# EDGAR Filing Document

**Accession Number:** 0000910682
**File Stem:** 0001752724-23-069732
**Filing Date:** 2023-3
**Character Count:** 526077
**Document Hash:** 6e420f04dbad1b7e79894314a2f7a490
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-069732.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-069732

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE GROUP ADVISER FUNDS
- **CENTRAL INDEX KEY:** 0000910682
- **IRS NUMBER:** 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:** 23767972

**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

### DELAWARE 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            |  |

## Nport-Ex

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 3.13%** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 3.13%** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 3.13%** |
| &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;3399 | &nbsp;&nbsp;$3429 |
| &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;41025 | &nbsp;&nbsp;&nbsp;&nbsp; 42523 |
| &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;10770 | &nbsp;&nbsp;&nbsp;&nbsp; 11183 |
| &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;9827 | &nbsp;&nbsp;&nbsp;&nbsp; 9765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2003-W1 2A 5.272% 12/25/42 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 | &nbsp;&nbsp;&nbsp;&nbsp; 5930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-W11 1A2 6.50% 5/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;112413 | &nbsp;&nbsp;&nbsp;&nbsp; 116764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae REMICs |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-118 DC 4.00% 11/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58786 | &nbsp;&nbsp;&nbsp;&nbsp; 56489 |
| &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;23084 | &nbsp;&nbsp;&nbsp;&nbsp; 19276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-34 OK 0.903% 3/25/44 Ω, ^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54453 | &nbsp;&nbsp;&nbsp;&nbsp; 53938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-40 GZ 3.50% 5/25/47 | 2028247 | &nbsp;&nbsp;&nbsp;&nbsp; 1868293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates<br> Series X3FX A2FX 3.00% 6/25/27 ♦ | 4515000 | &nbsp;&nbsp;&nbsp;&nbsp; 4319314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac REMICs<br> Series 4676 KZ 2.50% 7/15/45 | 1837918 | &nbsp;&nbsp;&nbsp;&nbsp; 1645775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk Debt Notes<br> Series 2017-HQA2 M2AS 5.556% (LIBOR01M + 1.05%) 12/25/29 • | 1597120 | &nbsp;&nbsp;&nbsp;&nbsp; 1596570 |
| &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 2019-HQA4 M2 144A 6.556% (LIBOR01M + 2.05%) 11/25/49 #, • | &nbsp;&nbsp;&nbsp;&nbsp;102571 | &nbsp;&nbsp;&nbsp;&nbsp; 102571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA2 M2 144A 6.356% (LIBOR01M + 1.85%) 2/25/50 #, • | &nbsp;&nbsp;&nbsp;&nbsp;631177 | &nbsp;&nbsp;&nbsp;&nbsp; 629828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-DNA6 M2 144A 6.31% (SOFR + 2.00%) 12/25/50 #, • | 8047782 | &nbsp;&nbsp;&nbsp;&nbsp; 8027692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HQA2 M2 144A 7.606% (LIBOR01M + 3.10%) 3/25/50 #, • | 1637306 | &nbsp;&nbsp;&nbsp;&nbsp; 1673076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA1 M2 144A 6.11% (SOFR + 1.80%) 1/25/51 #, • | 16085521 | &nbsp;&nbsp;&nbsp;&nbsp; 15834706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA3 M2 144A 6.41% (SOFR + 2.10%) 10/25/33 #, • | 6770000 | &nbsp;&nbsp;&nbsp;&nbsp; 6734051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA5 M2 144A 5.96% (SOFR + 1.65%) 1/25/34 #, • | 7543172 | &nbsp;&nbsp;&nbsp;&nbsp; 7463260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA1 M2 144A 6.56% (SOFR + 2.25%) 8/25/33 #, • | 19600000 | &nbsp;&nbsp;&nbsp;&nbsp; 19057437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA2 M2 144A 6.36% (SOFR + 2.05%) 12/25/33 #, • | 13430000 | &nbsp;&nbsp;&nbsp;&nbsp; 12842928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA1 M2 144A 6.81% (SOFR + 2.50%) 1/25/42 #, • | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3255136 |

---

NQ-189 [1/23] 03/23 (2778498) 1

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** |
| &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 2022-DNA2 M2 144A 8.06% (SOFR + 3.75%) 2/25/42 #, • | 2000000 | &nbsp;&nbsp;$1942530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series T-54 2A 6.50% 2/25/43 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12341 | &nbsp;&nbsp;&nbsp;&nbsp; 13162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series T-58 2A 6.50% 9/25/43 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;186964 | &nbsp;&nbsp;&nbsp;&nbsp; 191596 |
| &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;862000 | &nbsp;&nbsp;&nbsp;&nbsp; 795445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-182 CZ 2.50% 12/20/43 | 1260183 | &nbsp;&nbsp;&nbsp;&nbsp; 1127815 |
| &nbsp;&nbsp;&nbsp;**Total Agency Collateralized Mortgage Obligations (cost $91,434,001)** | &nbsp;&nbsp;&nbsp;**Total Agency Collateralized Mortgage Obligations (cost $91,434,001)** | &nbsp;&nbsp;&nbsp; **89440482** |
| &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 0.19%** | &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 0.19%** | &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 0.19%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-K37 B 144A 4.562% 1/25/47 #, • | 4550000 | &nbsp;&nbsp;&nbsp;&nbsp; 4489452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-K44 B 144A 3.719% 1/25/48 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 968948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-K71 B 144A 3.753% 11/25/50 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp; 75006 |
| &nbsp;&nbsp;&nbsp;**Total Agency Commercial Mortgage-Backed Securities (cost $5,970,592)** | &nbsp;&nbsp;&nbsp;**Total Agency Commercial Mortgage-Backed Securities (cost $5,970,592)** | &nbsp;&nbsp;&nbsp; **5533406** |
| &nbsp;&nbsp;**Agency Mortgage-Backed Securities — 21.81%** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities — 21.81%** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities — 21.81%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae<br> 3.00% 2/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;125540 | &nbsp;&nbsp;&nbsp;&nbsp; 114479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 15 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 3/1/36 | 2547297 | &nbsp;&nbsp;&nbsp;&nbsp; 2321144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 7/1/36 | 13602401 | &nbsp;&nbsp;&nbsp;&nbsp; 12737806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 20 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 3/1/41 | 8045743 | &nbsp;&nbsp;&nbsp;&nbsp; 7066940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 5/1/41 | 7567463 | &nbsp;&nbsp;&nbsp;&nbsp; 6646900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 9/1/37 | 2445171 | &nbsp;&nbsp;&nbsp;&nbsp; 2355227 |
| &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% 11/1/50 | 10306224 | &nbsp;&nbsp;&nbsp;&nbsp; 8737973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 12/1/50 | 5682658 | &nbsp;&nbsp;&nbsp;&nbsp; 4802126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 12/1/50 | 2680098 | &nbsp;&nbsp;&nbsp;&nbsp; 2272238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 1/1/51 | 2690124 | &nbsp;&nbsp;&nbsp;&nbsp; 2300627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 2/1/51 | 3482776 | &nbsp;&nbsp;&nbsp;&nbsp; 2989496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 2/1/51 | 4041364 | &nbsp;&nbsp;&nbsp;&nbsp; 3433899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 4/1/51 | 8160483 | &nbsp;&nbsp;&nbsp;&nbsp; 6889898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 8/1/51 | 3764909 | &nbsp;&nbsp;&nbsp;&nbsp; 3191858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 1/1/52 | 9516633 | &nbsp;&nbsp;&nbsp;&nbsp; 8119944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 9/1/50 | 7457996 | &nbsp;&nbsp;&nbsp;&nbsp; 6659653 |

---

2 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;2.50% 10/1/50 | 5661166 | &nbsp;&nbsp;$5002113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 6/1/51 | 10105468 | &nbsp;&nbsp;&nbsp;&nbsp; 9030600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 8/1/51 | 13508263 | &nbsp;&nbsp;&nbsp;&nbsp; 11954818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 8/1/51 | 5554537 | &nbsp;&nbsp;&nbsp;&nbsp; 4916136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;629401 | &nbsp;&nbsp;&nbsp;&nbsp; 584493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 4/1/47 | 5212832 | &nbsp;&nbsp;&nbsp;&nbsp; 4824738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 11/1/48 | 1960509 | &nbsp;&nbsp;&nbsp;&nbsp; 1816679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 12/1/49 | 12239815 | &nbsp;&nbsp;&nbsp;&nbsp; 11302528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 7/1/50 | 2179860 | &nbsp;&nbsp;&nbsp;&nbsp; 1999158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/1/50 | 1931063 | &nbsp;&nbsp;&nbsp;&nbsp; 1771833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 5/1/51 | 1478756 | &nbsp;&nbsp;&nbsp;&nbsp; 1363091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 7/1/51 | 12034083 | &nbsp;&nbsp;&nbsp;&nbsp; 11072132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/1/51 | 11215058 | &nbsp;&nbsp;&nbsp;&nbsp; 10237319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 12/1/51 | 1679323 | &nbsp;&nbsp;&nbsp;&nbsp; 1543238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 2/1/47 | 4670010 | &nbsp;&nbsp;&nbsp;&nbsp; 4505085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 7/1/47 | 4982468 | &nbsp;&nbsp;&nbsp;&nbsp; 4808627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;857110 | &nbsp;&nbsp;&nbsp;&nbsp; 826885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 1/1/48 | 2250318 | &nbsp;&nbsp;&nbsp;&nbsp; 2152482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 2/1/48 | 4061046 | &nbsp;&nbsp;&nbsp;&nbsp; 3886483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;739386 | &nbsp;&nbsp;&nbsp;&nbsp; 709515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 3/1/50 | 2277788 | &nbsp;&nbsp;&nbsp;&nbsp; 2196343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 8/1/50 | 5468854 | &nbsp;&nbsp;&nbsp;&nbsp; 5230836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 8/1/50 | 1019850 | &nbsp;&nbsp;&nbsp;&nbsp; 975314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 1/1/52 | 18060066 | &nbsp;&nbsp;&nbsp;&nbsp; 16962646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 5/1/52 | 7690953 | &nbsp;&nbsp;&nbsp;&nbsp; 7283690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 3/1/47 | 4628402 | &nbsp;&nbsp;&nbsp;&nbsp; 4561401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 4/1/47 | 1289388 | &nbsp;&nbsp;&nbsp;&nbsp; 1277011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 10/1/48 | 6782665 | &nbsp;&nbsp;&nbsp;&nbsp; 6719238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 5/1/51 | 6057405 | &nbsp;&nbsp;&nbsp;&nbsp; 5939721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;991849 | &nbsp;&nbsp;&nbsp;&nbsp; 957844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16378 | &nbsp;&nbsp;&nbsp;&nbsp; 16620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20936 | &nbsp;&nbsp;&nbsp;&nbsp; 20439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24553 | &nbsp;&nbsp;&nbsp;&nbsp; 24953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;180809 | &nbsp;&nbsp;&nbsp;&nbsp; 183206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 2/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17678 | &nbsp;&nbsp;&nbsp;&nbsp; 17905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;387551 | &nbsp;&nbsp;&nbsp;&nbsp; 393850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 4/1/48 | 1766157 | &nbsp;&nbsp;&nbsp;&nbsp; 1802244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23186 | &nbsp;&nbsp;&nbsp;&nbsp; 23250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 1/1/49 | 9168508 | &nbsp;&nbsp;&nbsp;&nbsp; 9283659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 1/1/49 | 2907274 | &nbsp;&nbsp;&nbsp;&nbsp; 2923479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 1/1/50 | 2216474 | &nbsp;&nbsp;&nbsp;&nbsp; 2223116 |

---

NQ-189 [1/23] 03/23 (2778498) 3

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;4.50% 1/1/50 | 2200030 | &nbsp;&nbsp;$2235798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 9/1/52 | 19049342 | &nbsp;&nbsp;&nbsp;&nbsp; 18814801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;282269 | &nbsp;&nbsp;&nbsp;&nbsp; 290081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 7/1/49 | 6908892 | &nbsp;&nbsp;&nbsp;&nbsp; 7041914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 7/1/52 | 8119198 | &nbsp;&nbsp;&nbsp;&nbsp; 8174185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 10/1/52 | 9502550 | &nbsp;&nbsp;&nbsp;&nbsp; 9538711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 10/1/52 | 13922292 | &nbsp;&nbsp;&nbsp;&nbsp; 14162611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 5/1/44 | 3443688 | &nbsp;&nbsp;&nbsp;&nbsp; 3608002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 5/1/44 | 4683080 | &nbsp;&nbsp;&nbsp;&nbsp; 4912343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 10/1/52 | 13772247 | &nbsp;&nbsp;&nbsp;&nbsp; 14011422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 10/1/52 | 5964016 | &nbsp;&nbsp;&nbsp;&nbsp; 6078592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 11/1/52 | 4999149 | &nbsp;&nbsp;&nbsp;&nbsp; 5135176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 11/1/52 | 4871811 | &nbsp;&nbsp;&nbsp;&nbsp; 5004368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 12/1/52 | 1348754 | &nbsp;&nbsp;&nbsp;&nbsp; 1370832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 6/1/41 | 3751170 | &nbsp;&nbsp;&nbsp;&nbsp; 3923779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 7/1/41 | 3102336 | &nbsp;&nbsp;&nbsp;&nbsp; 3276660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 7/1/41 | 7322576 | &nbsp;&nbsp;&nbsp;&nbsp; 7731319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 1/1/42 | 2996465 | &nbsp;&nbsp;&nbsp;&nbsp; 3163721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 30 yr TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 2/1/53 | 9628000 | &nbsp;&nbsp;&nbsp;&nbsp; 9297037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 2/1/53 | 10220000 | &nbsp;&nbsp;&nbsp;&nbsp; 10385277 |
| &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% 12/1/35 | 11948210 | &nbsp;&nbsp;&nbsp;&nbsp; 10917205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 3/1/35 | 24542972 | &nbsp;&nbsp;&nbsp;&nbsp; 23536421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac S.F. 20 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 6/1/41 | 15882574 | &nbsp;&nbsp;&nbsp;&nbsp; 14423871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 4/1/42 | 1198930 | &nbsp;&nbsp;&nbsp;&nbsp; 1107633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 11/1/42 | 7413285 | &nbsp;&nbsp;&nbsp;&nbsp; 7520509 |
| &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% 2/1/52 | 8267179 | &nbsp;&nbsp;&nbsp;&nbsp; 6957742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 3/1/52 | 3255674 | &nbsp;&nbsp;&nbsp;&nbsp; 2739818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 10/1/50 | 6767168 | &nbsp;&nbsp;&nbsp;&nbsp; 6012057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 2/1/51 | 11425780 | &nbsp;&nbsp;&nbsp;&nbsp; 10196093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 10/1/51 | 17248851 | &nbsp;&nbsp;&nbsp;&nbsp; 15249596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95079 | &nbsp;&nbsp;&nbsp;&nbsp; 88258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 1/1/47 | 4830000 | &nbsp;&nbsp;&nbsp;&nbsp; 4471826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 1/1/50 | 1827114 | &nbsp;&nbsp;&nbsp;&nbsp; 1689294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 5/1/51 | 14865588 | &nbsp;&nbsp;&nbsp;&nbsp; 13859067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/1/51 | 3958406 | &nbsp;&nbsp;&nbsp;&nbsp; 3628389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/1/52 | 14401682 | &nbsp;&nbsp;&nbsp;&nbsp; 13208711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 11/1/48 | 5449728 | &nbsp;&nbsp;&nbsp;&nbsp; 5235555 |

---

4 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;3.50% 4/1/52 | 5641961 | &nbsp;&nbsp;$5315690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 4/1/52 | 14424873 | &nbsp;&nbsp;&nbsp;&nbsp; 13567309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;392450 | &nbsp;&nbsp;&nbsp;&nbsp; 386105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 9/1/52 | 16111732 | &nbsp;&nbsp;&nbsp;&nbsp; 15569300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18941 | &nbsp;&nbsp;&nbsp;&nbsp; 19269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 1/1/49 | 7259278 | &nbsp;&nbsp;&nbsp;&nbsp; 7297942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 4/1/49 | 2011415 | &nbsp;&nbsp;&nbsp;&nbsp; 2035460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 8/1/49 | 4516602 | &nbsp;&nbsp;&nbsp;&nbsp; 4572855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 7/1/52 | 7764734 | &nbsp;&nbsp;&nbsp;&nbsp; 7865232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 9/1/41 | 5429008 | &nbsp;&nbsp;&nbsp;&nbsp; 5708057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 9/1/52 | 5633542 | &nbsp;&nbsp;&nbsp;&nbsp; 5846618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 9/1/52 | 5415885 | &nbsp;&nbsp;&nbsp;&nbsp; 5526603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 11/1/52 | 5654460 | &nbsp;&nbsp;&nbsp;&nbsp; 5747503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 11/1/52 | 6783253 | &nbsp;&nbsp;&nbsp;&nbsp; 6926090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA I S.F. 30 yr<br> 3.00% 3/15/50 | 1068532 | &nbsp;&nbsp;&nbsp;&nbsp; 981958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA II S.F. 30 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/20/50 | 1849724 | &nbsp;&nbsp;&nbsp;&nbsp; 1732231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 9/20/52 | 3798273 | &nbsp;&nbsp;&nbsp;&nbsp; 3825580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 5/20/37 | &nbsp;&nbsp;&nbsp;&nbsp;303611 | &nbsp;&nbsp;&nbsp;&nbsp; 319029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 6/20/49 | 7594051 | &nbsp;&nbsp;&nbsp;&nbsp; 7820317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 6/20/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 | &nbsp;&nbsp;&nbsp;&nbsp; 1422 |
| &nbsp;&nbsp;&nbsp;**Total Agency Mortgage-Backed Securities (cost $671,073,552)** | &nbsp;&nbsp;&nbsp;**Total Agency Mortgage-Backed Securities (cost $671,073,552)** | &nbsp;&nbsp;&nbsp; **624028170** |
| &nbsp;&nbsp;**Collateralized Debt Obligations — 1.66%** | &nbsp;&nbsp;**Collateralized Debt Obligations — 1.66%** | &nbsp;&nbsp;**Collateralized Debt Obligations — 1.66%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AMMC CLO 22<br> Series 2018-22A A 144A 5.848% (LIBOR03M + 1.03%, Floor 1.03%) 4/25/31 #, • | 4400000 | &nbsp;&nbsp;&nbsp;&nbsp; 4358556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apex Credit CLO<br> Series 2018-1A A2 144A 5.848% (LIBOR03M + 1.03%) 4/25/31 #, • | 11200000 | &nbsp;&nbsp;&nbsp;&nbsp; 10976605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Black Diamond CLO DAC<br> Series 2017-2A A2 144A 6.108% (LIBOR03M + 1.30%, Floor 1.30%) 1/20/32 #, • | 2553179 | &nbsp;&nbsp;&nbsp;&nbsp; 2532095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Catamaran CLO<br> Series 2014-1A A1BR 144A 6.205% (LIBOR03M + 1.39%) 4/22/30 #, • | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4857790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Man GLG US CLO<br> Series 2018-1A A1R 144A 5.948% (LIBOR03M + 1.14%) 4/22/30 #, • | 14700000 | &nbsp;&nbsp;&nbsp;&nbsp; 14434694 |

