Total Portfolio Holdings

Delaware Ivy Total Return Bond Fund

Updated as of 9/30/2021
Name CUSIP Type Shares or Principal Amount Market Value Percent of Net Assets
U.S. 5-Year Treasury Note FVZ1 Futures Contracts 278 $34,122,328.00 19.76 %
U.S. Treasury Notes 0.25 %, 8/31/2025 91282CAJ0 United States Government Obligations 12,650,000 $12,394,529.00 7.17 %
U.S. Treasury Bonds 3.38 %, 11/15/2048 912810SE9 United States Government Obligations 9,100,000 $11,596,102.00 6.72 %
Norway Government Bond 1.38 %, 8/19/2030 BLKQFC1 Other Government Securities 98,357,000 $11,079,881.00 6.43 %
Dreyus Institutional Preferred Government Money Market Fu 0.01 %, 26200X100 Short-Term Securities 10,062,121 $10,062,121.00 5.83 %
U.S. Treasury Notes 1.13 %, 2/28/2025 912828ZC7 United States Government Obligations 6,390,000 $6,497,706.00 3.76 %
State Street Institutional U.S. Government Money Market Fund - Premier Class, 0.025%, 2-1-22 0.03 %, 857492706 N/A 5,754,768 $5,754,768.00 3.33 %
Japan Government Treasury Bills -0.12 %, 12/16/2021 BMCPST1 Short-Term Securities 567,000,000 $5,095,821.00 2.95 %
Canada Government Bond 1.00 %, 6/1/2027 BD454Q5 Other Government Securities 6,350,000 $4,970,657.00 2.89 %
New Zealand Government Bond 3.50 %, 4/14/2033 BYZTRB9 Other Government Securities 5,650,000 $4,437,593.00 2.57 %
U.S. Treasury Notes 0.25 %, 3/15/2024 91282CBR1 United States Government Obligations 4,400,000 $4,385,563.00 2.54 %
Spain Government Bond 0.50 %, 10/31/2031 BP7L7Q5 Other Government Securities 3,750,000 $4,363,113.00 2.53 %
Japan Treasury Bills -0.12 %, 1/25/2022 BNKTGK9 Short-Term Securities 473,900,000 $4,259,669.00 2.47 %
Euro-Buxl 30-Year Bond UBZ1 Futures Contracts 15 $3,533,071.00 2.05 %
China Government Bond 3.39 %, 3/16/2050 BL58F99 Other Government Securities 20,150,000 $3,064,055.00 1.77 %
Bundesrepublik Deutschland BKSV3W7 Other Government Securities 2,430,000 $2,596,244.00 1.50 %
Buoni del Tesoro Poliennali 1.70 %, 9/1/2051 BN4NT20 Other Government Securities 1,610,000 $1,820,740.00 1.05 %
Energie Baden-Wurttemberg AG 1.63 %, 8/5/2079 BK5FPM6 Corporate Debt Securities 1,400,000 $1,648,684.00 0.96 %
Federative Republic of Brazil 4.63 %, 1/13/2028 105756BZ2 Other Government Securities 1,200,000 $1,264,062.00 0.73 %
Republic of South Africa 9.00 %, 1/31/2040 BYM2NZ7 Other Government Securities 21,991,382 $1,249,659.00 0.72 %
Shimao Property Holdings Ltd. 6.13 %, 2/21/2024 BGT6HG5 Corporate Debt Securities 1,240,000 $1,239,286.00 0.72 %
Euro BTP Long Term Bond IKZ1 Futures Contracts 7 $1,232,075.00 0.71 %
Volkswagen International Finance N.V. 3.50 %, 6/17/2170 BMTCWV5 Corporate Debt Securities 1,000,000 $1,245,552.00 0.71 %
Munich Reinsurance Co. 1.25 %, 5/26/2041 BMC4XW6 Corporate Debt Securities 1,000,000 $1,168,157.00 0.67 %
Logicor Financing S.a.r.l. 3.25 %, 11/13/2028 BYW3NG1 Corporate Debt Securities 800,000 $1,072,523.00 0.62 %
CNP Assurances S.A. 2.50 %, 6/30/2051 BMB2TX4 Corporate Debt Securities 800,000 $996,499.00 0.58 %
Buoni del Tesoro Poliennali 2.45 %, 9/1/2050 BJVB695 Other Government Securities 740,000 $983,854.00 0.57 %
Republic of Peru 2.39 %, 1/23/2026 715638DE9 Other Government Securities 919,000 $939,512.00 0.54 %
British Telecommunications plc 3.25 %, 11/8/2029 G15820DY9 Corporate Debt Securities 870,000 $910,795.00 0.54 %
BP Capital Markets plc (GTD by BP plc) 1.23 %, 5/8/2031 BK5BB37 Corporate Debt Securities 750,000 $906,663.00 0.53 %
TransCanada PipeLines Ltd. 5.30 %, 3/15/2077 89356BAC2 Corporate Debt Securities 844,000 $906,794.00 0.52 %
Apple, Inc. 1.13 %, 5/11/2025 037833DT4 Corporate Debt Securities 824,000 $830,264.00 0.48 %
Republic of Indonesia 1.45 %, 9/18/2026 BKC9316 Other Government Securities 687,000 $827,893.00 0.48 %
Deutsche Pfandbriefbank AG 2.88 %, 6/28/2027 BF4VCJ6 Corporate Debt Securities 700,000 $821,471.00 0.48 %
