# EDGAR Filing Document

**Accession Number:** 0000910682
**File Stem:** 0000940400-26-011806
**Filing Date:** 2026-3
**Character Count:** 495848
**Document Hash:** cb86cb9e4e50119b5293eb4c0923be50
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011806.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0000940400-26-011806

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE GROUP ADVISER FUNDS
- **CENTRAL INDEX KEY:** 0000910682

**ORGANIZATION NAME:**
- **EIN:** 521842569
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07972
- **FILM NUMBER:** 26805791

**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 ADVISER FUNDS INC /MD/
- **DATE OF NAME CHANGE:** 19961202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DELAWARE GROUP ADVISER FUNDS INC
- **DATE OF NAME CHANGE:** 19960508

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN ADVISOR FUNDS INC
- **DATE OF NAME CHANGE:** 19931203

## Series and Classes Contracts Data

### Nomura Diversified Income Fund (Series ID: S000003911)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010956 | CLASS A             | DPDFX           |
| C000010958 | CLASS C             | DPCFX           |
| C000010959 | CLASS R             | DPRFX           |
| C000010960 | INSTITUTIONAL CLASS | DPFFX           |
| C000171464 | Class R6            | DPZRX           |

## Nport-Ex

Schedule of investments

Nomura Diversified Income Fund January 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 0.20%** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 0.20%** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 0.20%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Grantor Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 1999-T2 A1 7.50% 1/19/39 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2252 | &nbsp;&nbsp;$2327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2002-T19 A1 6.50% 7/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29420 | &nbsp;&nbsp;&nbsp;&nbsp; 31014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-T1 1A2 6.50% 1/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5874 | &nbsp;&nbsp;&nbsp;&nbsp; 6058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae REMIC Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2002-W6 2A 7.50% 6/25/42 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940 | &nbsp;&nbsp;&nbsp;&nbsp; 5993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-W1 2A 5.049% 12/25/42 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227 | &nbsp;&nbsp;&nbsp;&nbsp; 4278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-W11 1A2 6.50% 5/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76864 | &nbsp;&nbsp;&nbsp;&nbsp; 79471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae REMICs |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-44 Z 3.00% 5/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25255 | &nbsp;&nbsp;&nbsp;&nbsp; 19827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-40 GZ 3.50% 5/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;1740108 | &nbsp;&nbsp;&nbsp;&nbsp; 1591371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac REMICs |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2557 HL 5.30% 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10994 | &nbsp;&nbsp;&nbsp;&nbsp; 11149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 4676 KZ 2.50% 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1404239 | &nbsp;&nbsp;&nbsp;&nbsp; 1221640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Pass Through<br> Certificates |  |  |
| &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;10302 | &nbsp;&nbsp;&nbsp;&nbsp; 10295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series T-58 2A 6.50% 9/25/43 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119409 | &nbsp;&nbsp;&nbsp;&nbsp; 122553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-113 LY 3.00% 5/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919206 | &nbsp;&nbsp;&nbsp;&nbsp; 862798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-182 CZ 2.50% 12/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959376 | &nbsp;&nbsp;&nbsp;&nbsp; 868174 |
| &nbsp;&nbsp;&nbsp;**Total Agency Collateralized Mortgage Obligations<br> (cost $5,036,454)** | &nbsp;&nbsp;&nbsp;**Total Agency Collateralized Mortgage Obligations<br> (cost $5,036,454)** | &nbsp;&nbsp;&nbsp; **4836948** |
| &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 0.74%** | &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 0.74%** | &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 0.74%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through<br> Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series K144 A2 2.45% 4/25/32 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;8075000 | &nbsp;&nbsp;&nbsp;&nbsp; 7305451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series K150 A2 3.71% 9/25/32 ♦, • | &nbsp;&nbsp;&nbsp;&nbsp;4020000 | &nbsp;&nbsp;&nbsp;&nbsp; 3887962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series K753 A2 4.40% 10/25/30 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp;&nbsp; 2836224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series X3FX A2FX 3.00% 6/25/27 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;3635687 | &nbsp;&nbsp;&nbsp;&nbsp; 3603890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2005-23 IO 0.00% 6/17/45 =, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55809 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;**Total Agency Commercial Mortgage-Backed Securities<br> (cost $17,165,908)** | &nbsp;&nbsp;&nbsp;**Total Agency Commercial Mortgage-Backed Securities<br> (cost $17,165,908)** | &nbsp;&nbsp;&nbsp; **17633527** |
| &nbsp;&nbsp;**Agency Mortgage-Backed Securities — 25.97%** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities — 25.97%** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities — 25.97%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae<br> 2.50% 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36960 | &nbsp;&nbsp;&nbsp;&nbsp; 36498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 15 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;8967751 | &nbsp;&nbsp;&nbsp;&nbsp; 8490585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1276759 | &nbsp;&nbsp;&nbsp;&nbsp; 1208073 |

---

NQ- 189 [0126] 0326 (5295621) 1

------

Schedule of investments

Nomura Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 30 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9022413 | &nbsp;&nbsp;$7401951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 11/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;7710697 | &nbsp;&nbsp;&nbsp;&nbsp; 6377102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2140646 | &nbsp;&nbsp;&nbsp;&nbsp; 1769505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2111498 | &nbsp;&nbsp;&nbsp;&nbsp; 1752693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;5643505 | &nbsp;&nbsp;&nbsp;&nbsp; 4672494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6812112 | &nbsp;&nbsp;&nbsp;&nbsp; 5571629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 4/1/51 | 75977254 | &nbsp;&nbsp;&nbsp;&nbsp; 62118258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2905221 | &nbsp;&nbsp;&nbsp;&nbsp; 2376792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2945991 | &nbsp;&nbsp;&nbsp;&nbsp; 2431729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 9/1/51 | 16177020 | &nbsp;&nbsp;&nbsp;&nbsp; 13195781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 1/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;7278571 | &nbsp;&nbsp;&nbsp;&nbsp; 6019817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;9689107 | &nbsp;&nbsp;&nbsp;&nbsp; 8407368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 3/1/51 | 11146142 | &nbsp;&nbsp;&nbsp;&nbsp; 9549739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;7634982 | &nbsp;&nbsp;&nbsp;&nbsp; 6639983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 8/1/51 | 14218246 | &nbsp;&nbsp;&nbsp;&nbsp; 12324476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3872120 | &nbsp;&nbsp;&nbsp;&nbsp; 3304721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 2/1/52 | 23470781 | &nbsp;&nbsp;&nbsp;&nbsp; 20005720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 3/1/52 | 16618540 | &nbsp;&nbsp;&nbsp;&nbsp; 14200847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496153 | &nbsp;&nbsp;&nbsp;&nbsp; 459460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;3902128 | &nbsp;&nbsp;&nbsp;&nbsp; 3535380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;8149315 | &nbsp;&nbsp;&nbsp;&nbsp; 7335310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;8371031 | &nbsp;&nbsp;&nbsp;&nbsp; 7508850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;8532419 | &nbsp;&nbsp;&nbsp;&nbsp; 7666203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 7/1/47 | 10534225 | &nbsp;&nbsp;&nbsp;&nbsp; 10020623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4872209 | &nbsp;&nbsp;&nbsp;&nbsp; 4755222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4462635 | &nbsp;&nbsp;&nbsp;&nbsp; 4370289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5974963 | &nbsp;&nbsp;&nbsp;&nbsp; 5715437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176132 | &nbsp;&nbsp;&nbsp;&nbsp; 180572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;4329792 | &nbsp;&nbsp;&nbsp;&nbsp; 4406209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4951261 | &nbsp;&nbsp;&nbsp;&nbsp; 5030768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 8/1/53 | 16034909 | &nbsp;&nbsp;&nbsp;&nbsp; 16109171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3588992 | &nbsp;&nbsp;&nbsp;&nbsp; 3687111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 9/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;3714745 | &nbsp;&nbsp;&nbsp;&nbsp; 3768024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 9/1/55 | 32307190 | &nbsp;&nbsp;&nbsp;&nbsp; 33087431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 3/1/55 | 17433775 | &nbsp;&nbsp;&nbsp;&nbsp; 18037299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.50% 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584 | &nbsp;&nbsp;&nbsp;&nbsp; 1607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac S.F. 15 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 8/1/36 | 15722522 | &nbsp;&nbsp;&nbsp;&nbsp; 14532515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 1/1/37 | 10082679 | &nbsp;&nbsp;&nbsp;&nbsp; 9339588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;7299131 | &nbsp;&nbsp;&nbsp;&nbsp; 7063357 |

---

2 NQ- 189 [0126] 0326 (5295621)

------

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac S.F. 30 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2775176 | &nbsp;&nbsp;$2258526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 10/1/51 | 14071396 | &nbsp;&nbsp;&nbsp;&nbsp; 12171982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;4132859 | &nbsp;&nbsp;&nbsp;&nbsp; 3741019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 5/1/51 | 10723561 | &nbsp;&nbsp;&nbsp;&nbsp; 9726600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3970419 | &nbsp;&nbsp;&nbsp;&nbsp; 3569387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 2/1/49 | 20496133 | &nbsp;&nbsp;&nbsp;&nbsp; 19037364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5105482 | &nbsp;&nbsp;&nbsp;&nbsp; 4749188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 9/1/52 | 12201197 | &nbsp;&nbsp;&nbsp;&nbsp; 11709000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 10/1/52 | 19583636 | &nbsp;&nbsp;&nbsp;&nbsp; 19264229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5321423 | &nbsp;&nbsp;&nbsp;&nbsp; 5494054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 9/1/53 | 11279616 | &nbsp;&nbsp;&nbsp;&nbsp; 11531084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA I S.F. 30 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641270 | &nbsp;&nbsp;&nbsp;&nbsp; 582538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782382 | &nbsp;&nbsp;&nbsp;&nbsp; 699065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 1/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124363 | &nbsp;&nbsp;&nbsp;&nbsp; 120729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 10/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76633 | &nbsp;&nbsp;&nbsp;&nbsp; 74272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 6/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87621 | &nbsp;&nbsp;&nbsp;&nbsp; 87711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44270 | &nbsp;&nbsp;&nbsp;&nbsp; 44691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3639300 | &nbsp;&nbsp;&nbsp;&nbsp; 3789345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.25% 11/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233482 | &nbsp;&nbsp;&nbsp;&nbsp; 224108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 8/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117454 | &nbsp;&nbsp;&nbsp;&nbsp; 116965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239350 | &nbsp;&nbsp;&nbsp;&nbsp; 232904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA II S.F. 30 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 10/20/50 | 31613125 | &nbsp;&nbsp;&nbsp;&nbsp; 26311136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 7/20/51 | 33100541 | &nbsp;&nbsp;&nbsp;&nbsp; 28690069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 4/20/52 | 10773904 | &nbsp;&nbsp;&nbsp;&nbsp; 9734735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 9/20/55 | 15937608 | &nbsp;&nbsp;&nbsp;&nbsp; 14608469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 12/20/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129522 | &nbsp;&nbsp;&nbsp;&nbsp; 124517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 12/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94698 | &nbsp;&nbsp;&nbsp;&nbsp; 91649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 4/20/55 | 10290342 | &nbsp;&nbsp;&nbsp;&nbsp; 9736632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 8/20/55 | 12480557 | &nbsp;&nbsp;&nbsp;&nbsp; 12194983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;2710932 | &nbsp;&nbsp;&nbsp;&nbsp; 2723905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 12/20/54 | 14195962 | &nbsp;&nbsp;&nbsp;&nbsp; 14209741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 6/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;6090493 | &nbsp;&nbsp;&nbsp;&nbsp; 6259245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 3/20/55 | 11064801 | &nbsp;&nbsp;&nbsp;&nbsp; 11340657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 4/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;5348216 | &nbsp;&nbsp;&nbsp;&nbsp; 5532764 |
| &nbsp;&nbsp;&nbsp;**Total Agency Mortgage-Backed Securities<br> (cost $628,946,675)** | &nbsp;&nbsp;&nbsp;**Total Agency Mortgage-Backed Securities<br> (cost $628,946,675)** | &nbsp;&nbsp;&nbsp; **615249574** |

---

NQ- 189 [0126] 0326 (5295621) 3

------

Schedule of investments

Nomura Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Collateralized Loan Obligations — 3.10%** | &nbsp;&nbsp;**Collateralized Loan Obligations — 3.10%** | &nbsp;&nbsp;**Collateralized Loan Obligations — 3.10%** |
| &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 #, • | &nbsp;&nbsp;&nbsp;&nbsp;5450000 | &nbsp;&nbsp;$5451155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aimco CLO 15<br> Series 2021-15A D1R 144A 6.418% (TSFR03M + 2.75%, Floor 2.75%) 4/17/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1525000 | &nbsp;&nbsp;&nbsp;&nbsp; 1531210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bain Capital Credit CLO<br> Series 2021-7A A1R 144A 4.649% (TSFR03M + 0.98%, Floor 0.98%) 1/22/35 #, • | &nbsp;&nbsp;&nbsp;&nbsp;6650000 | &nbsp;&nbsp;&nbsp;&nbsp; 6632285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballyrock CLO 18<br> Series 2021-18A C1R 144A 6.522% (TSFR03M + 2.85%, Floor 2.85%) 4/15/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp; 1604515 |
| &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;2850000 | &nbsp;&nbsp;&nbsp;&nbsp; 2849225 |
| &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 #, • | &nbsp;&nbsp;&nbsp;&nbsp;4100000 | &nbsp;&nbsp;&nbsp;&nbsp; 4093506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIFC Funding<br> Series 2025-1A D1 144A 6.171% (TSFR03M + 2.50%, Floor 2.50%) 4/23/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1850000 | &nbsp;&nbsp;&nbsp;&nbsp; 1851715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dryden 109 CLO<br> Series 2022-109A DR 144A 6.372% (TSFR03M + 2.70%, Floor 2.70%) 4/15/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1850000 | &nbsp;&nbsp;&nbsp;&nbsp; 1856529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elmwood CLO 22<br> Series 2023-1A D1R 144A 6.468% (TSFR03M + 2.80%, Floor 2.80%) 4/17/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1550000 | &nbsp;&nbsp;&nbsp;&nbsp; 1556846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Park Funding XXVII Series 2018-27A D1R 144A 6.518% (TSFR03M + 2.85%, Floor 2.85%) 4/20/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1850000 | &nbsp;&nbsp;&nbsp;&nbsp; 1859150 |
| &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 #, • | 10800000 | &nbsp;&nbsp;&nbsp;&nbsp; 10818663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnetite XlV<br> Series 2025-45A D1 144A 6.172% (TSFR03M + 2.50%, Floor 2.50%) 4/15/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1550000 | &nbsp;&nbsp;&nbsp;&nbsp; 1551745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neuberger Berman CLO XX<br> Series 2015-20A D1R3 144A 6.322% (TSFR03M + 2.65%, Floor 2.65%) 4/15/39 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1203382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 42 <br> Series 2021-42A AR 144A 4.621% (TSFR03M + 0.95%, Floor 0.95%) 7/16/36 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1200128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktree CLO<br> Series 2020-1A D1RR 144A 6.272% (TSFR03M + 2.60%, Floor 2.60%) 1/15/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;&nbsp; 1653496 |

---

4 NQ- 189 [0126] 0326 (5295621)

------

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** |
| &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 #, • | &nbsp;&nbsp;&nbsp;&nbsp;5900000 | &nbsp;&nbsp;$5887687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OHA Credit Partners VII<br> Series 2012-7A D1R4 144A 6.389% (TSFR03M + 2.50%, Floor 2.50%) 2/20/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1850000 | &nbsp;&nbsp;&nbsp;&nbsp; 1858667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Signal Peak CLO 5<br> Series 2018-5A A1R 144A 5.218% (TSFR03M + 1.55%, Floor 1.55%) 4/25/37 #, • | &nbsp;&nbsp;&nbsp;&nbsp;8400000 | &nbsp;&nbsp;&nbsp;&nbsp; 8408795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TCW CLO Series 2019-2A D1R2 144A 6.668% (TSFR03M + 3.00%, Floor 3.00%) 1/20/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1850000 | &nbsp;&nbsp;&nbsp;&nbsp; 1825597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture 42 CLO<br> Series 2021-42A A1A 144A 5.064% (TSFR03M + 1.39%, Floor 1.13%) 4/15/34 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 300244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wellington Management CLO 4<br> Series 2025-4A D1 144A 6.218% (TSFR03M + 2.55%, Floor 2.55%) 4/18/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;&nbsp; 1652501 |
| &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 #, • | &nbsp;&nbsp;&nbsp;&nbsp;7850000 | &nbsp;&nbsp;&nbsp;&nbsp; 7842919 |
| &nbsp;&nbsp;&nbsp;**Total Collateralized Loan Obligations<br> (cost $73,475,000)** | &nbsp;&nbsp;&nbsp;**Total Collateralized Loan Obligations<br> (cost $73,475,000)** | &nbsp;&nbsp;&nbsp; **73489960** |
| &nbsp;&nbsp;**Convertible Bonds — 0.01%** | &nbsp;&nbsp;**Convertible Bonds — 0.01%** | &nbsp;&nbsp;**Convertible Bonds — 0.01%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sunac China Holdings 0.000% exercise price $6.80, maturity date 6/23/26 ^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726565 | &nbsp;&nbsp;&nbsp;&nbsp; 115742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sunac China Holdings 0.000% exercise price $3.85, maturity date 6/23/28 ^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536845 | &nbsp;&nbsp;&nbsp;&nbsp; 111395 |
| &nbsp;&nbsp;&nbsp;**Total Convertible Bonds<br> (cost $361,786)** | &nbsp;&nbsp;&nbsp;**Total Convertible Bonds<br> (cost $361,786)** | &nbsp;&nbsp;&nbsp; **227137** |
| &nbsp;&nbsp;**Corporate Bonds — 33.50%** | &nbsp;&nbsp;**Corporate Bonds — 33.50%** | &nbsp;&nbsp;**Corporate Bonds — 33.50%** |
| &nbsp;&nbsp;Banking — 11.45% | &nbsp;&nbsp;Banking — 11.45% | &nbsp;&nbsp;Banking — 11.45% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Access Bank 144A 6.125% 9/21/26 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp; 538687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Akbank TAS 144A 7.498% 1/20/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp;&nbsp; 274781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Al Rajhi Sukuk 5.651% 3/16/36 μ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp; 810665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ardshinbank CJSC Via Dilijan Finance 144A 6.60% 1/22/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp; 783040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axis Bank 4.10% 9/8/26 μ, ψ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;1045000 | &nbsp;&nbsp;&nbsp;&nbsp; 1040319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Davivienda 144A 8.125% 7/2/35 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp; 956175 |

---

NQ- 189 [0126] 0326 (5295621) 5

------

Schedule of investments

Nomura 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;Banco de Credito e Inversiones 144A 8.75% 5/8/29 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;$567100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Macro 144A 8.00% 6/23/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp; 929250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Mercantil del Norte 144A 7.50% 6/27/29 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865000 | &nbsp;&nbsp;&nbsp;&nbsp; 894679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Santander 4.551% 11/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp; 1602058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bancolombia 8.625% 12/24/34 μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp; 1005132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bangkok Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.466% 9/23/36 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp; 701149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.507% 11/26/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp; 871460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Hapoalim BM 144A 5.252% 1/14/33 #, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885000 | &nbsp;&nbsp;&nbsp;&nbsp; 885865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel 144A 7.129% 7/18/33 #, μ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp;&nbsp; 758246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Muscat SAOG 4.846% 10/1/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;1090000 | &nbsp;&nbsp;&nbsp;&nbsp; 1091948 |
| &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 | &nbsp;&nbsp;&nbsp;&nbsp;7680000 | &nbsp;&nbsp;&nbsp;&nbsp; 7600202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.518% 10/25/35 μ | &nbsp;&nbsp;&nbsp;&nbsp;8862000 | &nbsp;&nbsp;&nbsp;&nbsp; 9047932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.819% 9/15/29 μ | &nbsp;&nbsp;&nbsp;&nbsp;4514000 | &nbsp;&nbsp;&nbsp;&nbsp; 4708349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.204% 11/10/28 μ | &nbsp;&nbsp;&nbsp;&nbsp;9799000 | &nbsp;&nbsp;&nbsp;&nbsp; 10169875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25% 7/26/30 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;5243000 | &nbsp;&nbsp;&nbsp;&nbsp; 5339894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625% 5/1/30 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;2087000 | &nbsp;&nbsp;&nbsp;&nbsp; 2169741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal 4.439% 1/14/32 μ | &nbsp;&nbsp;&nbsp;&nbsp;2395000 | &nbsp;&nbsp;&nbsp;&nbsp; 2390539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel 144A 4.541% 1/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;2985000 | &nbsp;&nbsp;&nbsp;&nbsp; 2978899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BBVA Mexico SA Institucion De Banca Multiple<br> Grupo Financiero BBVA Mexico |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.875% 9/13/34 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 500878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.125% 1/8/39 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp;&nbsp; 524499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BPCE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.417% 1/13/37 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;4385000 | &nbsp;&nbsp;&nbsp;&nbsp; 4374865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.347% 1/13/47 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;1985000 | &nbsp;&nbsp;&nbsp;&nbsp; 1985515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Burgan Bank 2.75% 12/15/31 μ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945000 | &nbsp;&nbsp;&nbsp;&nbsp; 924139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CBQ Finance 4.625% 9/10/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;1080000 | &nbsp;&nbsp;&nbsp;&nbsp; 1083018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.503% 9/11/31 μ | &nbsp;&nbsp;&nbsp;&nbsp;3775000 | &nbsp;&nbsp;&nbsp;&nbsp; 3779263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.02% 1/24/36 μ | &nbsp;&nbsp;&nbsp;&nbsp;2496000 | &nbsp;&nbsp;&nbsp;&nbsp; 2603288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625% 2/15/31 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;1610000 | &nbsp;&nbsp;&nbsp;&nbsp; 1639985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75% 2/15/30 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;2176000 | &nbsp;&nbsp;&nbsp;&nbsp; 2220378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00% 8/15/34 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;1898000 | &nbsp;&nbsp;&nbsp;&nbsp; 1988275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.552% 1/7/28 μ | &nbsp;&nbsp;&nbsp;&nbsp;4875000 | &nbsp;&nbsp;&nbsp;&nbsp; 4806976 |

