# EDGAR Filing Document

**Accession Number:** 0000357059
**File Stem:** 0000940400-26-021605
**Filing Date:** 2026-5
**Character Count:** 192436
**Document Hash:** 588785f2eacf0c6b1a156ddcb0948735
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021605.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000940400-26-021605

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE GROUP LIMITED-TERM GOVERNMENT FUNDS
- **CENTRAL INDEX KEY:** 0000357059

**ORGANIZATION NAME:**
- **EIN:** 232448704
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03363
- **FILM NUMBER:** 261031800

**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 LIMITED TERM GOVERNMENT FUNDS
- **DATE OF NAME CHANGE:** 19991223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP LIMITED TERM GOVERNMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19950828

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP TREASURY RESERVES INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Nomura Limited-Term Diversified Income Fund (Series ID: S000002397)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000006359 | Class A             | DTRIX           |
| C000006361 | Class C             | DTICX           |
| C000006362 | Class R             | DLTRX           |
| C000006363 | Institutional Class | DTINX           |
| C000190626 | Class R6            | DLTZX           |

## Nport-Ex

Schedule of investments

Nomura Limited-Term Diversified Income Fund March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 0.63%** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 0.63%** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 0.63%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Grantor Trust Series 2001-T5 A27.00% 6/19/41 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9441 | &nbsp;&nbsp;$9509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac REMICs |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 4764 PA 3.00% 10/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;147232 | &nbsp;&nbsp;&nbsp;&nbsp; 144804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5092 WG 1.00% 4/25/31 | 2348333 | &nbsp;&nbsp;&nbsp;&nbsp; 2219071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series T-30 A5 8.61% 12/25/30 ♦, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series T-54 2A 6.50% 2/25/43 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411 | &nbsp;&nbsp;&nbsp;&nbsp; 432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series T-58 2A 6.50% 9/25/43 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;152294 | &nbsp;&nbsp;&nbsp;&nbsp; 154938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-31 ZB 5.00% 4/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;528168 | &nbsp;&nbsp;&nbsp;&nbsp; 526779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-39 PA 2.00% 3/16/42 | &nbsp;&nbsp;&nbsp;&nbsp;702279 | &nbsp;&nbsp;&nbsp;&nbsp; 657995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-151 KC 3.50% 4/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;236612 | &nbsp;&nbsp;&nbsp;&nbsp; 231647 |
| &nbsp;&nbsp;&nbsp;**Total Agency Collateralized Mortgage Obligations<br> (cost $4,182,474)** | &nbsp;&nbsp;&nbsp;**Total Agency Collateralized Mortgage Obligations<br> (cost $4,182,474)** | &nbsp;&nbsp;&nbsp; **3946800** |
| &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 1.45%** | &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 1.45%** | &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 1.45%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-KF12 B 144A 10.883% (SOFR + 7.21%, Floor 7.10%) 9/25/22 #, • | 2284182 | &nbsp;&nbsp;&nbsp;&nbsp; 2438357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-KF33 B 144A 6.333% (SOFR + 2.66%, Floor 2.55%) 6/25/27 #, • | &nbsp;&nbsp;&nbsp;&nbsp;968036 | &nbsp;&nbsp;&nbsp;&nbsp; 940431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-KF40 B 144A 6.483% (SOFR + 2.81%, Floor 2.70%) 11/25/27 #, • | 1447006 | &nbsp;&nbsp;&nbsp;&nbsp; 1436766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-KF61 B 144A 5.983% (SOFR + 2.31%, Floor 2.20%) 4/25/29 #, • | &nbsp;&nbsp;&nbsp;&nbsp;563392 | &nbsp;&nbsp;&nbsp;&nbsp; 540583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-KF68 B 144A 5.983% (SOFR + 2.31%, Floor 2.20%) 7/25/26 #, • | 1403492 | &nbsp;&nbsp;&nbsp;&nbsp; 1395072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-KF70 B 144A 6.083% (SOFR + 2.41%, Floor 2.30%) 9/25/29 #, • | &nbsp;&nbsp;&nbsp;&nbsp;838158 | &nbsp;&nbsp;&nbsp;&nbsp; 828347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-KF74 B 144A 5.933% (SOFR + 2.26%, Floor 2.15%) 1/25/27 #, • | &nbsp;&nbsp;&nbsp;&nbsp;872291 | &nbsp;&nbsp;&nbsp;&nbsp; 866853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-KF75 B 144A 6.033% (SOFR + 2.36%, Floor 2.25%) 12/25/29 #, • | &nbsp;&nbsp;&nbsp;&nbsp;624430 | &nbsp;&nbsp;&nbsp;&nbsp; 583886 |
| &nbsp;&nbsp;&nbsp;**Total Agency Commercial Mortgage-Backed Securities<br> (cost $8,986,211)** | &nbsp;&nbsp;&nbsp;**Total Agency Commercial Mortgage-Backed Securities<br> (cost $8,986,211)** | &nbsp;&nbsp;&nbsp; **9030295** |

---

NQ- 022 [0326] 0526 (5459500) 1

------

Schedule of investments

Nomura Limited-Term Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Collateralized Loan Obligations — 5.98%** | &nbsp;&nbsp;**Collateralized Loan Obligations — 5.98%** | &nbsp;&nbsp;**Collateralized Loan Obligations — 5.98%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AGL CLO 17<br> Series 2022-17A AR 144A 4.62% (TSFR03M + 0.95%, Floor 0.95%) 1/21/35 #, • | 1450000 | &nbsp;&nbsp;$1447623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballyrock CLO 27 Series 2024-27A A1A 144A 5.018% (TSFR03M + 1.35%, Floor 1.35%) 10/25/37 #, • | 1150000 | &nbsp;&nbsp;&nbsp;&nbsp; 1150100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canyon Capital CLO<br> Series 2019-2A AR2 144A 4.682% (TSFR03M + 1.01%, Floor 1.01%) 10/15/34 #, • | &nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp; 748531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canyon CLO<br> Series 2020-2A AR2 144A 4.702% (TSFR03M + 1.03%, Floor 1.03%) 10/15/34 #, • | 1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1096957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CBAM<br> Series 2020-13A A 144A 5.359% (TSFR03M + 1.69%, Floor 1.43%) 1/20/34 #, • | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2999622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flatiron CLO 31<br> Series 2025-31A A1 144A 4.897% (TSFR03M + 1.20%, Floor 1.20%) 1/18/39 #, • | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3990360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KKR CLO 41<br> Series 2022-41A A1 144A 5.002% (TSFR03M + 1.33%, Floor 1.33%) 4/15/35 #, • | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5001060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnetite LI<br> Series 2025-51A A1 144A 5.092% (TSFR03M + 1.20%, Floor 1.20%) 10/25/38 #, • | 5250000 | &nbsp;&nbsp;&nbsp;&nbsp; 5236754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnetite XL<br> Series 2024-40A A1 144A 5.122% (TSFR03M + 1.45%, Floor 1.45%) 7/15/37 #, • | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3502727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Octagon Investment Partners 51<br> Series 2021-1A AR 144A 4.658% (TSFR03M + 0.99%, Floor 0.99%) 7/20/34 #, • | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1497321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sound Point CLO XXV<br> Series 2019-4A A1R 144A 4.948% (TSFR03M + 1.28%, Floor 1.28%) 4/25/33 #, • | 4354919 | &nbsp;&nbsp;&nbsp;&nbsp; 4355041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TRESTLES CLO V<br> Series 2021-5A A1R 144A 4.918% (TSFR03M + 1.25%, Floor 1.25%) 10/20/34 #, • | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3998092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture 34 CLO<br> Series 2018-34A AR 144A 4.952% (TSFR03M + 1.28%, Floor 1.28%) 10/15/31 #, • | &nbsp;&nbsp;&nbsp;&nbsp;239600 | &nbsp;&nbsp;&nbsp;&nbsp; 239601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zais CLO 16<br> Series 2020-16A A1R2 144A 4.798% (TSFR03M + 1.13%, Floor 1.13%) 10/20/34 #, • | 2050000 | &nbsp;&nbsp;&nbsp;&nbsp; 2047794 |
| &nbsp;&nbsp;&nbsp;**Total Collateralized Loan Obligations<br> (cost $37,344,519)** | &nbsp;&nbsp;&nbsp;**Total Collateralized Loan Obligations<br> (cost $37,344,519)** | &nbsp;&nbsp;&nbsp; **37311583** |

---

2 NQ- 022 [0326] 0526 (5459500)

------

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Corporate Bonds — 35.69%** | &nbsp;&nbsp;**Corporate Bonds — 35.69%** | &nbsp;&nbsp;**Corporate Bonds — 35.69%** |
| &nbsp;&nbsp;Banking — 7.23% | &nbsp;&nbsp;Banking — 7.23% | &nbsp;&nbsp;Banking — 7.23% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Akbank TAS 144A 7.498% 1/20/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;$203896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco de Credito e Inversiones 144A 8.75% 5/8/29 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 210413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Santander |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.551% 11/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp; 591663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.365% 7/15/28 μ | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1010963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Santander Mexico Institucion de Banca Multiple Grupo Financiero Santand 144A 5.621% 12/10/29 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 204940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bangkok Bank 144A 4.507% 11/26/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Hapoalim BM 144A 4.722% 7/14/29 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Muscat SAOG 4.846% 10/1/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 196136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.734% 7/22/27 μ | 1015000 | &nbsp;&nbsp;&nbsp;&nbsp; 1006569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.456% 2/6/32 μ | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 987697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.819% 9/15/29 μ | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp; 1444407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.204% 11/10/28 μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75000 | &nbsp;&nbsp;&nbsp;&nbsp; 77069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25% 7/26/30 μ, ψ | 2840000 | &nbsp;&nbsp;&nbsp;&nbsp; 2858738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal 4.439% 1/14/32 μ | 1065000 | &nbsp;&nbsp;&nbsp;&nbsp; 1048969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon 5.802% 10/25/28 μ | 2064000 | &nbsp;&nbsp;&nbsp;&nbsp; 2110702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel 144A 4.541% 1/15/31 # | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1282601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CBQ Finance 4.625% 9/10/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 195412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup 4.503% 9/11/31 μ | 1635000 | &nbsp;&nbsp;&nbsp;&nbsp; 1616803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citizens Bank 4.192% 1/29/29 μ | 3230000 | &nbsp;&nbsp;&nbsp;&nbsp; 3210721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95% 8/4/31 μ | 1814000 | &nbsp;&nbsp;&nbsp;&nbsp; 1807677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.297% 5/9/31 μ | 1070000 | &nbsp;&nbsp;&nbsp;&nbsp; 1081342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.819% 11/20/29 μ | &nbsp;&nbsp;&nbsp;&nbsp;715000 | &nbsp;&nbsp;&nbsp;&nbsp; 750858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.146% 7/13/27 μ | &nbsp;&nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp; 931296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.542% 9/10/27 μ | 3315000 | &nbsp;&nbsp;&nbsp;&nbsp; 3272280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.369% 10/21/31 μ | 1640000 | &nbsp;&nbsp;&nbsp;&nbsp; 1608391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.47% 9/22/27 μ | 1445000 | &nbsp;&nbsp;&nbsp;&nbsp; 1425338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.551% (SOFR + 0.89%) 4/22/27 • | &nbsp;&nbsp;&nbsp;&nbsp;955000 | &nbsp;&nbsp;&nbsp;&nbsp; 955469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14% 1/24/31 μ | &nbsp;&nbsp;&nbsp;&nbsp;955000 | &nbsp;&nbsp;&nbsp;&nbsp; 972690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.571% 4/22/28 μ | 1315000 | &nbsp;&nbsp;&nbsp;&nbsp; 1331310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank & Trust 5.375% 3/6/29 ■ | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 204461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.493% 1/16/32 μ | 1435000 | &nbsp;&nbsp;&nbsp;&nbsp; 1411287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.407% 11/1/29 μ | &nbsp;&nbsp;&nbsp;&nbsp;488000 | &nbsp;&nbsp;&nbsp;&nbsp; 509398 |

