11-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                          | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6510000 | PA      | $6532123.58   | 6.19%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                    | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    655000 | PA      | $683829.83    | 0.65%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                 | Tullow Oil PLC                                                            | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    640000 | PA      | $552851.20    | 0.52%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                           | Grupo Aeromexico SAB de CV                                                | CUSIP: 40054JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    500000 | PA      | $453543.15    | 0.43%             | 2027-03-17      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2018-K72 Mortgage Trust                                             | CUSIP: 30307TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $308080.24    | 0.29%             | 2050-12-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    313000 | PA      | $267918.89    | 0.25%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                                | Cellnex Finance Co SA                                                     | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $147867.44    | 0.14%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                | DAE Funding LLC                                                           | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    695000 | PA      | $630819.53    | 0.60%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                         | Liberty Broadband Corp                                                    | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16701.96     | 0.02%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $334544.00    | 0.32%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $970680.00    | 0.92%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                     | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    414000 | PA      | $360640.58    | 0.34%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | Ultra 10-Year US Treasury Note                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         2 | NC      | $5510.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STILLWATER MINING CO                           | Stillwater Mining Co                                                      | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    620000 | PA      | $574430.00    | 0.54%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                             | Abertis Infraestructuras Finance BV                                       | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $393060.82    | 0.37%             | N/A             | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                          | HUB International Ltd                                                     | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    545000 | PA      | $488356.46    | 0.46%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                       | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     56000 | PA      | $59292.21     | 0.06%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                           | Entegris Escrow Corp                                                      | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $84482.42     | 0.08%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                           | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $679200.00    | 0.64%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO                           | Sagicor Financial Co Ltd                                                  | CUSIP: 78669QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    400000 | PA      | $389000.00    | 0.37%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                         | Blackstone Mortgage Trust Inc                                             | CUSIP: 09257WAC4<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245451.54    | 0.23%             | 2023-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    291244 | NS      | $291244.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                  | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30242.31     | 0.03%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                             | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |    291244 | NS      | $291244.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** Delaware Group Government Fund

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

**Title:** Division Director - Head of US Fund Administration