---

NQ-189 [1/23] 03/23 (2778498) 5

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Collateralized Debt Obligations (continued)** | &nbsp;&nbsp;**Collateralized Debt Obligations (continued)** | &nbsp;&nbsp;**Collateralized Debt Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saranac CLO VII<br> Series 2014-2A A1AR 144A 5.905% (LIBOR03M + 1.23%) 11/20/29 #, • | &nbsp;&nbsp;&nbsp;&nbsp;181244 | &nbsp;&nbsp;$179838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Signal Peak CLO 5<br> Series 2018-5A A 144A 5.928% (LIBOR03M + 1.11%, Floor 1.11%) 4/25/31 #, • | 8400000 | &nbsp;&nbsp;&nbsp;&nbsp; 8319125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture 42 CLO<br> Series 2021-42A A1A 144A 5.922% (LIBOR03M + 1.13%, Floor 1.13%) 4/15/34 #, • | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 290527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zais CLO 17<br> Series 2021-17A A1A 144A 6.138% (LIBOR03M + 1.33%, Floor 1.33%) 10/20/33 #, • | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1483513 |
| &nbsp;&nbsp;&nbsp;**Total Collateralized Debt Obligations (cost $48,196,923)** | &nbsp;&nbsp;&nbsp;**Total Collateralized Debt Obligations (cost $48,196,923)** | &nbsp;&nbsp;&nbsp; **47432743** |
| &nbsp;&nbsp;**Convertible Bonds — 0.63%** | &nbsp;&nbsp;**Convertible Bonds — 0.63%** | &nbsp;&nbsp;**Convertible Bonds — 0.63%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kaman 3.25% exercise price $65.26, maturity date 5/1/24 | 8044000 | &nbsp;&nbsp;&nbsp;&nbsp; 7577448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband 144A 2.75% exercise price $857.56, maturity date 9/30/50 # | &nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp;&nbsp; 240705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liberty Broadband 144A 1.25% exercise price $900.01, maturity date 9/30/50 # | 6269000 | &nbsp;&nbsp;&nbsp;&nbsp; 6073094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Spirit Airlines 1.00% exercise price $43.36, maturity date 5/15/26 | 4927000 | &nbsp;&nbsp;&nbsp;&nbsp; 4057384 |
| &nbsp;&nbsp;&nbsp;**Total Convertible Bonds (cost $18,693,173)** | &nbsp;&nbsp;&nbsp;**Total Convertible Bonds (cost $18,693,173)** | &nbsp;&nbsp;&nbsp; **17948631** |
| &nbsp;&nbsp;**Corporate Bonds — 38.30%** | &nbsp;&nbsp;**Corporate Bonds — 38.30%** | &nbsp;&nbsp;**Corporate Bonds — 38.30%** |
| &nbsp;&nbsp;Banking — 0.14% | &nbsp;&nbsp;Banking — 0.14% | &nbsp;&nbsp;Banking — 0.14% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Access Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.125% 9/21/26 # | &nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp; 557435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 9.125% 10/7/26 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp; 611446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Akbank TAS 144A 6.80% 2/6/26 # | &nbsp;&nbsp;&nbsp;&nbsp;955000 | &nbsp;&nbsp;&nbsp;&nbsp; 918347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Continental 144A 2.75% 12/10/25 # | 1490000 | &nbsp;&nbsp;&nbsp;&nbsp; 1333528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco de Bogota 144A 4.375% 8/3/27 # | &nbsp;&nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp; 642661 |
|  |  | &nbsp;&nbsp;&nbsp; 4063417 |
| &nbsp;&nbsp;Basic Industry — 2.16% | &nbsp;&nbsp;Basic Industry — 2.16% | &nbsp;&nbsp;Basic Industry — 2.16% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings 3.375% 11/1/28 | 1285000 | &nbsp;&nbsp;&nbsp;&nbsp; 1155806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Antofagasta 144A 5.625% 5/13/32 #, \* | &nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp; 572423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Braskem Netherlands Finance 144A 4.50% 1/31/30 # | &nbsp;&nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp; 493727 |

---

6 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;Basic Industry (continued) | &nbsp;&nbsp;Basic Industry (continued) | &nbsp;&nbsp;Basic Industry (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celanese US Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.05% 3/15/25 | 4800000 | &nbsp;&nbsp;$4838770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.165% 7/15/27 | 1050000 | &nbsp;&nbsp;&nbsp;&nbsp; 1064260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corp Nacional del Cobre de Chile 144A 4.25% 7/17/42 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 344177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSN Resources |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.875% 4/8/32 #, \* | &nbsp;&nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp; 796225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.625% 4/17/26 # | &nbsp;&nbsp;&nbsp;&nbsp;570000 | &nbsp;&nbsp;&nbsp;&nbsp; 579961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Quantum Minerals |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.875% 10/15/27 # | &nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp; 538727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.50% 4/1/25 # | &nbsp;&nbsp;&nbsp;&nbsp;620000 | &nbsp;&nbsp;&nbsp;&nbsp; 611279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FMG Resources August 2006 Pty 144A 6.125% 4/15/32 #, \* | 4350000 | &nbsp;&nbsp;&nbsp;&nbsp; 4245709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freeport Indonesia 144A 5.315% 4/14/32 # | &nbsp;&nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;&nbsp;&nbsp; 711565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgia-Pacific 8.00% 1/15/24 | 11171000 | &nbsp;&nbsp;&nbsp;&nbsp; 11479493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ICL Group 144A 6.375% 5/31/38 # | &nbsp;&nbsp;&nbsp;&nbsp;657000 | &nbsp;&nbsp;&nbsp;&nbsp; 659230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indika Energy Capital IV 144A 8.25% 10/22/25 # | 1055000 | &nbsp;&nbsp;&nbsp;&nbsp; 1059618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Methanex 5.25% 12/15/29 \* | 3585000 | &nbsp;&nbsp;&nbsp;&nbsp; 3300853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metinvest 144A 7.75% 10/17/29 # | 1410000 | &nbsp;&nbsp;&nbsp;&nbsp; 714016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Newmont |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.25% 10/1/30 | 5370000 | &nbsp;&nbsp;&nbsp;&nbsp; 4485065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.60% 7/15/32 | 3230000 | &nbsp;&nbsp;&nbsp;&nbsp; 2706869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.80% 10/1/29 | 11440000 | &nbsp;&nbsp;&nbsp;&nbsp; 10078094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Novelis 144A 4.75% 1/30/30 # | 1775000 | &nbsp;&nbsp;&nbsp;&nbsp; 1609064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OCP 144A 3.75% 6/23/31 # | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp; 296739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sasol Financing USA 6.50% 9/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp; 821287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sherwin-Williams 3.30% 5/15/50 | 7980000 | &nbsp;&nbsp;&nbsp;&nbsp; 5839163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stillwater Mining 144A 4.50% 11/16/29 # | &nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp; 732861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vale Overseas 3.75% 7/8/30 | 1045000 | &nbsp;&nbsp;&nbsp;&nbsp; 936389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vedanta Resources Finance II 144A 8.95% 3/11/25 # | &nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;&nbsp;&nbsp; 627116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Volcan Cia Minera 144A 4.375% 2/11/26 # | &nbsp;&nbsp;&nbsp;&nbsp;577000 | &nbsp;&nbsp;&nbsp;&nbsp; 510541 |
|  |  | &nbsp;&nbsp;&nbsp; 61809027 |
| &nbsp;&nbsp;Brokerage — 0.49% | &nbsp;&nbsp;Brokerage — 0.49% | &nbsp;&nbsp;Brokerage — 0.49% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab 5.375% 6/1/25 μ, ψ | 6935000 | &nbsp;&nbsp;&nbsp;&nbsp; 6915582 |
| &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 | 4525000 | &nbsp;&nbsp;&nbsp;&nbsp; 3720069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 1/20/43 | 2615000 | &nbsp;&nbsp;&nbsp;&nbsp; 2753950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;XP 144A 3.25% 7/1/26 # | &nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp;&nbsp; 485705 |
|  |  | &nbsp;&nbsp;&nbsp; 13875306 |

---

NQ-189 [1/23] 03/23 (2778498) 7

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  |  | 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;Capital Goods — 1.45% | &nbsp;&nbsp;Capital Goods — 1.45% | &nbsp;&nbsp;Capital Goods — 1.45% | &nbsp;&nbsp;Capital Goods — 1.45% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA 144A 3.25% 9/1/28 # |  | 5447000 | &nbsp;&nbsp;$4786551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ashtead Capital 144A 2.45% 8/12/31 # |  | 1570000 | &nbsp;&nbsp;&nbsp;&nbsp; 1267344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boeing |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.25% 2/1/28 |  | 5405000 | &nbsp;&nbsp;&nbsp;&nbsp; 5049283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% 2/1/50 |  | 9140000 | &nbsp;&nbsp;&nbsp;&nbsp; 7042351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cemex 144A 7.375% 6/5/27 # |  | &nbsp;&nbsp;&nbsp;&nbsp;790000 | &nbsp;&nbsp;&nbsp;&nbsp; 813100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GCC 144A 3.614% 4/20/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp;&nbsp; 774817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.50% 4/23/31 | EUR | 2400000 | &nbsp;&nbsp;&nbsp;&nbsp; 1993092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625% 4/6/30 | EUR | 2300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2006375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SAN Miguel Industrias Pet 144A 3.50% 8/2/28 # |  | 1130000 | &nbsp;&nbsp;&nbsp;&nbsp; 973422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Industries 144A 3.375% 1/15/31 # |  | 4196000 | &nbsp;&nbsp;&nbsp;&nbsp; 3337867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Agency of Roads of Ukraine 144A 6.25% 6/24/30 # |  | 1340000 | &nbsp;&nbsp;&nbsp;&nbsp; 250205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Teledyne Technologies |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.25% 4/1/28 |  | 5455000 | &nbsp;&nbsp;&nbsp;&nbsp; 4853837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.75% 4/1/31 |  | 5315000 | &nbsp;&nbsp;&nbsp;&nbsp; 4522583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkiye Sise ve Cam Fabrikalari 144A 6.95% 3/14/26 # |  | &nbsp;&nbsp;&nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp; 917003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UltraTech Cement 144A 2.80% 2/16/31 # |  | 1035000 | &nbsp;&nbsp;&nbsp;&nbsp; 852802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Rentals North America 3.875% 2/15/31 |  | 2426000 | &nbsp;&nbsp;&nbsp;&nbsp; 2138356 |
|  |  |  | &nbsp;&nbsp;&nbsp; 41578988 |
| &nbsp;&nbsp;Communications — 5.24% | &nbsp;&nbsp;Communications — 5.24% | &nbsp;&nbsp;Communications — 5.24% | &nbsp;&nbsp;Communications — 5.24% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Altice Financing 144A 5.00% 1/15/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;815000 | &nbsp;&nbsp;&nbsp;&nbsp; 693985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Altice France 144A 5.50% 10/15/29 # |  | 3690000 | &nbsp;&nbsp;&nbsp;&nbsp; 2922317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;America Movil 4.70% 7/21/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;970000 | &nbsp;&nbsp;&nbsp;&nbsp; 957754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AT&T |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 6/1/41 |  | 5059000 | &nbsp;&nbsp;&nbsp;&nbsp; 4066690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 9/15/53 |  | 8050000 | &nbsp;&nbsp;&nbsp;&nbsp; 5948679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axian Telecom 144A 7.375% 2/16/27 # |  | &nbsp;&nbsp;&nbsp;&nbsp;840000 | &nbsp;&nbsp;&nbsp;&nbsp; 778050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings 144A 4.25% 1/15/34 # |  | 8000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6248200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cellnex Finance 144A 3.875% 7/7/41 # |  | 8368000 | &nbsp;&nbsp;&nbsp;&nbsp; 6186774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.85% 4/1/61 |  | 7370000 | &nbsp;&nbsp;&nbsp;&nbsp; 4686184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.40% 12/1/61 |  | 9909000 | &nbsp;&nbsp;&nbsp;&nbsp; 6963791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Comcast 3.20% 7/15/36 |  | 5285000 | &nbsp;&nbsp;&nbsp;&nbsp; 4537251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connect Finco 144A 6.75% 10/1/26 # |  | 5240000 | &nbsp;&nbsp;&nbsp;&nbsp; 5017195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Crown Castle |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.05% 7/15/26 |  | 4160000 | &nbsp;&nbsp;&nbsp;&nbsp; 3672604 |

---

8 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;Crown Castle |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.10% 4/1/31 | 7830000 | &nbsp;&nbsp;$6416726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSC Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.625% 12/1/30 # | 2580000 | &nbsp;&nbsp;&nbsp;&nbsp; 1528566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.50% 4/15/27 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 176400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CT Trust 144A 5.125% 2/3/32 # | 1070000 | &nbsp;&nbsp;&nbsp;&nbsp; 934185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Discovery Communications 4.00% 9/15/55 | 18950000 | &nbsp;&nbsp;&nbsp;&nbsp; 13061718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Frontier Communications Holdings 144A 5.875% 10/15/27 # | 3255000 | &nbsp;&nbsp;&nbsp;&nbsp; 3112463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IHS Holding 144A 5.625% 11/29/26 # | 1525000 | &nbsp;&nbsp;&nbsp;&nbsp; 1294725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Liberty Costa Rica Senior Secured Finance 144A 10.875% 1/15/31 # | 1600000 | &nbsp;&nbsp;&nbsp;&nbsp; 1564288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sprint Spectrum 144A 4.738% 9/20/29 # | 1918125 | &nbsp;&nbsp;&nbsp;&nbsp; 1903304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Summit Digitel Infrastructure 144A 2.875% 8/12/31 #, \* | 1375000 | &nbsp;&nbsp;&nbsp;&nbsp; 1098880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable 7.30% 7/1/38 | 10225000 | &nbsp;&nbsp;&nbsp;&nbsp; 10980647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable Enterprises 8.375% 3/15/23 | 5655000 | &nbsp;&nbsp;&nbsp;&nbsp; 5678481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 2/15/41 | 15295000 | &nbsp;&nbsp;&nbsp;&nbsp; 11423005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% 4/15/27 | 5850000 | &nbsp;&nbsp;&nbsp;&nbsp; 5630054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkcell Iletisim Hizmetleri 144A 5.80% 4/11/28 # | 1095000 | &nbsp;&nbsp;&nbsp;&nbsp; 958125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.355% 3/15/32 | 4320000 | &nbsp;&nbsp;&nbsp;&nbsp; 3561288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875% 11/20/50 | 2755000 | &nbsp;&nbsp;&nbsp;&nbsp; 1876807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.40% 3/22/41 | 5315000 | &nbsp;&nbsp;&nbsp;&nbsp; 4284864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 8/10/33 | 14895000 | &nbsp;&nbsp;&nbsp;&nbsp; 14576916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vmed O2 UK Financing I 144A 4.25% 1/31/31 # | 5310000 | &nbsp;&nbsp;&nbsp;&nbsp; 4441072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings 144A 5.141% 3/15/52 # | 3285000 | &nbsp;&nbsp;&nbsp;&nbsp; 2732777 |
|  |  | &nbsp;&nbsp;&nbsp; 149914765 |
| &nbsp;&nbsp;Consumer Cyclical — 1.42% | &nbsp;&nbsp;Consumer Cyclical — 1.42% | &nbsp;&nbsp;Consumer Cyclical — 1.42% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding 2.70% 2/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp; 569981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alsea 144A 7.75% 12/14/26 # | &nbsp;&nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp; 884905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amazon.com 2.50% 6/3/50 | 3585000 | &nbsp;&nbsp;&nbsp;&nbsp; 2432655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aptiv 3.10% 12/1/51 | 10966000 | &nbsp;&nbsp;&nbsp;&nbsp; 7122030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arcos Dorados 144A 6.125% 5/27/29 # | &nbsp;&nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp; 678153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnival |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.00% 8/1/28 # | 1510000 | &nbsp;&nbsp;&nbsp;&nbsp; 1306980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.625% 3/1/26 #, \* | 5634000 | &nbsp;&nbsp;&nbsp;&nbsp; 5134180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.30% 2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp; 849584 |

---

NQ-189 [1/23] 03/23 (2778498) 9

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;Ford Motor Credit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.90% 2/16/28 | 2020000 | &nbsp;&nbsp;$1740242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.90% 2/10/29 | 1330000 | &nbsp;&nbsp;&nbsp;&nbsp; 1111161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.542% 8/1/26 | 3657000 | &nbsp;&nbsp;&nbsp;&nbsp; 3475978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Future Retail 144A 5.60% 1/22/25 # | 1295000 | &nbsp;&nbsp;&nbsp;&nbsp; 44030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JD.com 3.875% 4/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;935000 | &nbsp;&nbsp;&nbsp;&nbsp; 908342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kia 144A 2.375% 2/14/25 # | &nbsp;&nbsp;&nbsp;&nbsp;915000 | &nbsp;&nbsp;&nbsp;&nbsp; 860214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MGM China Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.75% 2/1/27 #, \* | 1170000 | &nbsp;&nbsp;&nbsp;&nbsp; 1053314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.25% 6/18/25 # | &nbsp;&nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp; 432718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nemak 144A 3.625% 6/28/31 # | &nbsp;&nbsp;&nbsp;&nbsp;940000 | &nbsp;&nbsp;&nbsp;&nbsp; 759825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean Cruises 144A 5.50% 4/1/28 #, \* | 3305000 | &nbsp;&nbsp;&nbsp;&nbsp; 2846663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sands China |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% 8/8/31 | 1005000 | &nbsp;&nbsp;&nbsp;&nbsp; 841671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.30% 1/8/26 | 1135000 | &nbsp;&nbsp;&nbsp;&nbsp; 1077833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Studio City Finance 144A 6.50% 1/15/28 # | 1560000 | &nbsp;&nbsp;&nbsp;&nbsp; 1411800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VICI Properties 4.95% 2/15/30 | 5195000 | &nbsp;&nbsp;&nbsp;&nbsp; 5030782 |
|  |  | &nbsp;&nbsp;&nbsp; 40573041 |
| &nbsp;&nbsp;Consumer Non-Cyclical — 3.04% | &nbsp;&nbsp;Consumer Non-Cyclical — 3.04% | &nbsp;&nbsp;Consumer Non-Cyclical — 3.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bausch Health 144A 14.00% 10/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;486000 | &nbsp;&nbsp;&nbsp;&nbsp; 305801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Baxter International 3.132% 12/1/51 | 5234000 | &nbsp;&nbsp;&nbsp;&nbsp; 3602654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Central American Bottling 144A 5.25% 4/27/29 # | 1105000 | &nbsp;&nbsp;&nbsp;&nbsp; 1062778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cia Cervecerias Unidas 144A 3.35% 1/19/32 # | &nbsp;&nbsp;&nbsp;&nbsp;705000 | &nbsp;&nbsp;&nbsp;&nbsp; 610794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Icecek 144A 4.50% 1/20/29 # | 1130000 | &nbsp;&nbsp;&nbsp;&nbsp; 991824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CVS Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.70% 8/21/40 | 10910000 | &nbsp;&nbsp;&nbsp;&nbsp; 7886437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.78% 3/25/38 | 15679000 | &nbsp;&nbsp;&nbsp;&nbsp; 15023785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.05% 3/25/48 | 2860000 | &nbsp;&nbsp;&nbsp;&nbsp; 2722295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare Technologies |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.60% 11/15/25 # | 1615000 | &nbsp;&nbsp;&nbsp;&nbsp; 1642427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.65% 11/15/27 # | 1615000 | &nbsp;&nbsp;&nbsp;&nbsp; 1674279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indofood CBP Sukses Makmur Tbk Pt 3.541% 4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp; 720375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;InRetail Consumer 144A 3.25% 3/22/28 # | 1210000 | &nbsp;&nbsp;&nbsp;&nbsp; 1046233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JBS USA LUX 144A 3.00% 2/2/29 # | 3868000 | &nbsp;&nbsp;&nbsp;&nbsp; 3324875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MHP Lux 144A 6.25% 9/19/29 # | &nbsp;&nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp;&nbsp; 468720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New York & Presbyterian Hospital 4.063% 8/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp; 114561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals 2.80% 9/15/50 | 3635000 | &nbsp;&nbsp;&nbsp;&nbsp; 2435721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royalty Pharma |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.75% 9/2/27 | 7435000 | &nbsp;&nbsp;&nbsp;&nbsp; 6466199 |

---

10 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;Royalty Pharma |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.35% 9/2/51 | 5154000 | &nbsp;&nbsp;$3476516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.55% 9/2/50 | 3376000 | &nbsp;&nbsp;&nbsp;&nbsp; 2383332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Takeda Pharmaceutical |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.025% 7/9/40 | 2810000 | &nbsp;&nbsp;&nbsp;&nbsp; 2199476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.175% 7/9/50 | 12660000 | &nbsp;&nbsp;&nbsp;&nbsp; 9351433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.25% 6/1/29 | 4760000 | &nbsp;&nbsp;&nbsp;&nbsp; 4245325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125% 10/1/28 | 3395000 | &nbsp;&nbsp;&nbsp;&nbsp; 3178399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125% 5/9/29 \* | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp; 554064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75% 3/1/28 \* | &nbsp;&nbsp;&nbsp;&nbsp;640000 | &nbsp;&nbsp;&nbsp;&nbsp; 644480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viatris |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.70% 6/22/30 | 5270000 | &nbsp;&nbsp;&nbsp;&nbsp; 4347147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 6/22/50 | 8074000 | &nbsp;&nbsp;&nbsp;&nbsp; 5605126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zoetis 5.40% 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp;&nbsp; 951226 |
|  |  | &nbsp;&nbsp;&nbsp; 87036282 |
| &nbsp;&nbsp;Electric — 4.47% | &nbsp;&nbsp;Electric — 4.47% | &nbsp;&nbsp;Electric — 4.47% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National Energy PJSC 144A 2.00% 4/29/28 # | 1055000 | &nbsp;&nbsp;&nbsp;&nbsp; 945313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AES Andes 144A 7.125% 3/26/79 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp; 775588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alfa Desarrollo 144A 4.55% 9/27/51 # | &nbsp;&nbsp;&nbsp;&nbsp;931591 | &nbsp;&nbsp;&nbsp;&nbsp; 748185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Appalachian Power 4.50% 8/1/32 | 7755000 | &nbsp;&nbsp;&nbsp;&nbsp; 7548467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy 2.85% 5/15/51 | 9875000 | &nbsp;&nbsp;&nbsp;&nbsp; 6998981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Calpine |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.50% 2/15/28 # | 1270000 | &nbsp;&nbsp;&nbsp;&nbsp; 1173760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.00% 2/1/31 # | 4275000 | &nbsp;&nbsp;&nbsp;&nbsp; 3668566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.125% 3/15/28 #, \* | 1268000 | &nbsp;&nbsp;&nbsp;&nbsp; 1149646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cikarang Listrindo 144A 4.95% 9/14/26 # | 1154000 | &nbsp;&nbsp;&nbsp;&nbsp; 1093292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Duke Energy 4.875% 9/16/24 μ, ψ | 5585000 | &nbsp;&nbsp;&nbsp;&nbsp; 5395023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Carolinas 4.95% 1/15/33 | 1650000 | &nbsp;&nbsp;&nbsp;&nbsp; 1695241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enel Finance America 144A 2.875% 7/12/41 # | 6725000 | &nbsp;&nbsp;&nbsp;&nbsp; 4384343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energo-Pro 144A 8.50% 2/4/27 # | 1020000 | &nbsp;&nbsp;&nbsp;&nbsp; 974100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Entergy Arkansas 4.20% 4/1/49 | 2570000 | &nbsp;&nbsp;&nbsp;&nbsp; 2269831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Entergy Louisiana 4.95% 1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;685000 | &nbsp;&nbsp;&nbsp;&nbsp; 644413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Entergy Mississippi 3.85% 6/1/49 | 4545000 | &nbsp;&nbsp;&nbsp;&nbsp; 3729016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Entergy Texas 3.55% 9/30/49 | 2160000 | &nbsp;&nbsp;&nbsp;&nbsp; 1697810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Evergy Kansas Central 3.45% 4/15/50 | 3230000 | &nbsp;&nbsp;&nbsp;&nbsp; 2514087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Greenko Power II 144A 4.30% 12/13/28 # | &nbsp;&nbsp;&nbsp;&nbsp;816525 | &nbsp;&nbsp;&nbsp;&nbsp; 705845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indianapolis Power & Light 144A 5.65% 12/1/32 # | 2410000 | &nbsp;&nbsp;&nbsp;&nbsp; 2565706 |

