Total Portfolio Holdings

Delaware Ivy Global Bond Fund

Updated as of 12/31/2021
Name CUSIP Type Shares or Principal Amount Market Value Percent of Net Assets
State Street Institutional U.S. Government Money Market Fund - Premier Class, 0.025%, 2-1-22 0.03 %, 857492706 N/A 28,492,072 $28,492,072.00 5.30 %
Australia 10-Year Commonwealth Treasury Bond XMH2 Futures Contracts 168 $17,010,150.00 3.16 %
U.S. Treasury Notes (3-Month Bill Money Market Yield plus 0.12 %, 10/31/2023 91282CDE8 United States Government Obligations 13,670,000 $13,673,831.00 2.54 %
Dreyus Institutional Preferred Government Money Market Fu 0.01 %, 26200X100 Short-Term Securities 13,203,993 $13,203,993.00 2.45 %
U.S. Treasury Notes 0.38 %, 11/30/2025 91282CAZ4 United States Government Obligations 11,000,000 $10,668,711.00 1.98 %
U.S. Treasury Notes 1.25 %, 4/30/2028 91282CBZ3 United States Government Obligations 9,600,000 $9,514,875.00 1.77 %
ING Groep N.V. 3.00 %, 4/11/2028 BYWW669 Corporate Debt Securities 7,800,000 $9,201,558.00 1.71 %
U.S. Treasury Notes 0.25 %, 7/31/2025 91282CAB7 United States Government Obligations 8,000,000 $7,761,250.00 1.44 %
U.S. Treasury Notes 0.38 %, 12/31/2025 91282CBC4 United States Government Obligations 7,400,000 $7,173,953.00 1.33 %
U.S. Treasury Notes 1.38 %, 11/15/2031 91282CDJ7 United States Government Obligations 5,975,000 $5,901,246.00 1.10 %
Colbun S.A. 4.50 %, 7/10/2024 192714AB9 Corporate Debt Securities 5,600,000 $5,914,636.00 1.10 %
NBK SPC Ltd. 1.63 %, 9/15/2027 62877PAB0 Corporate Debt Securities 6,000,000 $5,857,320.00 1.09 %
Banco Internacional del Peru S.A. 3.25 %, 10/4/2026 05968DAC4 Corporate Debt Securities 5,600,000 $5,724,964.00 1.06 %
Perusahaan Listrik Negara 5.38 %, 1/25/2029 71568PAG4 Other Government Securities 4,800,000 $5,516,832.00 1.03 %
U.S. Treasury Notes 2.38 %, 5/15/2027 912828X88 United States Government Obligations 5,100,000 $5,383,688.00 1.00 %
Taiwan Semiconductor Manufacturing Co. Ltd. 1.00 %, 9/28/2027 872882AF2 Corporate Debt Securities 5,600,000 $5,292,469.00 0.99 %
Celulosa Arauco y Constitucion S.A. 4.50 %, 8/1/2024 151191AZ6 Corporate Debt Securities 4,800,000 $5,106,000.00 0.95 %
U.S. Treasury Notes 1.25 %, 5/31/2028 91282CCE9 United States Government Obligations 5,000,000 $4,951,758.00 0.92 %
XP, Inc. 3.25 %, 7/1/2026 98379XAA2 Corporate Debt Securities 4,900,000 $4,704,368.00 0.88 %
U.S. Treasury Notes 0.50 %, 2/28/2026 91282CBQ3 United States Government Obligations 4,800,000 $4,664,437.00 0.87 %
U.S. Treasury Notes 0.25 %, 10/31/2025 91282CAT8 United States Government Obligations 4,800,000 $4,639,875.00 0.86 %
Ausgrid Finance Pty Ltd. 3.85 %, 5/1/2023 052113AA5 Corporate Debt Securities 4,400,000 $4,520,677.00 0.84 %
U.S. Treasury Notes 0.38 %, 9/30/2027 91282CAL5 United States Government Obligations 4,600,000 $4,355,086.00 0.81 %
ICICI Bank Ltd. 4.00 %, 3/18/2026 45112EAG4 Corporate Debt Securities 4,000,000 $4,277,667.00 0.80 %
GENM Capital Labuan Ltd. 3.88 %, 4/19/2031 37231BAA6 Corporate Debt Securities 4,400,000 $4,294,116.00 0.80 %
GOHL Capital Ltd. 4.25 %, 1/24/2027 BDRW0R6 Corporate Debt Securities 4,000,000 $4,115,167.00 0.76 %