---

NQ- 022 [0326] 0526 (5459500) 3

------

Schedule of investments

Nomura Limited-Term Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank 5.504% 5/26/28 μ | 1380000 | &nbsp;&nbsp;$1395942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NBK SPC 144A 1.625% 9/15/27 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oversea-Chinese Banking 144A 4.55% 9/8/35 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PNC Bank 4.429% 7/21/28 μ | 2030000 | &nbsp;&nbsp;&nbsp;&nbsp; 2029744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group 5.30% 1/21/28 μ | 1635000 | &nbsp;&nbsp;&nbsp;&nbsp; 1646406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Popular 7.25% 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp;&nbsp; 679007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Street 4.543% 4/24/28 μ | &nbsp;&nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;&nbsp;&nbsp; 596312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.85% 9/10/29 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp; 773467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.00% 2/10/30 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp; 748336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Bancorp 6.787% 10/26/27 μ | 1330000 | &nbsp;&nbsp;&nbsp;&nbsp; 1347844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. 5.15% 4/23/31 μ | &nbsp;&nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp; 584931 |
|  |  | &nbsp;&nbsp;&nbsp; 45112260 |
| &nbsp;&nbsp;Basic Industry — 2.17% | &nbsp;&nbsp;Basic Industry — 2.17% | &nbsp;&nbsp;Basic Industry — 2.17% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alumina Pty 144A 6.125% 3/15/30 # | 1555000 | &nbsp;&nbsp;&nbsp;&nbsp; 1587857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Anglo American Capital 144A 4.625% 3/19/31 # | 2755000 | &nbsp;&nbsp;&nbsp;&nbsp; 2725095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celanese US Holdings 6.50% 4/15/30 | 1540000 | &nbsp;&nbsp;&nbsp;&nbsp; 1572599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cleveland-Cliffs 144A 7.00% 3/15/32 # | 1555000 | &nbsp;&nbsp;&nbsp;&nbsp; 1506488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Constellium 144A 6.375% 8/15/32 # | 1505000 | &nbsp;&nbsp;&nbsp;&nbsp; 1522458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Graphic Packaging International 144A 3.50% 3/1/29 # | 1355000 | &nbsp;&nbsp;&nbsp;&nbsp; 1269647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnera 144A 4.75% 11/15/29 # | 1740000 | &nbsp;&nbsp;&nbsp;&nbsp; 1572656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Novelis 144A 6.875% 1/30/30 # | 1550000 | &nbsp;&nbsp;&nbsp;&nbsp; 1564649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sasol Financing USA 4.375% 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 199158 |
|  |  | &nbsp;&nbsp;&nbsp; 13520607 |
| &nbsp;&nbsp;Brokerage — 0.60% | &nbsp;&nbsp;Brokerage — 0.60% | &nbsp;&nbsp;Brokerage — 0.60% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apollo Global Management 4.60% 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp; 763340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brookfield Asset Management 4.653% 11/15/30 | 1505000 | &nbsp;&nbsp;&nbsp;&nbsp; 1492449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jefferies Finance 144A 5.00% 8/15/28 # | 1625000 | &nbsp;&nbsp;&nbsp;&nbsp; 1515819 |
|  |  | &nbsp;&nbsp;&nbsp; 3771608 |
| &nbsp;&nbsp;Capital Goods — 4.98% | &nbsp;&nbsp;Capital Goods — 4.98% | &nbsp;&nbsp;Capital Goods — 4.98% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boeing |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.259% 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp; 498598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.388% 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp; 410705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings 144A 6.625% 4/15/29 # | 1570000 | &nbsp;&nbsp;&nbsp;&nbsp; 1543119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eaton 4.20% 3/6/31 | 3860000 | &nbsp;&nbsp;&nbsp;&nbsp; 3805550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Esab 144A 6.25% 4/15/29 # | 1540000 | &nbsp;&nbsp;&nbsp;&nbsp; 1564869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GE Vernova 4.25% 2/4/31 | 5885000 | &nbsp;&nbsp;&nbsp;&nbsp; 5820701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herc Holdings 144A 7.00% 6/15/30 # | 1520000 | &nbsp;&nbsp;&nbsp;&nbsp; 1559648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Honeywell Aerospace 144A 4.00% 3/16/29 # | 7450000 | &nbsp;&nbsp;&nbsp;&nbsp; 7382359 |

---

4 NQ- 022 [0326] 0526 (5459500)

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---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Capital Goods (continued) | &nbsp;&nbsp;Capital Goods (continued) | &nbsp;&nbsp;Capital Goods (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Manitowoc 144A 9.25% 10/1/31 # | 1435000 | &nbsp;&nbsp;$1500333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mauser Packaging Solutions Holding 144A 7.875% 4/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp; 680486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sealed Air 144A 7.25% 2/15/31 # | 1560000 | &nbsp;&nbsp;&nbsp;&nbsp; 1636830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Terex 144A 6.25% 10/15/32 # | 1545000 | &nbsp;&nbsp;&nbsp;&nbsp; 1556500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TransDigm 144A 6.625% 3/1/32 # | 1545000 | &nbsp;&nbsp;&nbsp;&nbsp; 1577630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trivium Packaging Finance 144A 8.25% 7/15/30 # | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1570580 |
|  |  | &nbsp;&nbsp;&nbsp; 31107908 |
| &nbsp;&nbsp;Communications — 4.25% | &nbsp;&nbsp;Communications — 4.25% | &nbsp;&nbsp;Communications — 4.25% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AT&T 4.40% 4/30/31 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp; 4455800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axian Telecom Holding & Management 144A 7.25% 7/11/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings 144A 5.375% 6/1/29 # | 2245000 | &nbsp;&nbsp;&nbsp;&nbsp; 2215529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connect Finco 144A 9.00% 9/15/29 # | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1577685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IHS Holding 144A 6.25% 11/29/28 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iliad Holding 144A 8.50% 4/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp; 670178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;McGraw-Hill Education 144A 7.375% 9/1/31 # | 1546000 | &nbsp;&nbsp;&nbsp;&nbsp; 1579250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Orange 144A 4.25% 1/13/31 # | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1275653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Outfront Media Capital 144A 4.25% 1/15/29 # | 1650000 | &nbsp;&nbsp;&nbsp;&nbsp; 1591888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prosus 144A 3.257% 1/19/27 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Radio 144A 4.125% 7/1/30 # | 1670000 | &nbsp;&nbsp;&nbsp;&nbsp; 1564760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sitios Latinoamerica 144A 6.00% 11/25/29 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 201900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SoftBank 144A 4.699% 7/9/30 # | 1955000 | &nbsp;&nbsp;&nbsp;&nbsp; 1944258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stagwell Global 144A 5.625% 8/15/29 # | 1630000 | &nbsp;&nbsp;&nbsp;&nbsp; 1553239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA 3.75% 4/15/27 | 4010000 | &nbsp;&nbsp;&nbsp;&nbsp; 3985936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkcell Iletisim Hizmetleri 144A 7.45% 1/24/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 202749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Univision Communications 144A 7.375% 6/30/30 # | 1615000 | &nbsp;&nbsp;&nbsp;&nbsp; 1583660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Virgin Media Secured Finance 144A 5.50% 5/15/29 # | 1615000 | &nbsp;&nbsp;&nbsp;&nbsp; 1549899 |
|  |  | &nbsp;&nbsp;&nbsp; 26546220 |
| &nbsp;&nbsp;Consumer Cyclical — 4.60% | &nbsp;&nbsp;Consumer Cyclical — 4.60% | &nbsp;&nbsp;Consumer Cyclical — 4.60% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amazon.com 4.25% 3/13/31 | 2830000 | &nbsp;&nbsp;&nbsp;&nbsp; 2809781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Axle & Manufacturing 144A 6.375% 10/15/32 # | 1535000 | &nbsp;&nbsp;&nbsp;&nbsp; 1520491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arches Buyer 144A 4.25% 6/1/28 # | 1630000 | &nbsp;&nbsp;&nbsp;&nbsp; 1575971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bath & Body Works 144A 6.625% 10/1/30 # | 1540000 | &nbsp;&nbsp;&nbsp;&nbsp; 1555480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caesars Entertainment 144A 7.00% 2/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;246000 | &nbsp;&nbsp;&nbsp;&nbsp; 249157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cyprium 144A 6.125% 4/15/31 # | 2535000 | &nbsp;&nbsp;&nbsp;&nbsp; 2505385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit 6.80% 5/12/28 | 1350000 | &nbsp;&nbsp;&nbsp;&nbsp; 1390959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Garrett Motion Holdings 144A 7.75% 5/31/32 # | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1554128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial 4.20% 10/27/28 | 1985000 | &nbsp;&nbsp;&nbsp;&nbsp; 1965029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber 6.625% 7/15/30 | 1545000 | &nbsp;&nbsp;&nbsp;&nbsp; 1512091 |