---

NQ-189 [1/23] 03/23 (2778498) 11

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Electric (continued) | &nbsp;&nbsp;Electric (continued) | &nbsp;&nbsp;Electric (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JSW Hydro Energy 144A 4.125% 5/18/31 #, \* | &nbsp;&nbsp;&nbsp;&nbsp;911550 | &nbsp;&nbsp;$776815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Louisville Gas and Electric 4.25% 4/1/49 | 8025000 | &nbsp;&nbsp;&nbsp;&nbsp; 7144319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Minejesa Capital 144A 5.625% 8/10/37 #, \* | &nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp; 560273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mong Duong Finance Holdings 144A 5.125% 5/7/29 # | &nbsp;&nbsp;&nbsp;&nbsp;659000 | &nbsp;&nbsp;&nbsp;&nbsp; 589805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nevada Power 5.90% 5/1/53 | 3665000 | &nbsp;&nbsp;&nbsp;&nbsp; 4192440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 1/15/52 | 2970000 | &nbsp;&nbsp;&nbsp;&nbsp; 2096128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 7/15/32 | 3110000 | &nbsp;&nbsp;&nbsp;&nbsp; 3165206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oglethorpe Power |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% 8/1/50 | 4332000 | &nbsp;&nbsp;&nbsp;&nbsp; 3361050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.05% 10/1/48 | 3280000 | &nbsp;&nbsp;&nbsp;&nbsp; 3023531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oryx Funding 144A 5.80% 2/3/31 # | 1250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1233175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas and Electric |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.10% 8/1/27 | 1370000 | &nbsp;&nbsp;&nbsp;&nbsp; 1202781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.25% 6/1/31 | 1150000 | &nbsp;&nbsp;&nbsp;&nbsp; 977253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.30% 8/1/40 | 13248000 | &nbsp;&nbsp;&nbsp;&nbsp; 9524256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95% 7/1/50 | 1352000 | &nbsp;&nbsp;&nbsp;&nbsp; 1130550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PacifiCorp 5.35% 12/1/53 | 1325000 | &nbsp;&nbsp;&nbsp;&nbsp; 1416939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Perusahaan Listrik Negara |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.125% 5/15/27 # | &nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp; 770162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.25% 5/15/47 # | &nbsp;&nbsp;&nbsp;&nbsp;870000 | &nbsp;&nbsp;&nbsp;&nbsp; 756168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PG&E 5.25% 7/1/30 \* | 3570000 | &nbsp;&nbsp;&nbsp;&nbsp; 3288898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Southern 5.70% 10/15/32 | 1830000 | &nbsp;&nbsp;&nbsp;&nbsp; 1952992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.45% 2/1/52 | 2173000 | &nbsp;&nbsp;&nbsp;&nbsp; 1659191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.65% 2/1/50 | 9065000 | &nbsp;&nbsp;&nbsp;&nbsp; 7138518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 4/1/47 | 1720000 | &nbsp;&nbsp;&nbsp;&nbsp; 1446294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875% 3/1/49 | 7525000 | &nbsp;&nbsp;&nbsp;&nbsp; 7161181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweihan PV Power PJSC 144A 3.625% 1/31/49 # | &nbsp;&nbsp;&nbsp;&nbsp;739921 | &nbsp;&nbsp;&nbsp;&nbsp; 621268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UEP Penonome II 144A 6.50% 10/1/38 # | &nbsp;&nbsp;&nbsp;&nbsp;729390 | &nbsp;&nbsp;&nbsp;&nbsp; 552279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations 144A 5.125% 5/13/25 # | 11760000 | &nbsp;&nbsp;&nbsp;&nbsp; 11547927 |
|  |  | &nbsp;&nbsp;&nbsp; 127966612 |
| &nbsp;&nbsp;Energy — 4.07% | &nbsp;&nbsp;Energy — 4.07% | &nbsp;&nbsp;Energy — 4.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Crude Oil Pipeline 144A 4.60% 11/2/47 # | &nbsp;&nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp;&nbsp; 472781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets 4.875% 3/22/30 μ, ψ | 8350000 | &nbsp;&nbsp;&nbsp;&nbsp; 7822906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canacol Energy 144A 5.75% 11/24/28 # | &nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp; 616080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CNX Resources 144A 6.00% 1/15/29 #, \* | 6370000 | &nbsp;&nbsp;&nbsp;&nbsp; 5857451 |

---

12 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;Crestwood Midstream Partners 144A 6.00% 2/1/29 # | 4821000 | &nbsp;&nbsp;$4579552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EIG Pearl Holdings 144A 4.387% 11/30/46 # | &nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp; 612150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energean Israel Finance 144A 4.875% 3/30/26 # | &nbsp;&nbsp;&nbsp;&nbsp;755000 | &nbsp;&nbsp;&nbsp;&nbsp; 707813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25% 4/15/29 | 1975000 | &nbsp;&nbsp;&nbsp;&nbsp; 1995342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75% 2/15/33 | 1295000 | &nbsp;&nbsp;&nbsp;&nbsp; 1332471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25% 4/15/49 | 11420000 | &nbsp;&nbsp;&nbsp;&nbsp; 11617912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 11/15/26 μ, ψ | 9375000 | &nbsp;&nbsp;&nbsp;&nbsp; 8816062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.20% 2/15/52 | 14770000 | &nbsp;&nbsp;&nbsp;&nbsp; 10592091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.30% 2/15/53 | 1540000 | &nbsp;&nbsp;&nbsp;&nbsp; 1118473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.35% 1/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp; 655354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.16% 3/31/34 # | &nbsp;&nbsp;&nbsp;&nbsp;554796 | &nbsp;&nbsp;&nbsp;&nbsp; 480112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.94% 9/30/40 # | 1024522 | &nbsp;&nbsp;&nbsp;&nbsp; 839886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Geopark 144A 5.50% 1/17/27 # | &nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp; 684410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guara Norte 144A 5.198% 6/15/34 # | 1170082 | &nbsp;&nbsp;&nbsp;&nbsp; 1060563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan 5.20% 6/1/33 | 2220000 | &nbsp;&nbsp;&nbsp;&nbsp; 2214556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kosmos Energy 144A 7.75% 5/1/27 # | 1345000 | &nbsp;&nbsp;&nbsp;&nbsp; 1198725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MC Brazil Downstream Trading 144A 7.25% 6/30/31 # | &nbsp;&nbsp;&nbsp;&nbsp;695701 | &nbsp;&nbsp;&nbsp;&nbsp; 607758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Murphy Oil 5.875% 12/1/27 | 5278000 | &nbsp;&nbsp;&nbsp;&nbsp; 5165790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NuStar Logistics |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625% 4/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp; 639123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375% 10/1/30 | 6373000 | &nbsp;&nbsp;&nbsp;&nbsp; 6146695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ONEOK 7.50% 9/1/23 | 8310000 | &nbsp;&nbsp;&nbsp;&nbsp; 8385398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PDC Energy 5.75% 5/15/26 | 3395000 | &nbsp;&nbsp;&nbsp;&nbsp; 3287752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos 6.75% 9/21/47 | 1319000 | &nbsp;&nbsp;&nbsp;&nbsp; 916897 |
| &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;800000 | &nbsp;&nbsp;&nbsp;&nbsp; 679399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.50% 4/21/30 # | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp; 562509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SA Global Sukuk 144A 2.694% 6/17/31 # | &nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp;&nbsp; 328014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Oil 144A 3.50% 11/24/70 # | &nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp; 147675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Southwestern Energy 7.75% 10/1/27 \* | 6035000 | &nbsp;&nbsp;&nbsp;&nbsp; 6300631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Targa Resources Partners 5.00% 1/15/28 | 4110000 | &nbsp;&nbsp;&nbsp;&nbsp; 4013641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tengizchevroil Finance Co. International 144A 2.625% 8/15/25 # | &nbsp;&nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp; 552847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline 144A 2.90% 3/1/30 # | 7605000 | &nbsp;&nbsp;&nbsp;&nbsp; 6635867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Thaioil Treasury Center 144A 2.50% 6/18/30 # | 1010000 | &nbsp;&nbsp;&nbsp;&nbsp; 825571 |

---

NQ-189 [1/23] 03/23 (2778498) 13

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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 6.75% 5/2/25 # | &nbsp;&nbsp;&nbsp;&nbsp;865000 | &nbsp;&nbsp;$818234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tullow Oil 144A 10.25% 5/15/26 # | &nbsp;&nbsp;&nbsp;&nbsp;815000 | &nbsp;&nbsp;&nbsp;&nbsp; 704021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Valero Energy 3.65% 12/1/51 | 6905000 | &nbsp;&nbsp;&nbsp;&nbsp; 5291641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;YPF 144A 6.95% 7/21/27 # | 1475000 | &nbsp;&nbsp;&nbsp;&nbsp; 1176853 |
|  |  | &nbsp;&nbsp;&nbsp; 116461006 |
| &nbsp;&nbsp;Finance Companies — 1.72% | &nbsp;&nbsp;Finance Companies — 1.72% | &nbsp;&nbsp;Finance Companies — 1.72% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.45% 10/29/26 | 3595000 | &nbsp;&nbsp;&nbsp;&nbsp; 3235807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 10/29/28 | 9365000 | &nbsp;&nbsp;&nbsp;&nbsp; 8260546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 9/15/23 | 1235000 | &nbsp;&nbsp;&nbsp;&nbsp; 1228349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 7/15/25 | 3600000 | &nbsp;&nbsp;&nbsp;&nbsp; 3667595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Air Lease |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875% 1/15/32 | 6310000 | &nbsp;&nbsp;&nbsp;&nbsp; 5188107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 2/1/30 | 14315000 | &nbsp;&nbsp;&nbsp;&nbsp; 12341312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% 12/15/26 μ, ψ | 1925000 | &nbsp;&nbsp;&nbsp;&nbsp; 1508238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625% 10/1/28 | 5320000 | &nbsp;&nbsp;&nbsp;&nbsp; 5143948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.85% 12/15/27 | 1620000 | &nbsp;&nbsp;&nbsp;&nbsp; 1654370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aviation Capital Group 144A 3.50% 11/1/27 # | 7135000 | &nbsp;&nbsp;&nbsp;&nbsp; 6394595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bangkok Bank 144A 5.00% 9/23/25 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp; 682602 |
|  |  | &nbsp;&nbsp;&nbsp; 49305469 |
| &nbsp;&nbsp;Financials — 7.05% | &nbsp;&nbsp;Financials — 7.05% | &nbsp;&nbsp;Financials — 7.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Agile Group Holdings 5.50% 5/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;835000 | &nbsp;&nbsp;&nbsp;&nbsp; 476033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco de Credito e Inversiones 144A 3.50% 10/12/27 # | &nbsp;&nbsp;&nbsp;&nbsp;980000 | &nbsp;&nbsp;&nbsp;&nbsp; 917087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco GNB Sudameris 144A 7.50% 4/16/31 #, μ | 1265000 | &nbsp;&nbsp;&nbsp;&nbsp; 995341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Industrial 144A 4.875% 1/29/31 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp; 519761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Mercantil del Norte 144A 8.375% 10/14/30 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp; 535184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bancolombia 7.139% 10/18/27 μ | &nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp; 662360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Hapoalim 144A 3.255% 1/21/32 #, μ | 1320000 | &nbsp;&nbsp;&nbsp;&nbsp; 1167770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel 144A 5.125% 7/27/27 # | &nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp; 761273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.482% 9/21/36 μ | 19440000 | &nbsp;&nbsp;&nbsp;&nbsp; 15186538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.676% 6/19/41 μ | 3645000 | &nbsp;&nbsp;&nbsp;&nbsp; 2690311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.204% 11/10/28 μ | 7735000 | &nbsp;&nbsp;&nbsp;&nbsp; 8162014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.70% 9/20/25 μ, ψ | 6728000 | &nbsp;&nbsp;&nbsp;&nbsp; 6593254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.802% 10/25/28 μ | 1335000 | &nbsp;&nbsp;&nbsp;&nbsp; 1404380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barclays 7.385% 11/2/28 μ | 2850000 | &nbsp;&nbsp;&nbsp;&nbsp; 3093200 |

---

14 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  |  | 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;Financials (continued) | &nbsp;&nbsp;Financials (continued) | &nbsp;&nbsp;Financials (continued) | &nbsp;&nbsp;Financials (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BBVA Bancomer 144A 5.875% 9/13/34 #, μ |  | 1000000 | &nbsp;&nbsp;$964590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BPCE 144A 5.125% 1/18/28 # |  | 2555000 | &nbsp;&nbsp;&nbsp;&nbsp; 2573362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;China Evergrande Group 10.00% 4/11/23 |  | 1510000 | &nbsp;&nbsp;&nbsp;&nbsp; 162752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIFI Holdings Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25% 5/13/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 94484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.45% 11/7/24 |  | 1170000 | &nbsp;&nbsp;&nbsp;&nbsp; 377769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup 5.61% 9/29/26 μ |  | 6705000 | &nbsp;&nbsp;&nbsp;&nbsp; 6814876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citizens Bank 6.064% 10/24/25 μ |  | 4740000 | &nbsp;&nbsp;&nbsp;&nbsp; 4810389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Country Garden Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20% 2/6/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;613000 | &nbsp;&nbsp;&nbsp;&nbsp; 424654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.25% 4/8/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp; 472012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Agricole 144A 5.301% 7/12/28 # |  | 2055000 | &nbsp;&nbsp;&nbsp;&nbsp; 2099079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse 7.95% 1/9/25 |  | 1425000 | &nbsp;&nbsp;&nbsp;&nbsp; 1460330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.593% 9/11/25 #, μ |  | 2760000 | &nbsp;&nbsp;&nbsp;&nbsp; 2524959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.442% 8/11/28 #, μ |  | 5220000 | &nbsp;&nbsp;&nbsp;&nbsp; 5051664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank 6.72% 1/18/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp; 668644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fifth Third Bancorp 6.361% 10/27/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;957000 | &nbsp;&nbsp;&nbsp;&nbsp; 1013261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fifth Third Bank 5.852% 10/27/25 μ |  | 5875000 | &nbsp;&nbsp;&nbsp;&nbsp; 5969230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GLP Pte 3.875% 6/4/25 |  | &nbsp;&nbsp;&nbsp;&nbsp;695000 | &nbsp;&nbsp;&nbsp;&nbsp; 615075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hana Bank 144A 1.25% 12/16/26 # |  | &nbsp;&nbsp;&nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp; 641351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Huntington National Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.552% 5/17/28 μ |  | 3207000 | &nbsp;&nbsp;&nbsp;&nbsp; 3162163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.65% 1/10/30 |  | 1885000 | &nbsp;&nbsp;&nbsp;&nbsp; 1963013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ICICI Bank 144A 4.00% 3/18/26 # |  | &nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp; 525135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Inversiones La Construccion 144A 4.75% 2/7/32 # |  | 1125000 | &nbsp;&nbsp;&nbsp;&nbsp; 940702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Itau Unibanco Holding 144A 3.875% 4/15/31 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp; 764501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109% 4/22/51 μ |  | 1215000 | &nbsp;&nbsp;&nbsp;&nbsp; 890867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.851% 7/25/28 μ |  | 10385000 | &nbsp;&nbsp;&nbsp;&nbsp; 10388556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KeyCorp 4.789% 6/1/33 \*, μ |  | 5986000 | &nbsp;&nbsp;&nbsp;&nbsp; 5862937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MAF Global Securities 7.875% 6/30/27 μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp; 792717 |
| &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 | 4650000 | &nbsp;&nbsp;&nbsp;&nbsp; 4161818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.484% 9/16/36 μ |  | 14988000 | &nbsp;&nbsp;&nbsp;&nbsp; 11628659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.123% 2/1/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp;&nbsp; 586762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.138% 10/16/26 μ |  | 2120000 | &nbsp;&nbsp;&nbsp;&nbsp; 2184666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.296% 10/18/28 μ |  | 3405000 | &nbsp;&nbsp;&nbsp;&nbsp; 3602018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.342% 10/18/33 μ |  | 1930000 | &nbsp;&nbsp;&nbsp;&nbsp; 2123513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NBK SPC 144A 1.625% 9/15/27 #, μ |  | 1780000 | &nbsp;&nbsp;&nbsp;&nbsp; 1595147 |

---

NQ-189 [1/23] 03/23 (2778498) 15

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  |  | 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;Financials (continued) | &nbsp;&nbsp;Financials (continued) | &nbsp;&nbsp;Financials (continued) | &nbsp;&nbsp;Financials (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PNC Bank 4.05% 7/26/28 |  | 6875000 | &nbsp;&nbsp;$6654787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services Group 5.671% 10/28/25 μ |  | 2775000 | &nbsp;&nbsp;&nbsp;&nbsp; 2812966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shinhan Bank 3.875% 3/24/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp; 730540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shinhan Financial Group 144A 3.34% 2/5/30 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp; 516652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered 144A 6.301% 1/9/29 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;835000 | &nbsp;&nbsp;&nbsp;&nbsp; 870961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Street |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.751% 11/4/26 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp; 739781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.82% 11/4/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp; 541265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SVB Financial Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.80% 2/2/31 |  | 2130000 | &nbsp;&nbsp;&nbsp;&nbsp; 1627369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 5/15/26 μ, ψ |  | 6135000 | &nbsp;&nbsp;&nbsp;&nbsp; 4919463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.57% 4/29/33 μ |  | 9670000 | &nbsp;&nbsp;&nbsp;&nbsp; 8909800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank 4.108% 6/8/27 \* |  | 6445000 | &nbsp;&nbsp;&nbsp;&nbsp; 6343574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Truist Bank 2.636% 9/17/29 μ |  | 15293000 | &nbsp;&nbsp;&nbsp;&nbsp; 14423318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Truist Financial |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95% 9/1/25 μ, ψ |  | 4255000 | &nbsp;&nbsp;&nbsp;&nbsp; 4223087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.122% 1/26/34 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp; 887424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.123% 10/28/33 μ |  | 1676000 | &nbsp;&nbsp;&nbsp;&nbsp; 1827741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group 0.25% 11/5/28 μ | EUR | 2350000 | &nbsp;&nbsp;&nbsp;&nbsp; 2157071 |
| &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 |  | 8005000 | &nbsp;&nbsp;&nbsp;&nbsp; 6404231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.653% 2/1/29 μ |  | 2215000 | &nbsp;&nbsp;&nbsp;&nbsp; 2214877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.839% 2/1/34 μ |  | 1760000 | &nbsp;&nbsp;&nbsp;&nbsp; 1751706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.727% 10/21/26 μ |  | 1985000 | &nbsp;&nbsp;&nbsp;&nbsp; 2040232 |
|  |  |  | &nbsp;&nbsp;&nbsp; 201673006 |
| &nbsp;&nbsp;Industrials — 0.05% | &nbsp;&nbsp;Industrials — 0.05% | &nbsp;&nbsp;Industrials — 0.05% | &nbsp;&nbsp;Industrials — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bidvest Group 144A 3.625% 9/23/26 # |  | 1165000 | &nbsp;&nbsp;&nbsp;&nbsp; 1073722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;West China Cement 4.95% 7/8/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp; 418935 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1492657 |
| &nbsp;&nbsp;Insurance — 1.45% | &nbsp;&nbsp;Insurance — 1.45% | &nbsp;&nbsp;Insurance — 1.45% | &nbsp;&nbsp;Insurance — 1.45% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AIA Group 144A 3.375% 4/7/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp; 636627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aon |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.90% 8/23/51 |  | 6525000 | &nbsp;&nbsp;&nbsp;&nbsp; 4502939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 9/12/32 |  | 4930000 | &nbsp;&nbsp;&nbsp;&nbsp; 5041214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Athene Holding |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.45% 5/15/52 |  | 5435000 | &nbsp;&nbsp;&nbsp;&nbsp; 3663444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.95% 5/25/51 |  | 2420000 | &nbsp;&nbsp;&nbsp;&nbsp; 1781147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance 3.85% 3/15/52 |  | 7890000 | &nbsp;&nbsp;&nbsp;&nbsp; 6821890 |