---

6 NQ- 189 [0126] 0326 (5295621)

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | 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;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) |
| &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 |  | &nbsp;&nbsp;&nbsp;&nbsp;2106000 | &nbsp;&nbsp;$2131179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.819% 11/20/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp;&nbsp; 2027377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.146% 7/13/27 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2655000 | &nbsp;&nbsp;&nbsp;&nbsp; 2691204 |
| &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 |  | 16810000 | &nbsp;&nbsp;&nbsp;&nbsp; 16561915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.369% 10/21/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3885000 | &nbsp;&nbsp;&nbsp;&nbsp; 3863714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.049% 7/23/30 μ |  | 11365000 | &nbsp;&nbsp;&nbsp;&nbsp; 11641593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.065% 1/21/37 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;6060000 | &nbsp;&nbsp;&nbsp;&nbsp; 6036355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.218% 4/23/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3776000 | &nbsp;&nbsp;&nbsp;&nbsp; 3890276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.387% 2/2/41 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;5315000 | &nbsp;&nbsp;&nbsp;&nbsp; 5267453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.541% 1/21/47 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1108000 | &nbsp;&nbsp;&nbsp;&nbsp; 1092092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.484% 10/24/29 μ |  | 11273000 | &nbsp;&nbsp;&nbsp;&nbsp; 11936311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Huntington Bancshares |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.623% 1/28/32 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3435000 | &nbsp;&nbsp;&nbsp;&nbsp; 3441442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.605% 1/28/41 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2310000 | &nbsp;&nbsp;&nbsp;&nbsp; 2299700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrial Subordinated Trust 2 0 144A 6.55% 4/15/36 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1330000 | &nbsp;&nbsp;&nbsp;&nbsp; 1350615 |
| &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 |  | &nbsp;&nbsp;&nbsp;&nbsp;6980000 | &nbsp;&nbsp;&nbsp;&nbsp; 6870518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.898% 1/22/37 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1290612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.103% 4/22/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3182000 | &nbsp;&nbsp;&nbsp;&nbsp; 3282720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14% 1/24/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2228000 | &nbsp;&nbsp;&nbsp;&nbsp; 2299291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.193% 2/5/37 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;5775000 | &nbsp;&nbsp;&nbsp;&nbsp; 5758024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.571% 4/22/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3245000 | &nbsp;&nbsp;&nbsp;&nbsp; 3306776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.254% 10/23/34 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;5640000 | &nbsp;&nbsp;&nbsp;&nbsp; 6155745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kookmin Bank 144A 2.50% 11/4/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp; 956553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank & Trust 5.375% 3/6/29 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp;&nbsp; 676750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.495% 10/26/29 μ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4525000 | &nbsp;&nbsp;&nbsp;&nbsp; 5047308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.133% 10/18/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp;&nbsp; 1449163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.493% 1/16/32 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3250000 | &nbsp;&nbsp;&nbsp;&nbsp; 3248571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.192% 4/17/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701000 | &nbsp;&nbsp;&nbsp;&nbsp; 721809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.296% 10/18/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;4358000 | &nbsp;&nbsp;&nbsp;&nbsp; 4521434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.407% 11/1/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3795000 | &nbsp;&nbsp;&nbsp;&nbsp; 4017080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.627% 11/1/34 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;5517000 | &nbsp;&nbsp;&nbsp;&nbsp; 6133947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NatWest Group 5.115% 5/23/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4104534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NBK SPC 144A 1.625% 9/15/27 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp; 889453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank 144A 6.75% 11/10/33 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;1835000 | &nbsp;&nbsp;&nbsp;&nbsp; 1886202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oversea-Chinese Banking 144A 4.55% 9/8/35 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1495000 | &nbsp;&nbsp;&nbsp;&nbsp; 1487459 |

---

NQ- 189 [0126] 0326 (5295621) 7

------

Schedule of investments

Nomura 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;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.899% 5/13/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1591000 | &nbsp;&nbsp;$1625167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.423% 1/25/41 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1710000 | &nbsp;&nbsp;&nbsp;&nbsp; 1709064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.575% 1/29/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804000 | &nbsp;&nbsp;&nbsp;&nbsp; 834981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Popular 7.25% 3/13/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;2450000 | &nbsp;&nbsp;&nbsp;&nbsp; 2573321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada 6.50% 11/24/85 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1695000 | &nbsp;&nbsp;&nbsp;&nbsp; 1687526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Scotiabank Peru 144A 6.10% 10/1/35 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp;&nbsp; 957168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shinhan Bank 144A 5.75% 4/15/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp; 755106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SNB Funding 6.00% 6/24/35 μ, ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp; 921939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.301% 1/9/29 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp; 405300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.625% 1/16/32 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp; 722153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Street |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.543% 4/24/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;4415000 | &nbsp;&nbsp;&nbsp;&nbsp; 4451725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.784% 10/23/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1825000 | &nbsp;&nbsp;&nbsp;&nbsp; 1803720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.834% 4/24/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;1737000 | &nbsp;&nbsp;&nbsp;&nbsp; 1784994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBC Bank JSC 144A 10.25% 7/30/29 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp; 694692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkiye Garanti Bankasi 144A 8.375% 2/28/34 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp; 764110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% 11/5/28 μ, ■ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2350000 | &nbsp;&nbsp;&nbsp;&nbsp; 2677314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.844% 11/6/33 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3370000 | &nbsp;&nbsp;&nbsp;&nbsp; 3372473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.01% 3/23/37 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3395000 | &nbsp;&nbsp;&nbsp;&nbsp; 3355377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.00% 2/10/30 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;1850000 | &nbsp;&nbsp;&nbsp;&nbsp; 1891379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Bancorp |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.491% 11/3/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;9167000 | &nbsp;&nbsp;&nbsp;&nbsp; 8027587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.787% 10/26/27 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1435000 | &nbsp;&nbsp;&nbsp;&nbsp; 1464861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.96% 1/23/37 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2282105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15% 4/23/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234000 | &nbsp;&nbsp;&nbsp;&nbsp; 241010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.244% 1/24/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2292000 | &nbsp;&nbsp;&nbsp;&nbsp; 2368514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi 144A 7.55% 6/11/36 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1115000 | &nbsp;&nbsp;&nbsp;&nbsp; 1113330 |
|  |  |  | &nbsp;&nbsp;&nbsp; 271367155 |
| &nbsp;&nbsp;Basic Industry — 1.14% | &nbsp;&nbsp;Basic Industry — 1.14% | &nbsp;&nbsp;Basic Industry — 1.14% | &nbsp;&nbsp;Basic Industry — 1.14% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings 6.50% 4/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp; 693409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celanese US Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 4/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301000 | &nbsp;&nbsp;&nbsp;&nbsp; 306435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75% 4/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;2492000 | &nbsp;&nbsp;&nbsp;&nbsp; 2525826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cleveland-Cliffs 144A 7.00% 3/15/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;3708000 | &nbsp;&nbsp;&nbsp;&nbsp; 3809918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Quantum Minerals 144A 7.25% 2/15/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp; 730676 |

---

8 NQ- 189 [0126] 0326 (5295621)

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | 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;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Basic Industry (continued) | &nbsp;&nbsp;Basic Industry (continued) | &nbsp;&nbsp;Basic Industry (continued) | &nbsp;&nbsp;Basic Industry (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fortescue Treasury |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.875% 4/15/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1649000 | &nbsp;&nbsp;$1698205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.125% 4/15/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1640000 | &nbsp;&nbsp;&nbsp;&nbsp; 1709415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GC Treasury Center 144A 7.125% 3/10/35 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp; 924309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LD Celulose International 144A 7.95% 1/26/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705000 | &nbsp;&nbsp;&nbsp;&nbsp; 742949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnera 144A 7.25% 11/15/31 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1747000 | &nbsp;&nbsp;&nbsp;&nbsp; 1652511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marcobre SAC 144A 5.75% 1/22/36 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp; 921254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Novelis 144A 4.75% 1/30/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;3226000 | &nbsp;&nbsp;&nbsp;&nbsp; 3128575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sasol Financing USA 144A 8.75% 5/3/29 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp; 678381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vale Overseas 144A 6.00% 2/25/56 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1095000 | &nbsp;&nbsp;&nbsp;&nbsp; 1100475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vedanta Resources Finance II 144A 9.125% 10/15/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp; 828145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Volcan Cia Minera 144A 8.50% 10/28/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp;&nbsp; 1451310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westlake 5.55% 11/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;2946000 | &nbsp;&nbsp;&nbsp;&nbsp; 2936365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Windfall Mining Group 144A 5.854% 5/13/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1025000 | &nbsp;&nbsp;&nbsp;&nbsp; 1070943 |
|  |  |  | &nbsp;&nbsp;&nbsp; 26909101 |
| &nbsp;&nbsp;Brokerage — 0.95% | &nbsp;&nbsp;Brokerage — 0.95% | &nbsp;&nbsp;Brokerage — 0.95% | &nbsp;&nbsp;Brokerage — 0.95% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apollo Global Management 4.60% 1/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;&nbsp; 1809542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brookfield Asset Management 4.653% 11/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;3535000 | &nbsp;&nbsp;&nbsp;&nbsp; 3567707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brookfield Finance 5.33% 1/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;6585000 | &nbsp;&nbsp;&nbsp;&nbsp; 6603037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625% 10/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;4403000 | &nbsp;&nbsp;&nbsp;&nbsp; 3920782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 2/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;1970000 | &nbsp;&nbsp;&nbsp;&nbsp; 1945502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 1/20/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;1742000 | &nbsp;&nbsp;&nbsp;&nbsp; 1801842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KKR & Co. 5.10% 8/7/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;2814000 | &nbsp;&nbsp;&nbsp;&nbsp; 2787355 |
|  |  |  | &nbsp;&nbsp;&nbsp; 22435767 |
| &nbsp;&nbsp;Capital Goods — 1.41% | &nbsp;&nbsp;Capital Goods — 1.41% | &nbsp;&nbsp;Capital Goods — 1.41% | &nbsp;&nbsp;Capital Goods — 1.41% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amphenol 4.125% 11/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp;&nbsp; 1441410 |
| &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;4030000 | &nbsp;&nbsp;&nbsp;&nbsp; 4134163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.388% 5/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp; 982241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.858% 5/1/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;9123000 | &nbsp;&nbsp;&nbsp;&nbsp; 10294200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services 4.15% 1/8/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp;&nbsp; 1799365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Embraer Netherlands Finance 5.40% 1/9/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865000 | &nbsp;&nbsp;&nbsp;&nbsp; 854663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herc Holdings 144A 7.25% 6/15/33 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783000 | &nbsp;&nbsp;&nbsp;&nbsp; 829033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg 0.50% 4/23/31 ■ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2491869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mauser Packaging Solutions Holding 144A 7.875% 4/15/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;3128000 | &nbsp;&nbsp;&nbsp;&nbsp; 3189199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;QXO Building Products 144A 6.75% 4/30/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1248000 | &nbsp;&nbsp;&nbsp;&nbsp; 1287206 |

---

NQ- 189 [0126] 0326 (5295621) 9

------

Schedule of investments

Nomura 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;Capital Goods (continued) | &nbsp;&nbsp;Capital Goods (continued) | &nbsp;&nbsp;Capital Goods (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Resideo Funding 144A 6.50% 7/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1226000 | &nbsp;&nbsp;$1246856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RTX 4.625% 11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;1470000 | &nbsp;&nbsp;&nbsp;&nbsp; 1290199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Industries 144A 3.375% 1/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;3996000 | &nbsp;&nbsp;&nbsp;&nbsp; 3690325 |
|  |  | &nbsp;&nbsp;&nbsp; 33530729 |
| &nbsp;&nbsp;Communications — 4.86% | &nbsp;&nbsp;Communications — 4.86% | &nbsp;&nbsp;Communications — 4.86% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AT&T |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55% 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1960000 | &nbsp;&nbsp;&nbsp;&nbsp; 1888096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 4/30/56 | &nbsp;&nbsp;&nbsp;&nbsp;6200000 | &nbsp;&nbsp;&nbsp;&nbsp; 6155166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.30% 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;1868000 | &nbsp;&nbsp;&nbsp;&nbsp; 2014451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ATP Tower Holdings 144A 7.875% 2/3/30 # | &nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp;&nbsp; 1083132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axian Telecom Holding & Management 144A 7.25% 7/11/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp;&nbsp; 679759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.25% 1/15/34 # | &nbsp;&nbsp;&nbsp;&nbsp;3333000 | &nbsp;&nbsp;&nbsp;&nbsp; 2818637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.375% 9/1/29 # | &nbsp;&nbsp;&nbsp;&nbsp;4789000 | &nbsp;&nbsp;&nbsp;&nbsp; 4837675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating 4.40% 12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 2641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Digicel International Finance 144A 8.625% 8/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp; 884332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HTA Group 144A 7.50% 6/4/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp; 718870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IHS Holding 144A 8.25% 11/29/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1130000 | &nbsp;&nbsp;&nbsp;&nbsp; 1181079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iliad Holding 144A 8.50% 4/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1996000 | &nbsp;&nbsp;&nbsp;&nbsp; 2138604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60% 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1805000 | &nbsp;&nbsp;&nbsp;&nbsp; 1810029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875% 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5055000 | &nbsp;&nbsp;&nbsp;&nbsp; 5002045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Midcontinent Communications 144A 8.00% 8/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;3270000 | &nbsp;&nbsp;&nbsp;&nbsp; 3150382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Millicom International Cellular 144A 7.375% 4/2/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719000 | &nbsp;&nbsp;&nbsp;&nbsp; 748510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Orange |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.25% 1/13/31 # | &nbsp;&nbsp;&nbsp;&nbsp;2885000 | &nbsp;&nbsp;&nbsp;&nbsp; 2861409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.75% 1/13/33 # | &nbsp;&nbsp;&nbsp;&nbsp;2850000 | &nbsp;&nbsp;&nbsp;&nbsp; 2844139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.00% 1/13/36 # | &nbsp;&nbsp;&nbsp;&nbsp;5980000 | &nbsp;&nbsp;&nbsp;&nbsp; 5933212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prosus 144A 3.061% 7/13/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp; 603376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications 5.30% 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2764000 | &nbsp;&nbsp;&nbsp;&nbsp; 2798484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sable International Finance 144A 7.125% 10/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp; 809612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Radio 144A 4.125% 7/1/30 # | &nbsp;&nbsp;&nbsp;&nbsp;4189000 | &nbsp;&nbsp;&nbsp;&nbsp; 3953679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sitios Latinoamerica 144A 6.00% 11/25/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp; 589722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SoftBank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.699% 7/9/30 # | &nbsp;&nbsp;&nbsp;&nbsp;4520000 | &nbsp;&nbsp;&nbsp;&nbsp; 4542324 |

---

10 NQ- 189 [0126] 0326 (5295621)

------

---

| | | |
|:---|:---|:---|
|  | 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;Communications (continued) | &nbsp;&nbsp;Communications (continued) | &nbsp;&nbsp;Communications (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SoftBank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.332% 7/9/35 # | &nbsp;&nbsp;&nbsp;&nbsp;5440000 | &nbsp;&nbsp;$5453202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sprint Capital 6.875% 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4564000 | &nbsp;&nbsp;&nbsp;&nbsp; 4897417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.55% 5/1/37 | 10352000 | &nbsp;&nbsp;&nbsp;&nbsp; 10405933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.30% 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;9950000 | &nbsp;&nbsp;&nbsp;&nbsp; 10570826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;5693000 | &nbsp;&nbsp;&nbsp;&nbsp; 5679620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3810000 | &nbsp;&nbsp;&nbsp;&nbsp; 3787549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkcell Iletisim Hizmetleri 144A 7.45% 1/24/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp; 697700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3185000 | &nbsp;&nbsp;&nbsp;&nbsp; 3186840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;3415000 | &nbsp;&nbsp;&nbsp;&nbsp; 3377167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 11/30/55 | &nbsp;&nbsp;&nbsp;&nbsp;2710000 | &nbsp;&nbsp;&nbsp;&nbsp; 2677048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vmed O2 UK Financing I 144A 4.25% 1/31/31 # | &nbsp;&nbsp;&nbsp;&nbsp;4960000 | &nbsp;&nbsp;&nbsp;&nbsp; 4490939 |
|  |  | &nbsp;&nbsp;&nbsp; 115273606 |
| &nbsp;&nbsp;Consumer Cyclical — 1.92% | &nbsp;&nbsp;Consumer Cyclical — 1.92% | &nbsp;&nbsp;Consumer Cyclical — 1.92% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.70% 2/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp; 428696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25% 5/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp; 482194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amazon.com |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.10% 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;2275000 | &nbsp;&nbsp;&nbsp;&nbsp; 2276018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55% 11/20/65 | &nbsp;&nbsp;&nbsp;&nbsp;2025000 | &nbsp;&nbsp;&nbsp;&nbsp; 1966268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance 5.10% 1/8/36 | &nbsp;&nbsp;&nbsp;&nbsp;2875000 | &nbsp;&nbsp;&nbsp;&nbsp; 2864837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caesars Entertainment 144A 6.50% 2/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;3211000 | &nbsp;&nbsp;&nbsp;&nbsp; 3284901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnival 144A 4.00% 8/1/28 # | &nbsp;&nbsp;&nbsp;&nbsp;1683000 | &nbsp;&nbsp;&nbsp;&nbsp; 1666428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;El Puerto de Liverpool 144A 6.658% 1/22/37 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815000 | &nbsp;&nbsp;&nbsp;&nbsp; 877299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.869% 10/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;1194000 | &nbsp;&nbsp;&nbsp;&nbsp; 1189422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.532% 3/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;3101000 | &nbsp;&nbsp;&nbsp;&nbsp; 3271142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Future Retail 144A 5.60% 1/22/25 #, ‡ | &nbsp;&nbsp;&nbsp;&nbsp;1295000 | &nbsp;&nbsp;&nbsp;&nbsp; 3250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.35% 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;6405000 | &nbsp;&nbsp;&nbsp;&nbsp; 6294761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.60% 6/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;1139000 | &nbsp;&nbsp;&nbsp;&nbsp; 1189413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625% 4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;1406000 | &nbsp;&nbsp;&nbsp;&nbsp; 1465155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear 144A 4.70% 10/7/30 # | &nbsp;&nbsp;&nbsp;&nbsp;6390000 | &nbsp;&nbsp;&nbsp;&nbsp; 6372703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hyundai Capital Services 144A 5.25% 1/22/28 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp; 621977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lowe's 4.25% 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2455000 | &nbsp;&nbsp;&nbsp;&nbsp; 2445137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Meituan 144A 4.625% 10/2/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp; 684971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Melco Resorts Finance 144A 7.625% 4/17/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp; 844831 |

---

NQ- 189 [0126] 0326 (5295621) 11

------

Schedule of investments

Nomura 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;Sands China |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.25% 8/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;$296417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;&nbsp;&nbsp; 585714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VICI Properties |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95% 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3776000 | &nbsp;&nbsp;&nbsp;&nbsp; 3822962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625% 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1406000 | &nbsp;&nbsp;&nbsp;&nbsp; 1433320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wynn Macau 144A 6.75% 2/15/34 # | &nbsp;&nbsp;&nbsp;&nbsp;1030000 | &nbsp;&nbsp;&nbsp;&nbsp; 1044954 |
|  |  | &nbsp;&nbsp;&nbsp; 45412770 |
| &nbsp;&nbsp;Consumer Non-Cyclical — 2.08% | &nbsp;&nbsp;Consumer Non-Cyclical — 2.08% | &nbsp;&nbsp;Consumer Non-Cyclical — 2.08% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bimbo Bakeries USA 144A 6.40% 1/15/34 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp; 688802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cargill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.125% 10/23/30 # | &nbsp;&nbsp;&nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp;&nbsp; 2089950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.375% 10/23/55 # | &nbsp;&nbsp;&nbsp;&nbsp;2730000 | &nbsp;&nbsp;&nbsp;&nbsp; 2623138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CVS Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1567000 | &nbsp;&nbsp;&nbsp;&nbsp; 1593353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.05% 3/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;2369000 | &nbsp;&nbsp;&nbsp;&nbsp; 2084625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45% 9/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2642000 | &nbsp;&nbsp;&nbsp;&nbsp; 2689285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DaVita |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.75% 2/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1679000 | &nbsp;&nbsp;&nbsp;&nbsp; 1541315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.625% 6/1/30 # | &nbsp;&nbsp;&nbsp;&nbsp;1508000 | &nbsp;&nbsp;&nbsp;&nbsp; 1451730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Global Medical Response 144A 7.375% 10/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;2033000 | &nbsp;&nbsp;&nbsp;&nbsp; 2103576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HCA 5.45% 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;4583000 | &nbsp;&nbsp;&nbsp;&nbsp; 4705974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JBS USA Holding Lux 6.25% 3/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;2540000 | &nbsp;&nbsp;&nbsp;&nbsp; 2567534 |
| &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;1575000 | &nbsp;&nbsp;&nbsp;&nbsp; 1574799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.15% 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4195000 | &nbsp;&nbsp;&nbsp;&nbsp; 4180810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.45% 12/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;2220000 | &nbsp;&nbsp;&nbsp;&nbsp; 2226127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 12/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;2010000 | &nbsp;&nbsp;&nbsp;&nbsp; 1993579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2225000 | &nbsp;&nbsp;&nbsp;&nbsp; 2214633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.70% 12/4/65 | &nbsp;&nbsp;&nbsp;&nbsp;2095000 | &nbsp;&nbsp;&nbsp;&nbsp; 2065889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MHP Lux |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.95% 4/3/26 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715000 | &nbsp;&nbsp;&nbsp;&nbsp; 718796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 10.50% 7/28/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975000 | &nbsp;&nbsp;&nbsp;&nbsp; 1003886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New York and Presbyterian Hospital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.256% 8/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2379000 | &nbsp;&nbsp;&nbsp;&nbsp; 1670072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.606% 8/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;1557000 | &nbsp;&nbsp;&nbsp;&nbsp; 869301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.063% 8/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127000 | &nbsp;&nbsp;&nbsp;&nbsp; 99964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NYU Langone Hospitals 3.38% 7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;1416000 | &nbsp;&nbsp;&nbsp;&nbsp; 977818 |