SK Hynix, Inc. 3.00 %, 9/17/2024 BJYPQ50 Corporate Debt Securities 3,850,000 $3,979,942.00 0.74 %
Banco Santander S.A. 4.13 %, 11/9/2022 05969BAA1 Corporate Debt Securities 3,800,000 $3,895,247.00 0.72 %
U.S. Treasury Notes 0.38 %, 7/31/2027 91282CAD3 United States Government Obligations 4,000,000 $3,800,156.00 0.71 %
Power Finance Corp. Ltd. 3.90 %, 9/16/2029 BK5W8X9 Corporate Debt Securities 3,700,000 $3,814,551.00 0.71 %
Barclays plc 2.00 %, 2/7/2028 BF0LKS5 Corporate Debt Securities 3,000,000 $3,477,913.00 0.65 %
Bank of America Corp. 3.59 %, 7/21/2028 06051GGR4 Corporate Debt Securities 3,175,000 $3,419,783.00 0.64 %
Wells Fargo & Co. 4.30 %, 7/22/2027 94974BGL8 Corporate Debt Securities 3,000,000 $3,344,901.00 0.62 %
Citigroup, Inc. 3.52 %, 10/27/2028 172967LS8 Corporate Debt Securities 3,125,000 $3,354,668.00 0.62 %
Australia & New Zealand Banking Group Ltd. 4.40 %, 5/19/2026 052528AK2 Corporate Debt Securities 3,000,000 $3,287,396.00 0.61 %
Crown Castle International Corp. 4.00 %, 3/1/2027 22822VAE1 Corporate Debt Securities 3,000,000 $3,264,393.00 0.61 %
U.S. Treasury Notes 2.88 %, 5/15/2028 9128284N7 United States Government Obligations 3,000,000 $3,269,180.00 0.61 %
Corporacion Andina de Fomento 3.25 %, 2/11/2022 219868CB0 Other Government Securities 3,250,000 $3,258,498.00 0.61 %
Alibaba Group Holding Ltd. 3.40 %, 12/6/2027 01609WAT9 Corporate Debt Securities 3,000,000 $3,178,057.00 0.59 %
Reliance Industries Ltd. 3.67 %, 11/30/2027 759470AX5 Corporate Debt Securities 3,000,000 $3,204,304.00 0.59 %
Keurig Dr Pepper, Inc. 4.60 %, 5/25/2028 49271VAF7 Corporate Debt Securities 2,800,000 $3,187,000.00 0.59 %
Anheuser-Busch InBev Worldwide, Inc. (GTD by AB INBEV/BBR 4.00 %, 4/13/2028 035240AL4 Corporate Debt Securities 2,850,000 $3,171,973.00 0.59 %
InRetail Shopping Malls 5.75 %, 4/3/2028 45780UAB0 Corporate Debt Securities 3,000,000 $3,114,840.00 0.58 %
VTR Finance B.V. 6.38 %, 7/15/2028 918374AA7 Corporate Debt Securities 2,951,000 $3,073,348.00 0.57 %
Fresenius U.S. Finance II, Inc. 4.50 %, 1/15/2023 35804GAK4 Corporate Debt Securities 2,925,000 $3,005,967.00 0.56 %
Bacardi Ltd. 4.45 %, 5/15/2025 067316AE9 Corporate Debt Securities 2,800,000 $3,036,520.00 0.56 %
GeoPark Ltd. 5.50 %, 1/17/2027 37255BAB5 Corporate Debt Securities 3,100,000 $2,990,849.00 0.56 %
Republic of Indonesia 2.95 %, 1/11/2023 455780CC8 Other Government Securities 2,900,000 $2,965,747.00 0.55 %
JBS Finance Luxembourg S.a.r.l. 3.63 %, 1/15/2032 46592QAA7 Corporate Debt Securities 2,865,000 $2,880,729.00 0.54 %
Republic of Chile 2.55 %, 7/27/2033 168863DT2 Other Government Securities 3,000,000 $2,924,250.00 0.54 %
Aircastle Ltd. 4.40 %, 9/25/2023 00928QAR2 Corporate Debt Securities 2,800,000 $2,934,937.00 0.54 %
HTA Group Ltd. 7.00 %, 12/18/2025 40435WAB6 Corporate Debt Securities 2,800,000 $2,927,400.00 0.54 %
Goldman Sachs Group, Inc. (The) 3.81 %, 4/23/2029 38141GWV2 Corporate Debt Securities 2,600,000 $2,830,443.00 0.53 %
Cosan Ltd. 5.50 %, 9/20/2029 22113AAB1 Corporate Debt Securities 2,700,000 $2,815,344.00 0.52 %
Aker BP ASA 3.75 %, 1/15/2030 00973RAF0 Corporate Debt Securities 2,600,000 $2,756,025.00 0.51 %