---

NQ- 022 [0326] 0526 (5459500) 5

------

Schedule of investments

Nomura Limited-Term Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Consumer Cyclical (continued) | &nbsp;&nbsp;Consumer Cyclical (continued) | &nbsp;&nbsp;Consumer Cyclical (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hyundai Capital Services 144A 5.25% 1/22/28 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;$202635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Life Time 144A 6.00% 11/15/31 # | 1545000 | &nbsp;&nbsp;&nbsp;&nbsp; 1558068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lowe's 4.25% 3/15/31 | 1045000 | &nbsp;&nbsp;&nbsp;&nbsp; 1026101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MGM Resorts International 6.125% 9/15/29 | 1535000 | &nbsp;&nbsp;&nbsp;&nbsp; 1544947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Flags Entertainment 144A 6.625% 5/1/32 # | 1545000 | &nbsp;&nbsp;&nbsp;&nbsp; 1542757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Victra Holdings 144A 8.75% 9/15/29 # | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1558009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wand NewCo 3 144A 7.625% 1/30/32 # | 1480000 | &nbsp;&nbsp;&nbsp;&nbsp; 1514087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;William Carter 144A 7.375% 2/15/31 # | 1530000 | &nbsp;&nbsp;&nbsp;&nbsp; 1562445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZF North America Capital 144A 6.875% 4/14/28 # | 1535000 | &nbsp;&nbsp;&nbsp;&nbsp; 1557884 |
|  |  | &nbsp;&nbsp;&nbsp; 28705405 |
| &nbsp;&nbsp;Consumer Non-Cyclical — 3.68% | &nbsp;&nbsp;Consumer Non-Cyclical — 3.68% | &nbsp;&nbsp;Consumer Non-Cyclical — 3.68% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Abbott Laboratories 4.00% 3/15/31 | 6800000 | &nbsp;&nbsp;&nbsp;&nbsp; 6693762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acadia Healthcare |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.50% 7/1/28 # | 1620000 | &nbsp;&nbsp;&nbsp;&nbsp; 1614163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.375% 3/15/33 # | 1315000 | &nbsp;&nbsp;&nbsp;&nbsp; 1347973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avantor Funding 144A 4.625% 7/15/28 # | 1625000 | &nbsp;&nbsp;&nbsp;&nbsp; 1586997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cargill 144A 4.125% 10/23/30 # | &nbsp;&nbsp;&nbsp;&nbsp;885000 | &nbsp;&nbsp;&nbsp;&nbsp; 872443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Central American Bottling 144A 5.25% 4/27/29 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energizer Holdings 144A 4.75% 6/15/28 # | 1620000 | &nbsp;&nbsp;&nbsp;&nbsp; 1595664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fiesta Purchaser 144A 7.875% 3/1/31 # | 1510000 | &nbsp;&nbsp;&nbsp;&nbsp; 1538529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indofood CBP Sukses Makmur 3.398% 6/9/31 ■ | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 183958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.85% 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp; 675200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.15% 3/15/31 | 1815000 | &nbsp;&nbsp;&nbsp;&nbsp; 1795314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.10% 3/16/29 | 3100000 | &nbsp;&nbsp;&nbsp;&nbsp; 3096722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.40% 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp; 620004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pfizer 4.20% 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp; 610897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher Scientific 1.75% 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp; 570049 |
|  |  | &nbsp;&nbsp;&nbsp; 22996440 |
| &nbsp;&nbsp;Electric — 0.96% | &nbsp;&nbsp;Electric — 0.96% | &nbsp;&nbsp;Electric — 0.96% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Black Hills 4.55% 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp; 831407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile Electricity Lux MPC 144A 6.01% 1/20/33 # | &nbsp;&nbsp;&nbsp;&nbsp;202100 | &nbsp;&nbsp;&nbsp;&nbsp; 209044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida 4.20% 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;885000 | &nbsp;&nbsp;&nbsp;&nbsp; 875599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mong Duong Finance Holdings 144A 5.125% 5/7/29 # | &nbsp;&nbsp;&nbsp;&nbsp;144845 | &nbsp;&nbsp;&nbsp;&nbsp; 142613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance 4.15% 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp; 448610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NRG Energy 144A 4.734% 10/15/30 # | 1350000 | &nbsp;&nbsp;&nbsp;&nbsp; 1338223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra 144A 7.00% 12/15/26 #, μ, ψ | 1330000 | &nbsp;&nbsp;&nbsp;&nbsp; 1332636 |

---

6 NQ- 022 [0326] 0526 (5459500)

------

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Electric (continued) | &nbsp;&nbsp;Electric (continued) | &nbsp;&nbsp;Electric (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations 144A 4.70% 1/31/31 # | &nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;$817106 |
|  |  | &nbsp;&nbsp;&nbsp; 5995238 |
| &nbsp;&nbsp;Energy — 2.60% | &nbsp;&nbsp;Energy — 2.60% | &nbsp;&nbsp;Energy — 2.60% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Azule Energy Finance 144A 8.125% 1/23/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 202755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ConocoPhillips 4.30% 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;777000 | &nbsp;&nbsp;&nbsp;&nbsp; 776450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enbridge |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.90% 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp; 707599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25% 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp; 801865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer 5.55% 2/15/28 | 1930000 | &nbsp;&nbsp;&nbsp;&nbsp; 1967787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco 144A 1.75% 9/30/27 # | 1341102 | &nbsp;&nbsp;&nbsp;&nbsp; 1305812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNL Quintero 144A 4.634% 7/31/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82400 | &nbsp;&nbsp;&nbsp;&nbsp; 82167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NGL Energy Operating 144A 8.375% 2/15/32 # | 1515000 | &nbsp;&nbsp;&nbsp;&nbsp; 1562380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Noble Finance II 144A 8.00% 4/15/30 # | 1550000 | &nbsp;&nbsp;&nbsp;&nbsp; 1596673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PRIO Luxembourg Holding 144A 6.75% 10/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SM Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.75% 8/1/29 # | 1575000 | &nbsp;&nbsp;&nbsp;&nbsp; 1599865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.625% 11/1/30 # | 1495000 | &nbsp;&nbsp;&nbsp;&nbsp; 1578243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tecpetrol 144A 7.625% 11/3/30 # | &nbsp;&nbsp;&nbsp;&nbsp;170000 | &nbsp;&nbsp;&nbsp;&nbsp; 172219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transportadora de Gas del Peru 144A 4.25% 4/30/28 # | &nbsp;&nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp; 158172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USA Compression Partners 144A 7.125% 3/15/29 # | 1860000 | &nbsp;&nbsp;&nbsp;&nbsp; 1904205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture Global LNG 144A 8.125% 6/1/28 # | 1555000 | &nbsp;&nbsp;&nbsp;&nbsp; 1591101 |
|  |  | &nbsp;&nbsp;&nbsp; 16202093 |
| &nbsp;&nbsp;Finance Companies — 1.90% | &nbsp;&nbsp;Finance Companies — 1.90% | &nbsp;&nbsp;Finance Companies — 1.90% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC 5.10% 1/19/29 | 3160000 | &nbsp;&nbsp;&nbsp;&nbsp; 3202039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avolon Holdings Funding 144A 4.95% 1/15/28 # | &nbsp;&nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp;&nbsp; 963598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Azorra Finance 144A 7.75% 4/15/30 # | 1495000 | &nbsp;&nbsp;&nbsp;&nbsp; 1541070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.05% 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp; 792463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.35% 3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp; 708155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.60% 11/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp; 846727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blue Owl Credit Income 6.60% 9/15/29 | 2044000 | &nbsp;&nbsp;&nbsp;&nbsp; 2037240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Muthoot Finance 144A 6.375% 3/2/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OneMain Finance 6.625% 5/15/29 | 1545000 | &nbsp;&nbsp;&nbsp;&nbsp; 1548432 |
|  |  | &nbsp;&nbsp;&nbsp; 11837401 |
| &nbsp;&nbsp;Industrials — 0.49% | &nbsp;&nbsp;Industrials — 0.49% | &nbsp;&nbsp;Industrials — 0.49% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hillenbrand 6.25% 2/15/29 | 1555000 | &nbsp;&nbsp;&nbsp;&nbsp; 1441928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Williams Scotsman 144A 6.625% 6/15/29 # | 1580000 | &nbsp;&nbsp;&nbsp;&nbsp; 1598990 |
|  |  | &nbsp;&nbsp;&nbsp; 3040918 |

---

NQ- 022 [0326] 0526 (5459500) 7

------

Schedule of investments

Nomura Limited-Term Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Insurance — 0.39% | &nbsp;&nbsp;Insurance — 0.39% | &nbsp;&nbsp;Insurance — 0.39% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FWD Group Holdings 144A 5.252% 9/22/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;$199333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Howden UK Refinance 144A 7.25% 2/15/31 # | 1535000 | &nbsp;&nbsp;&nbsp;&nbsp; 1549116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northwestern Mutual Global Funding 144A 4.96% 1/13/30 # | &nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp; 669017 |
|  |  | &nbsp;&nbsp;&nbsp; 2417466 |
| &nbsp;&nbsp;Real Estate Investment Trusts — 0.28% | &nbsp;&nbsp;Real Estate Investment Trusts — 0.28% | &nbsp;&nbsp;Real Estate Investment Trusts — 0.28% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Starwood Property Trust 144A 5.25% 10/15/28 # | 1580000 | &nbsp;&nbsp;&nbsp;&nbsp; 1563007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trust 2401 144A 4.869% 1/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 192701 |
|  |  | &nbsp;&nbsp;&nbsp; 1755708 |
| &nbsp;&nbsp;Technology — 1.24% | &nbsp;&nbsp;Technology — 1.24% | &nbsp;&nbsp;Technology — 1.24% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alphabet 3.70% 2/15/29 | 1650000 | &nbsp;&nbsp;&nbsp;&nbsp; 1636163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Baidu 1.72% 4/9/26 | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp; 1050404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cloud Software Group 144A 6.50% 3/31/29 # | 1575000 | &nbsp;&nbsp;&nbsp;&nbsp; 1538075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kaspi.KZ JSC 144A 6.25% 3/26/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 201682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oracle 4.95% 2/4/31 | 1905000 | &nbsp;&nbsp;&nbsp;&nbsp; 1864577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Salesforce 4.90% 9/15/31 | 1435000 | &nbsp;&nbsp;&nbsp;&nbsp; 1433307 |
|  |  | &nbsp;&nbsp;&nbsp; 7724208 |
| &nbsp;&nbsp;Transportation — 0.26% | &nbsp;&nbsp;Transportation — 0.26% | &nbsp;&nbsp;Transportation — 0.26% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group 144A 7.875% 4/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp; 156744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Airlines Holdings 4.875% 3/1/29 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1470872 |
|  |  | &nbsp;&nbsp;&nbsp; 1627616 |
| &nbsp;&nbsp;Utilities — 0.06% | &nbsp;&nbsp;Utilities — 0.06% | &nbsp;&nbsp;Utilities — 0.06% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgia Global Utilities JSC 144A 8.875% 7/25/29 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 207771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nova Securitisation 144A 5.75% 2/3/31 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 193746 |
|  |  | &nbsp;&nbsp;&nbsp; 401517 |
| &nbsp;&nbsp;&nbsp;**Total Corporate Bonds<br> (cost $225,111,893)** | &nbsp;&nbsp;&nbsp;**Total Corporate Bonds<br> (cost $225,111,893)** | &nbsp;&nbsp;&nbsp;**222762613** |
| &nbsp;&nbsp;**Government Agency Obligations — 0.38%** | &nbsp;&nbsp;**Government Agency Obligations — 0.38%** | &nbsp;&nbsp;**Government Agency Obligations — 0.38%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Airport Authority 144A 4.875% 7/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 206412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AL Jawaher Assets 144A 4.662% 10/29/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 194593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Baiterek National Investment Holding JSC 144A 5.45% 5/8/28 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 201716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Comision Federal de Electricidad 144A 3.348% 2/9/31 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 179308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freeport Indonesia 144A 4.763% 4/14/27 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 200566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgian Railway JSC 4.00% 6/17/28 ■ | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 189894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Korea Hydro & Nuclear Power 144A 5.00% 7/18/28 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 203101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MISC Capital Two Labuan 144A 3.75% 4/6/27 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 198258 |