---

12 NQ- 189 [0126] 0326 (5295621)

------

---

| | | |
|:---|:---|:---|
|  | 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 Non-Cyclical (continued) | &nbsp;&nbsp;Consumer Non-Cyclical (continued) | &nbsp;&nbsp;Consumer Non-Cyclical (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pfizer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20% 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1440000 | &nbsp;&nbsp;$1443952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875% 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2180000 | &nbsp;&nbsp;&nbsp;&nbsp; 2183666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sysco 5.10% 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;1839000 | &nbsp;&nbsp;&nbsp;&nbsp; 1898305 |
|  |  | &nbsp;&nbsp;&nbsp; 49260879 |
| &nbsp;&nbsp;Electric — 1.60% | &nbsp;&nbsp;Electric — 1.60% | &nbsp;&nbsp;Electric — 1.60% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adani Electricity Mumbai 144A 3.949% 2/12/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp; 566949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AEP Texas 5.40% 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1148000 | &nbsp;&nbsp;&nbsp;&nbsp; 1184012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AES Andes 144A 8.15% 6/10/55 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp; 974393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Black Hills 4.55% 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;1960000 | &nbsp;&nbsp;&nbsp;&nbsp; 1959653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile Electricity Lux MPC 144A 6.01% 1/20/33 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718100 | &nbsp;&nbsp;&nbsp;&nbsp; 753289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cikarang Listrindo 144A 5.65% 3/12/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970000 | &nbsp;&nbsp;&nbsp;&nbsp; 988025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Comision Ejecutiva Hidroelectrica del Rio Lempa 144A 8.65% 1/24/33 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 427900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy Generation |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.90% 1/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;1475000 | &nbsp;&nbsp;&nbsp;&nbsp; 1473779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 1/15/66 | &nbsp;&nbsp;&nbsp;&nbsp;1920000 | &nbsp;&nbsp;&nbsp;&nbsp; 1874494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.20% 2/15/56 μ | &nbsp;&nbsp;&nbsp;&nbsp;1710000 | &nbsp;&nbsp;&nbsp;&nbsp; 1716667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series A 6.875% 2/1/55 μ | &nbsp;&nbsp;&nbsp;&nbsp;3065000 | &nbsp;&nbsp;&nbsp;&nbsp; 3193184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida 4.20% 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2040000 | &nbsp;&nbsp;&nbsp;&nbsp; 2036330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energuate Trust 2 0 144A 6.35% 9/15/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp; 880125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GDZ Elektrik Dagitim 144A 9.00% 10/15/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp; 676335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JSW Hydro Energy 144A 4.125% 5/18/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628975 | &nbsp;&nbsp;&nbsp;&nbsp; 593346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mong Duong Finance Holdings 144A 5.125% 5/7/29 # | &nbsp;&nbsp;&nbsp;&nbsp;1111833 | &nbsp;&nbsp;&nbsp;&nbsp; 1110066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Niagara Mohawk Power 144A 5.112% 1/12/36 # | &nbsp;&nbsp;&nbsp;&nbsp;2950000 | &nbsp;&nbsp;&nbsp;&nbsp; 2936956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NRG Energy 144A 4.734% 10/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;3165000 | &nbsp;&nbsp;&nbsp;&nbsp; 3166331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saavi Energia 144A 8.875% 2/10/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp; 802086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Star Energy Geothermal Wayang Windu 144A 6.75% 4/24/33 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561000 | &nbsp;&nbsp;&nbsp;&nbsp; 576152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra 144A 7.00% 12/15/26 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;4975000 | &nbsp;&nbsp;&nbsp;&nbsp; 5052754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.70% 1/31/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1880000 | &nbsp;&nbsp;&nbsp;&nbsp; 1878250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.35% 1/31/36 # | &nbsp;&nbsp;&nbsp;&nbsp;3225000 | &nbsp;&nbsp;&nbsp;&nbsp; 3209164 |
|  |  | &nbsp;&nbsp;&nbsp; 38030240 |
| &nbsp;&nbsp;Energy — 2.77% | &nbsp;&nbsp;Energy — 2.77% | &nbsp;&nbsp;Energy — 2.77% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Azule Energy Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.125% 1/23/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp; 800087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.625% 1/22/33 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp; 700297 |

---

NQ- 189 [0126] 0326 (5295621) 13

------

Schedule of investments

Nomura 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;Energy (continued) | &nbsp;&nbsp;Energy (continued) | &nbsp;&nbsp;Energy (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55% 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4899000 | &nbsp;&nbsp;$5045385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75% 4/18/54 | &nbsp;&nbsp;&nbsp;&nbsp;3220000 | &nbsp;&nbsp;&nbsp;&nbsp; 3078489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;El Paso Natural Gas 8.375% 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671000 | &nbsp;&nbsp;&nbsp;&nbsp; 801921 |
| &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;1581000 | &nbsp;&nbsp;&nbsp;&nbsp; 1614761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25% 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;2939000 | &nbsp;&nbsp;&nbsp;&nbsp; 2980548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55% 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;2472000 | &nbsp;&nbsp;&nbsp;&nbsp; 2551066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75% 7/15/80 μ | &nbsp;&nbsp;&nbsp;&nbsp;1387000 | &nbsp;&nbsp;&nbsp;&nbsp; 1404880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.10% 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;6004000 | &nbsp;&nbsp;&nbsp;&nbsp; 6311819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.30% 1/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;1640000 | &nbsp;&nbsp;&nbsp;&nbsp; 1640603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 2/15/56 μ | &nbsp;&nbsp;&nbsp;&nbsp;4423000 | &nbsp;&nbsp;&nbsp;&nbsp; 4424827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75% 2/15/56 μ | &nbsp;&nbsp;&nbsp;&nbsp;4740000 | &nbsp;&nbsp;&nbsp;&nbsp; 4776038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60% 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2647000 | &nbsp;&nbsp;&nbsp;&nbsp; 2681318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.831% 6/1/67 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949000 | &nbsp;&nbsp;&nbsp;&nbsp; 943375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco 144A 2.16% 3/31/34 # | &nbsp;&nbsp;&nbsp;&nbsp;1293501 | &nbsp;&nbsp;&nbsp;&nbsp; 1171200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco 144A 6.51% 2/23/42 # | &nbsp;&nbsp;&nbsp;&nbsp;1060000 | &nbsp;&nbsp;&nbsp;&nbsp; 1151096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilcorp Energy I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.00% 2/1/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1688000 | &nbsp;&nbsp;&nbsp;&nbsp; 1631344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.25% 4/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1606000 | &nbsp;&nbsp;&nbsp;&nbsp; 1541356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MV24 Capital 144A 6.748% 6/1/34 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739142 | &nbsp;&nbsp;&nbsp;&nbsp; 749017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NGL Energy Operating 144A 8.375% 2/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;2141000 | &nbsp;&nbsp;&nbsp;&nbsp; 2242211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ONEOK 5.70% 11/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586000 | &nbsp;&nbsp;&nbsp;&nbsp; 548107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ORLEN 144A 6.00% 1/30/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935000 | &nbsp;&nbsp;&nbsp;&nbsp; 983509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pluspetrol 144A 8.50% 5/30/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp;&nbsp; 849041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PRIO Luxembourg Holding 144A 6.75% 10/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp;&nbsp; 822731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Raizen Fuels Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.25% 7/8/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp; 595512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.95% 3/5/54 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp; 706191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shell Finance US 4.125% 11/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;1165000 | &nbsp;&nbsp;&nbsp;&nbsp; 1163598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SierraCol Energy Andina 144A 9.00% 11/14/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935000 | &nbsp;&nbsp;&nbsp;&nbsp; 936543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Targa Resources 5.40% 7/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp;&nbsp; 826748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tecpetrol 144A 7.625% 11/3/30 # | &nbsp;&nbsp;&nbsp;&nbsp;1015000 | &nbsp;&nbsp;&nbsp;&nbsp; 1017081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline 8.375% 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681000 | &nbsp;&nbsp;&nbsp;&nbsp; 801542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thaioil Treasury Center 144A 6.10% 1/15/31 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp; 778316 |

---

14 NQ- 189 [0126] 0326 (5295621)

------

---

| | | |
|:---|:---|:---|
|  | 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;Energy (continued) | &nbsp;&nbsp;Energy (continued) | &nbsp;&nbsp;Energy (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transportadora de Gas del Sur 144A 7.75% 11/20/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;$848574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass 144A 3.875% 11/1/33 # | &nbsp;&nbsp;&nbsp;&nbsp;7639000 | &nbsp;&nbsp;&nbsp;&nbsp; 6633362 |
|  |  | &nbsp;&nbsp;&nbsp; 65752493 |
| &nbsp;&nbsp;Finance Companies — 2.13% | &nbsp;&nbsp;Finance Companies — 2.13% | &nbsp;&nbsp;Finance Companies — 2.13% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC 4.75% 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2190000 | &nbsp;&nbsp;&nbsp;&nbsp; 2169425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Air Lease |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4580000 | &nbsp;&nbsp;&nbsp;&nbsp; 4308175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% 12/15/26 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;2367000 | &nbsp;&nbsp;&nbsp;&nbsp; 2353473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apollo Debt Solutions 6.70% 7/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;3863000 | &nbsp;&nbsp;&nbsp;&nbsp; 4029768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ares Capital 5.10% 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4490000 | &nbsp;&nbsp;&nbsp;&nbsp; 4415213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aviation Capital Group 144A 4.875% 1/28/33 # | &nbsp;&nbsp;&nbsp;&nbsp;2590000 | &nbsp;&nbsp;&nbsp;&nbsp; 2553653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avolon Holdings Funding 144A 5.375% 5/30/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754000 | &nbsp;&nbsp;&nbsp;&nbsp; 774586 |
| &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;1935000 | &nbsp;&nbsp;&nbsp;&nbsp; 1895506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.35% 3/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;1685000 | &nbsp;&nbsp;&nbsp;&nbsp; 1646852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blue Owl Credit Income 5.80% 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2976592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CrossCountry Intermediate HoldCo 144A 6.50% 10/1/30 # | &nbsp;&nbsp;&nbsp;&nbsp;6953000 | &nbsp;&nbsp;&nbsp;&nbsp; 7065917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kingston Airport Revenue Finance 144A 6.75% 12/15/36 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546000 | &nbsp;&nbsp;&nbsp;&nbsp; 557242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OneMain Finance 7.125% 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5075000 | &nbsp;&nbsp;&nbsp;&nbsp; 5262019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial Services 144A 6.875% 5/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;5172000 | &nbsp;&nbsp;&nbsp;&nbsp; 5289270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SMBC Aviation Capital Finance DAC 144A 5.25% 11/26/35 # | &nbsp;&nbsp;&nbsp;&nbsp;3640000 | &nbsp;&nbsp;&nbsp;&nbsp; 3629002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UWM Holdings 144A 6.25% 3/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1579000 | &nbsp;&nbsp;&nbsp;&nbsp; 1570011 |
|  |  | &nbsp;&nbsp;&nbsp; 50496704 |
| &nbsp;&nbsp;Financial Services — 0.11% | &nbsp;&nbsp;Financial Services — 0.11% | &nbsp;&nbsp;Financial Services — 0.11% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aldar Properties PJSC 144A 5.875% 4/14/56 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp; 830474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mobiliare Latam 144A 6.75% 11/10/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp; 842584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Muthoot Finance 144A 6.375% 3/2/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985000 | &nbsp;&nbsp;&nbsp;&nbsp; 1011137 |
|  |  | &nbsp;&nbsp;&nbsp; 2684195 |
| &nbsp;&nbsp;Industrials — 0.07% | &nbsp;&nbsp;Industrials — 0.07% | &nbsp;&nbsp;Industrials — 0.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bidvest Group UK 144A 6.20% 9/17/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965000 | &nbsp;&nbsp;&nbsp;&nbsp; 984777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celestial Dynasty 6.375% 8/22/28 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp; 651648 |
|  |  | &nbsp;&nbsp;&nbsp; 1636425 |

---

NQ- 189 [0126] 0326 (5295621) 15

------

Schedule of investments

Nomura 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 — 0.21% | &nbsp;&nbsp;Insurance — 0.21% | &nbsp;&nbsp;Insurance — 0.21% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AIA Group 144A 5.375% 4/5/34 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;$578209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Athene Holding 6.875% 6/28/55 μ | &nbsp;&nbsp;&nbsp;&nbsp;2335000 | &nbsp;&nbsp;&nbsp;&nbsp; 2340347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FWD Group Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.252% 9/22/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp; 518356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.836% 9/22/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp; 638192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hanwha Life Insurance 144A 6.30% 6/24/55 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp; 885062 |
|  |  | &nbsp;&nbsp;&nbsp; 4960166 |
| &nbsp;&nbsp;Natural Gas — 0.11% | &nbsp;&nbsp;Natural Gas — 0.11% | &nbsp;&nbsp;Natural Gas — 0.11% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NiSource 5.75% 7/15/56 μ | &nbsp;&nbsp;&nbsp;&nbsp;2495000 | &nbsp;&nbsp;&nbsp;&nbsp; 2509916 |
|  |  | &nbsp;&nbsp;&nbsp; 2509916 |
| &nbsp;&nbsp;Real Estate Investment Trusts — 0.51% | &nbsp;&nbsp;Real Estate Investment Trusts — 0.51% | &nbsp;&nbsp;Real Estate Investment Trusts — 0.51% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Extra Space Storage 5.40% 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5352000 | &nbsp;&nbsp;&nbsp;&nbsp; 5479571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FIBRA Prologis 144A 5.50% 11/26/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp;&nbsp; 875336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IRSA Inversiones y Representaciones 144A 8.00% 3/31/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp; 843072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group 2.65% 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;4325000 | &nbsp;&nbsp;&nbsp;&nbsp; 3902072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trust 2401 144A 7.70% 1/23/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816400 | &nbsp;&nbsp;&nbsp;&nbsp; 896795 |
|  |  | &nbsp;&nbsp;&nbsp; 11996846 |
| &nbsp;&nbsp;Technology — 1.67% | &nbsp;&nbsp;Technology — 1.67% | &nbsp;&nbsp;Technology — 1.67% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadcom |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20% 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp; 847734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.70% 1/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;2015000 | &nbsp;&nbsp;&nbsp;&nbsp; 2031985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CDW 3.276% 12/1/28 | 12071000 | &nbsp;&nbsp;&nbsp;&nbsp; 11760633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foundry JV Holdco |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.10% 1/25/36 # | &nbsp;&nbsp;&nbsp;&nbsp;1875000 | &nbsp;&nbsp;&nbsp;&nbsp; 1975207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.15% 1/25/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1915000 | &nbsp;&nbsp;&nbsp;&nbsp; 2040458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iron Mountain 144A 5.25% 7/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;1654000 | &nbsp;&nbsp;&nbsp;&nbsp; 1638846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kaspi.KZ JSC 144A 6.25% 3/26/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp; 791224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Leidos |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.40% 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1499000 | &nbsp;&nbsp;&nbsp;&nbsp; 1559757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5157000 | &nbsp;&nbsp;&nbsp;&nbsp; 5354309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oracle |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.70% 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;4675000 | &nbsp;&nbsp;&nbsp;&nbsp; 4340940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 9/26/45 | &nbsp;&nbsp;&nbsp;&nbsp;6610000 | &nbsp;&nbsp;&nbsp;&nbsp; 5948080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TSMC Arizona 2.50% 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;1075000 | &nbsp;&nbsp;&nbsp;&nbsp; 978891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TSMC Global 144A 2.25% 4/23/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp; 290605 |
|  |  | &nbsp;&nbsp;&nbsp; 39558669 |

---

16 NQ- 189 [0126] 0326 (5295621)

------

---

| | | |
|:---|:---|:---|
|  | 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;Transportation — 0.40% | &nbsp;&nbsp;Transportation — 0.40% | &nbsp;&nbsp;Transportation — 0.40% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adani Ports & Special Economic Zone 144A 3.10% 2/2/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;$740454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aeropuertos Argentina 2000 144A 8.50% 8/1/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889460 | &nbsp;&nbsp;&nbsp;&nbsp; 930581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Azul Secured Finance 144A 9.875% 2/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp;&nbsp; 399937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fedex Freight Holding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.95% 3/15/33 # | &nbsp;&nbsp;&nbsp;&nbsp;2570000 | &nbsp;&nbsp;&nbsp;&nbsp; 2563604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.25% 3/15/36 # | &nbsp;&nbsp;&nbsp;&nbsp;2145000 | &nbsp;&nbsp;&nbsp;&nbsp; 2126200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Container Terminal Services 4.75% 6/17/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575000 | &nbsp;&nbsp;&nbsp;&nbsp; 583381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group 144A 7.875% 4/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955000 | &nbsp;&nbsp;&nbsp;&nbsp; 1003161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Montego Bay Airport Revenue Finance 144A 6.60% 6/15/35 # | &nbsp;&nbsp;&nbsp;&nbsp;1040000 | &nbsp;&nbsp;&nbsp;&nbsp; 1040104 |
|  |  | &nbsp;&nbsp;&nbsp; 9387422 |
| &nbsp;&nbsp;Utilities — 0.11% | &nbsp;&nbsp;Utilities — 0.11% | &nbsp;&nbsp;Utilities — 0.11% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aegea Finance 144A 7.625% 1/20/36 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp; 694323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgia Global Utilities JSC 144A 8.875% 7/25/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp; 646387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nova Securitisation 144A 6.50% 2/3/36 # | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 1183800 |
|  |  | &nbsp;&nbsp;&nbsp; 2524510 |
| &nbsp;&nbsp;&nbsp;**Total Corporate Bonds<br> (cost $789,994,133)** | &nbsp;&nbsp;&nbsp;**Total Corporate Bonds<br> (cost $789,994,133)** | &nbsp;&nbsp;&nbsp; **793727593** |
| &nbsp;&nbsp;**Government Agency Obligations — 1.31%** | &nbsp;&nbsp;**Government Agency Obligations — 1.31%** | &nbsp;&nbsp;**Government Agency Obligations — 1.31%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Crude Oil Pipeline 144A 4.60% 11/2/47 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp;&nbsp; 457237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aeropuerto Internacional de Tocumen 144A 5.125% 8/11/61 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 162018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Airport Authority 144A 4.875% 7/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp; 481903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AL Jawaher Assets 144A 4.662% 10/29/30 # | &nbsp;&nbsp;&nbsp;&nbsp;1085000 | &nbsp;&nbsp;&nbsp;&nbsp; 1072165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Baiterek National Managing Holding JSC 144A 5.45% 5/8/28 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714000 | &nbsp;&nbsp;&nbsp;&nbsp; 729098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco del Estado de Chile 144A 7.95% 5/2/29 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp; 803554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile Electricity Lux MPC II 144A 5.58% 10/20/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659816 | &nbsp;&nbsp;&nbsp;&nbsp; 677912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Comision Federal de Electricidad |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.348% 2/9/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1185000 | &nbsp;&nbsp;&nbsp;&nbsp; 1072239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.045% 1/28/34 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 400500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.50% 1/28/51 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp; 752063 |

---

NQ- 189 [0126] 0326 (5295621) 17

------

Schedule of investments

Nomura Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | 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;Corp Nacional del Cobre de Chile |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.70% 1/30/50 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;$317495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.25% 7/17/42 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 330046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.33% 1/13/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp; 494732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dhafrah Pv2 Energy 144A 5.794% 6/30/53 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ecopetrol 5.875% 11/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp; 650389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Equinor |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp; 536522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 11/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1092371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FIEMEX Energia - Banco Actinver Institucion de Banca Multiple 144A 7.25% 1/31/41 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856789 | &nbsp;&nbsp;&nbsp;&nbsp; 892654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Abu Dhabi Bank PJSC 4.50% 4/5/26 μ, ψ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp; 719215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freeport Indonesia 144A 5.315% 4/14/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp; 734057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gaci First Investment 4.875% 2/14/35 ■ | &nbsp;&nbsp;&nbsp;&nbsp;1032000 | &nbsp;&nbsp;&nbsp;&nbsp; 1016154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgian Railway JSC 4.00% 6/17/28 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp; 306262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hutama Karya Persero 144A 3.75% 5/11/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 385157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel Electric 144A 5.633% 1/28/38 #, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp; 579190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KazMunayGas National JSC 144A 3.50% 4/14/33 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp; 743629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ma'aden Sukuk 144A 5.25% 2/13/30 # | &nbsp;&nbsp;&nbsp;&nbsp;1135000 | &nbsp;&nbsp;&nbsp;&nbsp; 1163094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MISC Capital Two Labuan 144A 3.75% 4/6/27 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp; 646003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OCP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.75% 6/23/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp; 326375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.125% 6/23/51 # | &nbsp;&nbsp;&nbsp;&nbsp;1455000 | &nbsp;&nbsp;&nbsp;&nbsp; 1182092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.10% 4/30/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 208321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pertamina Hulu Energi 144A 5.25% 5/21/30 # | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1017868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero Perusahaan Listrik Negara 144A 5.25% 5/15/47 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp; 776811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petrobras Global Finance 6.25% 1/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;1035000 | &nbsp;&nbsp;&nbsp;&nbsp; 1018181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.69% 1/23/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp; 418663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.00% 2/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 349920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petronas Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.48% 1/28/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp; 719164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.95% 1/3/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp; 587786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;QazaqGaz JSC 144A 4.375% 9/26/27 # | &nbsp;&nbsp;&nbsp;&nbsp;1445000 | &nbsp;&nbsp;&nbsp;&nbsp; 1438848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;QNB Bank 10.75% 11/15/33 μ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp; 774956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Oil |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.25% 4/16/39 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433000 | &nbsp;&nbsp;&nbsp;&nbsp; 388827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.75% 7/17/54 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815000 | &nbsp;&nbsp;&nbsp;&nbsp; 774572 |