JSM Global S.a.r.l. 4.75 %, 10/20/2030 46592BAA0 Corporate Debt Securities 3,000,000 $2,768,160.00 0.51 %
Sumitomo Mitsui Financial Group, Inc. 3.75 %, 7/19/2023 86562MBB5 Corporate Debt Securities 2,650,000 $2,761,709.00 0.51 %
Banco Santander S.A. 2.71 %, 6/27/2024 05971KAD1 Corporate Debt Securities 2,600,000 $2,693,516.00 0.50 %
Empresas Publicas de Medellin E.S.P. 4.25 %, 7/18/2029 29246BAE8 Corporate Debt Securities 2,800,000 $2,660,742.00 0.50 %
State Bank of India 4.38 %, 1/24/2024 85628UAJ5 Corporate Debt Securities 2,500,000 $2,635,962.00 0.49 %
Country Garden Holdings Co. Ltd. 2.70 %, 7/12/2026 BNBSB22 Corporate Debt Securities 3,000,000 $2,569,495.00 0.48 %
U.S. Treasury Notes 2.13 %, 3/31/2024 912828W71 United States Government Obligations 2,500,000 $2,573,340.00 0.48 %
U.S. Treasury Bonds 2.25 %, 11/15/2025 912828M56 United States Government Obligations 2,450,000 $2,552,594.00 0.47 %
Petrobras Global Finance B.V. (GTD by Petroleo Brasileiro 5.60 %, 1/3/2031 71647NBH1 Corporate Debt Securities 2,400,000 $2,545,824.00 0.47 %
Republic of Peru 2.78 %, 1/23/2031 715638DF6 Other Government Securities 2,550,000 $2,543,651.00 0.47 %
San Miguel Industrias PET S.A. 3.50 %, 8/2/2028 79911QAA2 Corporate Debt Securities 2,550,000 $2,498,694.00 0.46 %
Orbia Advance Corp. S.A.B. de C.V. 4.00 %, 10/4/2027 59284BAF5 Corporate Debt Securities 2,300,000 $2,461,184.00 0.46 %
Citadel Finance LLC 3.38 %, 3/9/2026 17287HAA8 Corporate Debt Securities 2,500,000 $2,498,136.00 0.46 %
Inversiones Latin America Power Ltd. 5.13 %, 6/15/2033 46137NAC2 Corporate Debt Securities 2,600,000 $2,499,614.00 0.46 %
Pampa Energia S.A. 7.50 %, 1/24/2027 697660AA6 Corporate Debt Securities 2,850,000 $2,464,680.00 0.46 %
State Bank of India 4.88 %, 4/17/2024 85628UAF3 Corporate Debt Securities 2,300,000 $2,461,955.00 0.46 %
U.S. Treasury Notes 1.50 %, 1/15/2023 912828Z29 United States Government Obligations 2,450,000 $2,476,820.00 0.46 %
D.R. Horton, Inc. 2.60 %, 10/15/2025 23331ABN8 Corporate Debt Securities 2,400,000 $2,479,509.00 0.46 %
Nexa Resources S.A. 6.50 %, 1/18/2028 65290DAA1 Corporate Debt Securities 2,200,000 $2,423,234.00 0.45 %
Korea Development Bank 3.25 %, 2/19/2024 500630CW6 Other Government Securities 2,300,000 $2,408,605.00 0.45 %
JBS Investments II GmbH (GTD by JBS S.A.) 5.75 %, 1/15/2028 46650CAB5 Corporate Debt Securities 2,300,000 $2,401,235.00 0.45 %
Kingdom of Morocco 2.38 %, 12/15/2027 617726AK0 Other Government Securities 2,500,000 $2,442,913.00 0.45 %
Adani Green Energy (UP) Ltd., Parampujya Solar Energy Pri 4.38 %, 9/8/2024 00653XAA5 Corporate Debt Securities 2,400,000 $2,438,760.00 0.45 %
Grupo Bimbo S.A.B. de C.V. 3.88 %, 6/27/2024 40052VAC8 Corporate Debt Securities 2,300,000 $2,426,894.00 0.45 %
BAE Systems Holdings, Inc. 3.80 %, 10/7/2024 05523UAK6 Corporate Debt Securities 2,225,000 $2,365,532.00 0.44 %
Aegea Finance S.a.r.l. 5.75 %, 10/10/2024 00775CAA4 Corporate Debt Securities 2,300,000 $2,365,102.00 0.44 %
Qatar Government Bond 3.88 %, 4/23/2023 BFX2LZ9 Other Government Securities 2,300,000 $2,392,920.00 0.44 %
Enel Chile S.A. 4.88 %, 6/12/2028 29278DAA3 Corporate Debt Securities 2,080,000 $2,296,393.00 0.43 %