---

8 NQ- 022 [0326] 0526 (5459500)

------

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Government Agency Obligations (continued)** | &nbsp;&nbsp;**Government Agency Obligations (continued)** | &nbsp;&nbsp;**Government Agency Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OCP 144A 6.10% 4/30/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;$203249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pertamina Hulu Energi 144A 5.25% 5/21/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 200665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petronas Capital 144A 4.95% 1/3/31 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 204472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Telecommunications Telekom Srbija AD Belgrade 144A 7.00% 10/28/29 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197420 |
| &nbsp;&nbsp;&nbsp;**Total Government Agency Obligations<br> (cost $2,352,372)** | &nbsp;&nbsp;&nbsp;**Total Government Agency Obligations<br> (cost $2,352,372)** | &nbsp;&nbsp;&nbsp; **2379654** |
| &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 15.84%** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 15.84%** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 15.84%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Series 2023-1 A4.87% 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 500498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B A2 144A 5.54% 4/15/33 # | 1485997 | &nbsp;&nbsp;&nbsp;&nbsp; 1493388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A B 144A 4.70% 1/17/34 # | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1002383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CyrusOne Data Centers Issuer I Series 2024-2A A2 144A 4.50% 5/20/49 # | 3900000 | &nbsp;&nbsp;&nbsp;&nbsp; 3791044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enterprise Fleet Financing Series 2023-3 A2 144A 6.40% 3/20/30 # | 1382699 | &nbsp;&nbsp;&nbsp;&nbsp; 1395134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1 A 144A 4.85% 8/15/35 # | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4041536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B A3 5.10% 4/15/29 | 6268199 | &nbsp;&nbsp;&nbsp;&nbsp; 6316881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Series 2024-1 A1 144A 5.29% 4/15/29 # | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 10115728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1 A2 144A 4.822% (SOFR + 1.15%) 6/15/28 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1001443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A A1 144A 5.13% 3/15/29 # | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4034975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding Series 2024-1 A3 144A 4.98% 1/18/28 # | 2430183 | &nbsp;&nbsp;&nbsp;&nbsp; 2442762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A A3 144A 5.02% 3/15/27 # | 1017815 | &nbsp;&nbsp;&nbsp;&nbsp; 1018318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-C A3 144A 4.62% 4/17/28 # | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2006009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Series 2025-D A2A4.03% 11/15/28 | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6001271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Series 2026-A A2A3.83% 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp; 848229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NextGear Floorplan Master Owner Trust Series 2024-1A A1 144A 4.572% (SOFR + 0.90%, Floor 0.90%) 3/15/29 #, • | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3011089 |

---

NQ- 022 [0326] 0526 (5459500) 9

------

Schedule of investments

Nomura Limited-Term Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nissan Master Owner Trust Receivables Series 2024-B A 144A 5.05% 2/15/29 # | 4000000 | &nbsp;&nbsp;$4027423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PFS Financing Series 2025-A A 144A 4.322% (SOFR + 0.65%, Floor 0.65%) 1/15/29 #, • | 10050000 | &nbsp;&nbsp;&nbsp;&nbsp; 10061892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1 D 5.43% 3/17/31 | 3750000 | &nbsp;&nbsp;&nbsp;&nbsp; 3790192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2 A2 4.71% 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;650116 | &nbsp;&nbsp;&nbsp;&nbsp; 650525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4 D 4.95% 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp; 868689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Series 2022-1A A 144A 3.82% 4/25/35 # | 8000000 | &nbsp;&nbsp;&nbsp;&nbsp; 7968400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A A3 4.83% 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;678883 | &nbsp;&nbsp;&nbsp;&nbsp; 681812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B A3 5.33% 1/16/29 | 2171949 | &nbsp;&nbsp;&nbsp;&nbsp; 2191041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-C A4 4.83% 11/15/29 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5052869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verizon Master Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3 A1A 5.34% 4/22/30 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4052741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-9 A1B 4.092% (SOFR + 0.42%) 10/21/30 • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Series 2024-A A35.21% 6/21/27 | 3482702 | &nbsp;&nbsp;&nbsp;&nbsp; 3493532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Volvo Financial Equipment Series 2026-1A A3 144A 3.93% 5/15/30 # | 2275000 | &nbsp;&nbsp;&nbsp;&nbsp; 2260246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1<br> Series 2024-3A A1 144A 4.80% 9/19/39 # | 3149047 | &nbsp;&nbsp;&nbsp;&nbsp; 3169301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Series 2022-D A35.61% 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;601325 | &nbsp;&nbsp;&nbsp;&nbsp; 602613 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Asset-Backed Securities<br> (cost $98,322,428)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Asset-Backed Securities<br> (cost $98,322,428)** | &nbsp;&nbsp;&nbsp; **98892607** |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.32%** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.32%** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.32%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust Series 2023-3 A1 144A 7.18% 9/25/68 #, φ | 1151437 | &nbsp;&nbsp;&nbsp;&nbsp; 1158072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-R08 1M1 144A 5.162% (SOFR + 1.50%) 10/25/43 #, • | &nbsp;&nbsp;&nbsp;&nbsp;505887 | &nbsp;&nbsp;&nbsp;&nbsp; 506044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R01 1M2 144A 5.162% (SOFR + 1.50%) 1/25/45 #, • | 1020000 | &nbsp;&nbsp;&nbsp;&nbsp; 1019386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R02 1M2 144A 5.262% (SOFR + 1.60%) 2/25/45 #, • | 1620000 | &nbsp;&nbsp;&nbsp;&nbsp; 1621463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R03 2M1 144A 5.262% (SOFR + 1.60%) 3/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;325516 | &nbsp;&nbsp;&nbsp;&nbsp; 326296 |

---

10 NQ- 022 [0326] 0526 (5459500)

------

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R05 2M2 144A 5.262% (SOFR + 1.60%) 7/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;$641977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2026-R01 2M2 144A 5.012% (SOFR + 1.35%) 1/25/46 #, • | 2070000 | &nbsp;&nbsp;&nbsp;&nbsp; 2069941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2026-R02 1M2 144A 5.162% (SOFR + 1.50%) 2/25/46 #, • | 1060000 | &nbsp;&nbsp;&nbsp;&nbsp; 1064635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk REMIC Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-HQA3 A1 144A 5.512% (SOFR + 1.85%) 11/25/43 #, • | 1453394 | &nbsp;&nbsp;&nbsp;&nbsp; 1463536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA1 M2 144A 5.012% (SOFR + 1.35%) 1/25/45 #, • | 2360000 | &nbsp;&nbsp;&nbsp;&nbsp; 2343787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA2 M1 144A 4.862% (SOFR + 1.20%) 5/25/45 #, • | 1449699 | &nbsp;&nbsp;&nbsp;&nbsp; 1447887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA3 M2 144A 5.162% (SOFR + 1.50%) 9/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp; 631447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2026-DNA2 B1 144A 5.772% (SOFR + 2.10%) 3/25/46 #, • | 1910000 | &nbsp;&nbsp;&nbsp;&nbsp; 1906419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OBX Trust Series 2023-NQM8 A1 144A 7.045% 9/25/63 #, φ | 1241712 | &nbsp;&nbsp;&nbsp;&nbsp; 1248581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Structured Agency Credit Risk Series 2026-DNA1 M2 144A 4.962% (SOFR + 1.30%) 2/25/46 #, • | &nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp; 840927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verus Securitization Trust Series 2023-6 A1 144A 6.665% 9/25/68 #, φ | 2396625 | &nbsp;&nbsp;&nbsp;&nbsp; 2406078 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Collateralized Mortgage Obligations<br> (cost $20,677,537)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Collateralized Mortgage Obligations<br> (cost $20,677,537)** | &nbsp;&nbsp;&nbsp; **20696476** |
| &nbsp;&nbsp;**Sovereign Bonds — 0.15%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 0.15%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 0.15%Δ** |
| &nbsp;&nbsp;Colombia — 0.03% | &nbsp;&nbsp;Colombia — 0.03% | &nbsp;&nbsp;Colombia — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Colombia Government International Bond<br> 6.125% 1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 197000 |
|  |  | &nbsp;&nbsp;&nbsp; 197000 |
| &nbsp;&nbsp;Dominican Republic — 0.03% | &nbsp;&nbsp;Dominican Republic — 0.03% | &nbsp;&nbsp;Dominican Republic — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dominican Republic International Bond<br> 144A 4.50% 1/30/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 190560 |
|  |  | &nbsp;&nbsp;&nbsp; 190560 |
| &nbsp;&nbsp;Mexico — 0.04% | &nbsp;&nbsp;Mexico — 0.04% | &nbsp;&nbsp;Mexico — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Funding Luxco<br> 144A 5.50% 8/17/30 # | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp; 251625 |
|  |  | &nbsp;&nbsp;&nbsp; 251625 |

---

NQ- 022 [0326] 0526 (5459500) 11

------

Schedule of investments

Nomura Limited-Term Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** |
| &nbsp;&nbsp;Poland — 0.02% | &nbsp;&nbsp;Poland — 0.02% | &nbsp;&nbsp;Poland — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Poland Government International Bonds<br> 4.875% 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;$153411 |
|  |  | &nbsp;&nbsp;&nbsp; 153411 |
| &nbsp;&nbsp;Serbia — 0.03% | &nbsp;&nbsp;Serbia — 0.03% | &nbsp;&nbsp;Serbia — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Serbia International Bond<br> 144A 2.125% 12/1/30 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 173064 |
|  |  | &nbsp;&nbsp;&nbsp; 173064 |
| &nbsp;&nbsp;&nbsp;**Total Sovereign Bonds<br> (cost $945,620)** | &nbsp;&nbsp;&nbsp;**Total Sovereign Bonds<br> (cost $945,620)** | &nbsp;&nbsp;&nbsp; **965660** |
| &nbsp;&nbsp;**Supranational Banks — 0.03%** | &nbsp;&nbsp;**Supranational Banks — 0.03%** | &nbsp;&nbsp;**Supranational Banks — 0.03%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Africa Finance 144A 5.55% 10/8/29 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 201629 |
| &nbsp;&nbsp;&nbsp;**Total Supranational Banks<br> (cost $200,000)** | &nbsp;&nbsp;&nbsp;**Total Supranational Banks<br> (cost $200,000)** | &nbsp;&nbsp;&nbsp; **201629** |
| &nbsp;&nbsp;**US Treasury Obligations — 34.14%** | &nbsp;&nbsp;**US Treasury Obligations — 34.14%** | &nbsp;&nbsp;**US Treasury Obligations — 34.14%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Floating Rate Notes<br> 3.752% (USBMMY3M + 0.10%) 1/31/28 • | 6020000 | &nbsp;&nbsp;&nbsp;&nbsp; 6020197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 1/31/28 | 54435000 | &nbsp;&nbsp;&nbsp;&nbsp; 54128803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 1/15/29 | 83535000 | &nbsp;&nbsp;&nbsp;&nbsp; 82830173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 11/30/30 | 10225000 | &nbsp;&nbsp;&nbsp;&nbsp; 10037675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625% 12/31/30 | 36250000 | &nbsp;&nbsp;&nbsp;&nbsp; 35760766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% 12/31/28 | 13245000 | &nbsp;&nbsp;&nbsp;&nbsp; 13220424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% 1/31/31 | 11160000 | &nbsp;&nbsp;&nbsp;&nbsp; 11065838 |
| &nbsp;&nbsp;&nbsp;**Total US Treasury Obligations<br> (cost $214,266,371)** | &nbsp;&nbsp;&nbsp;**Total US Treasury Obligations<br> (cost $214,266,371)** | &nbsp;&nbsp;&nbsp;**213063876** |