---

18 NQ- 189 [0126] 0326 (5295621)

------

---

| | | |
|:---|:---|:---|
|  | 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;State Oil Co. of the Azerbaijan Republic 6.95% 3/18/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;$540790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweihan PV Power PJSC 144A 3.625% 1/31/49 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677914 | &nbsp;&nbsp;&nbsp;&nbsp; 584401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Telecommunications Telekom Srbija AD Belgrade 144A 7.00% 10/28/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp; 810295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;YPF 144A 9.50% 1/17/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp;&nbsp; 944146 |
| &nbsp;&nbsp;&nbsp;**Total Government Agency Obligations<br> (cost $31,212,738)** | &nbsp;&nbsp;&nbsp;**Total Government Agency Obligations<br> (cost $31,212,738)** | &nbsp;&nbsp;&nbsp; **31078619** |
| &nbsp;&nbsp;**Municipal Bonds — 0.56%** | &nbsp;&nbsp;**Municipal Bonds — 0.56%** | &nbsp;&nbsp;**Municipal Bonds — 0.56%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal Electric Authority of Georgia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Build America Bonds Plant Vogtle Units 3 & 4 Project) 6.655% 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;2341000 | &nbsp;&nbsp;&nbsp;&nbsp; 2556630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Texas Water Development Board Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Master Trust) 4.75% 10/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5450000 | &nbsp;&nbsp;&nbsp;&nbsp; 5469075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Public Finance Authority Senior Lien<br> Toll Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Georgia SR 400 Express Lanes Project) 6.50% 12/31/65 (AMT) | &nbsp;&nbsp;&nbsp;&nbsp;4670000 | &nbsp;&nbsp;&nbsp;&nbsp; 5159416 |
| &nbsp;&nbsp;&nbsp;**Total Municipal Bonds<br> (cost $13,044,334)** | &nbsp;&nbsp;&nbsp;**Total Municipal Bonds<br> (cost $13,044,334)** | &nbsp;&nbsp;&nbsp; **13185121** |
| &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 4.05%** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 4.05%** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 4.05%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Contimortgage Home Equity Loan Trust Series 1996-4 A8 7.22% 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899 | &nbsp;&nbsp;&nbsp;&nbsp; 878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CyrusOne Data Centers Issuer I Series 2024-2A A2 144A 4.50% 5/20/49 # | 12405000 | &nbsp;&nbsp;&nbsp;&nbsp; 12164285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DataBank Issuer<br> Series 2021-1A A2 144A 2.06% 2/27/51 # | &nbsp;&nbsp;&nbsp;&nbsp;5155000 | &nbsp;&nbsp;&nbsp;&nbsp; 5144243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diamond Infrastructure Funding Series 2021-1A A 144A 1.76% 4/15/49 # | 13530000 | &nbsp;&nbsp;&nbsp;&nbsp; 13175628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer Series 2021-1A A2I 144A 2.662% 4/25/51 # | 11480362 | &nbsp;&nbsp;&nbsp;&nbsp; 10929519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FirstKey Homes Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR1 B 144A 1.788% 8/17/38 # | &nbsp;&nbsp;&nbsp;&nbsp;4670000 | &nbsp;&nbsp;&nbsp;&nbsp; 4600925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR2 D 144A 2.058% 9/17/38 # | &nbsp;&nbsp;&nbsp;&nbsp;4280000 | &nbsp;&nbsp;&nbsp;&nbsp; 4207278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2024-B A3 5.10% 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;6910000 | &nbsp;&nbsp;&nbsp;&nbsp; 6993075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Series 2024-1 A1 144A 5.29% 4/15/29 # | 17080000 | &nbsp;&nbsp;&nbsp;&nbsp; 17362424 |

---

NQ- 189 [0126] 0326 (5295621) 19

------

Schedule of investments

Nomura 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;Mercedes-Benz Auto Lease Trust Series 2026-A A2A 3.83% 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;$1400784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Progress Residential Trust<br> Series 2021-SFR7 D 144A 2.341% 8/17/40 # | &nbsp;&nbsp;&nbsp;&nbsp;3450000 | &nbsp;&nbsp;&nbsp;&nbsp; 3241488 |
| &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 | &nbsp;&nbsp;&nbsp;&nbsp;3600000 | &nbsp;&nbsp;&nbsp;&nbsp; 3670949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4 D 4.95% 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3200000 | &nbsp;&nbsp;&nbsp;&nbsp; 3211752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2024-B A3 5.33% 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;9734856 | &nbsp;&nbsp;&nbsp;&nbsp; 9838982 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Asset-Backed Securities<br> (cost $95,600,316)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Asset-Backed Securities<br> (cost $95,600,316)** | &nbsp;&nbsp;&nbsp; **95942210** |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.23%** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.23%** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.23%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Agate Bay Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-1 B4 144A 3.56% 7/25/43 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1482562 | &nbsp;&nbsp;&nbsp;&nbsp; 1191272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1 B1 144A 3.614% 1/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267387 | &nbsp;&nbsp;&nbsp;&nbsp; 264349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1 B2 144A 3.614% 1/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151190 | &nbsp;&nbsp;&nbsp;&nbsp; 149267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bear Stearns Mortgage Securities Series 1996-6 B2 8.00% 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5343 | &nbsp;&nbsp;&nbsp;&nbsp; 1242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHL Mortgage Pass Through Trust Series 2004-J4 3B1 5.25% 5/25/34 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6734 | &nbsp;&nbsp;&nbsp;&nbsp; 6517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citicorp Mortgage Securities Trust Series 2006-3 1A9 5.75% 6/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108063 | &nbsp;&nbsp;&nbsp;&nbsp; 97901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup Global Markets Mortgage Securities VII Series 1997-HUD1 B2 2.586% 12/25/30 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470069 | &nbsp;&nbsp;&nbsp;&nbsp; 67727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R01 1M2 144A 5.597% (SOFR + 1.90%) 12/25/41 #, • | &nbsp;&nbsp;&nbsp;&nbsp;3900000 | &nbsp;&nbsp;&nbsp;&nbsp; 3919541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R02 2M2 144A 6.697% (SOFR + 3.00%) 1/25/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2190081 | &nbsp;&nbsp;&nbsp;&nbsp; 2226524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R04 1M1 144A 4.797% (SOFR + 1.10%) 5/25/44 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2988096 | &nbsp;&nbsp;&nbsp;&nbsp; 2989347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R01 1M2 144A 5.197% (SOFR + 1.50%) 1/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp; 410127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R02 1M2 144A 5.297% (SOFR + 1.60%) 2/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp; 601497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R03 2M1 144A 5.297% (SOFR + 1.60%) 3/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2426899 | &nbsp;&nbsp;&nbsp;&nbsp; 2432991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R04 1M2 144A 5.197% (SOFR + 1.50%) 5/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;5340000 | &nbsp;&nbsp;&nbsp;&nbsp; 5361458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R05 2M2 144A 5.297% (SOFR + 1.60%) 7/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2380000 | &nbsp;&nbsp;&nbsp;&nbsp; 2389009 |

---

20 NQ- 189 [0126] 0326 (5295621)

------

---

| | | |
|:---|:---|:---|
|  | 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-R06 1B1 144A 5.547% (SOFR + 1.85%) 9/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;9114028 | &nbsp;&nbsp;$9208325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSMC Trust<br> Series 2013-7 B4 144A 3.553% 8/25/43 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691776 | &nbsp;&nbsp;&nbsp;&nbsp; 574217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk<br> REMIC Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA5 M2 144A 5.347% (SOFR + 1.65%) 1/25/34 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2036564 | &nbsp;&nbsp;&nbsp;&nbsp; 2044139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA2 M2 144A 5.747% (SOFR + 2.05%) 12/25/33 #, • | &nbsp;&nbsp;&nbsp;&nbsp;9860225 | &nbsp;&nbsp;&nbsp;&nbsp; 10007896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA1 M2 144A 6.197% (SOFR + 2.50%) 1/25/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3541580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA2 M2 144A 7.447% (SOFR + 3.75%) 2/25/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2057820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA2 M2 144A 5.197% (SOFR + 1.50%) 5/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2075000 | &nbsp;&nbsp;&nbsp;&nbsp; 2075707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA3 M2 144A 5.197% (SOFR + 1.50%) 9/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2340000 | &nbsp;&nbsp;&nbsp;&nbsp; 2340817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA4 M2 144A 5.247% (SOFR + 1.55%) 10/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6015225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Whole Loan Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-SC01 1A 3.50% 5/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422930 | &nbsp;&nbsp;&nbsp;&nbsp; 384835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-SC02 1A 3.00% 10/25/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145944 | &nbsp;&nbsp;&nbsp;&nbsp; 126857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-2 B1 144A 3.365% 6/25/29 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546605 | &nbsp;&nbsp;&nbsp;&nbsp; 535846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-2 B2 144A 3.365% 6/25/29 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216947 | &nbsp;&nbsp;&nbsp;&nbsp; 212420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-4 B1 144A 3.506% 6/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936826 | &nbsp;&nbsp;&nbsp;&nbsp; 884151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-4 B2 144A 3.506% 6/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681999 | &nbsp;&nbsp;&nbsp;&nbsp; 641781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4 B1 144A 3.775% 10/25/46 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725358 | &nbsp;&nbsp;&nbsp;&nbsp; 695072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4 B2 144A 3.775% 10/25/46 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1251934 | &nbsp;&nbsp;&nbsp;&nbsp; 1195416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1 B3 144A 3.446% 1/25/47 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2348129 | &nbsp;&nbsp;&nbsp;&nbsp; 2147771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-13 B1 144A 3.135% 4/25/52 #, • | &nbsp;&nbsp;&nbsp;&nbsp;4489694 | &nbsp;&nbsp;&nbsp;&nbsp; 3879628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1 B2 144A 5.305% 12/25/44 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611197 | &nbsp;&nbsp;&nbsp;&nbsp; 601785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-5 B2 144A 5.508% 5/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33609 | &nbsp;&nbsp;&nbsp;&nbsp; 33495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-6 B1 144A 3.512% 10/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503627 | &nbsp;&nbsp;&nbsp;&nbsp; 492357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-6 B2 144A 3.512% 10/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464980 | &nbsp;&nbsp;&nbsp;&nbsp; 454157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MRFC Mortgage Pass Through Trust Series 1998-2 B1 6.75% 6/25/28 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp; 17 |

---

NQ- 189 [0126] 0326 (5295621) 21

------

Schedule of investments

Nomura Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | 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;New Residential Mortgage Loan Trust Series 2018-RPL1 A1 144A 3.50% 12/25/57 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330859 | &nbsp;&nbsp;$323441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re<br> Series 2024-1 M1B 144A 6.597% (SOFR + 2.90%, Floor 2.90%) 9/25/34 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429591 | &nbsp;&nbsp;&nbsp;&nbsp; 432168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4 B2 3.434% 4/25/43 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209298 | &nbsp;&nbsp;&nbsp;&nbsp; 204324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1 B2 144A 3.936% 1/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404412 | &nbsp;&nbsp;&nbsp;&nbsp; 397360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-2 B2 144A 3.756% 5/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121176 | &nbsp;&nbsp;&nbsp;&nbsp; 118238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-5 B1 144A 3.778% 8/25/47 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169980 | &nbsp;&nbsp;&nbsp;&nbsp; 162950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Structured Asset Mortgage Investments |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 1998-2 B 6.75% 5/2/30 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3226 | &nbsp;&nbsp;&nbsp;&nbsp; 58 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 1998-2 C 6.75% 5/2/30 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp; 19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-4 M1 144A 3.25% 6/25/57 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2705000 | &nbsp;&nbsp;&nbsp;&nbsp; 2514639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1 A1 144A 3.00% 1/25/58 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63425 | &nbsp;&nbsp;&nbsp;&nbsp; 63075 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Collateralized Mortgage Obligations<br> (cost $78,186,398)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Collateralized Mortgage Obligations<br> (cost $78,186,398)** | &nbsp;&nbsp;&nbsp; **76476355** |
| &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 8.48%** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 8.48%** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 8.48%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301 Trust<br> Series 2025-1301 A 144A 5.059% 8/11/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;5255000 | &nbsp;&nbsp;&nbsp;&nbsp; 5337835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BANK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-BNK5 A5 3.39% 6/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;6560000 | &nbsp;&nbsp;&nbsp;&nbsp; 6494100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-BNK5 B 3.896% 6/15/60 • | &nbsp;&nbsp;&nbsp;&nbsp;2970000 | &nbsp;&nbsp;&nbsp;&nbsp; 2895507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN20 A3 3.011% 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;6085000 | &nbsp;&nbsp;&nbsp;&nbsp; 5764622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN23 A3 2.92% 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;8340000 | &nbsp;&nbsp;&nbsp;&nbsp; 7920385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-BN29 A4 1.997% 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5255000 | &nbsp;&nbsp;&nbsp;&nbsp; 4651437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK39 B 3.237% 2/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;3195000 | &nbsp;&nbsp;&nbsp;&nbsp; 2828131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK39 C 3.268% 2/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;2092000 | &nbsp;&nbsp;&nbsp;&nbsp; 1803463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK40 B 3.39% 3/15/64 • | &nbsp;&nbsp;&nbsp;&nbsp;4430000 | &nbsp;&nbsp;&nbsp;&nbsp; 3908745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust<br> Series 2017-BNK3 B 3.879% 2/15/50 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp; 29507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B17 A5 2.289% 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;9805000 | &nbsp;&nbsp;&nbsp;&nbsp; 8900531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B18 A5 1.925% 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2673456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B19 A5 1.85% 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835000 | &nbsp;&nbsp;&nbsp;&nbsp; 744709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-B25 A5 2.577% 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;4865000 | &nbsp;&nbsp;&nbsp;&nbsp; 4386420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B32 A5 3.002% 1/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;4730000 | &nbsp;&nbsp;&nbsp;&nbsp; 4259607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B32 B 3.202% 1/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;4385000 | &nbsp;&nbsp;&nbsp;&nbsp; 3693812 |

---

22 NQ- 189 [0126] 0326 (5295621)

------

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B32 C 3.452% 1/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;5350000 | &nbsp;&nbsp;$4145274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B33 B 3.614% 3/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1965896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B33 C 3.614% 3/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;2250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1796508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B34 A5 3.786% 4/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;5950000 | &nbsp;&nbsp;&nbsp;&nbsp; 5565969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B35 A5 4.442% 5/15/55 • | 11975000 | &nbsp;&nbsp;&nbsp;&nbsp; 11733037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B36 A5 4.47% 7/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;2150000 | &nbsp;&nbsp;&nbsp;&nbsp; 2106943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BFLD Commercial Mortgage Trust Series 2025-660F A 144A 5.18% (TSFR01M + 1.50%, Floor 1.50%) 11/15/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;8150000 | &nbsp;&nbsp;&nbsp;&nbsp; 8178016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BMO Mortgage Trust Series 2022-C1 A5 3.374% 2/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;3550000 | &nbsp;&nbsp;&nbsp;&nbsp; 3302182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CF1 A5 3.786% 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;7865000 | &nbsp;&nbsp;&nbsp;&nbsp; 7734994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CF2 A5 2.874% 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;5710000 | &nbsp;&nbsp;&nbsp;&nbsp; 5423088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CF3 A4 3.006% 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3222000 | &nbsp;&nbsp;&nbsp;&nbsp; 3033827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-CD2 A3 3.248% 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;4367856 | &nbsp;&nbsp;&nbsp;&nbsp; 4340616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CD6 B 3.911% 11/13/50 • | &nbsp;&nbsp;&nbsp;&nbsp;1925000 | &nbsp;&nbsp;&nbsp;&nbsp; 1830374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CD8 A4 2.912% 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3300887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C7 A3 3.838% 12/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;9750000 | &nbsp;&nbsp;&nbsp;&nbsp; 9690450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DB-JPM Mortgage Trust<br> Series 2016-C1 A4 3.276% 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;2406512 | &nbsp;&nbsp;&nbsp;&nbsp; 2403077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust Series 2017-K71 B 144A 3.752% 11/25/50 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp; 78795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-BWTR C 144A 3.329% 11/5/34 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 446872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-GS5 A4 3.674% 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;6820000 | &nbsp;&nbsp;&nbsp;&nbsp; 6753704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-GS6 A3 3.433% 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;3495000 | &nbsp;&nbsp;&nbsp;&nbsp; 3460113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-GS9 B 4.321% 3/10/51 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp; 116704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC39 A4 3.567% 5/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;7116000 | &nbsp;&nbsp;&nbsp;&nbsp; 6831704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC42 A4 3.001% 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;5295000 | &nbsp;&nbsp;&nbsp;&nbsp; 5001470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hudson Yards Mortgage Trust Series 2025-SPRL A 144A 5.467% 1/13/40 #, • | &nbsp;&nbsp;&nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp;&nbsp; 6737197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IRV Trust Series 2025-200P A 144A 5.295% 3/14/47 #, • | &nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6163706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 A5 3.723% 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1492572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPM-DB Commercial Mortgage Securities Trust Series 2017-C7 A5 3.409% 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp; 285233 |

---

NQ- 189 [0126] 0326 (5295621) 23

------

Schedule of investments

Nomura Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage<br> Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-LC11 B 3.499% 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273968 | &nbsp;&nbsp;$266927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-JP1 A5 3.914% 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395005 | &nbsp;&nbsp;&nbsp;&nbsp; 393575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-JP2 AS 3.056% 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp; 174701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MAD Commercial Mortgage Trust Series 2025-11MD A 144A 4.912% 10/15/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;8875000 | &nbsp;&nbsp;&nbsp;&nbsp; 8928582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-BNK2 B 3.485% 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1401597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-L3 A4 3.127% 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3890000 | &nbsp;&nbsp;&nbsp;&nbsp; 3725015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 A3 2.652% 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;5785000 | &nbsp;&nbsp;&nbsp;&nbsp; 5735814 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Commercial Mortgage-Backed Securities<br> (cost $210,480,588)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Commercial Mortgage-Backed Securities<br> (cost $210,480,588)** | &nbsp;&nbsp;&nbsp; **200837686** |
| &nbsp;&nbsp;**Loan Agreements — 1.58%** | &nbsp;&nbsp;**Loan Agreements — 1.58%** | &nbsp;&nbsp;**Loan Agreements — 1.58%** |
| &nbsp;&nbsp;Brokerage — 0.05% | &nbsp;&nbsp;Brokerage — 0.05% | &nbsp;&nbsp;Brokerage — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jefferies Finance 6.430% (SOFR01M + 2.75%) 10/21/31 • | &nbsp;&nbsp;&nbsp;&nbsp;1283518 | &nbsp;&nbsp;&nbsp;&nbsp; 1283918 |
|  |  | &nbsp;&nbsp;&nbsp; 1283918 |
| &nbsp;&nbsp;Capital Goods — 0.48% | &nbsp;&nbsp;Capital Goods — 0.48% | &nbsp;&nbsp;Capital Goods — 0.48% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Azorra Soar TLB Finance 6.473% (SOFR03M + 2.75%) 10/18/29 • | &nbsp;&nbsp;&nbsp;&nbsp;1303408 | &nbsp;&nbsp;&nbsp;&nbsp; 1312369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SPX Flow 6.422% (SOFR01M + 2.75%) 4/5/29 • | &nbsp;&nbsp;&nbsp;&nbsp;3320000 | &nbsp;&nbsp;&nbsp;&nbsp; 3327885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Industries 5.421% (SOFR01M + 1.75%) 9/22/28 • | &nbsp;&nbsp;&nbsp;&nbsp;1551521 | &nbsp;&nbsp;&nbsp;&nbsp; 1558310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;White Cap Supply Holdings Tranche C 6.922% (SOFR01M + 3.25%) 10/19/29 • | &nbsp;&nbsp;&nbsp;&nbsp;5125125 | &nbsp;&nbsp;&nbsp;&nbsp; 5117119 |
|  |  | &nbsp;&nbsp;&nbsp; 11315683 |
| &nbsp;&nbsp;Communications — 0.34% | &nbsp;&nbsp;Communications — 0.34% | &nbsp;&nbsp;Communications — 0.34% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tranche B-4 5.661% (SOFR03M + 2.00%) 12/7/30 • | &nbsp;&nbsp;&nbsp;&nbsp;2842000 | &nbsp;&nbsp;&nbsp;&nbsp; 2836449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tranche B5 5.911% (SOFR03M + 2.25%) 12/15/31 • | &nbsp;&nbsp;&nbsp;&nbsp;1899810 | &nbsp;&nbsp;&nbsp;&nbsp; 1899514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Midcontinent Communications 6.173% (SOFR01M + 2.50%) 8/16/31 • | &nbsp;&nbsp;&nbsp;&nbsp;2962500 | &nbsp;&nbsp;&nbsp;&nbsp; 2958797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Virgin Media Bristol Tranche Y 7.052% (SOFR06M + 3.28%) 3/31/31 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417000 | &nbsp;&nbsp;&nbsp;&nbsp; 410629 |
|  |  | &nbsp;&nbsp;&nbsp; 8105389 |