iTraxx Europe Crossover, Series 36 Index 5.00 %, 12/20/2026 CDITXIVQ Centrally Cleared Credit Default Swaps -5,800,000 $796,128.00 0.47 %
Unibail-Rodamco SE 2.13 %, 10/25/2166 BFZNFZ8 Corporate Debt Securities 700,000 $810,858.00 0.47 %
Saudi Arabia Government Bond 2.25 %, 2/2/2033 BMFDCG7 Other Government Securities 815,000 $794,018.00 0.46 %
Longfor Properties Co. Ltd. 4.50 %, 1/16/2028 BF4M2X3 Corporate Debt Securities 706,000 $758,948.00 0.45 %
Republic of South Africa 5.88 %, 6/22/2030 BD24PK5 Other Government Securities 700,000 $774,003.00 0.45 %
Intrum AB 3.00 %, 9/15/2027 BK1X610 Corporate Debt Securities 669,000 $773,549.00 0.45 %
Country Garden Holdings Co. Ltd. 7.25 %, 4/8/2026 BJX2G52 Corporate Debt Securities 700,000 $739,305.00 0.44 %
Electricite de France S.A. 3.38 %, 9/15/2169 BMX6M35 Corporate Debt Securities 600,000 $732,587.00 0.43 %
General Motors Co. 6.80 %, 10/1/2027 37045VAU4 Corporate Debt Securities 600,000 $749,783.00 0.43 %
OMV AG 2.50 %, 9/1/2169 BN15F54 Corporate Debt Securities 600,000 $729,592.00 0.42 %
RKPF Overseas 2019 A Ltd. 7.88 %, 2/1/2023 BJ31YV1 Corporate Debt Securities 700,000 $706,143.00 0.41 %
RCI Banque S.A. 2.63 %, 2/18/2030 BG0WMD4 Corporate Debt Securities 600,000 $706,693.00 0.41 %
Merck KGaA 1.63 %, 9/9/2080 BNC0WQ8 Corporate Debt Securities 600,000 $716,591.00 0.41 %
ENEL S.p.A. 1.88 %, 9/8/2169 BMV33G8 Corporate Debt Securities 600,000 $688,057.00 0.40 %
Hewlett Packard Enterprise Co. 6.35 %, 10/15/2045 42824CAY5 Corporate Debt Securities 500,000 $672,404.00 0.39 %
Svenska Handelsbanken AB 6.25 %, 3/1/2169 BHZQ012 Corporate Debt Securities 600,000 $655,875.00 0.38 %
Hungary Government Bond 1.50 %, 11/17/2050 BMCWB60 Other Government Securities 586,000 $633,863.00 0.37 %
ABN AMRO Bank N.V. 4.38 %, 9/22/2169 BLFGLD9 Corporate Debt Securities 500,000 $622,611.00 0.36 %
Dresdner Funding Trust I 8.15 %, 6/30/2031 5695382 Corporate Debt Securities 430,000 $615,868.00 0.36 %
Orsted A/S 1.50 %, 2/18/3021 BMVMCX5 Corporate Debt Securities 530,000 $613,891.00 0.36 %
Republic of Colombia 6.13 %, 1/18/2041 195325BM6 Other Government Securities 553,000 $609,105.00 0.35 %
Vistra Operations Co. LLC 5.00 %, 7/31/2027 92840VAF9 Corporate Debt Securities 580,000 $599,575.00 0.35 %
Zurich Finance (Ireland) DAC 1.88 %, 9/17/2050 BMTCQR9 Corporate Debt Securities 500,000 $609,474.00 0.35 %
Republic of Uzbekistan 3.90 %, 10/19/2031 BNHTB18 Other Government Securities 625,000 $610,456.00 0.35 %
Drax Finco plc 2.63 %, 11/1/2025 BMXWM99 Corporate Debt Securities 500,000 $599,256.00 0.35 %
Allianz SE 3.20 %, 4/30/2170 018820AB6 Corporate Debt Securities 600,000 $583,500.00 0.34 %
ENGIE S.A. 1.50 %, 11/30/2169 BMC7455 Corporate Debt Securities 500,000 $583,393.00 0.34 %
Intesa Sanpaolo S.p.A. 3.75 %, 8/27/2168 BL97SQ0 Corporate Debt Securities 500,000 $573,834.00 0.33 %
Republic of Uzbekistan 5.38 %, 2/20/2029 BHZCSM7 Other Government Securities 519,000 $566,675.00 0.33 %
Sweden Government Bond 1.38 %, 6/23/2071 BM9CNF6 Other Government Securities 4,730,000 $557,921.00 0.32 %
Indonesia Government Bond 8.38 %, 4/15/2039 BGWLKF7 Other Government Securities 7,041,000,000 $553,933.00 0.32 %
State of Israel 4.50 %, 4/3/2120 46513JB59 Other Government Securities 443,000 $557,626.00 0.32 %
Kingdom of Morocco 4.00 %, 12/15/2050 BMHFZL7 Other Government Securities 590,000 $539,772.00 0.31 %
Qatar Government Bond 2.25 %, 7/12/2031 74730DAC7 Other Government Securities 540,000 $535,556.00 0.31 %
Landesbank Baden-Wuerttemberg 2.88 %, 9/28/2026 BD7XVD2 Corporate Debt Securities 400,000 $511,178.00 0.30 %
Anheuser-Busch InBev Worldwide, Inc. (GTD by AB INBEV/BBR 5.80 %, 1/23/2059 03523TBW7 Corporate Debt Securities 365,000 $516,574.00 0.30 %
Republic of Indonesia 1.30 %, 3/23/2034 BMHT0S1 Other Government Securities 460,000 $521,916.00 0.30 %