---

16 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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 (continued) | &nbsp;&nbsp;Insurance (continued) | &nbsp;&nbsp;Insurance (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brighthouse Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.85% 12/22/51 | 2993000 | &nbsp;&nbsp;$2109344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.70% 6/22/47 | 1678000 | &nbsp;&nbsp;&nbsp;&nbsp; 1367190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elevance Health 5.125% 2/15/53 | 2812000 | &nbsp;&nbsp;&nbsp;&nbsp; 2829866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Humana |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75% 3/1/28 | 2576000 | &nbsp;&nbsp;&nbsp;&nbsp; 2690971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;685000 | &nbsp;&nbsp;&nbsp;&nbsp; 734033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MetLife |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.85% 9/15/25 μ, ψ | 4280000 | &nbsp;&nbsp;&nbsp;&nbsp; 4084024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.40% 12/15/66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp; 45895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial 3.70% 3/13/51 | 4795000 | &nbsp;&nbsp;&nbsp;&nbsp; 3968499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sagicor Financial 144A 5.30% 5/13/28 # | 1300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1264250 |
|  |  | &nbsp;&nbsp;&nbsp; 41541333 |
| &nbsp;&nbsp;Natural Gas — 0.49% | &nbsp;&nbsp;Natural Gas — 0.49% | &nbsp;&nbsp;Natural Gas — 0.49% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atmos Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.85% 2/15/52 | 2145000 | &nbsp;&nbsp;&nbsp;&nbsp; 1504393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75% 10/15/52 | 3820000 | &nbsp;&nbsp;&nbsp;&nbsp; 4300979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ENN Energy Holdings 144A 2.625% 9/17/30 # | 1065000 | &nbsp;&nbsp;&nbsp;&nbsp; 894672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Medco Laurel Tree 144A 6.95% 11/12/28 # | 1140000 | &nbsp;&nbsp;&nbsp;&nbsp; 1087143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sempra Energy 4.875% 10/15/25 μ, ψ | 1810000 | &nbsp;&nbsp;&nbsp;&nbsp; 1742125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Southern Co. Gas Capital 5.15% 9/15/32 | 4274000 | &nbsp;&nbsp;&nbsp;&nbsp; 4363717 |
|  |  | &nbsp;&nbsp;&nbsp; 13893029 |
| &nbsp;&nbsp;No Match To Sector File or Replacements File — 0.51% | &nbsp;&nbsp;No Match To Sector File or Replacements File — 0.51% | &nbsp;&nbsp;No Match To Sector File or Replacements File — 0.51% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco del Estado de Chile 144A 2.704% 1/9/25 # | &nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp; 407172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIMB Bank 144A 2.125% 7/20/27 # | &nbsp;&nbsp;&nbsp;&nbsp;965000 | &nbsp;&nbsp;&nbsp;&nbsp; 864368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Consorcio Transmantaro 144A 5.20% 4/11/38 # | &nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp; 604487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corp Nacional del Cobre de Chile 144A 3.70% 1/30/50 # | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp; 348516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ecopetrol 5.875% 11/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp; 497544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Emirates NBD Bank PJSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625% 2/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;&nbsp;&nbsp; 487898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125% 4/9/26 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp; 742856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Abu Dhabi Bank PJSC 4.50% 4/5/26 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp; 704487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freeport Indonesia 144A 6.20% 4/14/52 # | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp; 417375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Huarong Finance 2019 3.875% 11/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp;&nbsp; 627924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hutama Karya Persero 144A 3.75% 5/11/30 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 369109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KazMunayGas National Co. JSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.75% 4/19/27 # | &nbsp;&nbsp;&nbsp;&nbsp;280000 | &nbsp;&nbsp;&nbsp;&nbsp; 260806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.375% 4/24/30 # | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp; 648016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KazTransGas JSC 144A 4.375% 9/26/27 # | 1820000 | &nbsp;&nbsp;&nbsp;&nbsp; 1674436 |

---

NQ-189 [1/23] 03/23 (2778498) 17

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;No Match To Sector File or Replacements File (continued) | &nbsp;&nbsp;No Match To Sector File or Replacements File (continued) | &nbsp;&nbsp;No Match To Sector File or Replacements File (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MDGH GMTN RSC 144A 5.50% 4/28/33 # | &nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;$802390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MEGlobal Canada 144A 5.00% 5/18/25 # | &nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp; 660855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OCP 144A 6.875% 4/25/44 # | &nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp; 418874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oil and Gas Holding 144A 7.625% 11/7/24 # | &nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp; 666848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos 7.69% 1/23/50 | &nbsp;&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp;&nbsp; 347823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;QNB Finance 2.625% 5/12/25 | 1075000 | &nbsp;&nbsp;&nbsp;&nbsp; 1022486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Oil 144A 4.25% 4/16/39 # | 1442000 | &nbsp;&nbsp;&nbsp;&nbsp; 1331110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Uzbekneftegaz JSC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.75% 11/16/28 # | &nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp; 354493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp; 295411 |
|  |  | &nbsp;&nbsp;&nbsp; 14555284 |
| &nbsp;&nbsp;Real Estate — 0.51% | &nbsp;&nbsp;Real Estate — 0.51% | &nbsp;&nbsp;Real Estate — 0.51% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Homes 4 Rent 3.625% 4/15/32 | 4070000 | &nbsp;&nbsp;&nbsp;&nbsp; 3621499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Tower Trust #1 Series 13 2A 144A 3.07% 3/15/48 # | 10355000 | &nbsp;&nbsp;&nbsp;&nbsp; 10310639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIBANCO Institucion de Banca Multiple Trust 144A 4.375% 7/22/31 # | &nbsp;&nbsp;&nbsp;&nbsp;895000 | &nbsp;&nbsp;&nbsp;&nbsp; 698852 |
|  |  | &nbsp;&nbsp;&nbsp; 14630990 |
| &nbsp;&nbsp;Real Estate Investment Trusts — 0.03% | &nbsp;&nbsp;Real Estate Investment Trusts — 0.03% | &nbsp;&nbsp;Real Estate Investment Trusts — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trust Fibra Uno 144A 4.869% 1/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp;&nbsp; 776885 |
|  |  | &nbsp;&nbsp;&nbsp; 776885 |
| &nbsp;&nbsp;Technology — 1.68% | &nbsp;&nbsp;Technology — 1.68% | &nbsp;&nbsp;Technology — 1.68% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Autodesk 2.40% 12/15/31 | 6390000 | &nbsp;&nbsp;&nbsp;&nbsp; 5362570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadcom 144A 3.469% 4/15/34 # | 8477000 | &nbsp;&nbsp;&nbsp;&nbsp; 7034874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial Solutions 2.60% 5/1/31 | 7647000 | &nbsp;&nbsp;&nbsp;&nbsp; 6500384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CA Magnum Holdings 144A 5.375% 10/31/26 # | &nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp;&nbsp; 671400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CDW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.67% 12/1/26 | 1425000 | &nbsp;&nbsp;&nbsp;&nbsp; 1282992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.276% 12/1/28 | 10765000 | &nbsp;&nbsp;&nbsp;&nbsp; 9480843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Entegris Escrow 144A 4.75% 4/15/29 # | 3030000 | &nbsp;&nbsp;&nbsp;&nbsp; 2844242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iron Mountain 144A 5.25% 7/15/30 # | 2410000 | &nbsp;&nbsp;&nbsp;&nbsp; 2183990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iron Mountain Information Management Services 144A 5.00% 7/15/32 # | 7560000 | &nbsp;&nbsp;&nbsp;&nbsp; 6564926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lenovo Group 144A 6.536% 7/27/32 # | &nbsp;&nbsp;&nbsp;&nbsp;805000 | &nbsp;&nbsp;&nbsp;&nbsp; 829800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oracle |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.80% 11/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp; 653072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.15% 11/9/29 | 1355000 | &nbsp;&nbsp;&nbsp;&nbsp; 1449010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SK Hynix |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 1.50% 1/19/26 # | &nbsp;&nbsp;&nbsp;&nbsp;585000 | &nbsp;&nbsp;&nbsp;&nbsp; 515910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.50% 1/17/33 # | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp; 812033 |

---

18 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  |  | 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;Technology (continued) | &nbsp;&nbsp;Technology (continued) | &nbsp;&nbsp;Technology (continued) | &nbsp;&nbsp;Technology (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tencent Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.88% 4/22/31 #, \* |  | &nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;$501848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.68% 4/22/41 #, \* |  | &nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp; 511678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TSMC Global 144A 4.625% 7/22/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;975000 | &nbsp;&nbsp;&nbsp;&nbsp; 990746 |
|  |  |  | &nbsp;&nbsp;&nbsp; 48190318 |
| &nbsp;&nbsp;Transportation — 2.08% | &nbsp;&nbsp;Transportation — 2.08% | &nbsp;&nbsp;Transportation — 2.08% | &nbsp;&nbsp;Transportation — 2.08% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Abertis Infraestructuras Finance 3.248% 11/24/25 μ, ψ | EUR | 4300000 | &nbsp;&nbsp;&nbsp;&nbsp; 4225404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aeropuertos Argentina 2000 144A 8.50% 8/1/31 # |  | 1105301 | &nbsp;&nbsp;&nbsp;&nbsp; 991077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Azul Investments |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.875% 10/26/24 # |  | &nbsp;&nbsp;&nbsp;&nbsp;860000 | &nbsp;&nbsp;&nbsp;&nbsp; 648739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.25% 6/15/26 # |  | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp; 484130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe 2.875% 6/15/52 |  | 3840000 | &nbsp;&nbsp;&nbsp;&nbsp; 2778662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DAE Funding 144A 1.55% 8/1/24 # |  | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 472323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Delta Air Lines |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.00% 5/1/25 # |  | 11265000 | &nbsp;&nbsp;&nbsp;&nbsp; 11598168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375% 1/15/26 \* |  | 2635000 | &nbsp;&nbsp;&nbsp;&nbsp; 2746062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeromexico 144A 8.50% 3/17/27 # |  | 5985000 | &nbsp;&nbsp;&nbsp;&nbsp; 5428911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Container Terminal Services 4.75% 6/17/30 |  | 1670000 | &nbsp;&nbsp;&nbsp;&nbsp; 1622188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lima Metro Line 2 Finance 144A 4.35% 4/5/36 # |  | &nbsp;&nbsp;&nbsp;&nbsp;607747 | &nbsp;&nbsp;&nbsp;&nbsp; 539391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mileage Plus Holdings 144A 6.50% 6/20/27 # |  | 10152000 | &nbsp;&nbsp;&nbsp;&nbsp; 10268900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rutas 2 and 7 Finance 144A 2.981% 9/30/36 #, ^ |  | 1484000 | &nbsp;&nbsp;&nbsp;&nbsp; 978216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Airlines |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.375% 4/15/26 # |  | 5365000 | &nbsp;&nbsp;&nbsp;&nbsp; 5099566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.625% 4/15/29 # |  | 12586000 | &nbsp;&nbsp;&nbsp;&nbsp; 11499516 |
|  |  |  | &nbsp;&nbsp;&nbsp; 59381253 |
| &nbsp;&nbsp;Unknown Custom SOI Sector — 0.04% | &nbsp;&nbsp;Unknown Custom SOI Sector — 0.04% | &nbsp;&nbsp;Unknown Custom SOI Sector — 0.04% | &nbsp;&nbsp;Unknown Custom SOI Sector — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel 144A 7.129% 7/18/33 #, μ |  | 1025000 | &nbsp;&nbsp;&nbsp;&nbsp; 1060875 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1060875 |
| &nbsp;&nbsp;Utilities — 0.21% | &nbsp;&nbsp;Utilities — 0.21% | &nbsp;&nbsp;Utilities — 0.21% | &nbsp;&nbsp;Utilities — 0.21% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bausch Health 144A 11.00% 9/30/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ecopetrol 8.875% 1/13/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;970000 | &nbsp;&nbsp;&nbsp;&nbsp; 996350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel Electric 144A 3.75% 2/22/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;&nbsp;&nbsp; 809388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Misc Capital Two Labuan 144A 3.75% 4/6/27 # |  | 1345000 | &nbsp;&nbsp;&nbsp;&nbsp; 1245692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Natura & Co. Luxembourg Holdings 144A 6.00% 4/19/29 #, \* |  | &nbsp;&nbsp;&nbsp;&nbsp;455000 | &nbsp;&nbsp;&nbsp;&nbsp; 402117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OCP 144A 5.125% 6/23/51 # |  | &nbsp;&nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;&nbsp;&nbsp; 469360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petrobras Global Finance 6.75% 6/3/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp;&nbsp; 543909 |

---

NQ-189 [1/23] 03/23 (2778498) 19

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;Utilities (continued) | &nbsp;&nbsp;Utilities (continued) | &nbsp;&nbsp;Utilities (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PTTEP Treasury Center 144A 2.587% 6/10/27 # | &nbsp;&nbsp;&nbsp;&nbsp;905000 | &nbsp;&nbsp;$827383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sociedad de Transmision Austral 144A 4.00% 1/27/32 # | &nbsp;&nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp;&nbsp; 637028 |
|  |  | &nbsp;&nbsp;&nbsp; 5931227 |
| &nbsp;&nbsp;&nbsp;**Total Corporate Bonds (cost $1,216,723,186)** | &nbsp;&nbsp;&nbsp;**Total Corporate Bonds (cost $1,216,723,186)** | &nbsp;&nbsp;&nbsp; **1095710770** |
| &nbsp;&nbsp;**Municipal Bonds — 0.40%** | &nbsp;&nbsp;**Municipal Bonds — 0.40%** | &nbsp;&nbsp;**Municipal Bonds — 0.40%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of Puerto Rico |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Restructured) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series A-1 2.993% 7/1/24 ^ | &nbsp;&nbsp;&nbsp;&nbsp;435895 | &nbsp;&nbsp;&nbsp;&nbsp; 408407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series A-1 4.00% 7/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;951451 | &nbsp;&nbsp;&nbsp;&nbsp; 866677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series A-1 4.00% 7/1/37 | 1010652 | &nbsp;&nbsp;&nbsp;&nbsp; 897156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GDB Debt Recovery Authority of Puerto Rico |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.50% 8/20/40 | 9962226 | &nbsp;&nbsp;&nbsp;&nbsp; 8418081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Carolina Public Service Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Santee Cooper) Series D 4.77% 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp; 752309 |
| &nbsp;&nbsp;&nbsp;**Total Municipal Bonds (cost $12,748,597)** | &nbsp;&nbsp;&nbsp;**Total Municipal Bonds (cost $12,748,597)** | &nbsp;&nbsp;&nbsp; **11342630** |
| &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 1.72%** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 1.72%** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 1.72%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citicorp Residential Mortgage Trust<br> Series 2006-3 A5 4.704% 11/25/36 | 1381318 | &nbsp;&nbsp;&nbsp;&nbsp; 1351264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Contimortgage Home Equity Loan Trust<br> Series 1996-4 A8 7.22% 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DataBank Issuer<br> Series 2021-1A A2 144A 2.06% 2/27/51 # | 4450000 | &nbsp;&nbsp;&nbsp;&nbsp; 4000600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diamond Infrastructure Funding<br> Series 2021-1A A 144A 1.76% 4/15/49 # | 13905000 | &nbsp;&nbsp;&nbsp;&nbsp; 11928741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer<br> Series 2021-1A A2I 144A 2.662% 4/25/51 # | 21742725 | &nbsp;&nbsp;&nbsp;&nbsp; 18954177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust<br> Series 2021-A B 0.70% 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp; 624407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust<br> Series 2021-1 B 0.54% 2/20/25 | 1020000 | &nbsp;&nbsp;&nbsp;&nbsp; 996102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank<br> Series 2021-3 B 144A 0.76% 2/26/29 # | 1779451 | &nbsp;&nbsp;&nbsp;&nbsp; 1690259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PFS Financing<br> Series 2021-A A 144A 0.71% 4/15/26 # | 4950000 | &nbsp;&nbsp;&nbsp;&nbsp; 4688174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1 A1 144A 2.75% 10/25/56 #, • | &nbsp;&nbsp;&nbsp;&nbsp;122463 | &nbsp;&nbsp;&nbsp;&nbsp; 120638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-2 A1 144A 2.75% 4/25/57 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64922 | &nbsp;&nbsp;&nbsp;&nbsp; 64142 |

---

20 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-4 M1 144A 3.25% 6/25/57 #, • | 2705000 | &nbsp;&nbsp;$2392013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1 A1 144A 3.00% 1/25/58 #, • | &nbsp;&nbsp;&nbsp;&nbsp;474081 | &nbsp;&nbsp;&nbsp;&nbsp; 458843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UNIFY Auto Receivables Trust<br> Series 2021-1A A3 144A 0.51% 6/16/25 # | 1875627 | &nbsp;&nbsp;&nbsp;&nbsp; 1858070 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Asset-Backed Securities (cost $54,930,654)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Asset-Backed Securities (cost $54,930,654)** | &nbsp;&nbsp;&nbsp; **49128825** |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 2.47%** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 2.47%** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 2.47%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Agate Bay Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1 B1 144A 3.675% 1/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;798878 | &nbsp;&nbsp;&nbsp;&nbsp; 753565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1 B2 144A 3.675% 1/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;451715 | &nbsp;&nbsp;&nbsp;&nbsp; 424987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citicorp Mortgage Securities Trust<br> Series 2006-3 1A9 5.75% 6/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;130013 | &nbsp;&nbsp;&nbsp;&nbsp; 110964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-R07 1M2 144A 6.906% (LIBOR01M + 2.40%) 4/25/31 #, • | &nbsp;&nbsp;&nbsp;&nbsp;177835 | &nbsp;&nbsp;&nbsp;&nbsp; 178056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-R01 2M2 144A 6.956% (LIBOR01M + 2.45%) 7/25/31 #, • | &nbsp;&nbsp;&nbsp;&nbsp;207301 | &nbsp;&nbsp;&nbsp;&nbsp; 207559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R01 1M2 144A 6.21% (SOFR + 1.90%) 12/25/41 #, • | 3900000 | &nbsp;&nbsp;&nbsp;&nbsp; 3800962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R02 2M2 144A 7.31% (SOFR + 3.00%) 1/25/42 #, • | 2200000 | &nbsp;&nbsp;&nbsp;&nbsp; 2138136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Flagstar Mortgage Trust<br> Series 2021-2 A6 144A 2.50% 4/25/51 #, • | 2827390 | &nbsp;&nbsp;&nbsp;&nbsp; 2499780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-PJ4 A8 144A 2.50% 9/25/51 #, • | 5927906 | &nbsp;&nbsp;&nbsp;&nbsp; 5241039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-PJ7 A2 144A 2.50% 1/25/52 #, • | 5700684 | &nbsp;&nbsp;&nbsp;&nbsp; 4758959 |
| &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 3.416% 6/25/29 #, • | &nbsp;&nbsp;&nbsp;&nbsp;546605 | &nbsp;&nbsp;&nbsp;&nbsp; 477174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-2 B2 144A 3.416% 6/25/29 #, • | &nbsp;&nbsp;&nbsp;&nbsp;216947 | &nbsp;&nbsp;&nbsp;&nbsp; 188719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1 B2 144A 5.172% 12/25/44 #, • | 1561421 | &nbsp;&nbsp;&nbsp;&nbsp; 1469548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-4 B1 144A 3.548% 6/25/45 #, • | 1515142 | &nbsp;&nbsp;&nbsp;&nbsp; 1355295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-4 B2 144A 3.548% 6/25/45 #, • | 1103006 | &nbsp;&nbsp;&nbsp;&nbsp; 984189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-5 B2 144A 5.339% 5/25/45 #, • | 1508860 | &nbsp;&nbsp;&nbsp;&nbsp; 1434810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-6 B1 144A 3.532% 10/25/45 #, • | 1046906 | &nbsp;&nbsp;&nbsp;&nbsp; 967844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-6 B2 144A 3.532% 10/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;966568 | &nbsp;&nbsp;&nbsp;&nbsp; 892388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4 B1 144A 3.821% 10/25/46 #, • | &nbsp;&nbsp;&nbsp;&nbsp;967840 | &nbsp;&nbsp;&nbsp;&nbsp; 868136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4 B2 144A 3.821% 10/25/46 #, • | 1669165 | &nbsp;&nbsp;&nbsp;&nbsp; 1481415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1 B3 144A 3.449% 1/25/47 #, • | 2897016 | &nbsp;&nbsp;&nbsp;&nbsp; 2444294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-2 A3 144A 3.50% 5/25/47 #, • | &nbsp;&nbsp;&nbsp;&nbsp;244888 | &nbsp;&nbsp;&nbsp;&nbsp; 220557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2 A3 144A 3.50% 7/25/50 #, • | &nbsp;&nbsp;&nbsp;&nbsp;243934 | &nbsp;&nbsp;&nbsp;&nbsp; 223257 |