---

24 NQ- 189 [0126] 0326 (5295621)

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Loan Agreements (continued)** | &nbsp;&nbsp;**Loan Agreements (continued)** | &nbsp;&nbsp;**Loan Agreements (continued)** | &nbsp;&nbsp;**Loan Agreements (continued)** |
| &nbsp;&nbsp;Electric — 0.24% | &nbsp;&nbsp;Electric — 0.24% | &nbsp;&nbsp;Electric — 0.24% | &nbsp;&nbsp;Electric — 0.24% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lightning Power Tranche B 5.922% (SOFR01M + 2.25%) 8/18/31 • |  | &nbsp;&nbsp;&nbsp;&nbsp;2791729 | &nbsp;&nbsp;$2799873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations Company 5.422% (SOFR01M + 1.75%) 12/20/30 • |  | &nbsp;&nbsp;&nbsp;&nbsp;2817293 | &nbsp;&nbsp;&nbsp;&nbsp; 2825136 |
|  |  |  | &nbsp;&nbsp;&nbsp; 5625009 |
| &nbsp;&nbsp;Financial Services — 0.37% | &nbsp;&nbsp;Financial Services — 0.37% | &nbsp;&nbsp;Financial Services — 0.37% | &nbsp;&nbsp;Financial Services — 0.37% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ardonagh Group Finco Tranche B 6.370% - 6.422% (SOFR03M + 2.75%) 2/15/31 • |  | &nbsp;&nbsp;&nbsp;&nbsp;6252868 | &nbsp;&nbsp;&nbsp;&nbsp; 6242119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dragon Buyer 6.422% (SOFR03M + 2.75%) 9/30/31 • |  | &nbsp;&nbsp;&nbsp;&nbsp;2601859 | &nbsp;&nbsp;&nbsp;&nbsp; 2581045 |
|  |  |  | &nbsp;&nbsp;&nbsp; 8823164 |
| &nbsp;&nbsp;Technology — 0.10% | &nbsp;&nbsp;Technology — 0.10% | &nbsp;&nbsp;Technology — 0.10% | &nbsp;&nbsp;Technology — 0.10% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Icon Parent I 6.411% - 6.445% (SOFR03M + 2.75%) 11/13/31 • |  | &nbsp;&nbsp;&nbsp;&nbsp;2344125 | &nbsp;&nbsp;&nbsp;&nbsp; 2320683 |
|  |  |  | &nbsp;&nbsp;&nbsp; 2320683 |
| &nbsp;&nbsp;&nbsp;**Total Loan Agreements<br> (cost $37,450,039)** | &nbsp;&nbsp;&nbsp;**Total Loan Agreements<br> (cost $37,450,039)** | &nbsp;&nbsp;&nbsp;**Total Loan Agreements<br> (cost $37,450,039)** | &nbsp;&nbsp;&nbsp; **37473846** |
| &nbsp;&nbsp;**Sovereign Bonds — 1.63%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 1.63%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 1.63%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 1.63%Δ** |
| &nbsp;&nbsp;Albania — 0.03% | &nbsp;&nbsp;Albania — 0.03% | &nbsp;&nbsp;Albania — 0.03% | &nbsp;&nbsp;Albania — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Albania Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.50% 6/16/27 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 357148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.75% 2/14/35 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 362300 |
|  |  |  | &nbsp;&nbsp;&nbsp; 719448 |
| &nbsp;&nbsp;Angola — 0.02% | &nbsp;&nbsp;Angola — 0.02% | &nbsp;&nbsp;Angola — 0.02% | &nbsp;&nbsp;Angola — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Angolan Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.25% 5/9/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233000 | &nbsp;&nbsp;&nbsp;&nbsp; 235113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.25% 5/9/28 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp; 301711 |
|  |  |  | &nbsp;&nbsp;&nbsp; 536824 |
| &nbsp;&nbsp;Argentina — 0.05% | &nbsp;&nbsp;Argentina — 0.05% | &nbsp;&nbsp;Argentina — 0.05% | &nbsp;&nbsp;Argentina — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Argentine Republic Government International<br> Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.75% 7/9/30 ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;1149409 | &nbsp;&nbsp;&nbsp;&nbsp; 975274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.00% 7/9/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56896 | &nbsp;&nbsp;&nbsp;&nbsp; 50239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 7/9/41 ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353393 | &nbsp;&nbsp;&nbsp;&nbsp; 256387 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1281900 |

---

NQ- 189 [0126] 0326 (5295621) 25

------

Schedule of investments

Nomura 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;Armenia — 0.02% | &nbsp;&nbsp;Armenia — 0.02% | &nbsp;&nbsp;Armenia — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Armenia International Bond<br> 3.60% 2/2/31 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;$409920 |
|  |  | &nbsp;&nbsp;&nbsp; 409920 |
| &nbsp;&nbsp;Azerbaijan — 0.02% | &nbsp;&nbsp;Azerbaijan — 0.02% | &nbsp;&nbsp;Azerbaijan — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Azerbaijan International Bond<br> 144A 3.50% 9/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603000 | &nbsp;&nbsp;&nbsp;&nbsp; 562112 |
|  |  | &nbsp;&nbsp;&nbsp; 562112 |
| &nbsp;&nbsp;Bahrain — 0.03% | &nbsp;&nbsp;Bahrain — 0.03% | &nbsp;&nbsp;Bahrain — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bahrain Government International Bond<br> 144A 7.375% 5/14/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp; 628771 |
|  |  | &nbsp;&nbsp;&nbsp; 628771 |
| &nbsp;&nbsp;Benin — 0.01% | &nbsp;&nbsp;Benin — 0.01% | &nbsp;&nbsp;Benin — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benin Government International Bond<br> 144A 7.96% 2/13/38 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 209100 |
|  |  | &nbsp;&nbsp;&nbsp; 209100 |
| &nbsp;&nbsp;Bermuda — 0.05% | &nbsp;&nbsp;Bermuda — 0.05% | &nbsp;&nbsp;Bermuda — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bermuda Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375% 8/20/50 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328000 | &nbsp;&nbsp;&nbsp;&nbsp; 226589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.00% 7/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp; 912303 |
|  |  | &nbsp;&nbsp;&nbsp; 1138892 |
| &nbsp;&nbsp;Brazil — 0.09% | &nbsp;&nbsp;Brazil — 0.09% | &nbsp;&nbsp;Brazil — 0.09% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazilian Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 1/14/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp; 309288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625% 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 514625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.25% 1/12/56 | &nbsp;&nbsp;&nbsp;&nbsp;1382000 | &nbsp;&nbsp;&nbsp;&nbsp; 1384419 |
|  |  | &nbsp;&nbsp;&nbsp; 2208332 |
| &nbsp;&nbsp;Chile — 0.02% | &nbsp;&nbsp;Chile — 0.02% | &nbsp;&nbsp;Chile — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile Government International Bond<br> 2.55% 1/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp;&nbsp; 394328 |
|  |  | &nbsp;&nbsp;&nbsp; 394328 |
| &nbsp;&nbsp;Colombia — 0.05% | &nbsp;&nbsp;Colombia — 0.05% | &nbsp;&nbsp;Colombia — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Colombia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp; 317424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.50% 2/2/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp; 778972 |
|  |  | &nbsp;&nbsp;&nbsp; 1096396 |

---

26 NQ- 189 [0126] 0326 (5295621)

------

---

| | | |
|:---|:---|:---|
|  | 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;Costa Rica — 0.01% | &nbsp;&nbsp;Costa Rica — 0.01% | &nbsp;&nbsp;Costa Rica — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Costa Rica Government International Bond<br> 144A 5.625% 4/30/43 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;$287301 |
|  |  | &nbsp;&nbsp;&nbsp; 287301 |
| &nbsp;&nbsp;Dominican Republic — 0.09% | &nbsp;&nbsp;Dominican Republic — 0.09% | &nbsp;&nbsp;Dominican Republic — 0.09% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dominican Republic International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.875% 9/23/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1448000 | &nbsp;&nbsp;&nbsp;&nbsp; 1389689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.30% 1/21/41 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp; 318675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.95% 3/15/37 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp;&nbsp; 411565 |
|  |  | &nbsp;&nbsp;&nbsp; 2119929 |
| &nbsp;&nbsp;Ecuador — 0.11% | &nbsp;&nbsp;Ecuador — 0.11% | &nbsp;&nbsp;Ecuador — 0.11% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ecuador Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.75% 1/29/34 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp; 820125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 9.25% 1/29/39 # | &nbsp;&nbsp;&nbsp;&nbsp;1735000 | &nbsp;&nbsp;&nbsp;&nbsp; 1778375 |
|  |  | &nbsp;&nbsp;&nbsp; 2598500 |
| &nbsp;&nbsp;Egypt — 0.04% | &nbsp;&nbsp;Egypt — 0.04% | &nbsp;&nbsp;Egypt — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Egypt Government International Bond<br> 144A 8.70% 3/1/49 # | &nbsp;&nbsp;&nbsp;&nbsp;1080000 | &nbsp;&nbsp;&nbsp;&nbsp; 1059498 |
|  |  | &nbsp;&nbsp;&nbsp; 1059498 |
| &nbsp;&nbsp;Ghana — 0.01% | &nbsp;&nbsp;Ghana — 0.01% | &nbsp;&nbsp;Ghana — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ghana Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.00% 7/3/29 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117098 | &nbsp;&nbsp;&nbsp;&nbsp; 114973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.00% 7/3/35 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192444 | &nbsp;&nbsp;&nbsp;&nbsp; 176185 |
|  |  | &nbsp;&nbsp;&nbsp; 291158 |
| &nbsp;&nbsp;Guatemala — 0.02% | &nbsp;&nbsp;Guatemala — 0.02% | &nbsp;&nbsp;Guatemala — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guatemala Government Bond<br> 144A 6.55% 2/6/37 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547000 | &nbsp;&nbsp;&nbsp;&nbsp; 583293 |
|  |  | &nbsp;&nbsp;&nbsp; 583293 |
| &nbsp;&nbsp;Honduras — 0.02% | &nbsp;&nbsp;Honduras — 0.02% | &nbsp;&nbsp;Honduras — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Honduras Government International Bond<br> 144A 8.625% 11/27/34 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp; 518121 |
|  |  | &nbsp;&nbsp;&nbsp; 518121 |
| &nbsp;&nbsp;Hungary — 0.04% | &nbsp;&nbsp;Hungary — 0.04% | &nbsp;&nbsp;Hungary — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hungary Government International Bond<br> 144A 6.75% 9/25/52 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496000 | &nbsp;&nbsp;&nbsp;&nbsp; 528300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MFB Magyar Fejlesztesi Bank<br> 6.50% 6/29/28 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp; 442270 |
|  |  | &nbsp;&nbsp;&nbsp; 970570 |

---

NQ- 189 [0126] 0326 (5295621) 27

------

Schedule of investments

Nomura 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;**Sovereign Bonds Δ(continued)** |
| &nbsp;&nbsp;Ivory Coast — 0.07% | &nbsp;&nbsp;Ivory Coast — 0.07% | &nbsp;&nbsp;Ivory Coast — 0.07% | &nbsp;&nbsp;Ivory Coast — 0.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ivory Coast Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.125% 6/15/33 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1111000 | &nbsp;&nbsp;$1100603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.075% 4/1/36 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427000 | &nbsp;&nbsp;&nbsp;&nbsp; 457925 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1558528 |
| &nbsp;&nbsp;Jordan — 0.02% | &nbsp;&nbsp;Jordan — 0.02% | &nbsp;&nbsp;Jordan — 0.02% | &nbsp;&nbsp;Jordan — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jordan Government International Bond<br> 144A 5.75% 11/12/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 392624 |
|  |  |  | &nbsp;&nbsp;&nbsp; 392624 |
| &nbsp;&nbsp;Lebanon — 0.01% | &nbsp;&nbsp;Lebanon — 0.01% | &nbsp;&nbsp;Lebanon — 0.01% | &nbsp;&nbsp;Lebanon — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lebanon Government International Bond<br> 6.85% 3/23/27 ‡, ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992000 | &nbsp;&nbsp;&nbsp;&nbsp; 291183 |
|  |  |  | &nbsp;&nbsp;&nbsp; 291183 |
| &nbsp;&nbsp;Mexico — 0.04% | &nbsp;&nbsp;Mexico — 0.04% | &nbsp;&nbsp;Mexico — 0.04% | &nbsp;&nbsp;Mexico — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico Government International Bond<br> 6.125% 2/9/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp; 698075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico Government International Bonds<br> 5.375% 3/22/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp; 247063 |
|  |  |  | &nbsp;&nbsp;&nbsp; 945138 |
| &nbsp;&nbsp;Montenegro — 0.02% | &nbsp;&nbsp;Montenegro — 0.02% | &nbsp;&nbsp;Montenegro — 0.02% | &nbsp;&nbsp;Montenegro — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Montenegro Government International Bond<br> 144A 4.875% 4/1/32 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp; 353828 |
|  |  |  | &nbsp;&nbsp;&nbsp; 353828 |
| &nbsp;&nbsp;Morocco — 0.02% | &nbsp;&nbsp;Morocco — 0.02% | &nbsp;&nbsp;Morocco — 0.02% | &nbsp;&nbsp;Morocco — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morocco Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 1.375% 3/30/26 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 236275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 12/15/50 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 214250 |
|  |  |  | &nbsp;&nbsp;&nbsp; 450525 |
| &nbsp;&nbsp;Nigeria — 0.07% | &nbsp;&nbsp;Nigeria — 0.07% | &nbsp;&nbsp;Nigeria — 0.07% | &nbsp;&nbsp;Nigeria — 0.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nigeria Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.143% 2/23/30 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 516765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375% 9/28/33 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351000 | &nbsp;&nbsp;&nbsp;&nbsp; 355634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.875% 2/16/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703000 | &nbsp;&nbsp;&nbsp;&nbsp; 732961 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1605360 |
| &nbsp;&nbsp;Oman — 0.02% | &nbsp;&nbsp;Oman — 0.02% | &nbsp;&nbsp;Oman — 0.02% | &nbsp;&nbsp;Oman — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oman Government International Bond<br> 7.375% 10/28/32 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363000 | &nbsp;&nbsp;&nbsp;&nbsp; 414030 |
|  |  |  | &nbsp;&nbsp;&nbsp; 414030 |

---

28 NQ- 189 [0126] 0326 (5295621)

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | 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;**Sovereign Bonds Δ(continued)** |
| &nbsp;&nbsp;Panama — 0.05% | &nbsp;&nbsp;Panama — 0.05% | &nbsp;&nbsp;Panama — 0.05% | &nbsp;&nbsp;Panama — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Panama Government International Bond<br> 6.853% 3/28/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;$206570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Panama Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.298% 1/19/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 438875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.40% 2/14/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426000 | &nbsp;&nbsp;&nbsp;&nbsp; 446618 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1092063 |
| &nbsp;&nbsp;Paraguay — 0.04% | &nbsp;&nbsp;Paraguay — 0.04% | &nbsp;&nbsp;Paraguay — 0.04% | &nbsp;&nbsp;Paraguay — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paraguay Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.40% 3/30/50 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827000 | &nbsp;&nbsp;&nbsp;&nbsp; 766513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.40% 3/30/50 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp; 231715 |
|  |  |  | &nbsp;&nbsp;&nbsp; 998228 |
| &nbsp;&nbsp;Peru — 0.03% | &nbsp;&nbsp;Peru — 0.03% | &nbsp;&nbsp;Peru — 0.03% | &nbsp;&nbsp;Peru — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peruvian Government International Bond<br> 2.844% 6/20/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841000 | &nbsp;&nbsp;&nbsp;&nbsp; 794409 |
|  |  |  | &nbsp;&nbsp;&nbsp; 794409 |
| &nbsp;&nbsp;Poland — 0.06% | &nbsp;&nbsp;Poland — 0.06% | &nbsp;&nbsp;Poland — 0.06% | &nbsp;&nbsp;Poland — 0.06% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Gospodarstwa Krajowego<br> 144A 5.75% 7/9/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 420474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Poland Government International<br> Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875% 2/12/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 514280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 4/4/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462000 | &nbsp;&nbsp;&nbsp;&nbsp; 439467 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1374221 |
| &nbsp;&nbsp;Qatar — 0.05% | &nbsp;&nbsp;Qatar — 0.05% | &nbsp;&nbsp;Qatar — 0.05% | &nbsp;&nbsp;Qatar — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Qatar Government International Bond<br> 144A 4.40% 4/16/50 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1409000 | &nbsp;&nbsp;&nbsp;&nbsp; 1221079 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1221079 |
| &nbsp;&nbsp;Republic of North Macedonia — 0.03% | &nbsp;&nbsp;Republic of North Macedonia — 0.03% | &nbsp;&nbsp;Republic of North Macedonia — 0.03% | &nbsp;&nbsp;Republic of North Macedonia — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;North Macedonia Government International Bond<br> 144A 3.875% 1/21/30 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686000 | &nbsp;&nbsp;&nbsp;&nbsp; 809166 |
|  |  |  | &nbsp;&nbsp;&nbsp; 809166 |
| &nbsp;&nbsp;Romania — 0.03% | &nbsp;&nbsp;Romania — 0.03% | &nbsp;&nbsp;Romania — 0.03% | &nbsp;&nbsp;Romania — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Romanian Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.625% 12/2/40 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155000 | &nbsp;&nbsp;&nbsp;&nbsp; 127677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.375% 1/28/50 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp; 233264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125% 1/17/33 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402000 | &nbsp;&nbsp;&nbsp;&nbsp; 439844 |
|  |  |  | &nbsp;&nbsp;&nbsp; 800785 |

---

NQ- 189 [0126] 0326 (5295621) 29

------

Schedule of investments

Nomura 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;**Sovereign Bonds Δ(continued)** |
| &nbsp;&nbsp;Serbia — 0.05% | &nbsp;&nbsp;Serbia — 0.05% | &nbsp;&nbsp;Serbia — 0.05% | &nbsp;&nbsp;Serbia — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Serbia International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 1.00% 9/23/28 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;$390706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.125% 5/15/27 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 355728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.00% 6/12/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 415929 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1162363 |
| &nbsp;&nbsp;South Africa — 0.06% | &nbsp;&nbsp;South Africa — 0.06% | &nbsp;&nbsp;South Africa — 0.06% | &nbsp;&nbsp;South Africa — 0.06% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of South Africa Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.65% 9/27/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;1211000 | &nbsp;&nbsp;&nbsp;&nbsp; 1003337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75% 9/30/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;&nbsp;&nbsp; 490951 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1494288 |
| &nbsp;&nbsp;South Korea — 0.03% | &nbsp;&nbsp;South Korea — 0.03% | &nbsp;&nbsp;South Korea — 0.03% | &nbsp;&nbsp;South Korea — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Korea Hydro & Nuclear Power<br> 144A 5.00% 7/18/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785000 | &nbsp;&nbsp;&nbsp;&nbsp; 803013 |
|  |  |  | &nbsp;&nbsp;&nbsp; 803013 |
| &nbsp;&nbsp;Sri Lanka — 0.03% | &nbsp;&nbsp;Sri Lanka — 0.03% | &nbsp;&nbsp;Sri Lanka — 0.03% | &nbsp;&nbsp;Sri Lanka — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sri Lanka Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.10% 1/15/30 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78210 | &nbsp;&nbsp;&nbsp;&nbsp; 77263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.35% 3/15/33 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153408 | &nbsp;&nbsp;&nbsp;&nbsp; 140962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.60% 6/15/35 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103586 | &nbsp;&nbsp;&nbsp;&nbsp; 85058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.60% 5/15/36 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71891 | &nbsp;&nbsp;&nbsp;&nbsp; 71089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.60% 2/15/38 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143843 | &nbsp;&nbsp;&nbsp;&nbsp; 142608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.00% 4/15/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73088 | &nbsp;&nbsp;&nbsp;&nbsp; 71501 |
|  |  |  | &nbsp;&nbsp;&nbsp; 588481 |
| &nbsp;&nbsp;Türkiye — 0.13% | &nbsp;&nbsp;Türkiye — 0.13% | &nbsp;&nbsp;Türkiye — 0.13% | &nbsp;&nbsp;Türkiye — 0.13% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hazine Mustesarligi Varlik Kiralama<br> 144A 6.50% 4/26/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp;&nbsp; 476855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkiye Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.95% 9/16/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 507098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125% 2/12/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp;&nbsp; 497399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625% 4/26/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp; 662002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125% 7/13/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp; 408408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkiye Ihracat Kredi Bankasi<br> 144A 6.875% 7/3/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 414158 |
|  |  |  | &nbsp;&nbsp;&nbsp; 2965920 |
| &nbsp;&nbsp;Ukraine — 0.03% | &nbsp;&nbsp;Ukraine — 0.03% | &nbsp;&nbsp;Ukraine — 0.03% | &nbsp;&nbsp;Ukraine — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ukraine Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 0.00% 2/1/30 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28991 | &nbsp;&nbsp;&nbsp;&nbsp; 18440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 0.00% 2/1/34 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108336 | &nbsp;&nbsp;&nbsp;&nbsp; 53292 |

---

30 NQ- 189 [0126] 0326 (5295621)

------

---

| | | |
|:---|:---|:---|
|  | 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;Ukraine (continued) | &nbsp;&nbsp;Ukraine (continued) | &nbsp;&nbsp;Ukraine (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ukraine Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 0.00% 2/1/35 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91551 | &nbsp;&nbsp;$52159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 0.00% 2/1/36 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76293 | &nbsp;&nbsp;&nbsp;&nbsp; 43322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.00% 2/1/32 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp;&nbsp; 271462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.50% 2/1/34 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238830 | &nbsp;&nbsp;&nbsp;&nbsp; 150971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.50% 2/1/35 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185756 | &nbsp;&nbsp;&nbsp;&nbsp; 115717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.50% 2/1/36 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106147 | &nbsp;&nbsp;&nbsp;&nbsp; 64714 |
|  |  | &nbsp;&nbsp;&nbsp; 770077 |
| &nbsp;&nbsp;Venezuela — 0.01% | &nbsp;&nbsp;Venezuela — 0.01% | &nbsp;&nbsp;Venezuela — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venezuela Government International Bond<br> 7.75% 10/13/19 ‡, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741000 | &nbsp;&nbsp;&nbsp;&nbsp; 259424 |
|  |  | &nbsp;&nbsp;&nbsp; 259424 |
| &nbsp;&nbsp;&nbsp;**Total Sovereign Bonds<br> (cost $37,537,250)** | &nbsp;&nbsp;&nbsp;**Total Sovereign Bonds<br> (cost $37,537,250)** | &nbsp;&nbsp;&nbsp; **38759126** |
| &nbsp;&nbsp;**Supranational Banks — 0.15%** | &nbsp;&nbsp;**Supranational Banks — 0.15%** | &nbsp;&nbsp;**Supranational Banks — 0.15%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Africa Finance<br> 144A 5.55% 10/8/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp; 866798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;African Development Bank<br> 5.75% 5/7/34 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;1135000 | &nbsp;&nbsp;&nbsp;&nbsp; 1136937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corp Andina de Fomento |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 411314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 1/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 207066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.75% 6/17/30 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp;&nbsp; 940715 |
| &nbsp;&nbsp;&nbsp;**Total Supranational Banks<br> (cost $3,469,389)** | &nbsp;&nbsp;&nbsp;**Total Supranational Banks<br> (cost $3,469,389)** | &nbsp;&nbsp;&nbsp; **3562830** |
| &nbsp;&nbsp;**US Treasury Obligations — 10.94%** | &nbsp;&nbsp;**US Treasury Obligations — 10.94%** | &nbsp;&nbsp;**US Treasury Obligations — 10.94%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625% 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625% 9/30/30 | 16575000 | &nbsp;&nbsp;&nbsp;&nbsp; 16466227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625% 12/31/30 | 24350000 | &nbsp;&nbsp;&nbsp;&nbsp; 24161667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 11/15/35 | 223125000 | &nbsp;&nbsp;&nbsp;&nbsp; 218575348 |
| &nbsp;&nbsp;&nbsp;**Total US Treasury Obligations<br> (cost $262,605,414)** | &nbsp;&nbsp;&nbsp;**Total US Treasury Obligations<br> (cost $262,605,414)** | &nbsp;&nbsp;&nbsp; **259206244** |