Prologis Euro Finance LLC (GTD by Prologis L.P.) 1.50 %, 9/10/2049 BHNV804 Corporate Debt Securities 450,000 $511,941.00 0.29 %
Fox Corp. 5.58 %, 1/25/2049 BJ20453 Corporate Debt Securities 372,000 $501,850.00 0.29 %
Kunlun Energy Co. Ltd. 3.75 %, 5/13/2025 BXC7YS5 Corporate Debt Securities 464,000 $495,421.00 0.29 %
Erste Group Bank AG 4.25 %, 4/15/2170 BN13P81 Corporate Debt Securities 400,000 $492,662.00 0.29 %
Lloyds Banking Group plc 4.95 %, 6/27/2170 BKXGQW8 Corporate Debt Securities 400,000 $508,530.00 0.29 %
Telefonica Emisiones S.A. 5.21 %, 3/8/2047 87938WAU7 Corporate Debt Securities 400,000 $499,941.00 0.29 %
Credit Suisse Group AG 3.25 %, 4/2/2026 BLR98R9 Corporate Debt Securities 400,000 $510,682.00 0.29 %
CSX Corp. 4.75 %, 11/15/2048 126408HN6 Corporate Debt Securities 390,000 $504,171.00 0.29 %
Charter Communications Operating LLC and Charter Communic 5.75 %, 4/1/2048 161175BN3 Corporate Debt Securities 400,000 $506,169.00 0.29 %
Charming Light Investments Ltd. 4.38 %, 12/21/2027 BFNXGN5 Corporate Debt Securities 458,000 $501,507.00 0.29 %
Chile Bonos Tesoreria 3.50 %, 1/25/2050 168863DL9 Other Government Securities 480,000 $480,780.00 0.28 %
Bermuda Government Bond 3.38 %, 8/20/2050 BMTV8Y7 Other Government Securities 472,000 $475,351.00 0.28 %
Orano S.A. 2.75 %, 3/8/2028 BMTVR28 Corporate Debt Securities 400,000 $489,981.00 0.28 %
ZF Europe Finance B.V. 3.00 %, 10/23/2029 BJLC308 Corporate Debt Securities 400,000 $482,996.00 0.28 %
Samhallsbyggnadsbolaget I Norden AB 2.62 %, 4/30/2169 BL1NPK9 Corporate Debt Securities 410,000 $477,241.00 0.28 %
E.ON SE 1.00 %, 10/7/2025 BM6QS78 Corporate Debt Securities 400,000 $481,716.00 0.28 %
CPI Property Group S.A. 4.88 %, 10/16/2168 BJHQ672 Corporate Debt Securities 400,000 $490,261.00 0.28 %
United Mexican States 2.88 %, 4/8/2039 BJH82R0 Other Government Securities 400,000 $474,458.00 0.27 %
Republic of Nigeria 7.63 %, 11/28/2047 BF2RBB1 Other Government Securities 479,000 $463,159.00 0.27 %
Vodafone Group plc 2.63 %, 8/27/2080 BMFC7N6 Corporate Debt Securities 390,000 $468,140.00 0.27 %
Arab Republic of Egypt 7.30 %, 9/30/2033 BMGCCL8 Other Government Securities 500,000 $486,775.00 0.27 %
Allianz SE 2.63 %, 4/30/2170 BN7C764 Corporate Debt Securities 400,000 $466,562.00 0.27 %
TerraForm Power Operating LLC (GTD by TerraForm Power LLC 5.00 %, 1/31/2028 88104LAE3 Corporate Debt Securities 440,000 $473,000.00 0.27 %
Republic of Indonesia 3.85 %, 10/15/2030 455780CS3 Other Government Securities 416,000 $464,995.00 0.27 %
UBS Group AG 7.00 %, 7/31/2168 H4209UAT3 Corporate Debt Securities 420,000 $458,495.00 0.27 %
Rothesay Life plc 6.88 %, 3/12/2168 BG00CZ0 Corporate Debt Securities 300,000 $469,768.00 0.27 %
Barclays plc 2.00 %, 2/7/2028 BF0LKS5 Corporate Debt Securities 400,000 $474,368.00 0.27 %
SoftBank Group Corp. 3.13 %, 9/19/2025 BF13347 Corporate Debt Securities 390,000 $451,762.00 0.26 %
Republic of Serbia 1.50 %, 6/26/2029 BK4K0P0 Other Government Securities 390,000 $446,945.00 0.26 %
HSBC Holdings plc 5.88 %, 3/28/2169 BFM4XM7 Corporate Debt Securities 300,000 $444,086.00 0.26 %
PVH Corp. 3.13 %, 12/15/2027 BF4PGD0 Corporate Debt Securities 340,000 $449,965.00 0.26 %
Digital Stout Holding LLC 3.75 %, 10/17/2030 BGHHDR3 Corporate Debt Securities 300,000 $456,793.00 0.26 %
Altice France S.A. 5.88 %, 2/1/2027 BFD1Y46 Corporate Debt Securities 363,000 $440,528.00 0.26 %
Credit Suisse Group AG 7.25 %, 3/12/2168 225401AK4 Corporate Debt Securities 400,000 $443,440.00 0.26 %
Raizen Fuels Finance Ltd. 5.30 %, 1/20/2027 75102XAA4 Corporate Debt Securities 389,000 $436,684.00 0.25 %
Israel Chemicals Ltd. 6.38 %, 5/31/2038 BF3SP44 Corporate Debt Securities 333,000 $433,266.00 0.25 %
Skandinaviska Enskilda Banken AB 5.13 %, 5/13/2169 BKHXFY0 Corporate Debt Securities 400,000 $427,250.00 0.25 %