---

NQ-189 [1/23] 03/23 (2778498) 21

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;JPMorgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-5 A3 144A 3.00% 12/25/50 #, • | 2412795 | &nbsp;&nbsp;$2097551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-7 A3 144A 3.00% 1/25/51 #, • | 1070079 | &nbsp;&nbsp;&nbsp;&nbsp; 942715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1 A3 144A 2.50% 6/25/51 #, • | 1951530 | &nbsp;&nbsp;&nbsp;&nbsp; 1629147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-10 A3 144A 2.50% 12/25/51 #, • | 3805153 | &nbsp;&nbsp;&nbsp;&nbsp; 3186073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-11 A3 144A 2.50% 1/25/52 #, • | 9485594 | &nbsp;&nbsp;&nbsp;&nbsp; 7918622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-13 A3 144A 2.50% 4/25/52 #, • | 3411809 | &nbsp;&nbsp;&nbsp;&nbsp; 2854593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-13 B1 144A 3.143% 4/25/52 #, • | 4826712 | &nbsp;&nbsp;&nbsp;&nbsp; 3646103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1 A2A 144A 2.50% 12/25/50 #, • | 4076789 | &nbsp;&nbsp;&nbsp;&nbsp; 3403324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1 A2 144A 2.50% 3/25/51 #, • | 1824481 | &nbsp;&nbsp;&nbsp;&nbsp; 1517385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4 A3 144A 2.50% 7/25/51 #, • | 1863808 | &nbsp;&nbsp;&nbsp;&nbsp; 1555917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust<br> Series 2018-RPL1 A1 144A 3.50% 12/25/57 #, • | &nbsp;&nbsp;&nbsp;&nbsp;544291 | &nbsp;&nbsp;&nbsp;&nbsp; 520139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RCKT Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1 A1 144A 2.50% 3/25/51 #, • | 1992182 | &nbsp;&nbsp;&nbsp;&nbsp; 1663084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-6 A1 144A 2.50% 12/25/51 #, • | 4111839 | &nbsp;&nbsp;&nbsp;&nbsp; 3422304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-4 B2 3.442% 4/25/43 • | &nbsp;&nbsp;&nbsp;&nbsp;358381 | &nbsp;&nbsp;&nbsp;&nbsp; 335044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1 B2 144A 3.913% 1/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;683191 | &nbsp;&nbsp;&nbsp;&nbsp; 637422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-2 B2 144A 3.767% 5/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;176326 | &nbsp;&nbsp;&nbsp;&nbsp; 161023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-5 B1 144A 3.784% 8/25/47 #, • | &nbsp;&nbsp;&nbsp;&nbsp;216237 | &nbsp;&nbsp;&nbsp;&nbsp; 193598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4 A2 144A 2.50% 11/25/50 #, • | 1461870 | &nbsp;&nbsp;&nbsp;&nbsp; 1220376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-20 A1 5.50% 12/25/21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp; 1077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1 A1 144A 3.00% 12/25/49 #, • | &nbsp;&nbsp;&nbsp;&nbsp;596991 | &nbsp;&nbsp;&nbsp;&nbsp; 520717 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Collateralized Mortgage Obligations (cost $82,601,325)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Collateralized Mortgage Obligations (cost $82,601,325)** | &nbsp;&nbsp;&nbsp; **70547847** |
| &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 9.43%** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 9.43%** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 9.43%** |
| &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 | 6740000 | &nbsp;&nbsp;&nbsp;&nbsp; 6369971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-BNK5 B 3.896% 6/15/60 • | 2870000 | &nbsp;&nbsp;&nbsp;&nbsp; 2568744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN20 A3 3.011% 9/15/62 | 6255000 | &nbsp;&nbsp;&nbsp;&nbsp; 5660033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN21 A5 2.851% 10/17/52 | 8200000 | &nbsp;&nbsp;&nbsp;&nbsp; 7336274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN23 A3 2.92% 12/15/52 | 8570000 | &nbsp;&nbsp;&nbsp;&nbsp; 7704047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK39 A4 2.928% 2/15/55 | 7305000 | &nbsp;&nbsp;&nbsp;&nbsp; 6402891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK39 B 3.239% 2/15/55 • | 3195000 | &nbsp;&nbsp;&nbsp;&nbsp; 2501715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK39 C 3.27% 2/15/55 • | 2092000 | &nbsp;&nbsp;&nbsp;&nbsp; 1505039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK40 B 3.394% 3/15/64 • | 4550000 | &nbsp;&nbsp;&nbsp;&nbsp; 3607411 |

---

22 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;BANK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK41 A4 3.79% 4/15/65 • | 6500000 | &nbsp;&nbsp;$6116516 |
| &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; 26959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-B1 A5 3.666% 1/15/51 • | 10673000 | &nbsp;&nbsp;&nbsp;&nbsp; 10192561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B17 A5 2.289% 3/15/53 | 6844000 | &nbsp;&nbsp;&nbsp;&nbsp; 5834537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B19 A5 1.85% 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;835000 | &nbsp;&nbsp;&nbsp;&nbsp; 687182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B21 A5 1.978% 12/17/53 | 3594000 | &nbsp;&nbsp;&nbsp;&nbsp; 2955706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B22 A5 1.973% 1/15/54 | 8045000 | &nbsp;&nbsp;&nbsp;&nbsp; 6600891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-B29 A5 2.388% 9/15/54 | 5500000 | &nbsp;&nbsp;&nbsp;&nbsp; 4622635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B32 B 3.202% 1/15/55 • | 4505000 | &nbsp;&nbsp;&nbsp;&nbsp; 3643430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B32 C 3.454% 1/15/55 • | 5500000 | &nbsp;&nbsp;&nbsp;&nbsp; 4071746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B33 B 3.615% 3/15/55 • | 2250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1844389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B33 C 3.615% 3/15/55 • | 2250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1696587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BMO Mortgage Trust<br> Series 2022-C1 A5 3.374% 2/15/55 • | 3550000 | &nbsp;&nbsp;&nbsp;&nbsp; 3201812 |
| &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 | 8080000 | &nbsp;&nbsp;&nbsp;&nbsp; 7629185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CF2 A5 2.874% 11/15/52 | 5870000 | &nbsp;&nbsp;&nbsp;&nbsp; 5235207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CF3 A4 3.006% 1/15/53 | 3222000 | &nbsp;&nbsp;&nbsp;&nbsp; 2893549 |
| &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 | 5351527 | &nbsp;&nbsp;&nbsp;&nbsp; 5086623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CD6 B 3.911% 11/13/50 • | 1925000 | &nbsp;&nbsp;&nbsp;&nbsp; 1712750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CD8 A4 2.912% 8/15/57 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3097262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust<br> Series 2016-C7 A3 3.838% 12/10/54 | 10020000 | &nbsp;&nbsp;&nbsp;&nbsp; 9487173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust<br> Series 2020-555 A 144A 2.647% 12/10/41 # | 3600000 | &nbsp;&nbsp;&nbsp;&nbsp; 3067090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-CR6 AM 144A 3.147% 3/10/46 # | 4353337 | &nbsp;&nbsp;&nbsp;&nbsp; 4309804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-CR19 A5 3.796% 8/10/47 | 3793800 | &nbsp;&nbsp;&nbsp;&nbsp; 3688314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-CR20 AM 3.938% 11/10/47 | 10705000 | &nbsp;&nbsp;&nbsp;&nbsp; 10182266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-3BP A 144A 3.178% 2/10/35 # | &nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp; 121846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-CR23 A4 3.497% 5/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp; 110779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-CR28 A4 3.762% 2/10/49 | 3290000 | &nbsp;&nbsp;&nbsp;&nbsp; 3166802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DB-JPM Mortgage Trust<br> Series 2016-C1 A4 3.276% 5/10/49 | 3185000 | &nbsp;&nbsp;&nbsp;&nbsp; 3025591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grace Trust<br> Series 2020-GRCE A 144A 2.347% 12/10/40 # | 3050000 | &nbsp;&nbsp;&nbsp;&nbsp; 2456292 |

---

NQ-189 [1/23] 03/23 (2778498) 23

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;GS Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-GS5 A4 3.674% 3/10/50 | 7010000 | &nbsp;&nbsp;$6660029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-GS6 A3 3.433% 5/10/50 | 3495000 | &nbsp;&nbsp;&nbsp;&nbsp; 3309700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-GS9 B 4.321% 3/10/51 • | &nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp; 113929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC39 A4 3.567% 5/10/52 | 7311000 | &nbsp;&nbsp;&nbsp;&nbsp; 6766550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC42 A4 3.001% 9/1/52 | 5440000 | &nbsp;&nbsp;&nbsp;&nbsp; 4912798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-GC47 A5 2.377% 5/12/53 | 14745000 | &nbsp;&nbsp;&nbsp;&nbsp; 12680138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPM-BB Commercial Mortgage Securities Trust<br> Series 2015-C31 A3 3.801% 8/15/48 | 9362777 | &nbsp;&nbsp;&nbsp;&nbsp; 9026254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPM-DB Commercial Mortgage Securities Trust<br> Series 2017-C7 A5 3.409% 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp; 273004 |
| &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 | 8570000 | &nbsp;&nbsp;&nbsp;&nbsp; 8408362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-JP1 A5 3.914% 1/15/49 | 3925000 | &nbsp;&nbsp;&nbsp;&nbsp; 3789872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-JP2 AS 3.056% 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp; 163944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch<br> Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-C17 A5 3.741% 8/15/47 | 3356000 | &nbsp;&nbsp;&nbsp;&nbsp; 3265222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-C26 A5 3.531% 10/15/48 | 4045000 | &nbsp;&nbsp;&nbsp;&nbsp; 3883432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C29 A4 3.325% 5/15/49 | 2595000 | &nbsp;&nbsp;&nbsp;&nbsp; 2460316 |
| &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 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1316186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-L3 A4 3.127% 11/15/52 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3592966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-HR8 A4 2.041% 7/15/53 | 29609000 | &nbsp;&nbsp;&nbsp;&nbsp; 24572731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS-Barclays Commercial Mortgage Trust<br> Series 2013-C5 B 144A 3.649% 3/10/46 #, • | &nbsp;&nbsp;&nbsp;&nbsp;820000 | &nbsp;&nbsp;&nbsp;&nbsp; 750302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-LC18 A5 3.405% 12/15/47 | 2415029 | &nbsp;&nbsp;&nbsp;&nbsp; 2322218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-NXS3 A4 3.617% 9/15/57 | 2350000 | &nbsp;&nbsp;&nbsp;&nbsp; 2253681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-BNK1 A3 2.652% 8/15/49 | 5945000 | &nbsp;&nbsp;&nbsp;&nbsp; 5490583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C58 A4 2.092% 7/15/53 | 4158000 | &nbsp;&nbsp;&nbsp;&nbsp; 3431381 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Commercial Mortgage-Backed Securities (cost $308,187,158)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Commercial Mortgage-Backed Securities (cost $308,187,158)** | &nbsp;&nbsp;&nbsp; **269865207** |
| &nbsp;&nbsp;**Loan Agreements — 3.05%** | &nbsp;&nbsp;**Loan Agreements — 3.05%** | &nbsp;&nbsp;**Loan Agreements — 3.05%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amentum Government Services Holdings Tranche 3 8.124% (SOFR03M + 4.00%) 2/15/29 • | 5734916 | &nbsp;&nbsp;&nbsp;&nbsp; 5691904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amynta Agency Borrower Tranche B Tranche B9.399% (SOFR01M + 5.00%) 2/28/25 • | 1345000 | &nbsp;&nbsp;&nbsp;&nbsp; 1334912 |

---

24 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Applied Systems 9.08% (SOFR03M + 4.50%) 9/18/26 • | 2245693 | &nbsp;&nbsp;$2251308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Applied Systems 2nd Lien 11.33% (SOFR03M + 6.75%) 9/17/27 • | 5848974 | &nbsp;&nbsp;&nbsp;&nbsp; 5866036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bausch & Lomb 7.842% (SOFR03M + 3.35%) 5/10/27 • | 2960125 | &nbsp;&nbsp;&nbsp;&nbsp; 2885198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Berry Global Tranche Z 6.152% (LIBOR01M + 1.75%) 7/1/26 • | 1960341 | &nbsp;&nbsp;&nbsp;&nbsp; 1959290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Calpine |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.57% (LIBOR01M + 2.00%) 4/5/26 • | &nbsp;&nbsp;&nbsp;&nbsp;926400 | &nbsp;&nbsp;&nbsp;&nbsp; 925499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.07% (LIBOR01M + 2.50%) 12/16/27 • | &nbsp;&nbsp;&nbsp;&nbsp;653056 | &nbsp;&nbsp;&nbsp;&nbsp; 653090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Camelot US Acquisition l 7.517% (LIBOR01M + 3.00%) 10/30/26 • | 1548126 | &nbsp;&nbsp;&nbsp;&nbsp; 1547573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Castlelake Aviation One Designated Activity 7.519% (LIBOR03M + 2.75%) 10/22/26 • | 1312429 | &nbsp;&nbsp;&nbsp;&nbsp; 1314787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charter Communications Operating Tranche B2 6.32% (LIBOR01M + 1.75%) 2/1/27 • | 1954041 | &nbsp;&nbsp;&nbsp;&nbsp; 1949823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connect US Finco 8.07% (LIBOR01M + 3.50%) 12/11/26 • | 1894430 | &nbsp;&nbsp;&nbsp;&nbsp; 1881999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Core & Main Tranche B-1 7.146% (LIBOR01M + 2.50%) 7/27/28 • | 2625260 | &nbsp;&nbsp;&nbsp;&nbsp; 2624028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Entegis Tranche B 7.576% (SOFR01M + 3.00%) 7/6/29 • | 2870000 | &nbsp;&nbsp;&nbsp;&nbsp; 2884574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Epicor Software 2nd Lien 12.32% (LIBOR01M + 7.75%) 7/31/28 • | 2085000 | &nbsp;&nbsp;&nbsp;&nbsp; 2086489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Epicor Software Tranche C 7.82% (LIBOR01M + 3.25%) 7/30/27 • | 1729728 | &nbsp;&nbsp;&nbsp;&nbsp; 1702342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Frontier Communications Tranche B 8.50% (LIBOR03M + 3.75%) 5/1/28 • | 3276489 | &nbsp;&nbsp;&nbsp;&nbsp; 3221198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hamilton Projects Acquiror 9.23% (LIBOR03M + 4.50%) 6/17/27 • | 1565157 | &nbsp;&nbsp;&nbsp;&nbsp; 1566788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hexion Holdings 1st Lien 8.934% (SOFR03M + 4.65%) 3/15/29 • | 2613484 | &nbsp;&nbsp;&nbsp;&nbsp; 2368469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HUB International 7.817% (LIBOR03M + 3.00%) 4/25/25 • | 1658361 | &nbsp;&nbsp;&nbsp;&nbsp; 1658620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Informatica 7.375% (LIBOR01M + 2.75%) 10/27/28 • | 1726950 | &nbsp;&nbsp;&nbsp;&nbsp; 1726411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LSF9 Atlantis Holdings Tranche B 11.83% (SOFR03M + 7.25%) 3/31/29 • | 3979625 | &nbsp;&nbsp;&nbsp;&nbsp; 3881376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mileage Plus Holdings 9.996% (LIBOR03M + 5.25%) 6/21/27 • | 1935000 | &nbsp;&nbsp;&nbsp;&nbsp; 2021622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Organon & Co. 7.75% (LIBOR03M + 3.00%) 6/2/28 • | 4114783 | &nbsp;&nbsp;&nbsp;&nbsp; 4118211 |

---

NQ-189 [1/23] 03/23 (2778498) 25

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  |  | 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peraton Tranche B 1st Lien 8.32% (LIBOR01M + 3.75%) 2/1/28 • |  | 2889014 | &nbsp;&nbsp;$2877663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PG&E Tranche B 7.531% (LIBOR01M + 3.00%) 6/23/25 • |  | 2634098 | &nbsp;&nbsp;&nbsp;&nbsp; 2635334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prestige Brands Tranche B-5 6.57% (LIBOR01M + 2.00%) 7/3/28 • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23889 | &nbsp;&nbsp;&nbsp;&nbsp; 23872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RealPage 1st Lien 7.57% (LIBOR01M + 3.00%) 4/24/28 • |  | 1593795 | &nbsp;&nbsp;&nbsp;&nbsp; 1557836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ryan Specialty Group Tranche B-1 7.542% (SOFR01M + 3.10%) 9/1/27 • |  | 1647088 | &nbsp;&nbsp;&nbsp;&nbsp; 1645029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sinclair Television Group Tranche B-4 8.292% (SOFR01M + 3.85%) 4/21/29 • |  | 3323911 | &nbsp;&nbsp;&nbsp;&nbsp; 3276130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Industries 6.425% (LIBOR03M + 2.25%) 9/22/28 • |  | 5487927 | &nbsp;&nbsp;&nbsp;&nbsp; 5493541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UKG 1st Lien 8.032% (LIBOR03M + 3.25%) 5/4/26 • |  | 2840536 | &nbsp;&nbsp;&nbsp;&nbsp; 2800592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ultimate Software Group 1st Lien 8.575% (LIBOR03M + 3.75%) 5/4/26 • |  | 1958968 | &nbsp;&nbsp;&nbsp;&nbsp; 1936929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vertical Midco Tranche B 6.871% (LIBOR03M + 3.50%) 7/30/27 • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp; 21 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viasat 9.176% (SOFR01M + 4.61%) 3/2/29 • |  | 4003616 | &nbsp;&nbsp;&nbsp;&nbsp; 4003616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations 6.297% (LIBOR01M + 1.75%) 12/31/25 • |  | 2899423 | &nbsp;&nbsp;&nbsp;&nbsp; 2898153 |
| &nbsp;&nbsp;&nbsp;**Total Loan Agreements (cost $86,911,986)** | &nbsp;&nbsp;&nbsp;**Total Loan Agreements (cost $86,911,986)** | &nbsp;&nbsp;&nbsp;**Total Loan Agreements (cost $86,911,986)** | &nbsp;&nbsp;&nbsp; **87270263** |
| &nbsp;&nbsp;**Sovereign Bonds — 1.49%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 1.49%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 1.49%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 1.49%Δ** |
| &nbsp;&nbsp;Albania — 0.01% | &nbsp;&nbsp;Albania — 0.01% | &nbsp;&nbsp;Albania — 0.01% | &nbsp;&nbsp;Albania — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Albania Government International Bond<br> 144A 3.50% 6/16/27 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 391676 |
|  |  |  | &nbsp;&nbsp;&nbsp; 391676 |
| &nbsp;&nbsp;Angola — 0.04% | &nbsp;&nbsp;Angola — 0.04% | &nbsp;&nbsp;Angola — 0.04% | &nbsp;&nbsp;Angola — 0.04% |
| &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;433000 | &nbsp;&nbsp;&nbsp;&nbsp; 411238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.25% 5/9/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;499000 | &nbsp;&nbsp;&nbsp;&nbsp; 473920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.75% 4/14/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 371234 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1256392 |
| &nbsp;&nbsp;Argentina — 0.03% | &nbsp;&nbsp;Argentina — 0.03% | &nbsp;&nbsp;Argentina — 0.03% | &nbsp;&nbsp;Argentina — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Argentine Republic Government International<br> Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.50% 7/9/30 φ |  | 1973950 | &nbsp;&nbsp;&nbsp;&nbsp; 708709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.00% 7/9/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;100503 | &nbsp;&nbsp;&nbsp;&nbsp; 34490 |