---

NQ- 189 [0126] 0326 (5295621) 31

------

Schedule of investments

Nomura Diversified Income Fund

---

| | | |
|:---|:---|:---|
|  | Number of<br> shares | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Common Stocks — 0.13%♣** | &nbsp;&nbsp;**Common Stocks — 0.13%♣** | &nbsp;&nbsp;**Common Stocks — 0.13%♣** |
| &nbsp;&nbsp;Financials — 0.02% | &nbsp;&nbsp;Financials — 0.02% | &nbsp;&nbsp;Financials — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MNSN Holdings =, † | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9217 | &nbsp;&nbsp;&nbsp;$483893 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 483893 |
| &nbsp;&nbsp;Industrials — 0.11% | &nbsp;&nbsp;Industrials — 0.11% | &nbsp;&nbsp;Industrials — 0.11% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeromexico † | &nbsp;&nbsp;&nbsp;&nbsp;1261708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2526881 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2526881 |
| &nbsp;&nbsp;&nbsp;**Total Common Stocks<br> (cost $1,033,645)** | &nbsp;&nbsp;&nbsp;**Total Common Stocks<br> (cost $1,033,645)** | &nbsp;&nbsp;&nbsp;&nbsp; **3010774** |
| &nbsp;&nbsp;**Preferred Stock — 0.20%♣** | &nbsp;&nbsp;**Preferred Stock — 0.20%♣** | &nbsp;&nbsp;**Preferred Stock — 0.20%♣** |
| &nbsp;&nbsp;Financials — 0.20% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SVB Financial Trust 11/7/29 † | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4806952 |
| &nbsp;&nbsp;&nbsp;**Total Preferred Stock<br> (cost $4,780,430)** | &nbsp;&nbsp;&nbsp;**Total Preferred Stock<br> (cost $4,780,430)** | &nbsp;&nbsp;&nbsp;&nbsp; **4806952** |
| &nbsp;&nbsp;**Short-Term Investments — 2.89%** | &nbsp;&nbsp;**Short-Term Investments — 2.89%** | &nbsp;&nbsp;**Short-Term Investments — 2.89%** |
| &nbsp;&nbsp;Money Market Mutual Funds — 2.89% | &nbsp;&nbsp;Money Market Mutual Funds — 2.89% | &nbsp;&nbsp;Money Market Mutual Funds — 2.89% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 3.57%) | 17125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17125000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 3.57%) | 17125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17125000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 3.61%) | 17125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17125000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 3.61%) | 17125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17125000 |
| &nbsp;&nbsp;&nbsp;**Total Short-Term Investments<br> (cost $68,500,000)** | &nbsp;&nbsp;&nbsp;**Total Short-Term Investments<br> (cost $68,500,000)** | &nbsp;&nbsp;&nbsp;&nbsp; **68500000** |
| &nbsp;&nbsp;&nbsp;**Total Value of Securities—98.67%<br> (cost $2,358,880,497)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2338004502** |
| &nbsp;&nbsp;&nbsp;**Receivables and Other Assets Net of Liabilities—1.33%★** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **31409488** |
| &nbsp;&nbsp;&nbsp;**Net Assets Applicable to 305,311,527 Shares Outstanding—100.00%** |  | &nbsp;&nbsp;&nbsp;**$2369413990** |

---

---

| | |
|:---|:---|
| ° | Principal amount shown is stated in USD unless noted that the security is denominated in another currency. |

---

32 NQ- 189 [0126] 0326 (5295621)

------

---

| | |
|:---|:---|
| • | Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at January 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. |
| = | The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security. |
| # | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At January 31, 2026, the aggregate value of Rule 144A securities was $549,173,702, which represents 23.18% of the Fund's net assets. |
| ^ | Zero-coupon security. The rate shown is the effective yield at the time of purchase. |
| μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2026. Rate will reset at a future 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. |
| ψ | Perpetual security. Maturity date represents next call date. |
| ‡ | Security is currently in default. |
| Δ | Securities have been classified by country of risk. |
| ~ | 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 January 31, 2026. |
| ♣ | Categorizations used for financial reporting purposes may differ from categorizations used for regulatory compliance and/or internal classification purposes. |
| † | Non-income producing security. |
| ★ | Includes $11,620,142 cash collateral held at broker for futures contracts as of January 31, 2026. |

---

NQ- 189 [0126] 0326 (5295621) 33

------

Schedule of investments

Nomura Diversified Income Fund

The following forward foreign currency exchange contracts, futures contracts, and swap contracts were outstanding at January 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> Depreciation |
| JPMCB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;(2885610) | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;3370042 | &nbsp;&nbsp;3/27/26 | &nbsp;&nbsp;&nbsp;$(59821) |
| TD | &nbsp;&nbsp;EUR | &nbsp;&nbsp;(8838560) | &nbsp;&nbsp;USD | &nbsp;&nbsp;10301591 | &nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;(184966) |
| Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$(244787) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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;455 | &nbsp;&nbsp;$94863946 | &nbsp;&nbsp;$95060532 | 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$(196586) | &nbsp;&nbsp;&nbsp;$39102 |  |  |
| US Treasury 5 yr Notes | US Treasury 5 yr Notes |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;163939184 | &nbsp;&nbsp;&nbsp;&nbsp;164840212 | 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(901028) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70554 |  |  |
| US Treasury 10 yr Notes | US Treasury 10 yr Notes |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;20017235 | &nbsp;&nbsp;&nbsp;&nbsp;19978530 | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5594) |  |  |
| US Treasury Long Bonds | US Treasury Long Bonds |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2187 | &nbsp;&nbsp;&nbsp;&nbsp;251778375 | &nbsp;&nbsp;&nbsp;&nbsp;255542946 | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3764571) | &nbsp;&nbsp;&nbsp;(205031) |  |  |
| US Treasury Ultra Bonds | US Treasury Ultra Bonds |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;667 | &nbsp;&nbsp;&nbsp;&nbsp;78330812 | &nbsp;&nbsp;&nbsp;&nbsp;80271843 | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1941031) | &nbsp;&nbsp;&nbsp;(229281) |  |  |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;615694063 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38705 | &nbsp;&nbsp;&nbsp;(6803216) | &nbsp;&nbsp;&nbsp;(330250) |
| **Short Contracts:** | **Short Contracts:** |  |  |  |  |  |  |  |
| US Treasury 10 yr Ultra Notes | US Treasury 10 yr Ultra Notes |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(2248) | &nbsp;&nbsp;&nbsp;(256623250) | &nbsp;&nbsp;&nbsp;(257494781) | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;871531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(229281) |  |  |
| Total Futures Contracts | Total Futures Contracts | $358199282 |  | &nbsp;&nbsp;$910236 | $(6803216) | $(559531) |  |  |

---

34 NQ- 189 [0126] 0326 (5295621)

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> |
| Counterparty/<br> Reference Obligation/<br> Termination Date/<br> Payment Frequency | &nbsp;&nbsp;Notional<br> Amount<sup>2</sup> | &nbsp;&nbsp;Annual Protection<br> Payments | &nbsp;&nbsp;Value | &nbsp;&nbsp;Amortized<br> Upfront<br> Payments<br> Paid<br> (Received) | &nbsp;&nbsp;Unrealized<br> Appreciation | &nbsp;&nbsp;Unrealized<br> Depreciation | &nbsp;&nbsp;Variation Margin<br> Due from<br> (Due to) Brokers |
| **Centrally<br> Cleared:** |  |  |  |  |  |  |  |
| **Protection Sold/Moody's Ratings:** |  |  |  |  |  |  |  |
| CDX.NA.HY.45.V1<sup>3</sup> 12/20/30-Quarterly | 41184000 | 5.000% | $3457500 | $2956516 | &nbsp;&nbsp;$500984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(27129) |
|  |  |  | &nbsp;&nbsp;&nbsp;3457500 | &nbsp;&nbsp;&nbsp;2956516 | &nbsp;&nbsp;&nbsp;&nbsp;500984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(27129) |
| **Over-The-Counter:** |  |  |  |  |  |  |  |
| **Protection Purchased/Moody's Ratings:** |  |  |  |  |  |  |  |
| JPMCB Mexico 4.15% 3/28/27 Baa2 <br> 6/22/26-Quarterly | &nbsp;&nbsp;&nbsp; 5579000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16997) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(20219) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| JPMCB Republic of Brazil 1.00% 12/20/29 Ba2 12/20/29 - Quarterly | &nbsp;&nbsp;&nbsp; 2503000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(55321) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(209) |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14038) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(75540) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180) |
| Total CDS Contracts | Total CDS Contracts | Total CDS Contracts | $3443462 | $3018018 | &nbsp;&nbsp;$500984 | &nbsp;&nbsp;&nbsp;$(75540) | &nbsp;&nbsp;$(27309) |

---

The use of forward foreign currency exchange contracts, futures contracts, and swap 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

NQ- 189 [0126] 0326 (5295621) 35

------

Schedule of investments

Nomura Diversified Income Fund

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.

<sup>1</sup> A CDS contract is a risk-transfer instrument through which one party (purchaser of protection) transfers to another party (seller of protection) the financial risk of a credit event (as defined in the CDS agreement), as it relates to a particular reference security or basket of securities (such as an index). Periodic payments (receipts) on such contracts are accrued daily and recorded as unrealized losses (gains) on swap contracts. Upon payment (receipt), such amounts are recorded as realized losses (gains) on swap contracts. Upfront payments made or received in connection with CDS contracts are amortized over the expected life of the CDS contracts as unrealized losses (gains) on swap contracts. The change in value of CDS contracts is recorded daily as unrealized appreciation or depreciation. A realized gain or loss is recorded upon a credit event (as defined in the CDS agreement) or the maturity or termination of the CDS agreement.

<sup>2</sup> Notional amount shown is stated in USD unless noted that the swap is denominated in another currency.

---

| |
|:---|
| **Summary of abbreviations:** |
| AD – Akcionarsko Drustvo |
| AMT – Subject to Alternative Minimum Tax |
| CDS – Credit Default Swap |
| CJSC – Closed Joint Stock Company |
| CLO – Collateralized Loan Obligation |
| DAC – Designated Activity Company |
| DB – Deutsche Bank |
| FREMF – Freddie Mac Multifamily |
| GNMA – Government National Mortgage Association |
| GS – Goldman Sachs |
| JPM – JPMorgan |
| JPMCB – JPMorgan Chase Bank |
| JPMCC – JPMorgan Chase & Co. |
| JSC – Joint Stock Company |
| PJSC – Private Joint Stock Company |
| REMIC – Real Estate Mortgage Investment Conduit |
| S.F. – Single Family |
| SAOG – Societe Anonyme Onamaise Generale |
| SOFR – Secured Overnight Financing Rate |
| SOFR01M – Secured Overnight Financing Rate 1 Month |
| SOFR03M – Secured Overnight Financing Rate 3 Month |

---

36 NQ- 189 [0126] 0326 (5295621)

------

---

| |
|:---|
| **Summary of abbreviations: (continued)** |
| SOFR06M – Secured Overnight Financing Rate 6 Month |
| TD – TD Bank |
| TSFR01M – 1 Month Term Secured Overnight Financing Rate |
| TSFR03M – 3 Month Term Secured Overnight Financing Rate |
| USD – US Dollar |
| yr – Year |

---

---

| |
|:---|
| **Summary of currencies:** |
| EUR – European Monetary Unit |
| USD – US Dollar |

---

NQ- 189 [0126] 0326 (5295621) 37

## 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 Adviser Funds

- **b. Investment Company Act file number:** 811-07972

- **c. CIK number of Registrant:** 0000910682

- **d. LEI of Registrant:** 5493002O562H7WTKN265

- **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 Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000003911

- **c. LEI of Series:** PYM3I3A21N5B33EG7313

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-30

**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:** $2385333944.11

**Total Liabilities:** $39850302.14

**Net Assets:** $2345483641.97

**Cash Not Reported:** $17205040.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1983.15404000 | **1-Year:** 88756.79689000 | **5-Year:** 554342.45965000 | **10-Year:** 279967.50637000 | **30-Year:** 16255.59800000