Ivory Coast Government Bond 4.88 %, 1/30/2032 BMYD8L5 Other Government Securities 390,000 $441,185.00 0.25 %
Ivory Coast Government Bond 5.88 %, 10/17/2031 BL0HM90 Other Government Securities 350,000 $423,884.00 0.25 %
CYBG plc 4.00 %, 9/25/2026 BF2PL15 Corporate Debt Securities 300,000 $439,952.00 0.25 %
Hewlett Packard Enterprise Co. 4.90 %, 10/15/2025 BD3GB57 Corporate Debt Securities 359,000 $406,485.00 0.24 %
Westlake Chemical Corp. 1.63 %, 7/17/2029 BK4NRM5 Corporate Debt Securities 344,000 $421,899.00 0.24 %
HCA, Inc. (GTD by HCA Holdings, Inc.) 5.25 %, 6/15/2049 404119BZ1 Corporate Debt Securities 320,000 $409,139.00 0.24 %
Credit Suisse Group AG 4.88 %, 1/20/2170 BD95Q31 Corporate Debt Securities 400,000 $415,318.00 0.24 %
Republic of Serbia 1.00 %, 9/23/2028 BMCQCN6 Other Government Securities 369,000 $413,446.00 0.24 %
MAF Global Securities Ltd. 5.50 %, 9/7/2168 BF01YZ0 Corporate Debt Securities 400,000 $407,382.00 0.24 %
Romania Government Bond 3.38 %, 1/28/2050 BKVFG50 Other Government Securities 350,000 $399,855.00 0.23 %
Prologis Euro Finance LLC (GTD by Prologis L.P.) 0.63 %, 9/10/2031 BHNV7Z2 Corporate Debt Securities 340,000 $390,651.00 0.23 %
Country Garden Holdings Co. Ltd. 8.00 %, 1/27/2024 BFM4W19 Corporate Debt Securities 369,000 $384,099.00 0.22 %
NextEra Energy Operating Partners L.P. (GTD by NextEra En 4.50 %, 9/15/2027 65342QAB8 Corporate Debt Securities 360,000 $387,715.00 0.22 %
ABANCA Corp. Bancaria S.A. 6.13 %, 1/18/2029 BHQXS63 Corporate Debt Securities 300,000 $383,740.00 0.22 %
Nordex SE 6.50 %, 2/1/2023 BD72946 Corporate Debt Securities 320,000 $377,934.00 0.22 %
Legal & General Group plc 3.75 %, 11/26/2049 BL1GVS8 Corporate Debt Securities 263,000 $377,141.00 0.22 %
Pattern Energy Operations L.P. and Pattern Energy Operati 4.50 %, 8/15/2028 70339PAA7 Corporate Debt Securities 370,000 $386,188.00 0.22 %
ContourGlobal Power Holdings S.A. 4.13 %, 8/1/2025 BFY8RZ8 Corporate Debt Securities 320,000 $378,485.00 0.22 %
ABN AMRO Bank N.V. 2.88 %, 1/18/2028 BDFYTM2 Corporate Debt Securities 300,000 $360,688.00 0.21 %
De Volksbank N.V. 2.75 %, 10/6/2027 BZ7MJC8 Corporate Debt Securities 300,000 $356,278.00 0.21 %
Piraeus Financial Holdings S.A. 8.75 %, 12/16/2169 BNHTS95 Corporate Debt Securities 300,000 $354,285.00 0.21 %
IHO Verwaltungs GmbH (3.875% Cash or 4.625% PIK) 3.88 %, 5/15/2027 BKF1B04 Corporate Debt Securities 300,000 $357,265.00 0.21 %
Credit Suisse Group AG 4.50 %, 3/3/2169 225401AS7 Corporate Debt Securities 370,000 $363,525.00 0.21 %
Federative Republic of Brazil 4.75 %, 1/14/2050 105756CB4 Other Government Securities 400,000 $355,108.00 0.21 %
Vonovia Finance B.V. 1.13 %, 9/14/2034 BGMGNH5 Corporate Debt Securities 300,000 $345,964.00 0.20 %
Societe Generale S.A. 5.38 %, 5/18/2169 83370RAA6 Corporate Debt Securities 319,000 $342,328.00 0.20 %
Chubb INA Holdings, Inc. (GTD by Chubb Ltd.) 2.50 %, 3/15/2038 BFX22B2 Corporate Debt Securities 243,000 $337,676.00 0.20 %
Republic of Philippines 0.25 %, 4/28/2025 BMBV4F8 Other Government Securities 304,000 $352,701.00 0.20 %
Veolia Environnement S.A. 2.50 %, 1/20/2129 BMTM527 Corporate Debt Securities 300,000 $353,305.00 0.20 %
Blackstone Property Partners Europe Holdings S.a.r.l. 1.75 %, 3/12/2029 BK4W8P2 Corporate Debt Securities 284,000 $341,850.00 0.20 %
Petroleos Mexicanos 7.69 %, 1/23/2050 71654QDD1 Corporate Debt Securities 350,000 $331,893.00 0.19 %
Romania Government Bond 2.00 %, 4/14/2033 BMCRWH3 Other Government Securities 300,000 $332,231.00 0.19 %
UniCredit S.p.A. 5.46 %, 6/30/2035 BMB2SF9 Corporate Debt Securities 297,000 $327,933.00 0.19 %
Picard Groupe S.A. 3.88 %, 7/1/2026 BQ2953850 Corporate Debt Securities 278,000 $327,591.00 0.19 %
BNP Paribas S.A. 4.50 %, 8/25/2168 05565ALQ4 Corporate Debt Securities 320,000 $320,616.00 0.19 %
Greenland Global Investment Ltd. 5.75 %, 9/26/2022 BKBMH14 Corporate Debt Securities 420,000 $332,318.00 0.19 %