Suzano Austria GmbH 6.00 %, 1/15/2029 86964WAF9 Corporate Debt Securities 2,000,000 $2,318,000.00 0.43 %
Imperial Tobacco Finance plc 3.75 %, 7/21/2022 453140AE5 Corporate Debt Securities 2,300,000 $2,325,648.00 0.43 %
JPMorgan Chase & Co. 3.54 %, 5/1/2028 46647PAF3 Corporate Debt Securities 2,132,000 $2,317,124.00 0.43 %
Prosus N.V. 3.68 %, 1/21/2030 74365PAA6 Corporate Debt Securities 2,190,000 $2,256,191.00 0.42 %
United Mexican States 4.15 %, 3/28/2027 91087BAC4 Other Government Securities 2,000,000 $2,213,770.00 0.41 %
TransCanada PipeLines Ltd. 4.25 %, 5/15/2028 89352HAW9 Corporate Debt Securities 2,000,000 $2,232,126.00 0.41 %
Raizen Fuels Finance Ltd. 5.30 %, 1/20/2027 75102XAA4 Corporate Debt Securities 2,000,000 $2,177,090.00 0.41 %
Summit Digitel Infrastructure Private Ltd. 2.88 %, 8/12/2031 86608CAA6 Corporate Debt Securities 2,300,000 $2,218,805.00 0.41 %
HCL America, Inc. 1.38 %, 3/10/2026 40480HAA5 Corporate Debt Securities 2,250,000 $2,192,740.00 0.41 %
Comision Federal de Electricidad 3.88 %, 7/26/2033 200447AK6 Corporate Debt Securities 2,250,000 $2,214,709.00 0.41 %
Reynolds American, Inc. 4.45 %, 6/12/2025 761713BG0 Corporate Debt Securities 2,000,000 $2,161,688.00 0.40 %
Brookfield Finance, Inc. (GTD by Brookfield Asset Managem 4.35 %, 4/15/2030 11271LAE2 Corporate Debt Securities 1,900,000 $2,144,555.00 0.40 %
CEMEX S.A.B. de C.V. 5.20 %, 9/17/2030 151290BX0 Corporate Debt Securities 2,000,000 $2,150,550.00 0.40 %
HSBC Holdings plc 4.58 %, 6/19/2029 404280BT5 Corporate Debt Securities 1,900,000 $2,130,191.00 0.40 %
Royal Bank of Scotland Group plc 6.00 %, 12/19/2023 780097AZ4 Corporate Debt Securities 2,000,000 $2,174,359.00 0.40 %
Sinopec Group Overseas Development (2018) Ltd. 4.13 %, 9/12/2025 82939GAB4 Corporate Debt Securities 2,000,000 $2,173,502.00 0.40 %
Bayer U.S. Finance II LLC 4.25 %, 12/15/2025 07274NAJ2 Corporate Debt Securities 2,000,000 $2,165,124.00 0.40 %
Hyundai Capital Services, Inc. 2.98 %, 8/29/2022 44920UAK4 Corporate Debt Securities 2,100,000 $2,129,696.00 0.39 %
NBM U.S. Holdings, Inc. 7.00 %, 5/14/2026 62877VAA9 Corporate Debt Securities 2,000,000 $2,100,050.00 0.39 %
AES Panama Generation Holdings S.R.L. 4.38 %, 5/31/2030 00109AAB3 Corporate Debt Securities 2,000,000 $2,085,600.00 0.39 %
Republic of Colombia 3.00 %, 1/30/2030 195325DR3 Other Government Securities 2,300,000 $2,106,513.00 0.39 %
GUSAP III L.P. 4.25 %, 1/21/2030 36258GAA5 Corporate Debt Securities 1,900,000 $2,019,102.00 0.38 %
Inkia Energy Ltd. 5.88 %, 11/9/2027 45721RAC7 Corporate Debt Securities 2,000,000 $2,052,830.00 0.38 %
Central American Bottling Corp. 5.75 %, 1/31/2027 15238XAB5 Corporate Debt Securities 2,000,000 $2,057,180.00 0.38 %
Galaxy Pipeline Assets BidCo Ltd. 1.75 %, 9/30/2027 36321PAA8 Corporate Debt Securities 2,055,165 $2,061,718.00 0.38 %
Republic of Peru 2.39 %, 1/23/2026 715638DE9 Other Government Securities 2,000,000 $2,034,020.00 0.38 %
Republic of Panama 3.75 %, 4/17/2026 ZS1514182 Other Government Securities 1,900,000 $2,020,840.00 0.38 %
Africa Finance Corp. 4.38 %, 4/17/2026 00830YAC5 Corporate Debt Securities 1,900,000 $2,055,705.00 0.38 %