---

---

| | | |
|:---|:---|:---|
|  | Number of<br> shares |  |
| &nbsp;&nbsp;**Short-Term Investments — 1.38%** | &nbsp;&nbsp;**Short-Term Investments — 1.38%** | &nbsp;&nbsp;**Short-Term Investments — 1.38%** |
| &nbsp;&nbsp;Money Market Mutual Funds — 1.38% | &nbsp;&nbsp;Money Market Mutual Funds — 1.38% | &nbsp;&nbsp;Money Market Mutual Funds — 1.38% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 3.55%) | 2150000 | &nbsp;&nbsp; 2150000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 3.53%) | 2150000 | &nbsp;&nbsp; 2150000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 3.59%) | 2150000 | &nbsp;&nbsp; 2150000 |

---

12 NQ- 022 [0326] 0526 (5459500)

------

---

| | | |
|:---|:---|:---|
|  | Number of<br> shares | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Short-Term Investments (continued)** | &nbsp;&nbsp;**Short-Term Investments (continued)** | &nbsp;&nbsp;**Short-Term Investments (continued)** |
| &nbsp;&nbsp;Money Market Mutual Funds (continued) | &nbsp;&nbsp;Money Market Mutual Funds (continued) | &nbsp;&nbsp;Money Market Mutual Funds (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 3.57%) | 2150000 | &nbsp;&nbsp;$2150000 |
| &nbsp;&nbsp;&nbsp;**Total Short-Term Investments<br> (cost $8,600,000)** | &nbsp;&nbsp;&nbsp;**Total Short-Term Investments<br> (cost $8,600,000)** | &nbsp;&nbsp;&nbsp;&nbsp; **8600000** |
| &nbsp;&nbsp;&nbsp;**Total Value of Securities—98.99%<br> (cost $620,989,425)** |  | &nbsp;&nbsp;&nbsp;&nbsp;**617851193** |
| &nbsp;&nbsp;&nbsp;**Receivables and Other Assets Net of Liabilities—1.01%★** |  | &nbsp;&nbsp;&nbsp;&nbsp; **6278159** |
| &nbsp;&nbsp;&nbsp;**Net Assets Applicable to 79,257,633 Shares Outstanding—100.00%** |  | &nbsp;&nbsp;**$624129352** |

---

---

| | |
|:---|:---|
| ° | Principal amount shown is stated in USD unless noted that the security is denominated in another currency. |
| • | Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at March 31, 2026. For securities based on a published reference rate and spread, the reference rate and spread are indicated in their descriptions. The reference rate descriptions (i.e. SOFR01M, SOFR03M, etc.) used in this report are identical for different securities, but the underlying reference rates may differ due to the timing of the reset period. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions, or for mortgage-backed securities, are impacted by the individual mortgages which are paying off over time. These securities do not indicate a reference rate and spread in their descriptions. |
| ♦ | Pass Through Agreement. Security represents the contractual right to receive a proportionate amount of underlying payments due to the counterparty pursuant to various agreements related to the rescheduling of obligations and the exchange of certain notes. |
| ~ | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Stated rate in effect at March 31, 2026. |
| # | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At March 31, 2026, the aggregate value of Rule 144A securities was $242,809,570, which represents 38.90% of the Fund's net assets. |
| μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2026. Rate will reset at a future date. |
| ψ | Perpetual security. Maturity date represents next call date. |
| ■ | Regulation S security. Security is offered and sold outside of the United States; therefore, it is exempt from registration with the SEC under Rules 903 and 904 of the Securities Act of 1933, as amended. |

---

NQ- 022 [0326] 0526 (5459500) 13

------

Schedule of investments

Nomura Limited-Term Diversified Income Fund

---

| |
|:---|
| Step coupon bond. Stated rate in effect at March 31, 2026 through maturity date. |
| Securities have been classified by country of risk. |
| Includes $1,964,405 cash collateral held at broker for futures contracts as of March 31, 2026. |

---

The following forward foreign currency exchange contracts and futures contracts were outstanding at March 31, 2026:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |  |  |
| Counterparty | &nbsp;&nbsp;&nbsp;Currency to<br> Receive (Deliver) | &nbsp;&nbsp;&nbsp;Currency to<br> Receive (Deliver) | &nbsp;&nbsp;&nbsp;In Exchange For | &nbsp;&nbsp;&nbsp;In Exchange For | &nbsp;&nbsp;&nbsp;Settlement<br> Date | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation |
| TD | &nbsp;&nbsp;AUD | &nbsp;&nbsp;(9110000) | &nbsp;&nbsp;USD | &nbsp;&nbsp;6436878 | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;$154956 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** |  |  |
| **Contracts to<br> Buy (Sell)** | **Notional<br> Amount** | **Notional<br> Cost<br> (Proceeds)** | **Expiration<br> Date** | **Value/<br> Unrealized<br> Appreciation** | **Value/<br> Unrealized<br> Depreciation** | **Variation<br> Margin<br> Due from<br> (Due to)<br> Brokers** |  |  |
| **Long Contracts:** | **Long Contracts:** |  |  |  |  |  |  |  |
| US Treasury 2 yr Notes | US Treasury 2 yr Notes |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;848 | $175913625 | $177169182 | 6/30/26 | $— | &nbsp;&nbsp;$(1255557) | &nbsp;&nbsp;&nbsp;&nbsp;$66250 |  |  |
| US Treasury 10 yr Ultra Notes | US Treasury 10 yr Ultra Notes |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964337 | 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34571) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5047 |  |  |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;179133519 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1290128) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71297 |
| **Short Contracts:** | **Short Contracts:** |  |  |  |  |  |  |  |
| US Treasury 5 yr Notes | US Treasury 5 yr Notes |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1300) | &nbsp;&nbsp;&nbsp;(140633598) | &nbsp;&nbsp;&nbsp;(142213394) | 6/30/26 | &nbsp;&nbsp;&nbsp;1579796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(204710) |  |  |
| US Treasury Long Bonds | US Treasury Long Bonds |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(21) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2391375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2456618) | 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7875) |  |  |
|  |  |  |  | &nbsp;&nbsp;&nbsp;(144670012) |  | &nbsp;&nbsp;&nbsp;1645039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(212585) |
| Total Futures Contracts | Total Futures Contracts | &nbsp;&nbsp;&nbsp;$34463507 |  | $1645039 | &nbsp;&nbsp;$(1290128) | &nbsp;&nbsp;$(141288) |  |  |

---

The use of forward foreign currency exchange contracts and futures contracts involves elements of market risk and risks in excess of the amounts disclosed in the schedule of investments. The forward foreign currency exchange contracts and notional amounts presented above represent the Fund's total exposure in such contracts, whereas only the net unrealized appreciation (depreciation) and variation margin are reflected in the Fund's net assets.

---

| |
|:---|
| **Summary of abbreviations:** |
| AD – Akcionarsko Drustvo |
| CDS – Credit Default Swap |

---

14 NQ- 022 [0326] 0526 (5459500)

------

---

| |
|:---|
| **Summary of abbreviations: (continued)** |
| CLO – Collateralized Loan Obligation |
| DAC – Designated Activity Company |
| FREMF – Freddie Mac Multifamily |
| GE – General Electric |
| GNMA – Government National Mortgage Association |
| JSC – Joint Stock Company |
| LNG – Liquefied Natural Gas |
| REMIC – Real Estate Mortgage Investment Conduit |
| SAOG – Societe Anonyme Omanaise Generale |
| SOFR – Secured Overnight Financing Rate |
| TAS – Turk Anonim Sirketi |
| TD – TD Bank |
| TSFR03M – 3 Month Term Secured Overnight Financing Rate |
| USBMMY3M – US Treasury 3 Month Bill Money Market Yield |
| yr – Year |
| AUD – Australian Dollar |
| USD – US Dollar |

---

NQ- 022 [0326] 0526 (5459500) 15

## 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 Limited-Term Government Funds

- **b. Investment Company Act file number:** 811-03363

- **c. CIK number of Registrant:** 0000357059

- **d. LEI of Registrant:** 549300TW15BLCQFHDO16

- **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:** 800-523-1918

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

- **a. Name of Series:** Nomura Limited-Term Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000002397

- **c. LEI of Series:** CPYJ7BXGHNWDE01BCD50

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $626338329.66

**Total Liabilities:** $3517651.40

**Net Assets:** $622820678.26

**Cash Not Reported:** $2643423.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1063.52452000 | **1-Year:** 26367.68505000 | **5-Year:** 47933.99108000 | **10-Year:** 4832.96801000 | **30-Year:** 0.00000000

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

- **3-Month:** 74.29201000 | **1-Year:** 13657.67336000 | **5-Year:** 11501.61065000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006359 | 0.18%                | 0.42%                | -0.42%               |
| Class ID C000006361 | 0.12%                | 0.36%                | -0.61%               |
| Class ID C000006362 | 0.16%                | 0.40%                | -0.44%               |
| Class ID C000190626 | 0.21%                | 0.44%                | -0.52%               |
| Class ID C000006363 | 0.21%                | 0.44%                | -0.53%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $212368.86               | $-867928.59                                |
| Month 2  | $-192733.97              | $1973154.31                                |
| Month 3  | $-5610.24                | $-6576109.12                               |