---

26 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;Argentina (continued) | &nbsp;&nbsp;Argentina (continued) | &nbsp;&nbsp;Argentina (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Argentine Republic Government International<br> Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50% 7/9/35 φ | &nbsp;&nbsp;&nbsp;&nbsp;703250 | &nbsp;&nbsp;$217878 |
|  |  | &nbsp;&nbsp;&nbsp; 961077 |
| &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;753000 | &nbsp;&nbsp;&nbsp;&nbsp; 655533 |
|  |  | &nbsp;&nbsp;&nbsp; 655533 |
| &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;800000 | &nbsp;&nbsp;&nbsp;&nbsp; 831549 |
|  |  | &nbsp;&nbsp;&nbsp; 831549 |
| &nbsp;&nbsp;Bermuda — 0.03% | &nbsp;&nbsp;Bermuda — 0.03% | &nbsp;&nbsp;Bermuda — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bermuda Government International Bond<br> 144A 5.00% 7/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp; 905880 |
|  |  | &nbsp;&nbsp;&nbsp; 905880 |
| &nbsp;&nbsp;Brazil — 0.03% | &nbsp;&nbsp;Brazil — 0.03% | &nbsp;&nbsp;Brazil — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazilian Government International Bond<br> 4.75% 1/14/50 | 1072000 | &nbsp;&nbsp;&nbsp;&nbsp; 791081 |
|  |  | &nbsp;&nbsp;&nbsp; 791081 |
| &nbsp;&nbsp;Chile — 0.04% | &nbsp;&nbsp;Chile — 0.04% | &nbsp;&nbsp;Chile — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp; 532356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 1/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp;&nbsp; 529409 |
|  |  | &nbsp;&nbsp;&nbsp; 1061765 |
| &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 Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% 2/22/42 | 1087000 | &nbsp;&nbsp;&nbsp;&nbsp; 703357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;728000 | &nbsp;&nbsp;&nbsp;&nbsp; 512888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20% 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 282916 |
|  |  | &nbsp;&nbsp;&nbsp; 1499161 |
| &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;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 253500 |
|  |  | &nbsp;&nbsp;&nbsp; 253500 |
| &nbsp;&nbsp;Dominican Republic — 0.08% | &nbsp;&nbsp;Dominican Republic — 0.08% | &nbsp;&nbsp;Dominican Republic — 0.08% |
| &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 # | 1602000 | &nbsp;&nbsp;&nbsp;&nbsp; 1369770 |

---

NQ-189 [1/23] 03/23 (2778498) 27

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;Dominican Republic (continued) | &nbsp;&nbsp;Dominican Republic (continued) | &nbsp;&nbsp;Dominican Republic (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dominican Republic International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.30% 1/21/41 # | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;$402045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.50% 2/22/29 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 377767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.05% 2/3/31 # | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 200000 |
|  |  | &nbsp;&nbsp;&nbsp; 2349582 |
| &nbsp;&nbsp;Ecuador — 0.03% | &nbsp;&nbsp;Ecuador — 0.03% | &nbsp;&nbsp;Ecuador — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ecuador Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.50% 7/31/35 #, φ | &nbsp;&nbsp;&nbsp;&nbsp;939584 | &nbsp;&nbsp;&nbsp;&nbsp; 461924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.50% 7/31/30 #, φ | &nbsp;&nbsp;&nbsp;&nbsp;358533 | &nbsp;&nbsp;&nbsp;&nbsp; 239951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.61% 7/31/30 #, ^ | &nbsp;&nbsp;&nbsp;&nbsp;101490 | &nbsp;&nbsp;&nbsp;&nbsp; 43638 |
|  |  | &nbsp;&nbsp;&nbsp; 745513 |
| &nbsp;&nbsp;Egypt — 0.08% | &nbsp;&nbsp;Egypt — 0.08% | &nbsp;&nbsp;Egypt — 0.08% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Egypt Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.75% 5/29/24 # | 1255000 | &nbsp;&nbsp;&nbsp;&nbsp; 1185960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.70% 3/1/49 # | 1480000 | &nbsp;&nbsp;&nbsp;&nbsp; 1052246 |
|  |  | &nbsp;&nbsp;&nbsp; 2238206 |
| &nbsp;&nbsp;El Salvador — 0.01% | &nbsp;&nbsp;El Salvador — 0.01% | &nbsp;&nbsp;El Salvador — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;El Salvador Government International Bond<br> 144A 7.125% 1/20/50 # | &nbsp;&nbsp;&nbsp;&nbsp;437000 | &nbsp;&nbsp;&nbsp;&nbsp; 205529 |
|  |  | &nbsp;&nbsp;&nbsp; 205529 |
| &nbsp;&nbsp;Gabon — 0.01% | &nbsp;&nbsp;Gabon — 0.01% | &nbsp;&nbsp;Gabon — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gabon Government International Bond<br> 144A 6.625% 2/6/31 # | &nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp;&nbsp; 367227 |
|  |  | &nbsp;&nbsp;&nbsp; 367227 |
| &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 Bond<br> 144A 7.875% 3/26/27 # | &nbsp;&nbsp;&nbsp;&nbsp;753000 | &nbsp;&nbsp;&nbsp;&nbsp; 295786 |
|  |  | &nbsp;&nbsp;&nbsp; 295786 |
| &nbsp;&nbsp;Guatemala — 0.04% | &nbsp;&nbsp;Guatemala — 0.04% | &nbsp;&nbsp;Guatemala — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guatemala Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.875% 2/13/28 # | &nbsp;&nbsp;&nbsp;&nbsp;594000 | &nbsp;&nbsp;&nbsp;&nbsp; 579180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.25% 8/10/29 # | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp; 439983 |
|  |  | &nbsp;&nbsp;&nbsp; 1019163 |
| &nbsp;&nbsp;Honduras — 0.01% | &nbsp;&nbsp;Honduras — 0.01% | &nbsp;&nbsp;Honduras — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Honduras Government International Bond<br> 6.25% 1/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 177240 |
|  |  | &nbsp;&nbsp;&nbsp; 177240 |

---

28 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  |  | 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;Hong Kong — 0.04% | &nbsp;&nbsp;Hong Kong — 0.04% | &nbsp;&nbsp;Hong Kong — 0.04% | &nbsp;&nbsp;Hong Kong — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Airport Authority |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.50% 1/12/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;745000 | &nbsp;&nbsp;$640431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.25% 1/12/52 # |  | &nbsp;&nbsp;&nbsp;&nbsp;740000 | &nbsp;&nbsp;&nbsp;&nbsp; 573870 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1214301 |
| &nbsp;&nbsp;Hungary — 0.01% | &nbsp;&nbsp;Hungary — 0.01% | &nbsp;&nbsp;Hungary — 0.01% | &nbsp;&nbsp;Hungary — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hungary Government International Bond<br> 144A 6.75% 9/25/52 # |  | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 211917 |
|  |  |  | &nbsp;&nbsp;&nbsp; 211917 |
| &nbsp;&nbsp;Indonesia — 0.05% | &nbsp;&nbsp;Indonesia — 0.05% | &nbsp;&nbsp;Indonesia — 0.05% | &nbsp;&nbsp;Indonesia — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indonesia Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.65% 9/20/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp; 598921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25% 1/17/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 407085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III<br> 4.70% 6/6/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;294000 | &nbsp;&nbsp;&nbsp;&nbsp; 294992 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1300998 |
| &nbsp;&nbsp;Ivory Coast — 0.05% | &nbsp;&nbsp;Ivory Coast — 0.05% | &nbsp;&nbsp;Ivory Coast — 0.05% | &nbsp;&nbsp;Ivory Coast — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ivory Coast Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.875% 1/30/32 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 171248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.125% 6/15/33 # |  | 1320000 | &nbsp;&nbsp;&nbsp;&nbsp; 1175872 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1347120 |
| &nbsp;&nbsp;Jordan — 0.01% | &nbsp;&nbsp;Jordan — 0.01% | &nbsp;&nbsp;Jordan — 0.01% | &nbsp;&nbsp;Jordan — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jordan Government International Bond<br> 144A 5.75% 1/31/27 # |  | &nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp;&nbsp; 373187 |
|  |  |  | &nbsp;&nbsp;&nbsp; 373187 |
| &nbsp;&nbsp;Kazakhstan — 0.01% | &nbsp;&nbsp;Kazakhstan — 0.01% | &nbsp;&nbsp;Kazakhstan — 0.01% | &nbsp;&nbsp;Kazakhstan — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kazakhstan Government International Bond<br> 4.875% 10/14/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;366000 | &nbsp;&nbsp;&nbsp;&nbsp; 333975 |
|  |  |  | &nbsp;&nbsp;&nbsp; 333975 |
| &nbsp;&nbsp;Kenya — 0.02% | &nbsp;&nbsp;Kenya — 0.02% | &nbsp;&nbsp;Kenya — 0.02% | &nbsp;&nbsp;Kenya — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Kenya Government International Bond<br> 144A 8.00% 5/22/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp; 537762 |
|  |  |  | &nbsp;&nbsp;&nbsp; 537762 |
| &nbsp;&nbsp;Lebanon — 0.00% | &nbsp;&nbsp;Lebanon — 0.00% | &nbsp;&nbsp;Lebanon — 0.00% | &nbsp;&nbsp;Lebanon — 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lebanon Government International Bond<br> 6.25% 5/27/22 ‡ |  | 2062000 | &nbsp;&nbsp;&nbsp;&nbsp; 132999 |
|  |  |  | &nbsp;&nbsp;&nbsp; 132999 |

---

NQ-189 [1/23] 03/23 (2778498) 29

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  |  | 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;Mexico — 0.07% | &nbsp;&nbsp;Mexico — 0.07% | &nbsp;&nbsp;Mexico — 0.07% | &nbsp;&nbsp;Mexico — 0.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 2/12/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;956000 | &nbsp;&nbsp;$805776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875% 5/19/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 481013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.35% 2/9/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp; 638278 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1925067 |
| &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;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 301554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.375% 12/15/27 # |  | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 354215 |
|  |  |  | &nbsp;&nbsp;&nbsp; 655769 |
| &nbsp;&nbsp;Nigeria — 0.04% | &nbsp;&nbsp;Nigeria — 0.04% | &nbsp;&nbsp;Nigeria — 0.04% | &nbsp;&nbsp;Nigeria — 0.04% |
| &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;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 382330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.875% 2/16/32 # |  | 1103000 | &nbsp;&nbsp;&nbsp;&nbsp; 835489 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1217819 |
| &nbsp;&nbsp;Oman — 0.04% | &nbsp;&nbsp;Oman — 0.04% | &nbsp;&nbsp;Oman — 0.04% | &nbsp;&nbsp;Oman — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oman Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.75% 1/17/48 # |  | &nbsp;&nbsp;&nbsp;&nbsp;889000 | &nbsp;&nbsp;&nbsp;&nbsp; 879376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375% 10/28/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;363000 | &nbsp;&nbsp;&nbsp;&nbsp; 405938 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1285314 |
| &nbsp;&nbsp;Pakistan — 0.00% | &nbsp;&nbsp;Pakistan — 0.00% | &nbsp;&nbsp;Pakistan — 0.00% | &nbsp;&nbsp;Pakistan — 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pakistan Government International Bond<br> 144A 7.375% 4/8/31 # |  | &nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp; 106450 |
|  |  |  | &nbsp;&nbsp;&nbsp; 106450 |
| &nbsp;&nbsp;Panama — 0.04% | &nbsp;&nbsp;Panama — 0.04% | &nbsp;&nbsp;Panama — 0.04% | &nbsp;&nbsp;Panama — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Panama Bonos del Tesoro<br> 3.362% 6/30/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 421570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Panama Government International Bond<br> 144A 3.75% 4/17/26 # |  | &nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp; 675743 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1097313 |
| &nbsp;&nbsp;Paraguay — 0.02% | &nbsp;&nbsp;Paraguay — 0.02% | &nbsp;&nbsp;Paraguay — 0.02% | &nbsp;&nbsp;Paraguay — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paraguay Government International Bond<br> 144A 5.40% 3/30/50 # |  | &nbsp;&nbsp;&nbsp;&nbsp;727000 | &nbsp;&nbsp;&nbsp;&nbsp; 650582 |
|  |  |  | &nbsp;&nbsp;&nbsp; 650582 |
| &nbsp;&nbsp;Peru — 0.07% | &nbsp;&nbsp;Peru — 0.07% | &nbsp;&nbsp;Peru — 0.07% | &nbsp;&nbsp;Peru — 0.07% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peruvian Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.392% 1/23/26 |  | 1040000 | &nbsp;&nbsp;&nbsp;&nbsp; 969248 |

---

30 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  |  | 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;Peru (continued) | &nbsp;&nbsp;Peru (continued) | &nbsp;&nbsp;Peru (continued) | &nbsp;&nbsp;Peru (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peruvian Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.844% 6/20/30 |  | 1042000 | &nbsp;&nbsp;$900745 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1869993 |
| &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 # |  | 1569000 | &nbsp;&nbsp;&nbsp;&nbsp; 1486400 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1486400 |
| &nbsp;&nbsp;Republic of North Macedonia — 0.01% | &nbsp;&nbsp;Republic of North Macedonia — 0.01% | &nbsp;&nbsp;Republic of North Macedonia — 0.01% | &nbsp;&nbsp;Republic of North Macedonia — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;North Macedonia Government International Bond<br> 144A 3.675% 6/3/26 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 303184 |
|  |  |  | &nbsp;&nbsp;&nbsp; 303184 |
| &nbsp;&nbsp;Romania — 0.01% | &nbsp;&nbsp;Romania — 0.01% | &nbsp;&nbsp;Romania — 0.01% | &nbsp;&nbsp;Romania — 0.01% |
| &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;155000 | &nbsp;&nbsp;&nbsp;&nbsp; 100905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.375% 1/28/50 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;359000 | &nbsp;&nbsp;&nbsp;&nbsp; 240131 |
|  |  |  | &nbsp;&nbsp;&nbsp; 341036 |
| &nbsp;&nbsp;Saudi Arabia — 0.08% | &nbsp;&nbsp;Saudi Arabia — 0.08% | &nbsp;&nbsp;Saudi Arabia — 0.08% | &nbsp;&nbsp;Saudi Arabia — 0.08% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saudi Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.625% 3/4/28 # |  | 1170000 | &nbsp;&nbsp;&nbsp;&nbsp; 1134590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.875% 7/18/33 # |  | &nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp; 611625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.50% 10/25/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 536625 |
|  |  |  | &nbsp;&nbsp;&nbsp; 2282840 |
| &nbsp;&nbsp;Senegal — 0.02% | &nbsp;&nbsp;Senegal — 0.02% | &nbsp;&nbsp;Senegal — 0.02% | &nbsp;&nbsp;Senegal — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Senegal Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.375% 6/8/37 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 153142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.75% 3/13/48 # |  | &nbsp;&nbsp;&nbsp;&nbsp;563000 | &nbsp;&nbsp;&nbsp;&nbsp; 422942 |
|  |  |  | &nbsp;&nbsp;&nbsp; 576084 |
| &nbsp;&nbsp;Serbia — 0.03% | &nbsp;&nbsp;Serbia — 0.03% | &nbsp;&nbsp;Serbia — 0.03% | &nbsp;&nbsp;Serbia — 0.03% |
| &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;550000 | &nbsp;&nbsp;&nbsp;&nbsp; 461016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.125% 5/15/27 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 390241 |
|  |  |  | &nbsp;&nbsp;&nbsp; 851257 |
| &nbsp;&nbsp;South Africa — 0.05% | &nbsp;&nbsp;South Africa — 0.05% | &nbsp;&nbsp;South Africa — 0.05% | &nbsp;&nbsp;South Africa — 0.05% |
| &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;4.85% 9/30/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp; 393060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875% 4/14/26 \* |  | &nbsp;&nbsp;&nbsp;&nbsp;331000 | &nbsp;&nbsp;&nbsp;&nbsp; 325166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.65% 9/27/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 153363 |

---

NQ-189 [1/23] 03/23 (2778498) 31

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | 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;South Africa (continued) | &nbsp;&nbsp;South Africa (continued) | &nbsp;&nbsp;South Africa (continued) |
| &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;5.75% 9/30/49 | &nbsp;&nbsp;&nbsp;&nbsp;595000 | &nbsp;&nbsp;$455491 |
|  |  | &nbsp;&nbsp;&nbsp; 1327080 |
| &nbsp;&nbsp;Sri Lanka — 0.02% | &nbsp;&nbsp;Sri Lanka — 0.02% | &nbsp;&nbsp;Sri Lanka — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sri Lanka Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.20% 5/11/27 # | 1155000 | &nbsp;&nbsp;&nbsp;&nbsp; 403005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.55% 3/28/30 # | &nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp;&nbsp; 108095 |
|  |  | &nbsp;&nbsp;&nbsp; 511100 |
| &nbsp;&nbsp;Trinidad and Tobago — 0.02% | &nbsp;&nbsp;Trinidad and Tobago — 0.02% | &nbsp;&nbsp;Trinidad and Tobago — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trinidad & Tobago Government International Bond<br> 144A 4.50% 6/26/30 # | &nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp; 527134 |
|  |  | &nbsp;&nbsp;&nbsp; 527134 |
| &nbsp;&nbsp;Turkey — 0.08% | &nbsp;&nbsp;Turkey — 0.08% | &nbsp;&nbsp;Turkey — 0.08% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hazine Mustesarligi Varlik Kiralama<br> 144A 5.125% 6/22/26 # | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;&nbsp;&nbsp; 409050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkey Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.35% 8/10/24 | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp; 295212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625% 4/26/29 | 1600000 | &nbsp;&nbsp;&nbsp;&nbsp; 1501824 |
|  |  | &nbsp;&nbsp;&nbsp; 2206086 |
| &nbsp;&nbsp;Ukraine — 0.02% | &nbsp;&nbsp;Ukraine — 0.02% | &nbsp;&nbsp;Ukraine — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ukraine Government International Bond<br> 144A 7.75% 9/1/28 # | 2192000 | &nbsp;&nbsp;&nbsp;&nbsp; 491368 |
|  |  | &nbsp;&nbsp;&nbsp; 491368 |
| &nbsp;&nbsp;Uruguay — 0.03% | &nbsp;&nbsp;Uruguay — 0.03% | &nbsp;&nbsp;Uruguay — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;608000 | &nbsp;&nbsp;&nbsp;&nbsp; 607724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.10% 6/18/50 | &nbsp;&nbsp;&nbsp;&nbsp;329000 | &nbsp;&nbsp;&nbsp;&nbsp; 333348 |
|  |  | &nbsp;&nbsp;&nbsp; 941072 |
| &nbsp;&nbsp;Uzbekistan — 0.02% | &nbsp;&nbsp;Uzbekistan — 0.02% | &nbsp;&nbsp;Uzbekistan — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Uzbekistan International Bond<br> 144A 5.375% 2/20/29 # | &nbsp;&nbsp;&nbsp;&nbsp;666000 | &nbsp;&nbsp;&nbsp;&nbsp; 625941 |
|  |  | &nbsp;&nbsp;&nbsp; 625941 |
| &nbsp;&nbsp;&nbsp;**Total Sovereign Bonds (cost $53,856,963)** | &nbsp;&nbsp;&nbsp;**Total Sovereign Bonds (cost $53,856,963)** | &nbsp;&nbsp;&nbsp; **42737008** |

---

32 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**US Treasury Obligations — 13.76%** | &nbsp;&nbsp;**US Treasury Obligations — 13.76%** | &nbsp;&nbsp;**US Treasury Obligations — 13.76%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.25% 8/15/46 | 19395000 | &nbsp;&nbsp;$14820887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/15/52 | 18335000 | &nbsp;&nbsp;&nbsp;&nbsp; 16227907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 11/15/42 | 33505000 | &nbsp;&nbsp;&nbsp;&nbsp; 34630560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 11/15/52 | 17760000 | &nbsp;&nbsp;&nbsp;&nbsp; 18994876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Floating Rate Note<br> 4.477% (USBMMY3M + 0.14%) 10/31/24 • | 75405000 | &nbsp;&nbsp;&nbsp;&nbsp; 75435509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 1/31/28 | 72355000 | &nbsp;&nbsp;&nbsp;&nbsp; 72038447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875% 12/31/27 | 6835000 | &nbsp;&nbsp;&nbsp;&nbsp; 6912962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875% 11/30/29 | 7990000 | &nbsp;&nbsp;&nbsp;&nbsp; 8134819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 10/31/29 | 5475000 | &nbsp;&nbsp;&nbsp;&nbsp; 5612303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% 10/31/27 | 62450000 | &nbsp;&nbsp;&nbsp;&nbsp; 63749010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% 11/15/32 | 46215000 | &nbsp;&nbsp;&nbsp;&nbsp; 48626845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% 11/15/25 | 8835000 | &nbsp;&nbsp;&nbsp;&nbsp; 8967525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Strip Principal<br> 2.26% 5/15/44 ^ | 43355000 | &nbsp;&nbsp;&nbsp;&nbsp; 19488892 |
| &nbsp;&nbsp;&nbsp;**Total US Treasury Obligations (cost $403,050,758)** | &nbsp;&nbsp;&nbsp;**Total US Treasury Obligations (cost $403,050,758)** | &nbsp;&nbsp;&nbsp; **393640542** |