Saudi Arabia Government Bond 2.88 %, 3/4/2023 80413TAD1 Other Government Securities 2,000,000 $2,050,172.00 0.38 %
Grupo Cementos de Chihuahua S.A.B. de C.V. 5.25 %, 6/23/2024 40053DAB9 Corporate Debt Securities 2,000,000 $2,037,440.00 0.38 %
Banco de Bogota S.A. 5.38 %, 2/19/2023 059514AB5 Corporate Debt Securities 2,000,000 $2,067,340.00 0.38 %
Banco Latinoamericanco de Comercio Exterior S.A. 2.38 %, 9/14/2025 05968CAC6 Corporate Debt Securities 2,000,000 $2,004,610.00 0.37 %
ENN Energy Holdings Ltd. 2.63 %, 9/17/2030 26876FAC6 Corporate Debt Securities 2,000,000 $1,989,801.00 0.37 %
U.S. Treasury Notes 0.13 %, 10/15/2023 91282CAP6 United States Government Obligations 2,000,000 $1,980,352.00 0.37 %
Central American Bank for Economic Integration 1.14 %, 2/9/2026 15238PAG1 Corporate Debt Securities 2,000,000 $1,966,500.00 0.37 %
Orbia Advance Corp. S.A.B. de C.V. 1.88 %, 5/11/2026 68560EAA6 Corporate Debt Securities 2,000,000 $1,972,890.00 0.36 %
Barclays plc 4.34 %, 1/10/2028 06738EAU9 Other Government Securities 1,800,000 $1,966,533.00 0.36 %
Credit Suisse Group AG 4.28 %, 1/9/2028 225401AC2 Corporate Debt Securities 1,800,000 $1,955,317.00 0.36 %
FEL Energy VI S.a.r.l. 5.75 %, 12/1/2040 30260LAA3 Corporate Debt Securities 1,929,626 $1,936,408.00 0.36 %
Weibo Corp. 3.50 %, 7/5/2024 948596AD3 Corporate Debt Securities 1,900,000 $1,957,634.00 0.36 %
Industrias Penoles S.A.B. de C.V. 4.15 %, 9/12/2029 456472AB5 Corporate Debt Securities 1,800,000 $1,944,549.00 0.36 %
Saci Falabella 3.75 %, 4/30/2023 B92NDC2 Corporate Debt Securities 1,850,000 $1,903,632.00 0.35 %
Republic of Argentina 0.13 %, 7/9/2030 040114HS2 Other Government Securities 5,432,000 $1,914,834.00 0.35 %
U.S. Treasury Notes 0.50 %, 10/31/2027 91282CAU5 United States Government Obligations 2,000,000 $1,903,750.00 0.35 %
Azul Investments LLP 5.88 %, 10/26/2024 05502FAA6 Corporate Debt Securities 2,000,000 $1,868,140.00 0.35 %
BBVA Bancomer S.A. 5.88 %, 9/13/2034 05533UAG3 Corporate Debt Securities 1,700,000 $1,858,882.00 0.35 %
Tencent Holdings Ltd. 2.99 %, 1/19/2023 88032WAE6 Corporate Debt Securities 1,800,000 $1,830,260.00 0.34 %
Hyundai Capital Services, Inc. 1.25 %, 2/8/2026 44920UAP3 Corporate Debt Securities 1,800,000 $1,757,546.00 0.33 %
United Mexican States 3.25 %, 4/16/2030 91087BAH3 Other Government Securities 1,700,000 $1,744,846.00 0.33 %
Republic of Peru 1.86 %, 12/1/2032 715638DP4 Other Government Securities 1,900,000 $1,738,519.00 0.32 %
Alibaba Group Holding Ltd. 2.80 %, 6/6/2023 01609WAS1 Corporate Debt Securities 1,600,000 $1,639,952.00 0.31 %
Royal Bank of Canada 4.65 %, 1/27/2026 780082AD5 Other Government Securities 1,500,000 $1,665,037.00 0.31 %
ATP Tower Holdings LLC, Andean Tower Partners Colombia SA 4.05 %, 4/27/2026 00216DAA9 Corporate Debt Securities 1,700,000 $1,695,070.00 0.31 %
Federative Republic of Brazil 3.75 %, 9/12/2031 105756CE8 Other Government Securities 1,800,000 $1,694,700.00 0.31 %
Deutsche Bank AG 5.63 %, 5/19/2031 BMCTKW0 Corporate Debt Securities 1,200,000 $1,603,384.00 0.30 %
Abertis Infraestructuras S.A. 1.63 %, 7/15/2029 BK611R0 Corporate Debt Securities 1,400,000 $1,650,205.00 0.30 %