Demire Deutsche Mittelstand Real Estate AG 1.88 %, 10/15/2024 BK21SX9 Corporate Debt Securities 300,000 $331,741.00 0.19 %
PT Indonesia Asahan Aluminum Persero Tbk 6.76 %, 11/15/2048 BGPMBY3 Corporate Debt Securities 245,000 $315,450.00 0.18 %
Arab Republic of Egypt 6.38 %, 4/11/2031 BJV9C35 Other Government Securities 274,000 $312,131.00 0.18 %
CVS Health Corp. 5.05 %, 3/25/2048 126650CZ1 Corporate Debt Securities 244,000 $314,628.00 0.18 %
Bulgaria Government Bond 1.38 %, 9/23/2050 BMGS0R8 Other Government Securities 285,000 $318,713.00 0.18 %
Zhenro Properties Group Ltd. 7.35 %, 2/5/2025 BNC1C72 Corporate Debt Securities 350,000 $306,376.00 0.18 %
CIFI Holdings Group Co. Ltd. 6.55 %, 3/28/2024 BJTPGW2 Corporate Debt Securities 314,000 $317,500.00 0.18 %
NatWest Group plc 5.13 %, 12/31/2169 BMZ7Y18 Corporate Debt Securities 200,000 $289,691.00 0.17 %
Kaisa Group Holdings Ltd. 9.38 %, 6/30/2024 BYW5T47 Corporate Debt Securities 390,000 $297,448.00 0.17 %
Republic of South Africa 5.75 %, 9/30/2049 836205BB9 Other Government Securities 310,000 $296,118.00 0.17 %
AT&T, Inc. 4.25 %, 6/1/2043 B96W8K8 Corporate Debt Securities 176,000 $289,212.00 0.17 %
Logan Property Holdings Co. Ltd. 6.50 %, 7/16/2023 BJXWW76 Corporate Debt Securities 302,000 $301,943.00 0.17 %
Arab Republic of Egypt 8.50 %, 1/31/2047 038461AM1 Other Government Securities 277,000 $268,338.00 0.16 %
Direct Line Insurance Group plc 4.75 %, 6/7/2168 BYVHWM3 Corporate Debt Securities 200,000 $279,214.00 0.16 %
AIB Group plc 6.25 %, 12/23/2169 BMY7D89 Corporate Debt Securities 220,000 $284,647.00 0.16 %
DPL, Inc. 4.35 %, 4/15/2029 233293AQ2 Corporate Debt Securities 240,000 $261,366.00 0.15 %
Repsol International Finance B.V. 4.25 %, 12/11/2169 BM9JM27 Corporate Debt Securities 200,000 $254,269.00 0.15 %
iTraxx Europe Crossover, Series 36 Index 5.00 %, 12/20/2024 CDITXIWQ Over the Counter Credit Default Swaps -2,300,000 $260,361.00 0.15 %
Commerzbank AG 6.13 %, 4/9/2169 BKPVJR7 Corporate Debt Securities 200,000 $254,547.00 0.15 %
Inmobiliaria Colonial Socimi S.A. 2.50 %, 11/28/2029 BF2VR48 Corporate Debt Securities 200,000 $261,863.00 0.15 %
China Great Wall International Holdings III Ltd. 3.88 %, 8/31/2027 BD1ML02 Corporate Debt Securities 249,000 $265,236.00 0.15 %
Republic of Indonesia 1.40 %, 10/30/2031 BKPHV02 Other Government Securities 219,000 $257,534.00 0.15 %
Chemours Co. (The) 4.00 %, 5/15/2026 BDGH0J4 Corporate Debt Securities 200,000 $236,676.00 0.14 %
Summer BidCo B.V. (9.000% Cash or 9.750% PIK) 9.00 %, 11/15/2025 BK0T9W1 Corporate Debt Securities 209,750 $249,090.00 0.14 %
Aroundtown S.A. 1.63 %, 1/31/2028 BG070K2 Corporate Debt Securities 200,000 $244,851.00 0.14 %
Republic of Sri Lanka 6.20 %, 5/11/2027 85227SAT3 Other Government Securities 380,000 $233,920.00 0.14 %
Banco Santander S.A. 6.75 %, 7/25/2168 BF1ZBS3 Corporate Debt Securities 200,000 $238,642.00 0.14 %
ageas S.A./N.V. 3.88 %, 6/10/2169 BK96PY7 Corporate Debt Securities 200,000 $246,736.00 0.14 %
Central China Real Estate Ltd. 7.65 %, 8/27/2023 BMC8W43 Corporate Debt Securities 380,000 $239,400.00 0.14 %
Agile Group Holdings Ltd. 7.75 %, 5/25/2169 BKZK2F3 Corporate Debt Securities 260,000 $234,946.00 0.14 %
Republic of Ghana 7.88 %, 2/11/2035 BKT5SY5 Other Government Securities 260,000 $234,634.00 0.14 %
CK Hutchison Group Telecom Finance S.A. 1.50 %, 10/17/2031 BL1FDW3 Corporate Debt Securities 200,000 $242,278.00 0.14 %
BAWAG Group AG 5.00 %, 11/14/2168 BFM7DF9 Corporate Debt Securities 200,000 $248,176.00 0.14 %
Jaguar Land Rover Automotive plc 7.75 %, 10/15/2025 47010BAJ3 Corporate Debt Securities 200,000 $216,140.00 0.13 %
Oi S.A. (10.000% Cash or 8.000% Cash and 4.000% PIK) 10.00 %, 7/27/2025 BG217L2 Corporate Debt Securities 245,000 $230,288.00 0.13 %
Dominican Republic 6.50 %, 2/15/2048 BF2FTH7 Other Government Securities 210,000 $224,912.00 0.13 %