**Designated Index Information**

- **Index Name:** BBG Government/Credit 1-3 Yr Index

- **Index Identifier:** LEH1-3YRGC

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| T-Mobile USA, Inc.                                                                  | TMUS 3.75 04/15/27                                          | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $3985935.99   | 0.64%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL HONG KONG BRANCH                                                   | BBLTB 4.507 11/26/30 144A                                   | CUSIP: 059895AY8<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $198335.72    | 0.03%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                       | UVN 7.375 06/30/30 144A                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1583660.60   | 0.25%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC V1.734 07/22/27                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1006569.21   | 0.16%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO V LTD                                                                  | TREST 2021-5A A1R                                           | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3998092.00   | 0.64%             | 2034-10-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                    | MRK 3.85 03/15/29                                           | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    680000 | PA      | $675200.42    | 0.11%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Georgian Railway LLC                                                                | GRAIL 4 06/17/28 REGS                                       | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    200000 | PA      | $189894.18    | 0.03%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                                                 | AFRFIN 5.55 10/08/29 144A                                   | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $201628.78    | 0.03%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM V5.14 01/24/31                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    955000 | PA      | $972690.13    | 0.16%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Kaspi.Kz JSC                                                                        | JSCKSP 6.25 03/26/30 144A                                   | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $201681.80    | 0.03%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | MS V6.407 11/01/29                                          | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    488000 | PA      | $509397.97    | 0.08%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                   | PNC V5.3 01/21/28                                           | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1646406.41   | 0.26%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd.                                                                        | NTBKKK V1.625 09/15/27 144A                                 | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $197138.16    | 0.03%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TDG 6.625 03/01/32 144A                                     | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1577630.40   | 0.25%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                    | DB V7.146 07/13/27                                          | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $931295.83    | 0.15%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd.                                                 | KOHNPW 5 07/18/28 144A                                      | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203100.60    | 0.03%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | BCRED 5.6 11/22/29                                          | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    870000 | PA      | $846727.07    | 0.14%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                     | TCELLT 7.45 01/24/30 144A                                   | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $202748.84    | 0.03%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                                 | GFORT 2024-1A A1                                            | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4034974.80   | 0.65%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 27 LTD                                                                | BALLY 2024-27A A1A                                          | CUSIP: 05874UAA3<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1150100.05   | 0.18%             | 2037-10-26      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                    | DB V4.95 08/04/31                                           | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1807676.76   | 0.29%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                        | TMO 1.75 10/15/28                                           | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    605000 | PA      | $570049.15    | 0.09%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                    | AMZN 4.25 03/13/31                                          | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2809781.07   | 0.45%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                     | ACHC 7.375 03/15/33 144A                                    | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1347972.84   | 0.22%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                           | GS V1.542 09/10/27                                          | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3272279.60   | 0.53%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | CAS 2025-R05 2M2                                            | CUSIP: 20753CAC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    640000 | PA      | $641977.47    | 0.10%             | 2045-07-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | TF 0 01/31/28                                               | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6020000 | PA      | $6020196.85   | 0.97%             | 2028-01-31      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | VZMT 2024-3 A1A                                             | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4052741.20   | 0.65%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                    | Flatiron CLO 31 Ltd                                         | CUSIP: 33883WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3990360.00   | 0.64%             | 2039-01-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MISC Capital Two (Labuan) Ltd.                                                      | MISCMK 3.75 04/06/27 144A                                   | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $198257.80    | 0.03%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2023-3 LLC                                               | EFF 2023-3 A2                                               | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1382700 | PA      | $1395133.60   | 0.22%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp.                                          | VICTRA 8.75 09/15/29 144A                                   | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1558009.50   | 0.25%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                         | 2-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       848 | NC      | $-1255556.77  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                                                                     | CRM 4.9 09/15/31                                            | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1433306.99   | 0.23%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding S.a r.l.                                                    | PRIOBZ 6.75 10/15/30 144A                                   | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $194800.00    | 0.03%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd.                                                   | OCBCSP V4.55 09/08/35 144A                                  | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $197601.84    | 0.03%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wand Newco 3 Inc                                                                    | CALCOL 7.625 01/30/32 144A                                  | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1514087.36   | 0.24%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM F 04/22/27                                              | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    955000 | PA      | $955469.38    | 0.15%             | 2027-04-22      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2012-B                                               | HART 2025-D A2A                                             | CUSIP: 44891XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6001271.40   | 0.96%             | 2028-11-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                                  | AALLN 4.625 03/19/31 144A                                   | CUSIP: 034863BG4<br>LEI: 549300S9XF92D1X8ME43 | Long             | DBT              | CORP              | GB        |   2755000 | PA      | $2725095.58   | 0.44%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | CAS 2025-R03 2M1                                            | CUSIP: 20754VAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    325516 | PA      | $326295.92    | 0.05%             | 2045-03-27      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                  | PFSFC 2025-A A                                              | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10050000 | PA      | $10061892.17  | 1.62%             | 2029-01-16      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                               | LOW 4.25 03/15/31                                           | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1026101.28   | 0.16%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS V6.85 PERP 144A                                         | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    780000 | PA      | $773467.11    | 0.12%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                            | T 4.4 04/30/31                                              | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4455799.65   | 0.72%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 2020-16 LTD                                                                | ZAIS 2020-16A A1R2                                          | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   2050000 | PA      | $2047794.20   | 0.33%             | 2034-10-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                | NEFINA 8 04/15/30 144A                                      | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1596673.14   | 0.26%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | ENBCN 4.9 06/20/30                                          | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $707598.85    | 0.11%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                               | FNGT 2001-T5 A2                                             | CUSIP: 31359SX96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      9442 | PA      | $9508.93      | 0.00%             | 2041-06-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA1                                             | STACR 2025-DNA1 M2                                          | CUSIP: 35564NGA5<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-O            | USGSE             | US        |   2360000 | PA      | $2343786.80   | 0.38%             | 2045-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Airport Authority Hong Kong                                                         | HKAA 4.875 07/15/30 144A                                    | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $206412.36    | 0.03%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA2                                             | STACR 2025-DNA2 M1                                          | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-O            | USGSE             | US        |   1449699 | PA      | $1447886.98   | 0.23%             | 2045-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                        | ARIFL 2024-B A2                                             | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1485997 | PA      | $1493387.84   | 0.24%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| LATAM Airlines Group SA                                                             | LTMCI 7.875 04/15/30 144A                                   | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    155000 | PA      | $156743.75    | 0.03%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                                                   | TEX 6.25 10/15/32 144A                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1556499.74   | 0.25%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                          | BA 6.259 05/01/27                                           | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    490000 | PA      | $498597.93    | 0.08%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                 | AVTR 4.625 07/15/28 144A                                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1586996.94   | 0.25%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                              | WLSC 6.625 06/15/29 144A                                    | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1598990.02   | 0.26%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fremf 2019-KF73 Mortgage Trust                                                      | FREMF 2019-KF61 B                                           | CUSIP: 30311LAG9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    563392 | PA      | $540582.70    | 0.09%             | 2029-04-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K98 MORTGAGE TRUST                                                       | FREMF 2019-KF70 B                                           | CUSIP: 30298UAG6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    838158 | PA      | $828346.99    | 0.13%             | 2029-09-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC V6.25 PERP                                              | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2858738.32   | 0.46%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLT 2023-3 MORTGAGE LOAN TRUST                                                     | COLT 2023-3 A1                                              | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-O            | CORP              | US        |   1151437 | PA      | $1158071.82   | 0.19%             | 2068-09-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                             | HALST 2024-A A3                                             | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017815 | PA      | $1018318.39   | 0.16%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FHR 4764 PA                                                 | CUSIP: 3137F3TU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    147232 | PA      | $144803.62    | 0.02%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank Muscat                                                                         | BKMBOM 4.846 10/01/30 EMTN                                  | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $196136.38    | 0.03%             | 2030-10-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                                         | JEFFIN 5 08/15/28                                           | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1515819.01   | 0.24%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A                                                        | ARIFL 2025-A B                                              | CUSIP: 04033CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002383.40   | 0.16%             | 2034-01-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                         | ETN 4.2 03/06/31                                            | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3805550.45   | 0.61%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                    | ACOM 4.25 06/01/28 144A                                     | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1575971.37   | 0.25%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM V1.47 09/22/27                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1425338.17   | 0.23%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC V4.456 02/06/32                                         | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987697.30    | 0.16%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Akbank T.A.S.                                                                       | AKBNK 7.498 01/20/30 144A                                   | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $203896.12    | 0.03%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                        | TRIVIU 8.25 07/15/30 144A                                   | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1570579.50   | 0.25%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                       | SM 8.625 11/01/30 144A                                      | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1578243.10   | 0.25%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                           | PRXNA 3.257 01/19/27 144A                                   | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197480.30    | 0.03%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-KF40 MORTGAGE TRUST                                                      | FREMF 2017-KF40 B                                           | CUSIP: 30306JAG1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1447006 | PA      | $1436766.03   | 0.23%             | 2027-11-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC 2026-1                                                | VFET 2026-1A A3                                             | CUSIP: 92886FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2275000 | PA      | $2260246.17   | 0.36%             | 2030-05-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Limited                                                                 | COMQAT 4.625 09/10/30 EMTN                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $195412.40    | 0.03%             | 2030-09-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                      | CHLELC 6.01 01/20/33 144A                                   | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    202100 | PA      | $209044.16    | 0.03%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                          | CZR 7 02/15/30 144A                                         | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    246000 | PA      | $249157.41    | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                       | SDART 2025-2 A2                                             | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650116 | PA      | $650525.03    | 0.10%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CBAM 2020-13 LTD                                                                    | CBAM 2020-13A A                                             | CUSIP: 12511AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999622.00   | 0.48%             | 2034-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Next Properties Trust 2401                                                          | NEXTPR 4.869 01/15/30 144A                                  | CUSIP: 89834MAA4<br>LEI: 254900QDKZ8ZURT6FD83 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $192701.00    | 0.03%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                            | CE 6.5 04/15/30                                             | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1572598.72   | 0.25%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG 4.734 10/15/30 144A                                     | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1338223.28   | 0.21%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZFFNGR 6.875 04/14/28 144A                                  | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1557883.78   | 0.25%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                           | ORAFP 4.25 01/13/31 144A                                    | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1275652.82   | 0.20%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                             | FWDGHD 5.252 09/22/30 144A                                  | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199333.20    | 0.03%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                              | ENR 4.75 06/15/28 144A                                      | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1595663.87   | 0.26%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co (Metrobank)                                            | MBTPM 5.375 03/06/29 EMTN                                   | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $204460.90    | 0.03%             | 2029-03-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                   | HRI 7 06/15/30 144A                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1559647.68   | 0.25%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                   | BK V5.802 10/25/28 MTN                                      | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2110701.51   | 0.34%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MAGNETITE LIMITED 2024-40                                                           | MAGNE 2024-40A A1                                           | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3502726.50   | 0.56%             | 2037-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                      | COP 4.3 08/15/28                                            | CUSIP: 20825CAY0<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    777000 | PA      | $776450.04    | 0.12%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                   | ADGLXY 1.75 09/30/27 144A                                   | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1341102 | PA      | $1305812.24   | 0.21%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica S.A.B. De C.V                                                  | SILAMX 6 11/25/29 144A                                      | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201900.00    | 0.03%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                         | 5-Year T-Note Futures, Jun-2026,ETH                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -1300 | NC      | $1579796.