Mitsubishi UFJ Financial Group, Inc. 3.29 %, 7/25/2027 606822AR5 Corporate Debt Securities 1,500,000 $1,603,718.00 0.30 %
ZF Finance GmbH 2.75 %, 5/25/2027 BLD52Y6 Corporate Debt Securities 1,400,000 $1,637,902.00 0.30 %
Mizuho Financial Group, Inc. 3.17 %, 9/11/2027 60687YAM1 Corporate Debt Securities 1,500,000 $1,581,523.00 0.29 %
Republic of Serbia 1.65 %, 3/3/2033 BNRK9M8 Other Government Securities 1,400,000 $1,488,834.00 0.28 %
Republic of Serbia 2.13 %, 12/1/2030 817477AF9 Other Government Securities 1,600,000 $1,503,758.00 0.28 %
Banco del Estado de Chile 2.70 %, 1/9/2025 05965MAG8 Corporate Debt Securities 1,500,000 $1,533,518.00 0.28 %
Trust F/1401 4.87 %, 1/15/2030 898339AA4 Corporate Debt Securities 1,400,000 $1,480,752.00 0.28 %
Alfa S.A.B. de C.V. 5.25 %, 3/25/2024 015398AB6 Corporate Debt Securities 1,400,000 $1,483,713.00 0.28 %
Grupo Aval Ltd. 4.75 %, 9/26/2022 40053FAB4 Corporate Debt Securities 1,500,000 $1,528,695.00 0.28 %
Sands China Ltd. 5.13 %, 8/8/2025 80007RAF2 Other Government Securities 1,400,000 $1,470,245.00 0.27 %
Republica Orient Uruguay 4.50 %, 8/14/2024 760942AZ5 Other Government Securities 1,350,000 $1,432,701.00 0.27 %
Sagicor Financial Co. Ltd. 5.30 %, 5/13/2028 78669QAA8 Corporate Debt Securities 1,400,000 $1,437,093.00 0.27 %
AngloGold Ashanti Holdings plc (GTD by AngloGold Ashanti 3.75 %, 10/1/2030 03512TAE1 Corporate Debt Securities 1,450,000 $1,462,296.00 0.27 %
LG Chem Ltd. 1.38 %, 7/7/2026 501955AC2 Corporate Debt Securities 1,500,000 $1,469,369.00 0.27 %
BBVA Bancomer S.A. 1.88 %, 9/18/2025 05533UAH1 Corporate Debt Securities 1,400,000 $1,389,577.00 0.26 %
DBS Group Holdings Ltd. 1.50 %, 4/11/2028 BF0YP12 Corporate Debt Securities 1,200,000 $1,390,900.00 0.26 %
Teva Pharmaceutical Finance Netherlands II B.V. (GTD by T 7.13 %, 1/31/2025 88167AAN1 Corporate Debt Securities 1,300,000 $1,392,508.00 0.26 %
Israel Government Bond 2.75 %, 7/3/2030 46513JB34 Other Government Securities 1,300,000 $1,384,721.00 0.26 %
Grupo Kuo S.A.B. de C.V. 5.75 %, 7/7/2027 40052CAC0 Corporate Debt Securities 1,350,000 $1,390,851.00 0.26 %
Axtel S.A.B. de C.V. 6.38 %, 11/14/2024 05462GAJ3 Other Government Securities 1,349,000 $1,393,564.00 0.26 %
Greenko Mauritius Ltd. 6.25 %, 2/21/2023 39531LAA7 Corporate Debt Securities 1,350,000 $1,379,767.00 0.26 %
First Quantum Minerals Ltd. 6.50 %, 3/1/2024 335934AP0 Corporate Debt Securities 1,350,000 $1,368,360.00 0.26 %
Banco de Credito del Peru 4.25 %, 4/1/2023 05990GAA3 Corporate Debt Securities 1,350,000 $1,396,663.00 0.26 %
ANZ New Zealand International Ltd. 3.45 %, 1/21/2028 00182EBJ7 Corporate Debt Securities 1,300,000 $1,412,753.00 0.26 %
Suzano Austria GmbH 2.50 %, 9/15/2028 86964WAL6 Corporate Debt Securities 1,400,000 $1,352,750.00 0.25 %
U.S. 5-Year Treasury Note FVH2 Futures Contracts 11 $1,330,742.00 0.25 %
Petroleos Mexicanos 6.70 %, 2/16/2032 71643VAA3 Corporate Debt Securities 1,334,000 $1,349,975.00 0.25 %
Teva Pharmaceutical Finance Netherlands III B.V. (GTD by 6.75 %, 3/1/2028 88167AAK7 Corporate Debt Securities 1,200,000 $1,279,818.00 0.24 %