Republic of Argentina 2.50 %, 7/9/2041 040114HV5 Other Government Securities 630,000 $232,640.00 0.13 %
Arab Republic of Egypt 8.70 %, 3/1/2049 BGSGVT7 Other Government Securities 222,000 $216,224.00 0.13 %
Thermo Fisher Scientific, Inc. 2.88 %, 7/24/2037 BF8F0M3 Corporate Debt Securities 158,000 $225,151.00 0.13 %
Discovery Communications LLC (GTD by Discovery, Inc.) 5.30 %, 5/15/2049 25470DBG3 Corporate Debt Securities 184,000 $230,255.00 0.13 %
International Flavors & Fragrances, Inc. 5.00 %, 9/26/2048 459506AL5 Corporate Debt Securities 171,000 $221,521.00 0.13 %
Republic of Nigeria 7.38 %, 9/28/2033 BP5GRZ1 Other Government Securities 200,000 $202,008.00 0.12 %
Telefonica Emisiones S.A. 7.05 %, 6/20/2036 87938WAC7 Corporate Debt Securities 145,000 $209,490.00 0.12 %
China Aoyuan Group Ltd. 7.95 %, 2/19/2023 BJ2B7Q8 Corporate Debt Securities 230,000 $208,151.00 0.12 %
Sino-Ocean Land Treasure Finance II Ltd. 5.95 %, 2/4/2027 BVSTKV6 Corporate Debt Securities 200,000 $211,182.00 0.12 %
Energo-Pro A.S. 4.50 %, 5/4/2024 BFXQXC2 Corporate Debt Securities 171,000 $197,939.00 0.11 %
Easy Tactic Ltd. 8.13 %, 7/11/2024 BK72N87 Corporate Debt Securities 300,000 $195,925.00 0.11 %
China Aoyuan Property Group Ltd. 5.38 %, 9/13/2022 BD5ZMN7 Corporate Debt Securities 200,000 $182,200.00 0.11 %
Clearway Energy Operating LLC 4.75 %, 3/15/2028 18539UAC9 Corporate Debt Securities 187,000 $198,192.00 0.11 %
Greenland Global Investment Ltd. 6.75 %, 9/26/2023 BKBF962 Corporate Debt Securities 310,000 $196,850.00 0.11 %
China Evergrande Group 8.75 %, 6/28/2025 BYW5QD5 Corporate Debt Securities 706,000 $169,440.00 0.10 %
Central Bank of Tunisia 5.75 %, 1/30/2025 BVRZKH1 Other Government Securities 200,000 $170,104.00 0.10 %
People's Republic of China 1.00 %, 12/20/2026 CDRCIWQ Centrally Cleared Credit Default Swaps 7,200,000 $173,305.00 0.10 %
Sunac China Holdings Ltd. 7.95 %, 10/11/2023 BJH8TG8 Corporate Debt Securities 200,000 $168,133.00 0.10 %
Starbucks Corp. 4.45 %, 8/15/2049 855244AU3 Corporate Debt Securities 123,000 $150,598.00 0.09 %
Viridian Group FinanceCo plc and Viridian Power and Energ 4.75 %, 9/15/2024 BDZRP78 Corporate Debt Securities 104,000 $141,689.00 0.08 %
UnitedHealth Group, Inc. 3.70 %, 8/15/2049 91324PDU3 Corporate Debt Securities 119,000 $135,344.00 0.08 %
Markit North American High Yield CDX Index 5.00 %, 12/20/2024 CDCDXI32 Centrally Cleared Credit Default Swaps -1,500,000 $122,659.00 0.07 %
Mars, Inc. 4.20 %, 4/1/2059 571676AH8 Corporate Debt Securities 100,000 $125,340.00 0.07 %
Republic of Ecuador 0.50 %, 7/31/2030 BMGR2B3 Other Government Securities 128,700 $108,431.00 0.06 %
Republic of Ecuador 0.50 %, 7/31/2035 BMGR2G8 Other Government Securities 148,590 $98,628.00 0.06 %
RECV PLN IRS 1.8075 IRPLNIF2 Centrally Cleared Interest Rate Swaps 0 $81,743.00 0.05 %
Vistra Operations Co. LLC 5.63 %, 2/15/2027 92840VAB8 Corporate Debt Securities 68,000 $70,469.00 0.04 %
ArcelorMittal S.A. 5.00 %, 12/20/2026 CDARI4Q Centrally Cleared Credit Default Swaps 750,000 $63,590.00 0.04 %
RECV USD IRS 1.7447 IRUSDIGQ Centrally Cleared Interest Rate Swaps 0 $60,195.00 0.03 %
RECV THB IRS 0.53 IRTHBIT2 Centrally Cleared Interest Rate Swaps 0 $21,983.00 0.03 %
Markit North American Investment Grade CDX Index 1.00 %, 12/20/2031 CDCDXIVQ Centrally Cleared Credit Default Swaps -4,400,000 $32,024.00 0.02 %
Banco Santander S.A. 1.00 %, 12/20/2026 CDBSIVQ Centrally Cleared Credit Default Swaps 900,000 $32,645.00 0.02 %
USD versus NOK 0.00 %, 10/27/2021 OPX1SW98 Purchased Options 7,588,000 $30,929.00 0.02 %
iTraxx Asia ex-Japan Investment Grade, Series 31 Index 1.00 %, 12/20/2026 CDJPIHQ Centrally Cleared Credit Default Swaps -1,100,000 $30,100.00 0.02 %
BNP Paribas S.A. 1.00 %, 12/20/2026 CDBNPIVQ Centrally Cleared Credit Default Swaps 900,000 $29,063.00 0.02 %