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

- **3-Month:** 195.43521000 | **1-Year:** 16328.65277000 | **5-Year:** 48621.89860000 | **10-Year:** 13600.05263000 | **30-Year:** 367.41980000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010956 | 0.52%                | -0.14%               | 0.33%                |
| Class ID C000010958 | 0.46%                | -0.20%               | 0.14%                |
| Class ID C000010959 | 0.63%                | -0.16%               | 0.18%                |
| Class ID C000010960 | 0.67%                | -0.12%               | 0.22%                |
| Class ID C000171464 | 0.55%                | -0.11%               | 0.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5883935.45             | $9550512.22                                |
| Month 2  | $435008.77               | $-7032196.32                               |
| Month 3  | $2168736.84              | $-3219226.90                               |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $3692020.48   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association      | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-59820.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                           | Airport Authority                                                                | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    465000 | PA      | $481902.89    | 0.02%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    480000 | PA      | $524498.88    | 0.02%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                            | Energuate Trust 2 0                                                              | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    880000 | PA      | $880124.87    | 0.04%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176132 | PA      | $180571.77    | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2015-1                                                  | CUSIP: 00841WBK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151190 | PA      | $149267.11    | 0.01%             | 2045-01-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CXLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10082679 | PA      | $9339588.30   | 0.40%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3226000 | PA      | $3128575.12   | 0.13%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2015-4                                                  | CUSIP: 46644VBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    936826 | PA      | $884150.87    | 0.04%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2299291.32   | 0.10%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                  | Radnor Re 2024-1 Ltd                                                             | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429591 | PA      | $432167.56    | 0.02%             | 2034-09-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-23351.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1251934 | PA      | $1195416.25   | 0.05%             | 2046-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                            | Axian Telecom Holding & Management PLC                                           | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    670000 | PA      | $679758.95    | 0.03%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2939000 | PA      | $2980547.76   | 0.13%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51                 | Octagon Investment Partners 51 Ltd                                               | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5887686.70   | 0.25%             | 2034-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $921939.03    | 0.04%             | 2035-06-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite LI Ltd                                                                 | CUSIP: 559932AA6<br>LEI: 529900KAYH281VVPRN31 | Long             | ABS-CBDO         | CORP              | KY        |  10800000 | PA      | $10818662.40  | 0.46%             | 2038-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                | MV24 Capital BV                                                                  | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    739142 | PA      | $749016.89    | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2013-1                                                  | CUSIP: 008414AG9<br>LEI: 549300FEDPP088KAOR45 | Long             | ABS-MBS          | CORP              | US        |   1482562 | PA      | $1191272.25   | 0.05%             | 2043-07-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6405000 | PA      | $6294760.98   | 0.27%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36176MPE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239350 | PA      | $232903.71    | 0.01%             | 2036-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1189412.71   | 0.05%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3776000 | PA      | $3822961.73   | 0.16%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                             | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    740000 | PA      | $802086.00    | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    720000 | PA      | $734056.56    | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2348129 | PA      | $2147770.97   | 0.09%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7680000 | PA      | $7600202.50   | 0.32%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $958.11       | 0.00%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KN7E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5105482 | PA      | $4749187.49   | 0.20%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    835000 | PA      | $744709.36    | 0.03%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3211751.68   | 0.14%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36176MPF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117454 | PA      | $116965.44    | 0.00%             | 2031-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3787549.19   | 0.16%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395004 | PA      | $393574.87    | 0.02%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2190081 | PA      | $2226523.93   | 0.09%             | 2042-01-25      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R03                                     | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2426899 | PA      | $2432991.16   | 0.10%             | 2045-03-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                          | Aldar Properties PJSC                                                            | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |    840000 | PA      | $830474.40    | 0.04%             | 2056-04-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                | ICON PARENT INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2344125 | PA      | $2320683.75   | 0.10%             | 2031-11-13      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                     | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2509916.36   | 0.11%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    949000 | PA      | $943374.99    | 0.04%             | 2067-06-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                     | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8150000 | PA      | $8178015.63   | 0.35%             | 2042-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    620000 | PA      | $662001.65    | 0.03%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    117098 | PA      | $114972.58    | 0.00%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS ARGENT 2000                        | Aeropuertos Argentina 2000 SA                                                    | CUSIP: 00786PAE4<br>LEI: 549300349K24AVAQ7B24 | Long             | DBT              | CORP              | AR        |    835300 | PA      | $873918.54    | 0.04%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                              | PRIO Luxembourg Holding Sarl                                                     | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    825000 | PA      | $822731.25    | 0.04%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11273000 | PA      | $11936311.21  | 0.51%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1449163.21   | 0.06%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2292000 | PA      | $2368514.07   | 0.10%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                       | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   1060000 | PA      | $1151095.87   | 0.05%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $698075.00    | 0.03%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                     | Akbank TAS                                                                       | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    260000 | PA      | $274780.74    | 0.01%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux MPC Sarl                                                   | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    718100 | PA      | $753288.48    | 0.03%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6870518.00   | 0.29%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                        | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   5980000 | PA      | $5933211.88   | 0.25%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36209RYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76633 | PA      | $74271.53     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    536845 | PA      | $111395.27    | 0.00%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5KY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5348216 | PA      | $5532764.48   | 0.24%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2369000 | PA      | $2084624.77   | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                             | JUNE PURCHASER LLC                                                               | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1061741 | PA      | $1064505.49   | 0.05%             | 2031-11-28      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                         | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $638192.02    | 0.03%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXVII Ltd                                                   | CUSIP: 55820YAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1859150.10   | 0.08%             | 2038-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3776000 | PA      | $3890275.73   | 0.17%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   4564000 | PA      | $4897417.09   | 0.21%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140LNA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7634982 | PA      | $6639983.16   | 0.28%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2214633.28   | 0.09%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUTAMA KARYA PERSERO PT                        | Hutama Karya Persero PT                                                          | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $385156.96    | 0.02%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |  10352000 | PA      | $10405932.88  | 0.44%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3078488.73   | 0.13%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $116704.45    | 0.00%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                            | Muthoot Finance Ltd                                                              | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    985000 | PA      | $1011136.98   | 0.04%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                         | Republic of Azerbaijan International Bond                                        | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    603000 | PA      | $562112.13    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                       | Transportadora de Gas del Sur SA                                                 | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    785000 | PA      | $788319.84    | 0.03%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $405299.70    | 0.02%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                | North Macedonia Government International Bond                                    | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    686000 | PA      | $809166.09    | 0.03%             | 2030-01-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     71891 | PA      | $71089.61     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                               | DRAGON BUYER INC                                                                 | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   2601859 | PA      | $2581044.43   | 0.11%             | 2031-09-30      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                   | Kaspi.KZ JSC                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    770000 | PA      | $791224.13    | 0.03%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5243000 | PA      | $5339894.31   | 0.23%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $5002045.34   | 0.21%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378WRW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    919206 | PA      | $862798.06    | 0.04%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                         | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    515000 | PA      | $518355.64    | 0.02%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1810028.91   | 0.08%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2015-4                                                  | CUSIP: 46644VBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681999 | PA      | $641780.49    | 0.03%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                        | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2850000 | PA      | $2844139.26   | 0.12%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15937608 | PA      | $14608468.59  | 0.62%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                       | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   3535000 | PA      | $3567706.53   | 0.15%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                       | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    720000 | PA      | $719215.20    | 0.03%             | N/A             | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2004-W11                                                  | CUSIP: 31394AB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76864 | PA      | $79471.54     | 0.00%             | 2044-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133GEGP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15722522 | PA      | $14532515.30  | 0.62%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3919540.56   | 0.17%             | 2041-12-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3395000 | PA      | $3355377.29   | 0.14%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                  | Bank Hapoalim BM                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    885000 | PA      | $885864.79    | 0.04%             | 2033-01-14      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                       | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2540000 | PA      | $2567533.60   | 0.11%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                            | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    233000 | PA      | $235112.87    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                             | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5255000 | PA      | $5337834.57   | 0.23%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $730676.44    | 0.03%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2031984.84   | 0.09%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-1                                                           | CUSIP: 46643UDP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    611197 | PA      | $601784.94    | 0.03%             | 2044-12-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                        | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2885000 | PA      | $2861409.07   | 0.12%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                            | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    915000 | PA      | $956175.00    | 0.04%             | 2035-07-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1638845.72   | 0.07%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2019-CD8 Mortgage Trust                                                       | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3300886.75   | 0.14%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    153408 | PA      | $140962.39    | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Contimortgage Home Equity Loan                 | Contimortgage Home Equity Loan Trust 1996-4                                      | CUSIP: 21075WDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       899 | PA      | $877.85       | 0.00%             | 2028-01-15      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $330045.56    | 0.01%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                       | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    705000 | PA      | $742949.45    | 0.03%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                             | JUNE PURCHASER LLC                                                               | CUSIP: 48171UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178294 | PA      | $178695.02    | 0.01%             | 2031-11-28      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4583000 | PA      | $4705973.81   | 0.20%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2024-B Owner Trust                                       | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9734856 | PA      | $9838981.89   | 0.42%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US ULTRA BOND                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       667 | NC      | $-1941030.89  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    725000 | PA      | $758245.60    | 0.03%             | 2033-07-18      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                     | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3241488.21   | 0.14%             | 2040-08-17      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2642000 | PA      | $2689284.67   | 0.11%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $236274.59    | 0.01%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                       | Fedex Freight Holding Co Inc                                                     | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2563604.04   | 0.11%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2655000 | PA      | $2691204.38   | 0.11%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                       | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1443952.37   | 0.06%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    360000 | PA      | $408408.05    | 0.02%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                 | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12405000 | PA      | $12164284.70  | 0.52%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3101000 | PA      | $3271142.26   | 0.14%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8862000 | PA      | $9047931.85   | 0.39%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                        | Meituan                                                                          | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    680000 | PA      | $684971.07    | 0.03%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                         | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAD5<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    635000 | PA      | $688801.65    | 0.03%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                           | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    775000 | PA      | $778315.68    | 0.03%             | N/A             | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                            | WHITE CAP BUYER LLC                                                              | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   5138100 | PA      | $5130074.29   | 0.22%             | 2029-10-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10490000 | PA      | $9439539.79   | 0.40%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   3708000 | PA      | $3809918.09   | 0.16%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     78210 | PA      | $77262.98     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6155165.69   | 0.26%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                            | El Paso Natural Gas Co LLC                                                       | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    671000 | PA      | $801921.23    | 0.03%             | 2032-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $2641.04      | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9022413 | PA      | $7401951.16   | 0.32%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                      | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1100000 | PA      | $1092370.51   | 0.05%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 42 Ltd                                        | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1200128.40   | 0.05%             | 2036-07-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3620AX6F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87621 | PA      | $87711.42     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                       | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    425000 | PA      | $442270.53    | 0.02%             | 2028-06-29      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9799000 | PA      | $10169874.51  | 0.43%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AWPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1740108 | PA      | $1591370.67   | 0.07%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOBILIARE SA / MEXICO SA                       | Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                             | CUSIP: 60742RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    850000 | PA      | $842583.75    | 0.04%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1570011.38   | 0.07%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1189421.85   | 0.05%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3670948.80   | 0.16%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                          | Costa Rica Government International Bond                                         | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    300000 | PA      | $287301.00    | 0.01%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $247062.50    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mellon Residential Funding Cor                 | MRFC Mortgage Pass-Through Trust Series 1998-2                                   | CUSIP: 585525BJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        17 | PA      | $16.85        | 0.00%             | 2028-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                             | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    920000 | PA      | $957168.00    | 0.04%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                       | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    460000 | PA      | $476854.77    | 0.02%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 109 CLO Ltd                                                               | CUSIP: 26248KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1850000 | PA      | $1856528.65   | 0.08%             | 2038-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3128000 | PA      | $3189199.32   | 0.14%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                              | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |   1996000 | PA      | $2138604.22   | 0.09%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    660000 | PA      | $678381.00    | 0.03%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1382000 | PA      | $1384418.50   | 0.06%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $207065.54    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                            | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $209099.86    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 2004-T1                                                 | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5874 | PA      | $6057.56      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                           | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2936956.28   | 0.13%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2492000 | PA      | $2525826.41   | 0.11%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                            | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1246855.49   | 0.05%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $2040457.97   | 0.09%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24350000 | PA      | $24161667.36  | 1.03%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                       | Fedex Freight Holding Co Inc                                                     | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2126199.72   | 0.09%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                 | Qatar Government International Bond                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1409000 | PA      | $1221078.57   | 0.05%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725358 | PA      | $695072.30    | 0.03%             | 2046-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                   | Shinhan Bank Co Ltd                                                              | CUSIP: 824589AH8<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    720000 | PA      | $755106.19    | 0.03%             | 2034-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONTAINER                        | International Container Terminal Services Inc                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | DBT              | CORP              | PH        |    575000 | PA      | $583380.68    | 0.02%             | 2030-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                          | Vale Overseas Ltd                                                                | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1095000 | PA      | $1100475.00   | 0.05%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16618540 | PA      | $14200846.85  | 0.61%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                             | Bahrain Government International Bond                                            | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $628770.72    | 0.03%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                    | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $174700.73    | 0.01%             | 2049-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    827000 | PA      | $766513.22    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                          | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    805000 | PA      | $844831.32    | 0.04%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    825000 | PA      | $826747.60    | 0.04%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                          | Axis Bank Ltd/Gandhinagar                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |   1045000 | PA      | $1040318.82   | 0.04%             | N/A             | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    910000 | PA      | $940714.87    | 0.04%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                       | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    865000 | PA      | $854663.34    | 0.04%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2190000 | PA      | $2169424.73   | 0.09%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2065889.14   | 0.09%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                          | Cikarang Listrindo Tbk PT                                                        | CUSIP: 74448QAA5<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |    970000 | PA      | $988025.22    | 0.04%             | 2035-03-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    726565 | PA      | $115741.80    | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                         | American Honda Finance Corp                                                      | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2864836.88   | 0.12%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1653496.35   | 0.07%             | 2038-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $5052754.28   | 0.22%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                      | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAG4<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1652501.40   | 0.07%             | 2038-04-18      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1593352.55   | 0.07%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | STANDARD INDUSTRIES INC                                                          | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1551522 | PA      | $1558309.56   | 0.07%             | 2028-09-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                              | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1080000 | PA      | $1059497.93   | 0.05%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    328000 | PA      | $226588.96    | 0.01%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     56896 | PA      | $50239.17     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    301000 | PA      | $306434.86    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    351000 | PA      | $355633.73    | 0.02%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                            | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AY8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    870000 | PA      | $871460.30    | 0.04%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    783000 | PA      | $829033.35    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TEXAS WTR DEV BRD REVENUE                      | Texas Water Development Board                                                    | CUSIP: 88285AKD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5450000 | PA      | $5469075.00   | 0.23%             | 2055-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4415213.21   | 0.19%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1451730.19   | 0.06%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                       | Apollo Global Management Inc                                                     | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1809541.62   | 0.08%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                          | JEFFERIES FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   1283518 | PA      | $1283918.04   | 0.05%             | 2031-10-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                  | CUSIP: 06539VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3195000 | PA      | $2828130.61   | 0.12%             | 2055-02-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                            | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    570000 | PA      | $519032.37    | 0.02%             | 2036-09-23      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   5352000 | PA      | $5479570.81   | 0.23%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $500878.50    | 0.02%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4340939.93   | 0.19%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1433319.85   | 0.06%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                             | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $414158.40    | 0.02%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33100541 | PA      | $28690069.47  | 1.22%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $438875.00    | 0.02%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5974963 | PA      | $5715437.29   | 0.24%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925000 | PA      | $1830373.74   | 0.08%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    500000 | PA      | $514625.00    | 0.02%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1387000 | PA      | $1404879.82   | 0.06%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B35 Mortgage Trust                                                | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11975000 | PA      | $11733036.74  | 0.50%             | 2055-05-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1679000 | PA      | $1541315.28   | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                   | SPX FLOW INC                                                                     | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   3320000 | PA      | $3327885.00   | 0.14%             | 2029-04-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                | TSMC Global Ltd                                                                  | CUSIP: 872882AK1<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    320000 | PA      | $290604.58    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9805000 | PA      | $8900530.91   | 0.38%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1184011.84   | 0.05%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                   | KKR & Co Inc                                                                     | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2787355.08   | 0.12%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9167000 | PA      | $8027586.82   | 0.34%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                          | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1287205.92   | 0.05%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17433775 | PA      | $18037299.33  | 0.77%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                      | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-184966.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                           | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    710000 | PA      | $595512.50    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8149315 | PA      | $7335309.80   | 0.31%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1900000 | PA      | $2027376.57   | 0.09%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AL JAWAHER ASSETS                              | AL Jawaher Assets Co Spc                                                         | CUSIP: 009931AA4<br>LEI: 6354007IHCAYDAUAAY02 | Long             | DBT              | CORP              | OM        |   1085000 | PA      | $1072164.45   | 0.05%             | 2030-10-29      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R05                                     | CUSIP: 20753CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2380000 | PA      | $2389008.54   | 0.10%             | 2045-07-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                          | GC Treasury Center Co Ltd                                                        | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    900000 | PA      | $924308.91    | 0.04%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUS                       | Metropolitan Bank & Trust Co                                                     | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |    655000 | PA      | $676749.54    | 0.03%             | 2029-03-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                 | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  17080000 | PA      | $17362424.63  | 0.74%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                          | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    850000 | PA      | $885062.50    | 0.04%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                              | Zais Clo 16 Ltd                                                                  | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   7850000 | PA      | $7842919.30   | 0.33%             | 2034-10-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                      | Municipal Electric Authority of Georgia                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   2341000 | PA      | $2556629.51   | 0.11%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $296416.54    | 0.01%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    530000 | PA      | $536522.18    | 0.02%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                         | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    815000 | PA      | $877299.33    | 0.04%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    299000 | PA      | $301711.36    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    754000 | PA      | $774586.09    | 0.03%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                              | Ma'aden Sukuk Ltd                                                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   1135000 | PA      | $1163093.86   | 0.05%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                 | Diamond Infrastructure Funding LLC                                               | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13530000 | PA      | $13175627.65  | 0.56%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                 | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $29507.34     | 0.00%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                  | Pluspetrol SA                                                                    | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |    740000 | PA      | $761564.34    | 0.03%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                              | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    992000 | PA      | $291182.75    | 0.01%             | 2027-03-23      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1602057.76   | 0.07%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 15 Ltd                                                                 | CUSIP: 00889BAH4<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |   1525000 | PA      | $1531209.80   | 0.07%             | 2038-04-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1959653.47   | 0.08%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                         | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2985000 | PA      | $2978898.96   | 0.13%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1559757.32   | 0.07%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK20                                                                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6085000 | PA      | $5764622.32   | 0.25%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4134163.01   | 0.18%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                  | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    695000 | PA      | $718870.40    | 0.03%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6812112 | PA      | $5571629.02   | 0.24%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                        | Mong Duong Finance Holdings BV                                                   | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |   1111833 | PA      | $1110065.98   | 0.05%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                  | SoftBank Corp                                                                    | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   4520000 | PA      | $4542323.83   | 0.19%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                       | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    525000 | PA      | $567099.75    | 0.02%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 17 Ltd                                                                   | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   5450000 | PA      | $5451155.40   | 0.23%             | 2035-01-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                       | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2183666.32   | 0.09%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6004000 | PA      | $6311819.08   | 0.27%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2775176 | PA      | $2258525.69   | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-6                                                           | CUSIP: 46645GAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464980 | PA      | $454157.42    | 0.02%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2472000 | PA      | $2551065.93   | 0.11%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    659816 | PA      | $677912.45    | 0.03%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3541580.00   | 0.15%             | 2042-01-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                        | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    820000 | PA      | $743629.38    | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4875000 | PA      | $4806975.71   | 0.20%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2677047.48   | 0.11%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16810000 | PA      | $16561914.66  | 0.71%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |   1080000 | PA      | $1083018.29   | 0.05%             | 2030-09-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10302 | PA      | $10294.87     | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2681317.56   | 0.11%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    300000 | PA      | $357147.99    | 0.02%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                  | SoftBank Corp                                                                    | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   5440000 | PA      | $5453202.34   | 0.23%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4308174.71   | 0.18%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   4960000 | PA      | $4490938.75   | 0.19%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    595000 | PA      | $585713.54    | 0.02%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   5157000 | PA      | $5354308.88   | 0.23%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBS3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1203381.60   | 0.05%             | 2039-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KPZH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5321423 | PA      | $5494053.85   | 0.23%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3495000 | PA      | $3460113.26   | 0.15%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1695000 | PA      | $1687526.41   | 0.07%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1581000 | PA      | $1614760.67   | 0.07%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132A5GE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4132859 | PA      | $3741018.56   | 0.16%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-6                                                           | CUSIP: 46645GAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503627 | PA      | $492357.22    | 0.02%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-5                                                           | CUSIP: 46644XBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33609 | PA      | $33494.63     | 0.00%             | 2045-05-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    234000 | PA      | $241009.54    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    865000 | PA      | $894679.02    | 0.04%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $2044.38      | 0.00%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    275000 | PA      | $287967.82    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2024-B                                              | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6910000 | PA      | $6993074.78   | 0.30%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2141000 | PA      | $2242211.49   | 0.10%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                           | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    925000 | PA      | $706191.25    | 0.03%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                          | NYU Langone Hospitals                                                            | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $977818.09    | 0.04%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4385000 | PA      | $3693812.18   | 0.16%             | 2055-01-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AB4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6090493 | PA      | $6259245.30   | 0.27%             | 2049-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2353473.31   | 0.10%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                              | Future Retail Ltd                                                                | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |   1295000 | PA      | $3250.45      | 0.00%             | 2025-01-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1030000 | PA      | $1044954.26   | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14071396 | PA      | $12171982.46  | 0.52%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                     | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |   1261708 | NS      | $2526881.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    500000 | PA      | $507098.55    | 0.02%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2017-5                                                    | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169980 | PA      | $162950.44    | 0.01%             | 2047-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                       | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | NUSS              | AZ        |    500000 | PA      | $540790.10    | 0.02%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    905000 | PA      | $982241.03    | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                         | Montenegro Government International Bond                                         | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    290000 | PA      | $353828.12    | 0.02%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  75977254 | PA      | $62118258.03  | 2.65%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12071000 | PA      | $11760632.86  | 0.50%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2976592.50   | 0.13%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    465000 | PA      | $494732.10    | 0.02%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                         | Millicom International Cellular SA                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    719000 | PA      | $748509.92    | 0.03%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5950000 | PA      | $5565968.56   | 0.24%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust 2013-7                                                                | CUSIP: 12647PAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    691776 | PA      | $574217.26    | 0.02%             | 2043-08-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1945502.46   | 0.08%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                              | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1874494.46   | 0.08%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $1670072.27   | 0.07%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    400000 | PA      | $415929.20    | 0.02%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                 | Structured Asset Mortgage Investments Inc                                        | CUSIP: 073914C27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3226 | PA      | $58.26        | 0.00%             | 2030-05-02      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B36 Mortgage Trust                                                | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2106942.81   | 0.09%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CELESTIAL DYNASTY LTD                          | Celestial Dynasty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900A85ZVOMCLC2410 | Long             | DBT              | CORP              | VG        |    650000 | PA      | $651647.75    | 0.03%             | 2028-08-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16177020 | PA      | $13195781.06  | 0.56%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    350000 | PA      | $326374.48    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5350000 | PA      | $4145273.63   | 0.18%             | 2055-01-15      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |   2036564 | PA      | $2044139.27   | 0.09%             | 2034-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $514279.95    | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Securiti                 | Bear Stearns Mortgage Securities Inc                                             | CUSIP: 073914TS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5343 | PA      | $1242.08      | 0.00%             | 2029-11-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3072136 | PA      | $2543288.70   | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                 | JPMDB Commercial Mortgage Securities Trust 2017-C7                               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $285232.60    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1898305.36   | 0.08%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    900000 | PA      | $650388.60    | 0.03%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1293501 | PA      | $1171200.53   | 0.05%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    701000 | PA      | $721809.04    | 0.03%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | MIDCONTINENT COMMUNICATIONS                                                      | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |   2962500 | PA      | $2958796.88   | 0.13%             | 2031-08-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 1999-T2                                                 | CUSIP: 31359VYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2252 | PA      | $2327.14      | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -1722 | NC      | $919039.