Bangkok Bank Public Co. Ltd. 4.05 %, 3/19/2024 059895AR3 Corporate Debt Securities 1,200,000 $1,269,294.00 0.24 %
Corporacion Financiera de Desarrolla S.A. 2.40 %, 9/28/2027 21987DAE4 Corporate Debt Securities 1,300,000 $1,267,689.00 0.24 %
Empresa de Transporte de Pasajeros Metro S.A. 3.65 %, 5/7/2030 29246QAD7 Corporate Debt Securities 1,200,000 $1,278,000.00 0.24 %
Banco Santander S.A. 5.38 %, 4/17/2025 05969BAD5 Corporate Debt Securities 1,150,000 $1,256,444.00 0.23 %
Grupo Aval Ltd. 4.38 %, 2/4/2030 40053FAC2 Corporate Debt Securities 1,300,000 $1,248,637.00 0.23 %
Itau Unibanco Holdings S.A. 3.25 %, 1/24/2025 46556JAB5 Corporate Debt Securities 1,230,000 $1,248,222.00 0.23 %
Perusahaan Listrik Negara 5.45 %, 5/21/2028 71568PAE9 Corporate Debt Securities 1,100,000 $1,261,898.00 0.23 %
JPMorgan Chase & Co. 4.00 %, 10/1/2168 48128BAH4 Corporate Debt Securities 1,250,000 $1,257,031.00 0.23 %
DP World Crescent Ltd. 3.88 %, 7/18/2029 BKFH1X5 Corporate Debt Securities 1,150,000 $1,228,488.00 0.23 %
Azul Investments LLP 7.25 %, 6/15/2026 05502FAC2 Corporate Debt Securities 1,300,000 $1,192,490.00 0.22 %
DAE Funding LLC 1.55 %, 8/1/2024 23371DAJ3 Corporate Debt Securities 1,200,000 $1,192,458.00 0.22 %
Adani Electricity Mumbai Ltd. 3.95 %, 2/12/2030 00654GAA1 Corporate Debt Securities 1,180,000 $1,167,244.00 0.22 %
Danske Bank A.S. 5.00 %, 1/12/2023 23636AAX9 Corporate Debt Securities 1,150,000 $1,150,997.00 0.21 %
Costa Rica Government Bond 4.25 %, 1/26/2023 221597BR7 Other Government Securities 1,100,000 $1,119,250.00 0.21 %
Corporacion Inmobiliaria Vesta S.A.B. de C.V. 3.63 %, 5/13/2031 21989DAA0 Corporate Debt Securities 1,100,000 $1,079,579.00 0.20 %
BPCE S.A. 2.75 %, 11/30/2027 BZ1N2L7 Corporate Debt Securities 900,000 $1,050,686.00 0.20 %
Saci Falabella 4.38 %, 1/27/2025 78386FAC0 Corporate Debt Securities 1,000,000 $1,061,405.00 0.20 %
Banco Santander S.A. 3.49 %, 5/28/2030 05971KAF6 Corporate Debt Securities 1,000,000 $1,056,849.00 0.20 %
Kallpa Generacion S.A. 4.88 %, 5/24/2026 48344FAA8 Corporate Debt Securities 1,000,000 $1,059,800.00 0.20 %
Alpha Star Holding III Ltd. 6.25 %, 4/20/2022 BZ0VWR8 Corporate Debt Securities 1,000,000 $1,006,500.00 0.19 %
Banistmo S.A. 4.25 %, 7/31/2027 06034LAB6 Corporate Debt Securities 1,000,000 $1,018,510.00 0.19 %
Banco Santander (Mexico) S.A. 5.95 %, 10/1/2028 05969BAC7 Corporate Debt Securities 850,000 $895,751.00 0.17 %
Aeropuertos Argentina 2000 S.A. 8.50 %, 8/1/2031 00786PAE4 Corporate Debt Securities 929,421 $815,567.00 0.15 %
Network i2i Ltd. 5.65 %, 4/15/2168 64132NAA4 Corporate Debt Securities 750,000 $788,959.00 0.15 %
Africa Finance Corp. 2.88 %, 4/28/2028 00830YAD3 Corporate Debt Securities 800,000 $795,400.00 0.15 %
Lenovo Group Ltd. 3.42 %, 11/2/2030 526250AB1 Corporate Debt Securities 800,000 $807,333.00 0.15 %
Republic of Uzbekistan 4.75 %, 2/20/2024 91822Q2B2 Other Government Securities 750,000 $781,722.00 0.15 %
Aroundtown S.A. 1.63 %, 1/31/2028 BG070K2 Corporate Debt Securities 700,000 $827,537.00 0.15 %
Republic of Indonesia 3.85 %, 10/15/2030 455780CS3 Other Government Securities 700,000 $788,675.00 0.15 %
Saudi Arabian Oil Co. 1.25 %, 11/24/2023 80414L2G9 Corporate Debt Securities 800,000 $800,897.00 0.15 %