NatWest Group plc 1.00 %, 12/20/2026 CDNGIVP Centrally Cleared Credit Default Swaps 900,000 $27,337.00 0.02 %
EUR versus PLN 0.00 %, 12/10/2021 OPXDLY7M Purchased Options 3,750,000 $33,180.00 0.02 %
Valeo S.A. 1.00 %, 12/20/2026 CDVAIWQ Centrally Cleared Credit Default Swaps 500,000 $40,220.00 0.02 %
Stellantis N.V. 5.00 %, 12/20/2026 CDSTIJQ Centrally Cleared Credit Default Swaps 500,000 $32,341.00 0.02 %
Societe Generale S.A. 1.00 %, 12/20/2026 CDSGIVQ Centrally Cleared Credit Default Swaps 500,000 $10,909.00 0.01 %
Stonegate Pub Co. 5.00 %, 12/20/2026 CDSPIWQ Over the Counter Credit Default Swaps 60,000 $15,182.00 0.01 %
Rolls-Royce Holdings plc 1.00 %, 12/20/2026 CDRRIHQ Centrally Cleared Credit Default Swaps 500,000 $25,644.00 0.01 %
TUI AG 5.00 %, 12/20/2026 CDTUIXQ Centrally Cleared Credit Default Swaps 60,000 $19,659.00 0.01 %
Stena AB 5.00 %, 12/20/2026 CDSTIXQ Centrally Cleared Credit Default Swaps 60,000 $13,867.00 0.01 %
USD versus CNY 0.00 %, 12/21/2022 OPXDPBEI Purchased Options 4,406,000 $11,548.00 0.01 %
USD versus ZAR 0.00 %, 11/25/2021 OPXDCKZQ Purchased Options 2,307,000 $17,342.00 0.01 %
U.S. Treasury Long Bond December Futures 0.00 %, 10/22/2021 USX1C164C Purchased Options 124 $19,375.00 0.01 %
RECV SEK IRS 0.1407 IRSEKH5Q Centrally Cleared Interest Rate Swaps 0 $17,932.00 0.01 %
USD versus RUB 0.00 %, 12/22/2021 OPXDTV24 Purchased Options 2,200,000 $19,338.00 0.01 %
Markit CXP High Yield, Series 36 Index 0.00 %, 11/17/2021 SPLW02IA Purchased Options 16,400,000 $17,761.00 0.01 %
Novafives SAS 5.00 %, 12/20/2026 CDNFIVQ Over the Counter Credit Default Swaps 60,000 $19,439.00 0.01 %
Iceland Bondco plc 5.00 %, 12/20/2026 CDIBIWQ Over the Counter Credit Default Swaps 60,000 $15,993.00 0.01 %
Marriott International, Inc. 1.00 %, 12/20/2026 CDMAIVQ Centrally Cleared Credit Default Swaps 625,000 $24,421.00 0.01 %
Republic of Ecuador BMGR2M4 Other Government Securities 16,740 $9,019.00 0.01 %
Loxam SAS 5.00 %, 12/20/2026 CDLOIVQ Over the Counter Credit Default Swaps 60,000 $12,825.00 0.01 %
iTraxx Europe Crossiover, Series 36 Index 1.00 %, 12/20/2031 CDITEIVP Centrally Cleared Credit Default Swaps -1,800,000 $22,609.00 0.01 %
Barclays plc 1.00 %, 12/20/2026 CDBARIVQ Centrally Cleared Credit Default Swaps 500,000 $16,473.00 0.01 %
Boparan Finance plc 5.00 %, 12/20/2026 CDBPIWQ Centrally Cleared Credit Default Swaps 60,000 $25,464.00 0.01 %
Credit Suisse Group AG 1.00 %, 12/20/2026 CDCSIHQ Centrally Cleared Credit Default Swaps -500,000 $12,622.00 0.01 %
Cirsa Finance International S.a.r.l. 5.00 %, 12/20/2026 CDCFIWQ Over the Counter Credit Default Swaps 60,000 $13,622.00 0.01 %
Casino Guichard-Perrachon 5.00 %, 12/20/2026 CDCGIZQ Centrally Cleared Credit Default Swaps 60,000 $16,910.00 0.01 %
iTraxx Europe Crossover, Series 29 Index 0.00 %, 11/17/2021 SPOCD02EJ Purchased Options 3,200,000 $3,084.00 0.00 %
RECV MXN IRS 7.51 IRMXNI3Q Centrally Cleared Interest Rate Swaps 0 $684.00 0.00 %
Markit CCD High Yield, Series 36 Index 0.00 %, 11/17/2021 SPPO010F Written Options -4,900,000 ($4,175.00) 0.00 %
Republic of Ecuador 0.50 %, 7/31/2040 BMGR2J1 Other Government Securities 6,100 $3,565.00 0.00 %
Boeing Co. (The) 1.00 %, 12/20/2026 CDBAIHQ Centrally Cleared Credit Default Swaps -1,100,000 ($3,688.00) 0.00 %
EUR versus PLN 0.00 %, 12/10/2021 OPXDLY7N Written Options -3,750,000 ($6,368.00) 0.00 %
iTraxx Europe Crossover, Series 29 Index 0.00 %, 11/17/2021 SPOK016U Written Options -8,100,000 ($1,192.00) 0.00 %
RECV BRL IRS 9.3225 9.32 %, 1/2/2024 IRBRLHW2 Centrally Cleared Interest Rate Swaps 0 $560.00 0.00 %
U.S. 5-Year Treasury Note December Futures 0.00 %, 11/26/2021 TYZ1C145 Purchased Options 125 $875.00 0.00 %
U.S. Treasury Long Bond December Futures 0.00 %, 11/26/2021 USZ1C245 Purchased Options 169 $1,183.00 0.00 %