---

---

| | | |
|:---|:---|:---|
|  | Number of<br> shares |  |
| &nbsp;&nbsp;**Common Stocks — 0.05%** | &nbsp;&nbsp;**Common Stocks — 0.05%** | &nbsp;&nbsp;**Common Stocks — 0.05%** |
| &nbsp;&nbsp;Communications — 0.00% | &nbsp;&nbsp;Communications — 0.00% | &nbsp;&nbsp;Communications — 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Century Communications =, † | 7875000 | &nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| &nbsp;&nbsp;Transportation — 0.05% | &nbsp;&nbsp;Transportation — 0.05% | &nbsp;&nbsp;Transportation — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeromexico † | &nbsp;&nbsp;&nbsp;&nbsp;140061 | &nbsp;&nbsp; 1338837 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338837 |
| &nbsp;&nbsp;&nbsp;**Total Common Stocks (cost $2,527,700)** | &nbsp;&nbsp;&nbsp;**Total Common Stocks (cost $2,527,700)** | **1338837** |
| &nbsp;&nbsp;**Short-Term Investments — 1.87%** | &nbsp;&nbsp;**Short-Term Investments — 1.87%** | &nbsp;&nbsp;**Short-Term Investments — 1.87%** |
| &nbsp;&nbsp;Money Market Mutual Funds — 1.87% | &nbsp;&nbsp;Money Market Mutual Funds — 1.87% | &nbsp;&nbsp;Money Market Mutual Funds — 1.87% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 4.07%) | 13392031 | &nbsp;&nbsp; 13392031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 4.20%) | 13392031 | &nbsp;&nbsp; 13392031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 4.32%) | 13392031 | &nbsp;&nbsp; 13392031 |

---

NQ-189 [1/23] 03/23 (2778498) 33

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | |
|:---|:---|:---|
|  | Number of<br> shares | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Short-Term Investments (continued)** | &nbsp;&nbsp;**Short-Term Investments (continued)** | &nbsp;&nbsp;**Short-Term Investments (continued)** |
| &nbsp;&nbsp;Money Market Mutual Funds (continued) | &nbsp;&nbsp;Money Market Mutual Funds (continued) | &nbsp;&nbsp;Money Market Mutual Funds (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 4.14%) | 13392031 | &nbsp;&nbsp;$13392031 |
| &nbsp;&nbsp;&nbsp;**Total Short-Term Investments (cost $53,568,124)** | &nbsp;&nbsp;&nbsp;**Total Short-Term Investments (cost $53,568,124)** | &nbsp;&nbsp;&nbsp;&nbsp; **53568124** |
| &nbsp;&nbsp;&nbsp;**Total Value of Securities Before<br> Securities Lending Collateral—99.96%<br> (cost $3,110,474,692)** | &nbsp;&nbsp;&nbsp;**Total Value of Securities Before<br> Securities Lending Collateral—99.96%<br> (cost $3,110,474,692)** | &nbsp;&nbsp;&nbsp;&nbsp; **2859533485** |
| &nbsp;&nbsp;**Securities Lending Collateral — 1.31%** | &nbsp;&nbsp;**Securities Lending Collateral — 1.31%** | &nbsp;&nbsp;**Securities Lending Collateral — 1.31%** |
| &nbsp;&nbsp;Money Market Mutual Fund — 1.31% | &nbsp;&nbsp;Money Market Mutual Fund — 1.31% | &nbsp;&nbsp;Money Market Mutual Fund — 1.31% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dreyfus Institutional Preference Government Money Market Fund - Institutional Shares (seven-day effective yield 4.31%) | 37396977 | &nbsp;&nbsp;&nbsp;&nbsp; 37396977 |
| &nbsp;&nbsp;&nbsp;**Total Securities Lending Collateral (cost $0)** | &nbsp;&nbsp;&nbsp;**Total Securities Lending Collateral (cost $0)** | &nbsp;&nbsp;&nbsp;&nbsp; **37396977** |
| &nbsp;&nbsp;&nbsp;**Total Value of Securities—101.27%<br> (cost $3,110,474,692)** |  | &nbsp;&nbsp;&nbsp;&nbsp;**2,896,930,462■** |
| &nbsp;&nbsp;&nbsp;**Obligation to Return Securities Lending Collateral — (1.31%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **(37396977)** |
| &nbsp;&nbsp;&nbsp;**Receivables and Other Assets Net of Liabilities — 0.03%** |  | &nbsp;&nbsp;&nbsp;&nbsp; **985491** |
| &nbsp;&nbsp;&nbsp;**Net Assets Applicable to 366,041,702 Shares Outstanding—100.00%** |  | &nbsp;&nbsp;&nbsp; **$2860518976** |

---

---

| | |
|:---|:---|
| <sup>°</sup> | Principal amount shown is stated in USD unless noted that the security is denominated in another currency. |
| • | Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at January 31, 2023. 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. LIBOR03M, LIBOR06M, 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. |
| <sup>Ω</sup> | Principal only security. A principal only security is the principal only portion of a fixed income security which is separated and sold individually from the interest portion of the security. |
| <sup>^</sup> | Zero-coupon security. The rate shown is the effective yield at the time of purchase. |

---

34 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | |
|:---|:---|
| ♦ | 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. |
| <sup>#</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At January 31, 2023, the aggregate value of Rule 144A securities was $592,772,727, which represents 20.72% of the Fund's net assets. |
| <sup>μ</sup> | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2023. Rate will reset at a future date. |
| <sup>ψ</sup> | Perpetual security. Maturity date represents next call date. |
| <sup>\*</sup> | Fully or partially on loan. |
| <sup>Δ</sup> | Securities have been classified by country of risk. |
| <sup>φ</sup> | Step coupon bond. Stated rate in effect at January 31, 2023 through maturity date. |
| <sup>‡</sup> | Non-income producing security. Security is currently in default. |
| <sup>=</sup> | The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security. |
| <sup>†</sup> | Non-income producing security. |
| ■ | Includes $32,736,124 of securities loaned. |

---

The following foreign currency exchange contracts, futures contracts, and swap were outstanding at January 31, 2023:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Foreign Currency Exchange Contracts** | **Foreign Currency Exchange Contracts** | **Foreign Currency Exchange Contracts** | **Foreign Currency Exchange Contracts** | **Foreign Currency Exchange Contracts** |  |  |  |  |  |
| Counterparty | &nbsp;&nbsp;&nbsp;Currency to<br> Receive (Deliver) | &nbsp;&nbsp;&nbsp;Currency to<br> Receive (Deliver) | &nbsp;&nbsp;&nbsp;In Exchange For | &nbsp;&nbsp;&nbsp;In Exchange For | &nbsp;&nbsp;&nbsp;Settlement<br> Date | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation |  | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation |  |
| JPMCB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;(2186000) | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;2391441 | &nbsp;&nbsp;4/28/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2313 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |  |
| TD | &nbsp;&nbsp;EUR | &nbsp;&nbsp;(13634253) | &nbsp;&nbsp;USD | &nbsp;&nbsp;14870880 | &nbsp;&nbsp;4/21/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9317) |  |
| Total Foreign Currency Exchange Contracts | Total Foreign Currency Exchange Contracts | Total Foreign Currency Exchange Contracts | Total Foreign Currency Exchange Contracts | Total Foreign Currency Exchange Contracts | Total Foreign Currency Exchange Contracts |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2313 |  | &nbsp;&nbsp;&nbsp;&nbsp;$(9317) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** | **Futures Contracts<br> Exchange-Traded** |
| Contracts to Buy (Sell) | Contracts to Buy (Sell) | &nbsp;&nbsp;Notional<br> Amount | &nbsp;&nbsp;Notional<br> Cost<br> (Proceeds) | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Value/<br> Unrealized<br> Appreciation | &nbsp;&nbsp;Value/<br> Unrealized<br> Depreciation | &nbsp;&nbsp;Variation<br> Margin<br> Due from<br> (Due to)<br> Brokers |
| (1) | Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;$(127523) | &nbsp;&nbsp;&nbsp;&nbsp;$(130141) | &nbsp;&nbsp;&nbsp;3/8/23 | $2618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(200) |
| (297) | US Treasury 2 yr Notes | &nbsp;&nbsp;&nbsp;&nbsp;(61077586) | &nbsp;&nbsp;&nbsp;&nbsp;(61183899) | 3/31/23 | &nbsp;&nbsp;&nbsp;&nbsp;106313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(55688) |

---

NQ-189 [1/23] 03/23 (2778498) 35

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** | **Futures Contracts<br> Exchange-Traded** |
| Contracts to Buy (Sell) | Contracts to Buy (Sell) | &nbsp;&nbsp;Notional<br> Amount | &nbsp;&nbsp;Notional<br> Cost<br> (Proceeds) | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Value/<br> Unrealized<br> Appreciation | &nbsp;&nbsp;Value/<br> Unrealized<br> Depreciation | &nbsp;&nbsp;Variation<br> Margin<br> Due from<br> (Due to)<br> Brokers |
| 2438 | US Treasury 5 yr Notes | &nbsp;&nbsp;$266332453 | $263750075 | 3/31/23 | $2582378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | $514272 |
| 715 | US Treasury 10 yr Notes | &nbsp;&nbsp;&nbsp;&nbsp;81878672 | &nbsp;&nbsp;&nbsp;&nbsp;81260215 | 3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;618457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83161 |
| (328) | US Treasury 10 yr Ultra Notes | &nbsp;&nbsp;&nbsp;&nbsp;(39754625) | &nbsp;&nbsp;&nbsp;&nbsp;(38849252) | 3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(905373) | &nbsp;&nbsp;&nbsp;&nbsp;(71750) |
| (6) | US Treasury Long Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(779250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(751954) | 3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(563) |
| 209 | US Treasury Long Bonds | &nbsp;&nbsp;&nbsp;&nbsp;27143875 | &nbsp;&nbsp;&nbsp;&nbsp;26192472 | 3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;951403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19594 |
| 89 | US Treasury Ultra Bonds | &nbsp;&nbsp;&nbsp;&nbsp;12615750 | &nbsp;&nbsp;&nbsp;&nbsp;11926674 | 3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;689076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8344) |
| Total Futures Contracts | Total Futures Contracts | Total Futures Contracts | $282214190 |  | $4950245 | $(932669) | $480482 |

---

36 NQ-189 [1/23] 03/23 (2778498)

------

(Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| 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;Upfront<br> Payments<br> Paid<br> (Received) | &nbsp;&nbsp;Unrealized<br> Depreciation<sup>3</sup> |
| **Over-The-Counter:** |  |  |  |  |  |
| **Protection Purchased/Moody's Ratings:** |  |  |  |  |  |
| JPMCB Republic of Brazil 4.25% 1/7/25 Ba2 12/20/26-Quarterly | 6783000 | 1.000% | &nbsp;&nbsp;$138304 | &nbsp;&nbsp;$145160 | &nbsp;&nbsp;&nbsp;$(6856) |
| JPMCB-United Mexican States<br> 10.375%<br> 9/20/22 Baa2<br> 6/22/26-<br> Quarterly | 5579000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;(25799) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28266 | &nbsp;&nbsp;&nbsp;&nbsp;(54065) |
| Total CDS Contracts | Total CDS Contracts | Total CDS Contracts | &nbsp;&nbsp;$112505 | &nbsp;&nbsp;$173426 | &nbsp;&nbsp;$(60921) |

---

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

---

| | |
|:---|:---|
| 1 | 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. |
| 2 | Notional amount shown is stated in USD unless noted that the swap is denominated in another currency. |
| 3 | Unrealized appreciation (depreciation) does not include periodic interest payments (receipt) on swap contracts accrued daily in the amount of $(14766). |

---

NQ-189 [1/23] 03/23 (2778498) 37

------

Schedule of investments

Delaware Diversified Income Fund (Unaudited)

---

| |
|:---|
| **Summary of abbreviations:** |
| CLO – Collateralized Loan Obligation |
| DAC – Designated Activity Company |
| DB – Deutsche Bank |
| FREMF – Freddie Mac Multifamily |
| GMTN – Global Medium Term Note |
| GNMA – Government National Mortgage Association |
| GS – Goldman Sachs |
| ICE – Intercontinental Exchange, Inc. |
| JPM – JPMorgan |
| JPMCB – JPMorgan Chase Bank |
| JSC – Joint Stock Company |
| LIBOR – London Interbank Offered Rate |
| LIBOR01M – ICE LIBOR USD 1 Month |
| LIBOR03M – ICE LIBOR USD 3 Month |
| LIBOR06M – ICE LIBOR USD 6 Month |
| PJSC – Private Joint Stock Company |
| REMIC – Real Estate Mortgage Investment Conduit |
| S.F. – Single Family |
| SOFR – Secured Overnight Financing Rate |
| SOFR01M – Secured Overnight Financing Rate 1 Month |
| SOFR03M – Secured Overnight Financing Rate 3 Month |
| TBA – To be announced |
| TD – TD Bank |
| USBMMY3M – US Treasury 3 Month Bill Money Market Yield |
| USD – US Dollar |
| yr – Year |

---

---

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

---

38 NQ-189 [1/23] 03/23 (2778498)

## 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:** Delaware 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:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2979870671.33

**Total Liabilities:** $124252549.55

**Net Assets:** $2855618121.78

**Delayed Delivery Securities:** $24451065.19

**Stand-by Commitments:** $41373733.49

**Cash Not Reported:** $8956972.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1014.28646000 | **1-Year:** 72798.59759000 | **5-Year:** 583014.89361000 | **10-Year:** 590063.59909000 | **30-Year:** 106017.92627000