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                    | MS V5.504 05/26/28 BKNT                                     | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1395941.62   | 0.22%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                            | HONA 4 03/16/29 144A                                        | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   7450000 | PA      | $7382359.22   | 1.19%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE 34 CLO LTD                                                                  | VENTR 2018-34A AR                                           | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |    239600 | PA      | $239600.61    | 0.04%             | 2031-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                    | VMED 5.5 05/15/29 144A                                      | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1615000 | PA      | $1549899.19   | 0.25%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B V                                                     | MONDFI 5.125 05/07/29 144A                                  | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    144845 | PA      | $142612.49    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                 | IHS 6.25 11/29/28 144A                                      | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198509.94    | 0.03%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                                 | GFORT 2023-1 A2                                             | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001442.60   | 0.16%             | 2028-06-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                             | VENLNG 8.125 06/01/28 144A                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1591100.88   | 0.26%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Indofood Cbp Sukse                                                                  | ICBPIJ 3.398 06/09/31                                       | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $183958.30    | 0.03%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R01                                        | CAS 2026-R01 2M2                                            | CUSIP: 20755BAC4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2070000 | PA      | $2069940.59   | 0.33%             | 2046-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-A OWNER TRUST                                          | TAOT 2024-A A3                                              | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    678883 | PA      | $681812.33    | 0.11%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA3                                             | STACR 2025-DNA3 M2                                          | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-O            | USGSE             | US        |    630000 | PA      | $631446.61    | 0.10%             | 2045-09-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                 | GPK 3.5 03/01/29 144A                                       | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1269646.79   | 0.20%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC V5.819 09/15/29                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1444407.30   | 0.23%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                              | OCPMR 6.1 04/30/30 144A                                     | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $203248.88    | 0.03%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                             | SASOL 4.375 09/18/26                                        | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199157.72    | 0.03%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXV LTD                                                             | SNDPT 2019-4A A1R                                           | CUSIP: 83614DAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4354919 | PA      | $4355040.69   | 0.70%             | 2033-04-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS V7 PERP 144a                                            | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    755000 | PA      | $748335.77    | 0.12%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                              | COLOM 6.125 01/21/31                                        | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $197000.00    | 0.03%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                                       | FUN 6.625 05/01/32 144A                                     | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1542756.81   | 0.25%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                    | MRK 4.15 03/15/31                                           | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1795314.33   | 0.29%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                       | SM 6.75 08/01/29 144A                                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1599864.53   | 0.26%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                              | BWY 7.875 04/15/30 144A                                     | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    680000 | PA      | $680486.20    | 0.11%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GNL Quintero S.A.                                                                   | GNLQCI 4.634 07/31/29 144A                                  | CUSIP: 36190CAA5<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |     82400 | PA      | $82167.29     | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                            | VST 4.7 01/31/31 144A                                       | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    830000 | PA      | $817105.45    | 0.13%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                             | BKH 4.55 01/31/31                                           | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    840000 | PA      | $831407.39    | 0.13%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC V6.204 11/10/28                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77069.37     | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                         | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        17 | NC      | $-34570.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                                                         | VST V7 PERP 144A                                            | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1332636.06   | 0.21%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | GNR 2004-31 ZB                                              | CUSIP: 38374FV50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    528168 | PA      | $526778.60    | 0.08%             | 2034-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                       | F 6.8 05/12/28                                              | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1390959.27   | 0.22%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                     | GEV 4.25 02/04/31                                           | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   5885000 | PA      | $5820700.49   | 0.93%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                  | ET 5.55 02/15/28                                            | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1967786.70   | 0.32%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREMF 2012-KF01 MORTGAGE TRUST                                                      | FREMF 2020-KF75 B                                           | CUSIP: 30294SAA8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    624430 | PA      | $583886.23    | 0.09%             | 2029-12-26      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LN EXTND NT 2022-1                                                      | TALNT 2022-1A A                                             | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7968400.00   | 1.28%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2010-1                                         | MBALT 2026-A A2A                                            | CUSIP: 58770YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $848228.77    | 0.14%             | 2028-07-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | AVOL 4.95 01/15/28 144A                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    960000 | PA      | $963598.18    | 0.15%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                               | FRIDPT 4.763 04/14/27 144A                                  | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200565.54    | 0.03%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Al Jawaher Assets Co. SPC                                                           | OMGRID 4.662 10/29/30 144A                                  | CUSIP: 009931AA4<br>LEI: 6354007IHCAYDAUAAY02 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $194592.74    | 0.03%             | 2030-10-29      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. The                                                      | GT 6.625 07/15/30                                           | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1512090.73   | 0.24%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                             | HWDGRP 7.25 02/15/31 144A                                   | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |   1535000 | PA      | $1549115.86   | 0.25%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | T 3.5 11/30/30                                              | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10225000 | PA      | $10037674.93  | 1.61%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM8 TRUST                                                                 | OBX 2023-NQM8 A1                                            | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-O            | CORP              | US        |   1241712 | PA      | $1248581.07   | 0.20%             | 2063-09-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                        | NOVNVX 4.4 03/18/31                                         | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620003.66    | 0.10%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FSPC T-54 2A                                                | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       411 | PA      | $432.12       | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELEKOM SRBIJA AD                                                                   | TELSER 7 10/28/29 144A                                      | CUSIP: 87945BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | RS        |    200000 | PA      | $197420.30    | 0.03%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | WFC V5.15 04/23/31                                          | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584930.71    | 0.09%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                | CLF 7 03/15/32 144A                                         | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1506487.58   | 0.24%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                       | STWD 5.25 10/15/28 144A                                     | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1563006.78   | 0.25%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | T 3.75 12/31/28                                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13245000 | PA      | $13220423.90  | 2.12%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM V5.571 04/22/28                                         | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1331309.81   | 0.21%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                         | U.S. Treasury Bond Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -21 | NC      | $65242.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                                                                       | SOBKCO 4.699 07/09/30 144A                                  | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   1955000 | PA      | $1944258.25   | 0.31%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                 | ABT 4 03/15/31                                              | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6693762.24   | 1.07%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON 51 LTD                                                                      | OCT51 2021-1A AR                                            | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1497321.00   | 0.24%             | 2034-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                | SHEARE 7.875 03/01/31 144A                                  | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1538528.43   | 0.25%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                     | FHR 5092 WG                                                 | CUSIP: 3137FYEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2348334 | PA      | $2219070.69   | 0.36%             | 2031-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Axian Telecom Holding & Management PLC                                              | AXNTLC 7.25 07/11/30 144A                                   | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $197846.00    | 0.03%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | NWMLIC 4.96 01/13/30 144A                                   | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    660000 | PA      | $669017.32    | 0.11%             | 2030-01-13      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Midas Opco Holdings LLC                                                             | STGW 5.625 08/15/29 144A                                    | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1553239.06   | 0.25%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                    | DB V5.297 05/09/31                                          | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1081341.79   | 0.17%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings Inc. / Garrett LX I S.a.r.l.                                | GTX 7.75 05/31/32 144A                                      | CUSIP: 366504AA6<br>LEI: 5493001N1N6Z0SR83G07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1554127.50   | 0.25%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                       | SDART 2025-1 D                                              | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3790191.75   | 0.61%             | 2031-03-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                | POLAND 4.875 02/12/30 5Y                                    | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    150000 | PA      | $153411.18    | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER 5.1 01/19/29                                            | CUSIP: 00774MBJ3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3160000 | PA      | $3202039.38   | 0.51%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | ORCL 4.95 02/04/31                                          | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1864576.66   | 0.30%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                            | NGL 8.375 02/15/32 144A                                     | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1562380.11   | 0.25%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | C V4.503 09/11/31                                           | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1616802.78   | 0.26%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                | NOVHOL 6.625 04/15/29 144A                                  | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1543119.09   | 0.25%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | PFE 4.2 11/15/30                                            | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    615000 | PA      | $610896.72    | 0.10%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tecpetrol SA                                                                        | TECPET 7.625 11/03/30 144A                                  | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    170000 | PA      | $172218.50    | 0.03%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                   | HI 6.25 02/15/29                                            | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1441927.86   | 0.23%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | GNR 2012-39 PA                                              | CUSIP: 38378DPF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    702279 | PA      | $657994.85    | 0.11%             | 2042-03-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KF68 MORTGAGE TRUST                                                      | FREMF 2019-KF68 B                                           | CUSIP: 30312LAG8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1403492 | PA      | $1395071.73   | 0.22%             | 2026-07-27      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                           | USD/AUD FORWARD                                             | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $154955.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Pertamina Hulu Energi                                                            | PERHUL 5.25 05/21/30 144A                                   | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200664.92    | 0.03%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                       | USB V6.787 10/26/27                                         | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1347843.95   | 0.22%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-B                                                 | FORDO 2024-B A3                                             | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6268199 | PA      | $6316880.93   | 1.01%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                       | OMF 6.625 05/15/29                                          | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1548431.45   | 0.25%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                            | AZURGY 8.125 01/23/30 144A                                  | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202755.38    | 0.03%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                 | SIRI 4.125 07/01/30 144A                                    | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1564760.27   | 0.25%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                    | CHTR 5.375 06/01/29 144A                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2215529.21   | 0.36%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                | SERBIA 2.125 12/01/30 144A                                  | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $173063.74    | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MAGNETITE LI LIMITED                                                                | MAGNE 2025-51A A1                                           | CUSIP: 559932AA6<br>LEI: 529900KAYH281VVPRN31 | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5236754.25   | 0.84%             | 2038-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                       | STACR 2026-DNA2 B1                                          | CUSIP: 35564UEP8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1910000 | PA      | $1906418.75   | 0.31%             | 2046-03-26      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds                                        | Morgan Stanley Institutional Liquidity Funds GOVT PTF INSTL | CUSIP: 61747C707<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |   2150000 | NS      | $2150000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R01                                        | CAS 2025-R01 1M2                                            | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1020000 | PA      | $1019386.57   | 0.16%             | 2045-01-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| AGL CLO 17 LTD                                                                      | AGL 2022-17A AR                                             | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1447623.45   | 0.23%             | 2035-01-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                          | BA 6.388 05/01/31                                           | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    385000 | PA      | $410704.99    | 0.07%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                           | BlackRock Liquidity Funds FEDFUND INSTL                     | CUSIP: 09248U700<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   2150000 | NS      | $2150000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | GNR 2015-151 KC                                             | CUSIP: 38379QZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    236612 | PA      | $231647.27    | 0.04%             | 2034-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-C OWNER TRUST                                          | TAOT 2024-C A4                                              | CUSIP: 89237QAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5052868.50   | 0.81%             | 2029-11-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                            | OUT 4.25 01/15/29 144A                                      | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1591887.66   | 0.26%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alumina Pty Ltd.                                                                    | AA 6.125 03/15/30 144A                                      | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   1555000 | PA      | $1587857.15   | 0.25%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp./Cyprium Holdings Luxembourg S.a r.l.                                  | VGNT 6.125 04/15/31 144A                                    | CUSIP: 23292NAA6<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2505384.86   | 0.40%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                       | STACR 2026-DNA1 M2                                          | CUSIP: 35564UCS4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    840000 | PA      | $840926.86    | 0.14%             | 2046-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                  | DOMREP 4.5 01/30/30 144A                                    | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $190560.00    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-6                                                   | VERUS 2023-6 A1                                             | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-O            | CORP              | US        |   2396625 | PA      | $2406078.33   | 0.39%             | 2068-09-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                        | OCINCC 6.6 09/15/29                                         | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2044000 | PA      | $2037239.67   | 0.33%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                                               | NFMOT 2024-1A A1                                            | CUSIP: 65341KBY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3011088.90   | 0.48%             | 2029-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| KKR CLO 41 Ltd/LLC                                                                  | KKR 2022-41A A1                                             | CUSIP: 48255PAA3<br>LEI: 254900UD92WBBLUHGZ35 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001060.00   | 0.80%             | 2035-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FSPC T-30 A5                                                | CUSIP: 3133TQCA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      1753 | PA      | $1625.35      | 0.00%             | 2030-12-25      | Variable      | 8.61%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Receivables Series 2024-B                                 | NMOTR 2024-B A                                              | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4027422.80   | 0.65%             | 2029-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL/Connect US Finco LLC                                             | ISATLN 9 09/15/29 144A                                      | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1577685.00   | 0.25%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Nova Securitisation S.a r.l.                                                        | SBSPAB 5.75 02/03/31 144A                                   | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $193746.12    | 0.03%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | BMO V4.439 01/14/32 J                                       | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1065000 | PA      | $1048969.30   | 0.17%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                        | CARGIL 4.125 10/23/30 144A                                  | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    885000 | PA      | $872443.35    | 0.14%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | ENBCN 5.25 04/05/27                                         | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    795000 | PA      | $801864.83    | 0.13%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Trust                                                                 | Goldman Sachs Financial Square Government Fund              | CUSIP: 38141W273<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |   2150000 | NS      | $2150000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF 2015-KF12 Mortgage Trust                              | CUSIP: 30293RAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2284181 | PA      | $2438356.60   | 0.39%             | 2022-09-25      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| Fremf 2017-Kf33 Mortgage Trust                                                      | FREMF 2017-KF33 B                                           | CUSIP: 30303CAG9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    968036 | PA      | $940431.37    | 0.15%             | 2027-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                  | SANTAN V5.365 07/15/28 *                                    | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1010962.90   | 0.16%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | MS V4.493 01/16/32                                          | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1411286.77   | 0.23%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                     | ACHC 5.5 07/01/28 144A                                      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1614162.65   | 0.26%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2013-A                             | WOART 2022-D A3                                             | CUSIP: 98163VAD0<br>LEI: 5493001ZFJU3487OFZ50 | Long             | ABS-O            | CORP              | US        |    601325 | PA      | $602613.36    | 0.10%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                  | CYRUS 2024-2A A2                                            | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $3791044.14   | 0.61%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Global Utilities JSC                                                        | CGEOLN 8.875 07/25/29 144A                                  | CUSIP: 373196AB0<br>LEI: 213800JCP8ERP6FTOL26 | Long             | DBT              | CORP              | GE        |    200000 | PA      | $207771.32    | 0.03%             | 2029-07-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA3                                             | STACR 2023-HQA3 A1                                          | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-O            | USGSE             | US        |   1453394 | PA      | $1463535.73   | 0.23%             | 2043-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC                                        | GALC 2024-1 A3                                              | CUSIP: 39154TCJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2430183 | PA      | $2442762.27   | 0.39%             | 2028-01-18      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | T 3.625 12/31/30                                            | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36250000 | PA      | $35760766.38  | 5.74%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                        | AMXCA 2023-1 A                                              | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500497.60    | 0.08%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| The Manitowoc Company, Inc.                                                         | MTW 9.25 10/01/31 144A                                      | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1500332.68   | 0.24%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                                       | SDART 2025-4 D                                              | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $868689.33    | 0.14%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WFLF 2024-3A A1                                             | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3149047 | PA      | $3169300.60   | 0.51%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R02                                        | CAS 2026-R02 1M2                                            | CUSIP: 20753EAD8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1060000 | PA      | $1064635.49   | 0.17%             | 2046-02-26      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                  | BFCM 4.541 01/15/31 144A                                    | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1282600.93   | 0.21%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                     | BAMCN 4.653 11/15/30                                        | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1505000 | PA      | $1492448.75   | 0.24%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2024-A                                                  | VWALT 2024-A A3                                             | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3482702 | PA      | $3493531.56   | 0.56%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                | GM 4.2 10/27/28                                             | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1965028.72   | 0.32%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | T 3.5 01/31/28                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54435000 | PA      | $54128803.13  | 8.69%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                                   | TIBX 6.5 03/31/29 144A                                      | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1538074.60   | 0.25%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canyon Clo 2020-2 Ltd/Canyon Clo 2020-2 Llc                                         | CANYC 2019-2A AR2                                           | CUSIP: 13887WAS9<br>LEI: 254900X4427F031Y2Z93 | Long             | ABS-CBDO         | NUSS              | KY        |    750000 | PA      | $748530.75    | 0.12%             | 2034-10-16      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| William Carter Company                                                              | CRI 7.375 02/15/31 144A                                     | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1562444.87   | 0.25%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                        | CAS 2025-R02 1M2                                            | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1620000 | PA      | $1621463.35   | 0.26%             | 2045-02-27      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                      | HYUCAP 5.25 01/22/28 144A                                   | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202634.74    | 0.03%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                    | HAPOAL 4.722 07/14/29                                       | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $197699.43    | 0.03%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                        | MEXPCP 5.5 08/17/30 144A                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $251625.00    | 0.04%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canyon Clo 2020-2 Ltd/Canyon Clo 2020-2 Llc                                         | CANYC 2020-2A AR2                                           | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | NUSS              | KY        |   1100000 | PA      | $1096957.40   | 0.18%             | 2034-10-16      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness                                                                   | LTH 6 11/15/31 144A                                         | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1558067.61   | 0.25%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | ILIADH 8.5 04/15/31 144A                                    | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    640000 | PA      | $670177.92    | 0.11%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fidelity Colchester Street Trust                                                    | Fidelity Colchester Street Trust MNY MRKT FDS I             | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |   2150000 | NS      | $2150000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | NRUC 4.15 08/25/28 D                                        | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448610.09    | 0.07%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                    | CFELEC 3.348 02/09/31 144A                                  | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $179307.80    | 0.03%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                 | AZORRA 7.75 04/15/30 144A                                   | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   1495000 | PA      | $1541069.92   | 0.25%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                | VZMT 2025-9 A1B                                             | CUSIP: 92348KEW9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000643.00   | 0.16%             | 2030-10-21      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                          | ESAB 6.25 04/15/29 144A                                     | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1564869.46   | 0.25%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | CAS 2023-R08 1M1                                            | CUSIP: 20755CAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    505887 | PA      | $506044.09    | 0.08%             | 2043-10-26      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                           | GS V4.369 10/21/31 .                                        | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1608390.97   | 0.26%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | T 3.5 01/15/29                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83535000 | PA      | $82830173.44  | 13.30%            | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                 | AXL 6.375 10/15/32 144A                                     | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1520491.18   | 0.24%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | GOOGL 3.7 02/15/29                                          | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1636163.43   | 0.26%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | BCRED 5.35 03/12/31                                         | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    745000 | PA      | $708154.76    | 0.11%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                      | CSTM 6.375 08/15/32 144a                                    | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1505000 | PA      | $1522458.00   | 0.24%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citizens Bank National Association                                                  | CFG V4.192 01/29/29                                         | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3210720.45   | 0.52%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                               | PNC V4.429 07/21/28                                         | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2029743.61   | 0.33%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES SA                                                   | BCICI V8.75 PERP 144A                                       | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $210413.00    | 0.03%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                             | HALST 2024-C A3                                             | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2006009.20   | 0.32%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                        | APO 4.6 01/15/31                                            | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    770000 | PA      | $763340.04    | 0.12%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp. / Sealed Air Corp. US                                              | SEE 7.25 02/15/31 144A                                      | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1636830.47   | 0.26%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | BCRED 5.05 09/10/30                                         | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    840000 | PA      | $792463.06    | 0.13%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                                          | MHED 7.375 09/01/31 144A                                    | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1579249.82   | 0.25%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                          | USAC 7.125 03/15/29 144A                                    | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1904205.13   | 0.31%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                                | MUTHIN 6.375 03/02/30 144A                                  | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $197677.14    | 0.03%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                  | SANTAN 4.551 11/06/30                                       | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $591663.24    | 0.09%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                                       | BPOP 7.25 03/13/28                                          | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | US        |    655000 | PA      | $679007.06    | 0.11%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander (Mx) SA Institucion De Banca Multiple Grupo Financiero Santander    | BSMXB 5.621 12/10/29 144A                                   | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $204940.00    | 0.03%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV1                                              | FORDR 2023-1 A                                              | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4041536.40   | 0.65%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST                                          | TAOT 2024-B A3                                              | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2171949 | PA      | $2191041.27   | 0.35%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FSPC T-58 2A                                                | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    152294 | PA      | $154938.43    | 0.02%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | T 3.75 01/31/31                                             | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11160000 | PA      | $11065837.50  | 1.78%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Baiterek National Investment Holding Joint Stock Co.                                | BAINAT 5.45 05/08/28 144A                                   | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $201715.96    | 0.03%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                          | FORDF 2024-1 A1                                             | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10115728.00  | 1.62%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                 | HNDLIN 6.875 01/30/30 144A                                  | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1564649.05   | 0.25%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                    | DB V6.819 11/20/29                                          | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $750858.04    | 0.12%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                             | DUK 4.2 12/01/30                                            | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    885000 | PA      | $875599.26    | 0.14%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                        | NOVNVX 4.1 03/16/29                                         | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3096722.37   | 0.50%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                           | MGM 6.125 09/15/29                                          | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1544946.80   | 0.25%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Baidu Inc.                                                                          | BIDU 1.72 04/09/26                                          | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   1050000 | PA      | $1050404.25   | 0.17%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                               | PETMK 4.95 01/03/31 144A                                    | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $204472.38    | 0.03%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                        | UAL 4.875 03/01/29                                          | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470872.55   | 0.24%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREMF 2012-KF01 MORTGAGE TRUST                                                      | FREMF 2020-KF74 B                                           | CUSIP: 30313MAA8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    872290 | PA      | $866853.17    | 0.14%             | 2027-01-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Central America Bottling Corporation / Cbc Bottling Holdco S L / Beliv Holdco S L   | CAMEBO 5.25 04/27/29 144A                                   | CUSIP: 15239XAA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194764.80    | 0.03%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | STT V4.543 04/24/28                                         | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    595000 | PA      | $596311.86    | 0.10%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                               | BBWI 6.625 10/01/30 144A                                    | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1555480.08   | 0.25%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                       | MAGN 4.75 11/15/29 144A                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1572656.02   | 0.25%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** Delaware Group Limited-Term Government Funds

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

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