U.S. 5-Year Treasury Note December Futures 0.00 %, 11/26/2021 FVZ1P117 Purchased Options 170 $1,328.00 0.00 %
U.S. 5-Year Treasury Note December Futures 0.00 %, 11/26/2021 FVZ1P116 Purchased Options 121 $945.00 0.00 %
RECV BRL IRS 10.25 IRBRLHWQ Centrally Cleared Interest Rate Swaps 0 ($1,144.00) 0.00 %
USD versus NOK 0.00 %, 10/27/2021 OPX1SW96 Written Options -3,794,000 ($15,464.00) -0.01 %
RECV KRW IRS 1.925 1.93 %, 3/16/2032 IRKRWI2Q Centrally Cleared Interest Rate Swaps 0 ($5,883.00) -0.01 %
USD versus ZAR 0.00 %, 11/25/2021 OPXDCKZP Written Options -2,307,000 ($17,921.00) -0.01 %
GBP versus USD 0.00 %, 10/25/2021 OPXCW3K5 Written Options -1,710,000 ($8,998.00) -0.01 %
USD versus RUB 0.00 %, 12/22/2021 OPXDTV25 Written Options -2,200,000 ($12,056.00) -0.01 %
USD versus CNY 0.00 %, 12/21/2022 OPXDPBEJ Written Options -4,406,000 ($11,790.00) -0.01 %
RECV MXN IRS 7.91 7.91 %, 9/22/2031 IRMXNI1Q Centrally Cleared Interest Rate Swaps 0 ($11,150.00) -0.01 %
UniCredit S.p.A. 1.00 %, 12/20/2026 CDUNIIHQ Centrally Cleared Credit Default Swaps 500,000 ($12,015.00) -0.01 %
iTraxx Asia ex-Japan, Series 31 Index 1.00 %, 12/20/2026 CDITAIWQ Centrally Cleared Credit Default Swaps 3,900,000 ($30,503.00) -0.02 %
Airbus SE 1.00 %, 12/20/2026 CDABIHQ Centrally Cleared Credit Default Swaps 950,000 ($28,275.00) -0.02 %
RECV CNY IRS 2.55 2.55 %, 9/15/2026 IRCNYIHQ Centrally Cleared Interest Rate Swaps 0 ($37,746.00) -0.02 %
Alstom S.A. 1.00 %, 12/20/2026 CDALIIQ Centrally Cleared Credit Default Swaps -950,000 ($44,838.00) -0.03 %
RECV THB IRS 1.08 1.08 %, 3/16/2027 IRTHBITQ Centrally Cleared Interest Rate Swaps 0 ($38,855.00) -0.03 %
Accor S.A. 1.00 %, 12/20/2026 CDACCIVQ Centrally Cleared Credit Default Swaps -500,000 ($44,464.00) -0.03 %
Faurecia SE 5.00 %, 6/20/2026 CDFAIJQ Over the Counter Credit Default Swaps -400,000 ($50,627.00) -0.03 %
Ford Motor Co. 5.00 %, 12/20/2026 CDFMIJQ Centrally Cleared Credit Default Swaps -550,000 ($50,882.00) -0.03 %
iTraxx Europe Senior Financials, Series 36 Index 1.00 %, 12/20/2026 CDITFIVQ Centrally Cleared Credit Default Swaps 2,400,000 ($63,233.00) -0.04 %
RECV MXN IRS 6.7175 6.72 %, 6/18/2025 IRMXNFOQ Centrally Cleared Interest Rate Swaps 0 ($85,045.00) -0.04 %
RECV KRW IRS 1.625 1.77 %, 3/16/2027 IRKRWIWQ Centrally Cleared Interest Rate Swaps 0 ($60,467.00) -0.04 %
ThyssenKrupp AG 1.00 %, 12/20/2026 CDTHI4Q Centrally Cleared Credit Default Swaps -500,000 ($65,187.00) -0.04 %
iTraxx Europe Crossover, Series 36 Index 1.00 %, 12/20/2026 CDITEIV2 Centrally Cleared Credit Default Swaps 3,400,000 ($103,251.00) -0.06 %
Deutsche Lufthansa AG 1.00 %, 12/20/2026 CDDLIVQ Centrally Cleared Credit Default Swaps -900,000 ($113,906.00) -0.07 %
RECV CZK IRS 2.3 2.30 %, 3/16/2027 IRCZKIFQ Centrally Cleared Interest Rate Swaps 0 ($169,207.00) -0.10 %
Markit North American Investment Grade CDX Index 1.00 %, 12/20/2026 CDCDXIV2 Centrally Cleared Credit Default Swaps 8,100,000 ($193,428.00) -0.11 %
U.S. Treasury Long Bond December Futures 0.00 %, 11/26/2021 USZ1P159 Written Options -124 ($257,688.00) -0.14 %
Markit North American High Yield CDX Index 5.00 %, 12/20/2026 CDCDXI3Q Centrally Cleared Credit Default Swaps 4,300,000 ($399,062.00) -0.22 %
United Kingdom Long Gilt G Z1 Futures Contracts -16 ($2,698,034.00) -1.56 %
Austrailia 10-Year Commonwealth Treasury Bond XMZ1 Futures Contracts -51 ($5,216,163.00) -3.02 %
U.S. 10-Year Ultra Treasury Note UXYZ1 Futures Contracts -49 ($7,117,250.00) -4.12 %
Euro-Bund 10-Year Bond RXZ1 Futures Contracts -40 ($7,868,412.00) -4.56 %
Euro-Bobl 5-Year Bond OEZ1 Futures Contracts -86 ($13,441,422.00) -7.78 %
U.S. 10-Year Treasury Note TYZ1 Futures Contracts -111 ($14,608,641.00) -8.46 %
Euro-OAT France Government 10-Year Bond OATZ1 Futures Contracts -80 ($15,378,200.00) -8.91 %
U.S. Treasury Long Bond USZ1 Futures Contracts -171 ($27,226,406.00) -15.70 %