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2003-W1                                                   | CUSIP: 31392GWB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4227 | PA      | $4277.92      | 0.00%             | 2042-12-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                       | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    605000 | PA      | $566948.83    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                                    | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2946000 | PA      | $2936364.81   | 0.13%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                             | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    805000 | PA      | $810665.19    | 0.03%             | 2036-03-16      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 2002-T19                                                | CUSIP: 31392GVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29420 | PA      | $31013.69     | 0.00%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                     | Trust 2401                                                                       | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    816400 | PA      | $896794.99    | 0.04%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1455000 | PA      | $1182092.20   | 0.05%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 18 Ltd                                                             | CUSIP: 05875YAQ9<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1604515.20   | 0.07%             | 2038-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378PFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    959376 | PA      | $868174.12    | 0.04%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    143843 | PA      | $142607.62    | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                    | Popular Inc                                                                      | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2573320.75   | 0.11%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DHAFRAH PV2 ENERGY COMPA                       | Dhafrah Pv2 Energy Co LLC                                                        | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |    985000 | PA      | $1000944.29   | 0.04%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1448000 | PA      | $1389689.04   | 0.06%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $420473.72    | 0.02%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Salomon Brothers Mortgage Secu                 | Citigroup Global Markets Mortgage Securities VII Inc                             | CUSIP: 79548KUU0<br>LEI: 549300VB2N1G56GWKB41 | Long             | ABS-MBS          | CORP              | US        |    470069 | PA      | $67726.54     | 0.00%             | 2030-12-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136ADA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25255 | PA      | $19827.41     | 0.00%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9123000 | PA      | $10294199.79  | 0.44%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    395000 | PA      | $325925.48    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNB BANK AS                                    | QNB Bank AS                                                                      | CUSIP: 000000000<br>LEI: 789000Q21SW842S9IJ58 | Long             | DBT              | CORP              | TR        |    690000 | PA      | $774955.97    | 0.03%             | 2033-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2411399 | PA      | $2080012.15   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3193184.12   | 0.14%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    350000 | PA      | $390705.55    | 0.02%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1640603.52   | 0.07%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1290612.05   | 0.06%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                       | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    850000 | PA      | $884332.35    | 0.04%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $3284901.17   | 0.14%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                              | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1473778.70   | 0.06%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    427000 | PA      | $457925.22    | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                    | CHARTER COMMUNICATIONS OPERATING LLC                                             | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1899810 | PA      | $1899513.63   | 0.08%             | 2031-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3970419 | PA      | $3569387.26   | 0.15%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16034909 | PA      | $16109171.18  | 0.69%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                   | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    915000 | PA      | $974393.02    | 0.04%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    426000 | PA      | $446618.40    | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                             | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6953000 | PA      | $7065916.72   | 0.30%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MNSN Holdings Inc                              | MNSN Holdings Inc                                                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9217 | NS      | $483892.50    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $4521434.15   | 0.19%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2282105.08   | 0.10%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                 | Tecpetrol SA                                                                     | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    950000 | PA      | $951947.50    | 0.04%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5262018.83   | 0.22%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5758023.87   | 0.25%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2836223.60   | 0.12%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1551745.30   | 0.07%             | 2038-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    350000 | PA      | $318675.00    | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1888095.83   | 0.08%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $6155744.72   | 0.26%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $2603287.56   | 0.11%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2014-2                                                  | CUSIP: 46641YAP8<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |    546605 | PA      | $535846.13    | 0.02%             | 2029-06-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2014-2                                                  | CUSIP: 46641YAQ6<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |    216947 | PA      | $212420.08    | 0.01%             | 2029-06-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3620ARSK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129522 | PA      | $124516.79    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $978891.24    | 0.04%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1858667.25   | 0.08%             | 2038-02-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                       | Comision Federal de Electricidad                                                 | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   1185000 | PA      | $1072239.19   | 0.05%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                 | Structured Asset Mortgage Investments Inc                                        | CUSIP: 073914C35<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1464 | PA      | $19.13        | 0.00%             | 2030-05-02      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1465155.48   | 0.06%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                       | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   3640000 | PA      | $3629002.10   | 0.15%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5517000 | PA      | $6133947.35   | 0.26%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2970000 | PA      | $2895506.46   | 0.12%             | 2060-06-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                 | Bancolombia SA                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    740000 | PA      | $791273.93    | 0.03%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2710932 | PA      | $2723904.88   | 0.12%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XMYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8532419 | PA      | $7666202.95   | 0.33%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARCOBRE SAC                                   | Marcobre SAC                                                                     | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |    925000 | PA      | $921253.75    | 0.04%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                       | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    785000 | PA      | $803012.85    | 0.03%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XCLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4146076 | PA      | $3593856.64   | 0.15%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1796508.23   | 0.08%             | 2055-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Corp Trust 2012-BWTR                                      | CUSIP: 36192RAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $446872.30    | 0.02%             | 2034-11-05      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2299699.94   | 0.10%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2445137.28   | 0.10%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1492572.45   | 0.06%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    850000 | PA      | $901712.64    | 0.04%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R06                                     | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9114028 | PA      | $9208325.38   | 0.39%             | 2045-09-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    586000 | PA      | $548107.25    | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $2220378.00   | 0.09%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                                             | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1163597.81   | 0.05%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $411313.96    | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                   | Kookmin Bank                                                                     | CUSIP: 50050GAN8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |   1050000 | PA      | $956553.05    | 0.04%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                     | MHP Lux SA                                                                       | CUSIP: 59318YAA6<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    715000 | PA      | $718796.08    | 0.03%             | 2026-04-03      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5693000 | PA      | $5679620.31   | 0.24%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MCC7<br>LEI: 254900DY0KADNJ4ZCJ32 | Long             | ABS-MBS          | CORP              | US        |   3550000 | PA      | $3302181.96   | 0.14%             | 2055-02-15      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QEKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9689107 | PA      | $8407368.37   | 0.36%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1092092.00   | 0.05%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                    | CHARTER COMMUNICATIONS OPER                                                      | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2842000 | PA      | $2836449.57   | 0.12%             | 2030-12-09      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                       | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    935000 | PA      | $983509.20    | 0.04%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                 | FirstKey Homes 2021-SFR2 Trust                                                   | CUSIP: 33767TAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4280000 | PA      | $4207278.09   | 0.18%             | 2038-09-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                          | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   4325000 | PA      | $3902071.66   | 0.17%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $208321.32    | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $722153.27    | 0.03%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                          | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |   1032000 | PA      | $1016154.16   | 0.04%             | 2035-02-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36183QXM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    641270 | PA      | $582537.97    | 0.02%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3131WEYK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       122 | PA      | $124.07       | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                  | CUSIP: 06539VBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2092000 | PA      | $1803463.41   | 0.08%             | 2055-02-15      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3890000 | PA      | $3725014.99   | 0.16%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   5172000 | PA      | $5289269.93   | 0.23%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XCM54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8371031 | PA      | $7508849.83   | 0.32%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X8LV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7710697 | PA      | $6377102.29   | 0.27%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4789000 | PA      | $4837675.40   | 0.21%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    465000 | PA      | $418663.12    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                        | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    755000 | PA      | $803554.05    | 0.03%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    363000 | PA      | $414030.03    | 0.02%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon CLO 2020-2 Ltd                                                            | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4093505.60   | 0.17%             | 2034-10-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5295000 | PA      | $5001469.56   | 0.21%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $6036355.09   | 0.26%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3166331.20   | 0.13%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94698 | PA      | $91648.74     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1646851.60   | 0.07%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14195962 | PA      | $14209740.74  | 0.61%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119408 | PA      | $122553.07    | 0.01%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    465000 | PA      | $482194.03    | 0.02%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    320000 | PA      | $317424.00    | 0.01%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3333000 | PA      | $2818636.77   | 0.12%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2111498 | PA      | $1752692.59   | 0.07%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       455 | NC      | $-196586.12   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                        | GDZ Elektrik Dagitim AS                                                          | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    675000 | PA      | $676335.22    | 0.03%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                           | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    570000 | PA      | $589722.00    | 0.03%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2016-CD2 Mortgage Trust                                                       | CUSIP: 12515ABD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4367856 | PA      | $4340616.06   | 0.19%             | 2049-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $214250.43    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21059382 | PA      | $17925708.08  | 0.76%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    433000 | PA      | $388827.07    | 0.02%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                       | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development  | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $936542.75    | 0.04%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    800000 | PA      | $719164.24    | 0.03%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    420000 | PA      | $309288.00    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA GLOBAL UTILITIES                       | Georgia Global Utilities JSC                                                     | CUSIP: 373196AB0<br>LEI: 213800JCP8ERP6FTOL26 | Long             | DBT              | CORP              | GE        |    610000 | PA      | $646386.44    | 0.03%             | 2029-07-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                     | MHP Lux SA                                                                       | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    975000 | PA      | $1003886.23   | 0.04%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W04F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2905221 | PA      | $2376792.12   | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2057820.00   | 0.09%             | 2042-02-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  17125000 | NS      | $17125000.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2025-I Ltd                                                          | CUSIP: 12572VAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1851714.95   | 0.08%             | 2038-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XNDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4329792 | PA      | $4406208.70   | 0.19%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7278571 | PA      | $6019817.28   | 0.26%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1801842.40   | 0.08%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X4PF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4872209 | PA      | $4755222.29   | 0.20%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    462000 | PA      | $439467.66    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2016-BNK2                                         | CUSIP: 61690YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1401597.30   | 0.06%             | 2049-11-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | Bank of Montreal                                                                 | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2395000 | PA      | $2390538.83   | 0.10%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $5047307.97   | 0.22%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                       | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    665000 | PA      | $697700.24    | 0.03%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4104533.60   | 0.17%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                        | MISC Capital Two Labuan Ltd                                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    650000 | PA      | $646002.76    | 0.03%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KFV6<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |   9860225 | PA      | $10007896.05  | 0.43%             | 2033-12-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    741000 | PA      | $259424.10    | 0.01%             | 2019-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1965896.33   | 0.08%             | 2055-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5255000 | PA      | $4651436.98   | 0.20%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $869300.66    | 0.04%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1895505.88   | 0.08%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11064801 | PA      | $11340657.33  | 0.48%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                            | Republic of Armenia International Bond                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    450000 | PA      | $409919.58    | 0.02%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                            | SVB Financial Trust                                                              | CUSIP: 78500B205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10507 | NS      | $4806952.50   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31393JLU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10994 | PA      | $11148.76     | 0.00%             | 2033-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3306776.36   | 0.14%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd                             | Elmwood CLO 22 Ltd                                                               | CUSIP: 29001YAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1556846.35   | 0.07%             | 2038-04-17      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3441442.34   | 0.15%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1640000 | PA      | $1709414.64   | 0.07%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-13                                                 | CUSIP: 46592XBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4489694 | PA      | $3879627.96   | 0.17%             | 2052-04-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                            | Africa Finance Corp                                                              | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | N/A       |    845000 | PA      | $866798.21    | 0.04%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                           | JSW Hydro Energy Ltd                                                             | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    628975 | PA      | $593346.33    | 0.03%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1541355.77   | 0.07%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3779262.73   | 0.16%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1975207.50   | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                           | Signal Peak CLO 5 Ltd                                                            | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8400000 | PA      | $8408794.80   | 0.36%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    645000 | PA      | $693408.80    | 0.03%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1649000 | PA      | $1698205.01   | 0.07%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                             | ARDONAGH GROUP FINCO PTY LTD                                                     | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   6252868 | PA      | $6242119.34   | 0.27%             | 2031-02-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5267453.07   | 0.22%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2705000 | PA      | $2514638.87   | 0.11%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138M8J46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496153 | PA      | $459460.11    | 0.02%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $801542.45    | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                 | Mercedes-Benz Auto Lease Trust 2026-A                                            | CUSIP: 58770YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1400784.56   | 0.06%             | 2028-07-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                   | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273968 | PA      | $266927.27    | 0.01%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    745000 | PA      | $742206.25    | 0.03%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| TBC BANK JSC                                   | TBC Bank JSC                                                                     | CUSIP: 48128XAD5<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |    645000 | PA      | $694692.09    | 0.03%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BURGAN BANK                                    | Burgan Bank SAK                                                                  | CUSIP: 000000000<br>LEI: 558600NC81HKXMFSTY52 | Long             | DBT              | CORP              | KW        |    945000 | PA      | $924138.65    | 0.04%             | 2031-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                       | Israel Electric Corp Ltd                                                         | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    580000 | PA      | $579190.32    | 0.02%             | 2038-01-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5TL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12480557 | PA      | $12194983.06  | 0.52%             | 2055-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1835000 | PA      | $1886202.01   | 0.08%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                 | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6650000 | PA      | $6632284.40   | 0.28%             | 2035-01-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1993579.51   | 0.08%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK MUSCAT SAOG                               | Bank Muscat SAOG                                                                 | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | DBT              | CORP              | OM        |   1090000 | PA      | $1091947.94   | 0.05%             | 2030-10-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2350000 | PA      | $2677314.32   | 0.11%             | 2028-11-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2025-DNA2                                          | CUSIP: 35564NJA2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |   2075000 | PA      | $2075706.75   | 0.09%             | 2045-05-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    804000 | PA      | $834980.93    | 0.04%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    192444 | PA      | $176185.52    | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL SUBORD TR 2.0                       | Industrial Subordinated Trust 2 0                                                | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |   1330000 | PA      | $1350615.00   | 0.06%             | 2036-04-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                       | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3996000 | PA      | $3690325.18   | 0.16%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $349920.00    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                            | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    810000 | PA      | $820125.00    | 0.03%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                           | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4899000 | PA      | $5045384.57   | 0.22%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                   | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1652510.54   | 0.07%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    290000 | PA      | $233263.49    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                              | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $828144.60    | 0.04%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3186839.66   | 0.14%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3902128 | PA      | $3535379.76   | 0.15%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                            | LIGHTNING POWER LLC                                                              | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   2791729 | PA      | $2799872.79   | 0.12%             | 2031-08-18      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3617MN3S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    782382 | PA      | $699064.88    | 0.03%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4514000 | PA      | $4708348.92   | 0.20%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31417DW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36960 | PA      | $36497.87     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                             | Aegea Finance Sarl                                                               | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    710000 | PA      | $694323.13    | 0.03%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                       | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    417000 | PA      | $410629.07    | 0.02%             | 2031-03-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                            | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    900000 | PA      | $912303.00    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2017-K71 Mortgage Trust                                                    | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80000 | PA      | $78795.42     | 0.00%             | 2050-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2106000 | PA      | $2131179.13   | 0.09%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XQNZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10534225 | PA      | $10020623.37  | 0.43%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $601497.36    | 0.03%             | 2045-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2025-DNA4                                          | CUSIP: 35564UBS5<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6015225.00   | 0.26%             | 2045-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                 | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2406512 | PA      | $2403076.99   | 0.10%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11480362 | PA      | $10929518.63  | 0.47%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1716666.61   | 0.07%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2226126.53   | 0.09%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QMVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3872120 | PA      | $3304721.10   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W3NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11146142 | PA      | $9549739.48   | 0.41%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    238830 | PA      | $150970.99    | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI TOLL REVENU                 | Public Finance Authority                                                         | CUSIP: 74448UAC2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   4670000 | PA      | $5159416.00   | 0.22%             | 2065-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   5785000 | PA      | $5735814.19   | 0.24%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                       | Kingston Airport Revenue Finance Ltd                                             | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    546000 | PA      | $557242.14    | 0.02%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                 | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4670000 | PA      | $4600924.63   | 0.20%             | 2038-08-17      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    841000 | PA      | $794408.60    | 0.03%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    815000 | PA      | $774571.93    | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                       | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    677914 | PA      | $584401.05    | 0.02%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1625167.04   | 0.07%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                      | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2623138.52   | 0.11%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BWY73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1404239 | PA      | $1221640.14   | 0.05%             | 2045-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63425 | PA      | $63075.16     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    450000 | PA      | $317495.25    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1505 | NC      | $-901028.55   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| DataBank Issuer LLC                            | DataBank Issuer                                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5155000 | PA      | $5144243.58   | 0.22%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    155000 | PA      | $127677.27    | 0.01%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                            | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1735000 | PA      | $1778375.00   | 0.08%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                       | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   7639000 | PA      | $6633362.32   | 0.28%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                       | Comision Federal de Electricidad                                                 | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $752062.50    | 0.03%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4865000 | PA      | $4386419.73   | 0.19%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                        | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    955000 | PA      | $1003160.65   | 0.04%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                         | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    850000 | PA      | $876820.90    | 0.04%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                       | Azule Energy Finance Plc                                                         | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $700296.59    | 0.03%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2988096 | PA      | $2989346.75   | 0.13%             | 2044-05-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                         | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    561000 | PA      | $576152.27    | 0.02%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS                                 | FIBRA Prologis                                                                   | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    880000 | PA      | $875336.00    | 0.04%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     73088 | PA      | $71500.66     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2169741.20   | 0.09%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11365000 | PA      | $11641593.41  | 0.50%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                    | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1441410.35   | 0.06%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8075000 | PA      | $7305450.89   | 0.31%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                       | Telecommunications co Telekom Srbija AD Belgrade                                 | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    805000 | PA      | $810294.89    | 0.03%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2764000 | PA      | $2798483.66   | 0.12%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                          | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2036329.63   | 0.09%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3370000 | PA      | $3372473.24   | 0.14%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                  | New Residential Mortgage Loan Trust 2018-RPL1                                    | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330859 | PA      | $323441.36    | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 42 CLO Ltd                                                               | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300244.20    | 0.01%             | 2034-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS5                                            | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6820000 | PA      | $6753704.14   | 0.29%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                      | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2089949.82   | 0.09%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF3                                   | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3222000 | PA      | $3033827.15   | 0.13%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6560000 | PA      | $6494100.21   | 0.28%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1276760 | PA      | $1208072.65   | 0.05%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |   2400000 | PA      | $2491868.58   | 0.11%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    185756 | PA      | $115717.34    | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                       | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   3863000 | PA      | $4029768.03   | 0.17%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36241LS23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124363 | PA      | $120729.14    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3588992 | PA      | $3687111.14   | 0.16%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 223125000 | PA      | $218575347.38 | 9.32%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5710000 | PA      | $5423087.92   | 0.23%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1988275.33   | 0.08%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                       | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    856789 | PA      | $892654.07    | 0.04%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2140646 | PA      | $1769505.20   | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |  17125000 | NS      | $17125000.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1211000 | PA      | $1003337.24   | 0.04%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                   | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2276017.84   | 0.10%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                       | Comision Federal de Electricidad                                                 | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $400500.00    | 0.02%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   1495000 | PA      | $1487459.07   | 0.06%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16575000 | PA      | $16466226.56  | 0.70%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XGTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4951261 | PA      | $5030767.98   | 0.21%             | 2051-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                           | Bidvest Group UK PLC/The                                                         | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    965000 | PA      | $984777.68    | 0.04%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    106146 | PA      | $64713.98     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31613125 | PA      | $26311135.74  | 1.12%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Stacr Remic Trust 2025-Dna3                                          | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   2340000 | PA      | $2340816.66   | 0.10%             | 2045-09-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2002-W6                                                   | CUSIP: 31392DH70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5940 | PA      | $5993.00      | 0.00%             | 2042-06-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                    | NBK SPC Ltd                                                                      | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    905000 | PA      | $889452.55    | 0.04%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                          | Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   1025000 | PA      | $1070943.47   | 0.05%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                              | Jordan Government International Bond                                             | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    400000 | PA      | $392623.64    | 0.02%             | 2032-11-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1464860.92   | 0.06%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4189000 | PA      | $3953679.15   | 0.17%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    300000 | PA      | $362300.42    | 0.02%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1878249.53   | 0.08%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    300000 | PA      | $355728.19    | 0.02%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1631343.97   | 0.07%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1803720.14   | 0.08%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANCO MACRO SA                                 | Banco Macro SA                                                                   | CUSIP: 05963GAK4<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |    900000 | PA      | $929250.00    | 0.04%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8340000 | PA      | $7920385.41   | 0.34%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3714745 | PA      | $3768024.30   | 0.16%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2571369 | PA      | $2129205.12   | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2553652.72   | 0.11%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4020000 | PA      | $3887962.30   | 0.17%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2015-2                                                    | CUSIP: 81733YEE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121176 | PA      | $118237.71    | 0.01%             | 2045-05-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                       | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |   1200000 | PA      | $1243980.00   | 0.05%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                       | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $800087.12    | 0.03%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7116000 | PA      | $6831704.41   | 0.29%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    660000 | PA      | $603376.42    | 0.03%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     28991 | PA      | $18439.47     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3622ACCD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3639300 | PA      | $3789344.67   | 0.16%             | 2042-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    127000 | PA      | $99964.14     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 05571ABG9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1985000 | PA      | $1985515.50   | 0.08%             | 2047-01-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3150381.77   | 0.13%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R04                                     | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5340000 | PA      | $5361458.26   | 0.23%             | 2045-05-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVA SECURITISATION SARL                       | Nova Securitisation Sarl                                                         | CUSIP: 66984FAB3<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1183800.00   | 0.05%             | 2036-02-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AZORRA SOAR TLB FINANCE                        | AZORRA SOAR TLB FINANCE LTD                                                      | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |   1303408 | PA      | $1312368.75   | 0.06%             | 2029-10-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                           | Georgian Railway JSC                                                             | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    320000 | PA      | $306262.40    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARDSHININVESTBK (DILIJAN                       | Ardshinbank CJSC Via Dilijan Finance BV                                          | CUSIP: 254032AD7<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |    775000 | PA      | $783040.32    | 0.03%             | 2031-01-22      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3209163.96   | 0.14%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   1130000 | PA      | $1181078.60   | 0.05%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                   | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6737197.35   | 0.29%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FPH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32307190 | PA      | $33087431.19  | 1.41%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                 | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9750000 | PA      | $9690449.93   | 0.41%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                       | Hyundai Capital Services Inc                                                     | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    610000 | PA      | $621976.68    | 0.03%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    850000 | PA      | $847733.90    | 0.04%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                       | Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    400000 | PA      | $427900.00    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   4403000 | PA      | $3920781.68   | 0.17%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    825000 | PA      | $740454.08    | 0.03%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                       | Montego Bay Airport Revenue Finance Ltd                                          | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |   1040000 | PA      | $1040104.00   | 0.04%             | 2035-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| INVERSIONES Y REPRESENTA                       | IRSA Inversiones y Representaciones SA                                           | CUSIP: 450047AJ4<br>LEI: 549300QJINFBX83IZ837 | Long             | DBT              | CORP              | AR        |    830000 | PA      | $843072.50    | 0.04%             | 2035-03-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4423000 | PA      | $4424826.70   | 0.19%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                            | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    496000 | PA      | $528299.72    | 0.02%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    570000 | PA      | $587786.45    | 0.03%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2004-J4                                          | CUSIP: 12669FVB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6734 | PA      | $6517.29      | 0.00%             | 2034-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4776038.22   | 0.20%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2945991 | PA      | $2431728.49   | 0.10%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 36241KGU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44270 | PA      | $44690.90     | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK40                                                                  | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4430000 | PA      | $3908744.49   | 0.17%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    385000 | PA      | $411565.00    | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    108336 | PA      | $53291.95     | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                       | Pertamina Hulu Energi PT                                                         | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |   1000000 | PA      | $1017867.90   | 0.04%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                       | Petrobras Global Finance BV                                                      | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1035000 | PA      | $1018181.25   | 0.04%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8967751 | PA      | $8490584.57   | 0.36%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1149409 | PA      | $975273.91    | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31387DNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1584 | PA      | $1607.08      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10723561 | PA      | $9726599.80   | 0.41%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4730000 | PA      | $4259606.70   | 0.18%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       179 | NC      | $38705.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    250000 | PA      | $231715.00    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1639984.80   | 0.07%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                       | Baiterek National Managing Holding JSC                                           | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    714000 | PA      | $729097.96    | 0.03%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1966268.12   | 0.08%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    103586 | PA      | $85058.16     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4451725.29   | 0.19%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                       | RTX Corp                                                                         | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1290199.01   | 0.06%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     91551 | PA      | $52159.26     | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3248570.98   | 0.14%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1784994.00   | 0.08%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $428695.98    | 0.02%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7299131 | PA      | $7063357.00   | 0.30%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                      | IRV Trust 2025-200P                                                              | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6163705.80   | 0.26%             | 2047-03-14      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4195000 | PA      | $4180809.57   | 0.18%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  17125000 | NS      | $17125000.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    353393 | PA      | $256386.62    | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    440000 | PA      | $394328.00    | 0.02%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2340347.15   | 0.10%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                           | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8875000 | PA      | $8928581.93   | 0.38%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                       | Caterpillar Financial Services Corp                                              | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1799364.42   | 0.08%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1683000 | PA      | $1666427.50   | 0.07%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                          | Gildan Activewear Inc                                                            | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   6390000 | PA      | $6372702.91   | 0.27%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                  | Agate Bay Mortgage Trust 2015-1                                                  | CUSIP: 00841WBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267387 | PA      | $264349.13    | 0.01%             | 2045-01-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3617AAXZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    233482 | PA      | $224107.86    | 0.01%             | 2035-11-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19583636 | PA      | $19264228.66  | 0.82%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1709063.95   | 0.07%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  17125000 | NS      | $17125000.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI CRUDE OIL                            | Abu Dhabi Crude Oil Pipeline LLC                                                 | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    495000 | PA      | $457236.70    | 0.02%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108063 | PA      | $97900.62     | 0.00%             | 2036-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAD1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    870000 | PA      | $776810.56    | 0.03%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3863714.47   | 0.16%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    300000 | PA      | $310059.15    | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QLRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10072170 | PA      | $8730618.51   | 0.37%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                | QazaqGaz NC JSC                                                                  | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |   1445000 | PA      | $1438847.62   | 0.06%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Series 2025-R01                                    | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $410126.53    | 0.02%             | 2045-01-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    703000 | PA      | $732960.88    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2015-1                                                    | CUSIP: 81745QCB6<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |    404412 | PA      | $397359.71    | 0.02%             | 2045-01-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1850000 | PA      | $1891378.95   | 0.08%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38373MPG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55809 | PA      | $0.00         | 0.00%             | 2045-06-17      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| AIA GROUP LTD                                  | AIA Group Ltd                                                                    | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    560000 | PA      | $578208.79    | 0.02%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     76293 | PA      | $43322.39     | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1574799.35   | 0.07%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon Capital CLO 2019-2 Ltd                                                    | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2849224.80   | 0.12%             | 2034-10-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   1135000 | PA      | $1136937.11   | 0.05%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                        | Turkiye Garanti Bankasi AS                                                       | CUSIP: 900148AF4<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |    735000 | PA      | $764109.97    | 0.03%             | 2034-02-28      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                          | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    547000 | PA      | $583293.45    | 0.02%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPV71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4462635 | PA      | $4370288.76   | 0.19%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1111000 | PA      | $1100603.26   | 0.05%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $2014451.39   | 0.09%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4385000 | PA      | $4374864.95   | 0.19%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133BMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12201197 | PA      | $11709000.32  | 0.50%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7865000 | PA      | $7734993.91   | 0.33%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   9950000 | PA      | $10570826.27  | 0.45%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    745000 | PA      | $778972.00    | 0.03%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                         | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $809612.00    | 0.03%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      2187 | NC      | $-3764570.58  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                        | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2103575.60   | 0.09%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B18 Mortgage Trust                                                | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2673456.00   | 0.11%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    402000 | PA      | $439844.00    | 0.02%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit                 | Freddie Mac Whole Loan Securities Trust 2016-SC02                                | CUSIP: 3137G1BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145944 | PA      | $126857.46    | 0.01%             | 2046-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   2817293 | PA      | $2825136.11   | 0.12%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3182000 | PA      | $3282720.16   | 0.14%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                            | Honduras Government International Bond                                           | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    450000 | PA      | $518121.00    | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132E0DY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11279616 | PA      | $11531083.95  | 0.49%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10773904 | PA      | $9734735.16   | 0.42%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit                 | Freddie Mac Whole Loan Securities Trust 2015-SC01                                | CUSIP: 3137G1AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    422930 | PA      | $384835.40    | 0.02%             | 2045-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $108.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2013-4                                                    | CUSIP: 81744YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209298 | PA      | $204323.78    | 0.01%             | 2043-04-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132E0CW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20496133 | PA      | $19037363.85  | 0.81%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $4017079.61   | 0.17%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5KT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10290342 | PA      | $9736632.35   | 0.42%             | 2055-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                       | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AW1<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    915000 | PA      | $913629.15    | 0.04%             | 2036-06-11      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3377166.58   | 0.14%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                    | TCW CLO 2019-2 Ltd                                                               | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1825596.65   | 0.08%             | 2038-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                           | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   6585000 | PA      | $6603036.97   | 0.28%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F5LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3635687 | PA      | $3603889.83   | 0.15%             | 2027-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                | Access Bank PLC                                                                  | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    540000 | PA      | $538687.04    | 0.02%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

**Name of Applicant:** Delaware Group Adviser Funds

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

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