Royal Bank of Canada 3.70 %, 10/5/2023 78013XW20 Corporate Debt Securities 750,000 $787,009.00 0.14 %
Credito Real S.A.B. de C.V. 9.50 %, 2/7/2026 22550GAA0 Corporate Debt Securities 1,200,000 $776,760.00 0.14 %
Pernod Ricard S.A. 4.25 %, 7/15/2022 714264AH1 Corporate Debt Securities 750,000 $764,749.00 0.14 %
Industrial and Commercial Bank of China Ltd. 2.96 %, 11/8/2022 45580KAJ7 Corporate Debt Securities 750,000 $762,144.00 0.14 %
Harvest Operations Corp. 1.00 %, 4/26/2024 41754WAT8 Corporate Debt Securities 750,000 $745,205.00 0.14 %
GC Treasury Center Co. Ltd. 2.98 %, 3/18/2031 36830BAB1 Corporate Debt Securities 750,000 $759,446.00 0.14 %
Arab Petroleum Investments Corp. 1.48 %, 10/6/2026 03845EAC6 Corporate Debt Securities 750,000 $742,514.00 0.14 %
Baidu, Inc. 1.63 %, 2/23/2027 056752AV0 Corporate Debt Securities 800,000 $779,405.00 0.14 %
Petronas Capital Ltd. 3.50 %, 4/21/2030 716743AP4 Corporate Debt Securities 650,000 $703,950.00 0.13 %
GeoPark Ltd. 6.50 %, 9/21/2024 37255BAA7 Corporate Debt Securities 702,000 $720,371.00 0.13 %
Abu Dhabi National Energy Co. 4.38 %, 4/23/2025 00388WAF8 Corporate Debt Securities 600,000 $653,250.00 0.12 %
Corporacion Andina de Fomento 2.38 %, 5/12/2023 219868CC8 Corporate Debt Securities 650,000 $662,244.00 0.12 %
Kia Corp. 1.75 %, 10/16/2026 49374JAA1 Corporate Debt Securities 600,000 $593,008.00 0.11 %
SK Telecom Co. Ltd. 3.75 %, 4/16/2023 78440PAE8 Corporate Debt Securities 500,000 $517,877.00 0.10 %
Saci Falabella 3.75 %, 10/30/2027 78386FAD8 Corporate Debt Securities 500,000 $521,343.00 0.10 %
Republic of Albania 3.50 %, 11/23/2031 XS2406936 Other Government Securities 500,000 $560,728.00 0.10 %
Baidu, Inc. 3.43 %, 4/7/2030 056752AR9 Corporate Debt Securities 500,000 $525,512.00 0.10 %
Greenko Power II Ltd. 4.30 %, 12/13/2028 39530MAA6 Corporate Debt Securities 400,000 $407,500.00 0.08 %
U.S. Treasury Notes 2.88 %, 7/31/2025 912828Y79 United States Government Obligations 355,000 $377,285.00 0.07 %
AIA Group Ltd. 3.38 %, 4/7/2030 00131LAJ4 Corporate Debt Securities 300,000 $324,610.00 0.06 %
Sands China Ltd. 3.80 %, 1/8/2026 80007RAK1 Corporate Debt Securities 250,000 $251,549.00 0.05 %
Republic of Columbia 3.13 %, 4/15/2031 195325DS1 Other Government Securities 300,000 $269,505.00 0.05 %
Federal Home Loan Mortgage Corp. Fixed Rate Participation Certificates 4.50 %, 10/1/2035 3128K8AJ5 United States Government Agency Obligations 156,818 $172,497.00 0.03 %
Republic of Argentina 1.00 %, 7/9/2029 040114HX1 Other Government Securities 240,499 $87,785.00 0.02 %
Federal National Mortgage Association Fixed Rate Pass-Through Certificates 5.00 %, 3/1/2022 31410WDB1 United States Government Agency Obligations 454 $468.00 0.00 %
U.S. 10-Year Treasury Note March Futures 0.00 %, 1/21/2022 Z95G2KRH1 Written Options -135 ($31,641.00) -0.01 %
Euro-Bund 10-Year Bond RXH2 Futures Contracts -1 ($195,104.00) -0.04 %
Euro-Bobl 5-Year Bond OEH2 Futures Contracts -26 ($3,944,031.00) -0.73 %
Euro-Schatz DUH2 Futures Contracts -74 ($9,438,402.00) -1.75 %
U.S. 10-Year Treasury Note TYH2 Futures Contracts -128 ($16,700,000.00) -3.11 %