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

- **3-Month:** 309.44738000 | **1-Year:** 28730.79148000 | **5-Year:** 83933.32565000 | **10-Year:** 22272.10029000 | **30-Year:** 729.15804000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010956 | 4.45%                | -0.46%               | 3.91%                |
| Class ID C000010959 | 4.44%                | -0.35%               | 3.89%                |
| Class ID C000010960 | 4.47%                | -0.31%               | 3.93%                |
| Class ID C000171464 | 4.48%                | -0.30%               | 3.94%                |
| Class ID C000010958 | 4.39%                | -0.53%               | 3.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-42690705.29            | $145287716.66                              |
| Month 2  | $-35193238.94            | $19129530.61                               |
| Month 3  | $-11890005.16            | $102791700.56                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CALPINE CORP                                   | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1149645.64   | 0.04%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133KMJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3958406 | PA      | $3628389.16   | 0.13%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                        | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   4545000 | PA      | $3729016.15   | 0.13%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12034083 | PA      | $11072131.66  | 0.39%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $890866.92    | 0.03%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT 5 Year US Treasury Note                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      2438 | NC      | $2582384.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SA GLOBAL SUKUK LTD                            | SA Global Sukuk Ltd                                                             | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    370000 | PA      | $328014.25    | 0.01%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2018-R07                                    | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177835 | PA      | $178055.90    | 0.01%             | 2031-04-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |  11440000 | PA      | $10078094.31  | 0.35%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R01                                    | CUSIP: 20754FAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207301 | PA      | $207559.11    | 0.01%             | 2031-07-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2015-K44 Mortgage Trust                                                   | CUSIP: 30292NAG8<br>LEI: 549300OFE1DNC7KO4K57 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $968948.30    | 0.03%             | 2048-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1508237.50   | 0.05%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2015-1                                                   | CUSIP: 81745QCB6<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |    683192 | PA      | $637422.09    | 0.02%             | 2045-01-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                       | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6525000 | PA      | $4502939.04   | 0.16%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5475000 | PA      | $5612302.60   | 0.20%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4161818.44   | 0.15%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                          | Guatemala Government Bond                                                       | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    450000 | PA      | $439982.73    | 0.02%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133A0K78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1827114 | PA      | $1689294.14   | 0.06%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  13392031 | NS      | $13392031.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4W77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1766157 | PA      | $1802244.11   | 0.06%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1740241.51   | 0.06%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                       | CT Trust                                                                        | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |   1070000 | PA      | $934184.69    | 0.03%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                             | Canacol Energy Ltd                                                              | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $616080.32    | 0.02%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                      | Hana Bank                                                                       | CUSIP: 409634AB8<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    740000 | PA      | $641350.60    | 0.02%             | 2026-12-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                           | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $211916.60    | 0.01%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                            | Prestige Brands Inc                                                             | CUSIP: 74112CAW3<br>LEI: 549300JBVP4J6D42I235 | Long             | LON              | CORP              | US        |     23889 | PA      | $23871.84     | 0.00%             | 2028-07-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PANAMA BONOS DEL                               | Panama Bonos del Tesoro                                                         | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $421570.00    | 0.01%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XATH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5468854 | PA      | $5230835.51   | 0.18%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2017-5                                                   | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216237 | PA      | $193598.06    | 0.01%             | 2047-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3594000 | PA      | $2955706.32   | 0.10%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                     | BMO 2022-C1 Mortgage Trust                                                      | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3550000 | PA      | $3201811.74   | 0.11%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3288898.20   | 0.12%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4670010 | PA      | $4505085.30   | 0.16%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                              | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $1697809.90   | 0.06%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    635000 | PA      | $668643.76    | 0.02%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA1                                         | CUSIP: 35564KAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16085521 | PA      | $15834706.26  | 0.55%             | 2051-01-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                            | CUSIP: 698299BJ2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    710000 | PA      | $675742.50    | 0.02%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                                | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   8368000 | PA      | $6186773.69   | 0.22%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                             | Commonwealth of Puerto Rico                                                     | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    951451 | PA      | $866676.72    | 0.03%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                          | Costa Rica Government International Bond                                        | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    300000 | PA      | $253500.00    | 0.01%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                         | Liberty Broadband Corp                                                          | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   6269000 | PA      | $6073093.75   | 0.21%             | 2050-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62450000 | PA      | $63749009.96  | 2.23%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3840000 | PA      | $2778662.40   | 0.10%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR                       | Hamilton Projects Acquiror LLC                                                  | CUSIP: 14314VAB9<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |   1565157 | PA      | $1566787.75   | 0.05%             | 2027-06-26      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7543172 | PA      | $7463260.01   | 0.26%             | 2034-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                         | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL       | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   1105000 | PA      | $1062777.95   | 0.04%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                      | Aptiv PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |  10966000 | PA      | $7122029.90   | 0.25%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1235000 | PA      | $1228349.40   | 0.04%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORE & MAIN LP                                 | Core & Main LP                                                                  | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   2625260 | PA      | $2624028.30   | 0.09%             | 2028-07-27      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    400000 | PA      | $390240.75    | 0.01%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                          | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                      | CUSIP: 79911QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   1130000 | PA      | $973421.55    | 0.03%             | 2028-08-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                         | CUSIP: 85227SBB1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    310000 | PA      | $108094.61    | 0.00%             | 2030-03-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1952992.29   | 0.07%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                          | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1087000 | PA      | $703357.26    | 0.02%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                            | Applied Systems Inc                                                             | CUSIP: 03827FBB6<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   2245693 | PA      | $2251307.66   | 0.08%             | 2026-09-19      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DVKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4516602 | PA      | $4572854.73   | 0.16%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X5YV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2277788 | PA      | $2196343.31   | 0.08%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  14895000 | PA      | $14576915.79  | 0.51%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                 | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21742725 | PA      | $18954177.03  | 0.66%             | 2051-04-25      | Fixed         | 2.66%                 | 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      | $3800962.23   | 0.13%             | 2041-12-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2017-2                                                | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64922 | PA      | $64142.03     | 0.00%             | 2057-04-25      | Variable      | 2.75%                 | 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        |   7010000 | PA      | $6660029.26   | 0.23%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                              | Jordan Government International Bond                                            | CUSIP: 418097AH4<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    380000 | PA      | $373186.60    | 0.01%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -6 | NC      | $-27296.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $2690310.71   | 0.09%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                       | Kia Corp                                                                        | CUSIP: 49374JAC7<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    915000 | PA      | $860213.92    | 0.03%             | 2025-02-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   6373000 | PA      | $6146694.77   | 0.22%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X7D97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2179860 | PA      | $1999157.68   | 0.07%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                       | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1918125 | PA      | $1903304.42   | 0.07%             | 2025-03-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1024522 | PA      | $839885.74    | 0.03%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                 | Tullow Oil PLC                                                                  | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    815000 | PA      | $704021.45    | 0.02%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2214876.62   | 0.08%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1442000 | PA      | $1331110.20   | 0.05%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5E54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1289388 | PA      | $1277010.76   | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2017-1                                                | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122463 | PA      | $120637.42    | 0.00%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                   | Organon & Co                                                                    | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   4114783 | PA      | $4118210.95   | 0.14%             | 2028-06-02      | Floating      | 7.73%                 | 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        |    798878 | PA      | $753564.72    | 0.03%             | 2045-01-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10220000 | PA      | $10385276.82  | 0.36%             | 2053-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   4274000 | PA      | $4363716.39   | 0.15%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2214556.12   | 0.08%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8267179 | PA      | $6957742.26   | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                    | GLP Pte Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |    695000 | PA      | $615075.00    | 0.02%             | 2025-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7161181.30   | 0.25%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                             | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2746062.35   | 0.10%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CEMEX SAB DE CV                                | Cemex SAB de CV                                                                 | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    790000 | PA      | $813099.60    | 0.03%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QAJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2907274 | PA      | $2923479.01   | 0.10%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                 | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7305000 | PA      | $6402890.94   | 0.22%             | 2055-02-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                 | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1135000 | PA      | $1077833.34   | 0.04%             | 2026-01-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-13                                                | CUSIP: 46592XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3411809 | PA      | $2854592.75   | 0.10%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2020-4                                                   | CUSIP: 81748RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1461870 | PA      | $1220376.08   | 0.04%             | 2050-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19395000 | PA      | $14820887.08  | 0.52%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                            | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    600000 | PA      | $562509.00    | 0.02%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OIL & GAS HOLDING                              | Oil and Gas Holding Co BSCC/The                                                 | CUSIP: 67778M2C3<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    650000 | PA      | $666848.00    | 0.02%             | 2024-11-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LSF9 ATLANTIS HOLDINGS L                       | LSF9 Atlantis Holdings LLC                                                      | CUSIP: 50226BAH1<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |   3979625 | PA      | $3881376.02   | 0.14%             | 2029-03-31      | Floating      | 11.84%                | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                       | Banco de Credito e Inversiones SA                                               | CUSIP: 05890MAA1<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    980000 | PA      | $917087.53    | 0.03%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                          | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1045000 | PA      | $936389.49    | 0.03%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Stacr Remic Trust 2019-Hqa4                                         | CUSIP: 35565CAH9<br>LEI: 5493005LAQ76UDHPEE03 | Long             | ABS-MBS          | CORP              | US        |    102571 | PA      | $102571.08    | 0.00%             | 2049-11-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  14770000 | PA      | $10592091.34  | 0.37%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTR                        | Summit Digitel Infrastructure Ltd                                               | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |   1375000 | PA      | $1098880.48   | 0.04%             | 2031-08-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                       | Mileage Plus Holdings LLC                                                       | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1935000 | PA      | $2021622.21   | 0.07%             | 2027-06-20      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7735000 | PA      | $8162014.54   | 0.29%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                       | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    294000 | PA      | $294992.31    | 0.01%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125540 | PA      | $114478.77    | 0.00%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                       | Banco Continental SAECA                                                         | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |   1490000 | PA      | $1333527.65   | 0.05%             | 2025-12-10      | Fixed         | 2.75%                 | 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        |    544291 | PA      | $520139.24    | 0.02%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA1                                         | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19600000 | PA      | $19057436.72  | 0.67%             | 2033-08-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                           | Airport Authority                                                               | CUSIP: 00946AAE4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    740000 | PA      | $573870.15    | 0.02%             | 2052-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                           | JSW Hydro Energy Ltd                                                            | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    911550 | PA      | $776815.07    | 0.03%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33505000 | PA      | $34630560.27  | 1.21%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1642426.74   | 0.06%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                   | Entegris Inc                                                                    | CUSIP: 29362LAL8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | LON              | CORP              | US        |   2870000 | PA      | $2884573.86   | 0.10%             | 2029-07-06      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4683080 | PA      | $4912342.55   | 0.17%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                              | MC Brazil Downstream Trading SARL                                               | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    695701 | PA      | $607758.47    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                   | Consorcio Transmantaro SA                                                       | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    650000 | PA      | $604487.00    | 0.02%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK40                                                                 | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4550000 | PA      | $3607411.08   | 0.13%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                         | Banco GNB Sudameris SA                                                          | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |   1265000 | PA      | $995341.47    | 0.03%             | 2031-04-16      | Fixed         | 7.50%                 | 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      | $1696587.30   | 0.06%             | 2055-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                       | Connect Finco SARL / Connect US Finco LLC                                       | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   5240000 | PA      | $5017195.20   | 0.18%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                           | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    900000 | PA      | $905879.61    | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $8816062.50   | 0.31%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                            | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4810389.47   | 0.17%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                         | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    366000 | PA      | $333975.00    | 0.01%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3482775 | PA      | $2989495.72   | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                         | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    850000 | PA      | $821287.00    | 0.03%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QEPZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1931063 | PA      | $1771832.63   | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133KYVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15882574 | PA      | $14423870.97  | 0.51%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association      | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2312.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133KPZK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5415885 | PA      | $5526602.77   | 0.19%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3798273 | PA      | $3825580.41   | 0.13%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                     | Zoetis Inc                                                                      | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    930000 | PA      | $951225.67    | 0.03%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QFCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5661166 | PA      | $5002113.21   | 0.18%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                             | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |  11265000 | PA      | $11598168.01  | 0.41%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8160483 | PA      | $6889897.52   | 0.24%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4041364 | PA      | $3433899.08   | 0.12%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                       | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    329000 | PA      | $333347.77    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| MDGH GMTN RSC LTD                              | MDGH GMTN RSC Ltd                                                               | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    750000 | PA      | $802389.75    | 0.03%             | 2033-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    875000 | PA      | $887423.60    | 0.03%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7259278 | PA      | $7297941.78   | 0.26%             | 2049-01-01      | Fixed         | 4.50%                 | 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        |   4515000 | PA      | $4319313.58   | 0.15%             | 2027-06-25      | Fixed         | 3.00%                 | 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      | $163944.20    | 0.01%             | 2049-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DNCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5641961 | PA      | $5315690.48   | 0.19%             | 2052-04-01      | Fixed         | 3.50%                 | 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        |   1103006 | PA      | $984189.33    | 0.03%             | 2045-06-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                                    | United States Treasury Strip Principal                                          | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43355000 | PA      | $19488891.91  | 0.68%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2690124 | PA      | $2300626.54   | 0.08%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                          | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5220000 | PA      | $5051664.40   | 0.18%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                               | Lenovo Group Ltd                                                                | CUSIP: 526250AE5<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    805000 | PA      | $829800.36    | 0.03%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: —       |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   7135000 | PA      | $6394594.63   | 0.22%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739386 | PA      | $709515.43    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2015-3BP Mortgage Trust                                                    | CUSIP: 12592TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $121846.14    | 0.00%             | 2035-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                    | NBK SPC Ltd                                                                     | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |   1780000 | PA      | $1595147.00   | 0.06%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29609000 | PA      | $24572731.17  | 0.86%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                            | Minejesa Capital BV                                                             | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    645000 | PA      | $560272.80    | 0.02%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   8074000 | PA      | $5605125.82   | 0.20%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133KYWT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1198930 | PA      | $1107633.42   | 0.04%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8045743 | PA      | $7066939.62   | 0.25%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392450 | PA      | $386105.38    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                       | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 00388WAJ0<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |   1055000 | PA      | $945312.71    | 0.03%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4871811 | PA      | $5004368.01   | 0.18%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKG INC                                        | UKG Inc                                                                         | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1958968 | PA      | $1936929.17   | 0.07%             | 2026-05-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                         | MGM China Holdings Ltd                                                          | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    455000 | PA      | $432718.10    | 0.02%             | 2025-06-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                          | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    835000 | PA      | $870960.95    | 0.03%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                        | El Salvador Government International Bond                                       | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    437000 | PA      | $205528.88    | 0.01%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                   | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   5634000 | PA      | $5134179.69   | 0.18%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   8050000 | PA      | $5948678.72   | 0.21%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QLRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13508263 | PA      | $11954818.50  | 0.42%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                               | Guara Norte Sarl                                                                | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |   1170082 | PA      | $1060562.73   | 0.04%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2021-6                                                      | CUSIP: 74939KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4111839 | PA      | $3422304.02   | 0.12%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                  | AIA Group Ltd                                                                   | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    690000 | PA      | $636627.33    | 0.02%             | 2030-04-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1827740.85   | 0.06%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |  10225000 | PA      | $10980646.93  | 0.38%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  19440000 | PA      | $15186537.72  | 0.53%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                         | Republic of Azerbaijan International Bond                                       | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    753000 | PA      | $655533.19    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                    | Geopark Ltd                                                                     | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    770000 | PA      | $684409.65    | 0.02%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    515000 | PA      | $541264.90    | 0.02%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QPAD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7690953 | PA      | $7283689.71   | 0.26%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2013-4                                                   | CUSIP: 81744YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358381 | PA      | $335044.12    | 0.01%             | 2043-04-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                            | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $94483.98     | 0.00%             | 2026-05-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1751706.18   | 0.06%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT 10 Year US Treasury Note                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       373 | NC      | $1328607.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                       | Uruguay Government International Bond                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    608000 | PA      | $607724.52    | 0.02%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                           | Ryan Specialty Group LLC                                                        | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1647088 | PA      | $1645028.64   | 0.06%             | 2027-09-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $4300979.26   | 0.15%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2753949.86   | 0.10%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   5234000 | PA      | $3602653.80   | 0.13%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    550000 | PA      | $461016.12    | 0.02%             | 2028-09-23      | Fixed         | 1.00%                 | 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        |   1515142 | PA      | $1355294.82   | 0.05%             | 2045-06-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4838769.60   | 0.17%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    359000 | PA      | $240131.01    | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | 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        |    967840 | PA      | $868136.37    | 0.03%             | 2046-10-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11420000 | PA      | $11617912.03  | 0.41%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   6875000 | PA      | $6654786.88   | 0.23%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6935000 | PA      | $6915582.00   | 0.24%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                            | Applied Systems Inc                                                             | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   5848974 | PA      | $5866035.82   | 0.21%             | 2027-09-19      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                        | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   2899423 | PA      | $2898153.44   | 0.10%             | 2025-12-31      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                       | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 900111AB1<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |   1095000 | PA      | $958125.00    | 0.03%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WEST CHINA CEMENT LTD                          | West China Cement Ltd                                                           | CUSIP: 000000000<br>LEI: 529900MMG3NBTIWPPR63 | Long             | DBT              | CORP              | JE        |    470000 | PA      | $418934.50    | 0.01%             | 2026-07-08      | Fixed         | 4.95%                 | 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      | $2392012.84   | 0.08%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                        | Misc Capital Two Labuan Ltd                                                     | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |   1345000 | PA      | $1245692.19   | 0.04%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140K0SW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12239815 | PA      | $11302527.66  | 0.40%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                          | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   4332000 | PA      | $3361049.78   | 0.12%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                          | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   1475000 | PA      | $1176852.50   | 0.04%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST PUBLIC SVC A                 | South Carolina Public Service Authority                                         | CUSIP: 837151NP0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    820000 | PA      | $752309.00    | 0.03%             | 2045-12-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-1                                                 | CUSIP: 46592EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1951530 | PA      | $1629146.91   | 0.06%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2015-CCRE23 Mortgage Trust                                                 | CUSIP: 12593ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $110778.76    | 0.00%             | 2048-05-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1111160.60   | 0.04%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                | North Macedonia Government International Bond                                   | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    300000 | PA      | $303184.39    | 0.01%             | 2026-06-03      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| KAMAN CORP                                     | Kaman Corp                                                                      | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |   8044000 | PA      | $7577448.00   | 0.27%             | 2024-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                             | CNX Resources Corp                                                              | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   6370000 | PA      | $5857450.69   | 0.21%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64875000 | PA      | $64591171.88  | 2.26%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Trust 2021-PJ7                                    | CUSIP: 36262CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700684 | PA      | $4758959.21   | 0.17%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                       | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4930000 | PA      | $5041213.90   | 0.18%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95079 | PA      | $88257.91     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $2318657.11   | 0.08%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-7                                                 | CUSIP: 46591XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070079 | PA      | $942714.75    | 0.03%             | 2051-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5630054.04   | 0.20%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4084023.94   | 0.14%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                  | Sempra Energy                                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1742125.00   | 0.06%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3305000 | PA      | $2846662.60   | 0.10%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                          | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1040000 | PA      | $969248.28    | 0.03%             | 2026-01-23      | Fixed         | 2.39%                 | 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        |   3925000 | PA      | $3789872.06   | 0.13%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10385000 | PA      | $10388555.82  | 0.36%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   5455000 | PA      | $4853836.63   | 0.17%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GCC SAB DE CV                                  | GCC SAB de CV                                                                   | CUSIP: 36165RAC9<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |    910000 | PA      | $774817.32    | 0.03%             | 2032-04-20      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $1659190.67   | 0.06%             | 2052-02-01      | Fixed         | 3.45%                 | 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      | $2893548.68   | 0.10%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2021-B29 Mortgage Trust                                               | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $4622635.05   | 0.16%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6057405 | PA      | $5939720.73   | 0.21%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   6728000 | PA      | $6593253.63   | 0.23%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6844000 | PA      | $5834536.69   | 0.20%             | 2053-03-15      | Fixed         | 2.29%                 | 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        |  13392031 | NS      | $13392031.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CSN RESOURCES SA                               | CSN Resources SA                                                                | CUSIP: 12644VAC2<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    570000 | PA      | $579960.75    | 0.02%             | 2026-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  15293000 | PA      | $14423317.68  | 0.51%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9365000 | PA      | $8260546.22   | 0.29%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $554064.00    | 0.02%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| TIME WARNER CABLE ENTRMN                       | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5655000 | PA      | $5678481.26   | 0.20%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                          | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    430000 | PA      | $418873.75    | 0.01%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11425780 | PA      | $10196093.33  | 0.36%             | 2051-02-01      | Fixed         | 2.50%                 | 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        |  10020000 | PA      | $9487172.47   | 0.33%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9JV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2996465 | PA      | $3163721.20   | 0.11%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                 | Trust Fibra Uno                                                                 | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    845000 | PA      | $776884.55    | 0.03%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: —       |
| LOUISVILLE GAS & ELEC                          | Louisville Gas and Electric Co                                                  | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   8025000 | PA      | $7144318.85   | 0.25%             | 2049-04-01      | Fixed         | 4.25%                 | 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      | $273004.17    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | 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      | $26959.40     | 0.00%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3764909 | PA      | $3191857.85   | 0.11%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38378WRW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    862000 | PA      | $795445.32    | 0.03%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                               | Arcos Dorados BV                                                                | CUSIP: 03965TAB9<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    690000 | PA      | $678152.70    | 0.02%             | 2029-05-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X74B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7457996 | PA      | $6659653.48   | 0.23%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO                           | Sagicor Financial Co Ltd                                                        | CUSIP: 78669QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1300000 | PA      | $1264250.00   | 0.04%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                         | China Evergrande Group                                                          | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |   1510000 | PA      | $162752.03    | 0.01%             | 2023-04-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2017-K71 Mortgage Trust                                                   | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $75006.06     | 0.00%             | 2050-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | Tencent Holdings Ltd                                                            | CUSIP: 88032WBA3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $501848.19    | 0.02%             | 2031-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                     | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4045000 | PA      | $3883432.18   | 0.14%             | 2048-10-15      | Fixed         | 3.53%                 | 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      | $188719.37    | 0.01%             | 2029-06-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                           | Country Garden Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    613000 | PA      | $424654.03    | 0.01%             | 2026-02-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4999149 | PA      | $5135176.23   | 0.18%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                              | Vedanta Resources Finance II PLC                                                | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $627116.10    | 0.02%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                       | Agile Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    835000 | PA      | $476033.00    | 0.02%             | 2026-05-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12341 | PA      | $13161.81     | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAZTRANSGAS JSC                                | KazTransGas JSC                                                                 | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |   1820000 | PA      | $1674436.40   | 0.06%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   5447000 | PA      | $4786551.25   | 0.17%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                       | Sweihan PV Power Co PJSC                                                        | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    754840 | PA      | $633794.28    | 0.02%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 42 CLO Ltd                                                              | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $290526.90    | 0.01%             | 2034-04-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7567463 | PA      | $6646899.97   | 0.23%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $3668565.60   | 0.13%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK23                                                                 | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8570000 | PA      | $7704046.92   | 0.27%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                        | Flagstar Mortgage Trust 2021-2                                                  | CUSIP: 33852EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2827390 | PA      | $2499780.05   | 0.09%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5059000 | PA      | $4066689.80   | 0.14%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                           | Azul Investments LLP                                                            | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $484130.16    | 0.02%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $1876806.83   | 0.07%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                       | Indofood CBP Sukses Makmur Tbk PT                                               | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    850000 | PA      | $720375.00    | 0.03%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XF5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2200030 | PA      | $2235798.37   | 0.08%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                              | Uzbekneftegaz JSC                                                               | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    350000 | PA      | $295410.50    | 0.01%             | 2028-11-16      | Fixed         | 4.75%                 | 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        |   2897016 | PA      | $2444294.31   | 0.09%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                              | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2055000 | PA      | $2099079.54   | 0.07%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282269 | PA      | $290080.74    | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                     | JD.com Inc                                                                      | CUSIP: 47215PAC0<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    935000 | PA      | $908342.31    | 0.03%             | 2026-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    500000 | PA      | $536625.00    | 0.02%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK21                                                                 | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8200000 | PA      | $7336273.50   | 0.26%             | 2052-10-17      | Fixed         | 2.85%                 | 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        |   1669165 | PA      | $1481415.22   | 0.05%             | 2046-10-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2015-NXS3                                 | CUSIP: 94989VAD1<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2253681.26   | 0.08%             | 2057-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5964016 | PA      | $6078592.31   | 0.21%             | 2052-10-01      | Fixed         | 5.50%                 | 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        |   4826712 | PA      | $3646102.43   | 0.13%             | 2052-04-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1995341.51   | 0.07%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |   1075000 | PA      | $1022486.25   | 0.04%             | 2025-05-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                       | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $2435720.81   | 0.09%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI                       | Amentum Government Services Holdings LLC                                        | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   5734916 | PA      | $5691903.79   | 0.20%             | 2029-02-15      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8835000 | PA      | $8967525.00   | 0.31%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    430000 | PA      | $393059.99    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                             | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    665000 | PA      | $639123.25    | 0.02%             | 2027-04-28      | Fixed         | 5.62%                 | 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        |    451715 | PA      | $424987.31    | 0.01%             | 2045-01-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                             | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $611625.00    | 0.02%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    100503 | PA      | $34490.24     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                | Antofagasta PLC                                                                 | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $572423.41    | 0.02%             | 2032-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1130549.84   | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1332470.83   | 0.05%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3138EREA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17678 | PA      | $17905.20     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133KPN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7764734 | PA      | $7865231.80   | 0.28%             | 2052-07-01      | Fixed         | 5.00%                 | 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      | $3309699.64   | 0.12%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    727000 | PA      | $650582.27    | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK20                                                                 | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6255000 | PA      | $5660032.53   | 0.20%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| MAYFIELD AGENCY BORROWER                       | Amynta Agency Borrower Inc                                                      | CUSIP: 57810JAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1345000 | PA      | $1334912.50   | 0.05%             | 2025-02-28      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    580000 | PA      | $586762.39    | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                     | Akbank TAS                                                                      | CUSIP: 00971YAG5<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    955000 | PA      | $918347.10    | 0.03%             | 2026-02-06      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   8005000 | PA      | $6404231.34   | 0.22%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1654370.24   | 0.06%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                         | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3255136.15   | 0.11%             | 2042-01-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X9XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2547297 | PA      | $2321143.93   | 0.08%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                 | Morgan Stanley Residential Mortgage Loan Trust 2020-1                           | CUSIP: 61771QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4076789 | PA      | $3403323.83   | 0.12%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONTAINER                        | International Container Terminal Services Inc                                   | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | DBT              | CORP              | PH        |   1670000 | PA      | $1622187.90   | 0.06%             | 2030-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                                     | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  13392031 | NS      | $13392031.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KENYA                              | Republic of Kenya Government International Bond                                 | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    615000 | PA      | $537762.15    | 0.02%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $4537250.72   | 0.16%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9502550 | PA      | $9538710.55   | 0.33%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                           | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1103000 | PA      | $835489.41    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                           | Thaioil Treasury Center Co Ltd                                                  | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |   1010000 | PA      | $825570.57    | 0.03%             | 2030-06-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    915000 | PA      | $849584.45    | 0.03%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                           | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2269830.68   | 0.08%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   5965000 | PA      | $5976115.18   | 0.21%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                           | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $402045.25    | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                | TSMC Global Ltd                                                                 | CUSIP: 872882AN5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    975000 | PA      | $990746.25    | 0.03%             | 2032-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17248851 | PA      | $15249595.70  | 0.53%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   5310000 | PA      | $4441071.60   | 0.16%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1942529.60   | 0.07%             | 2042-02-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5654460 | PA      | $5747503.44   | 0.20%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3255674 | PA      | $2739818.37   | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |  18950000 | PA      | $13061717.67  | 0.46%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp              | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4821000 | PA      | $4579552.27   | 0.16%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                         | American Tower Trust #1                                                         | CUSIP: 03027WAJ1<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |  10355000 | PA      | $10310639.18  | 0.36%             | 2048-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                | Access Bank PLC                                                                 | CUSIP: 00434G2C3<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    735000 | PA      | $611446.50    | 0.02%             | N/A             | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805082.83    | 0.03%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                             | Turkey Government International Bond                                            | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1600000 | PA      | $1501824.00   | 0.05%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |  12586000 | PA      | $11499516.07  | 0.40%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1320000 | PA      | $1175871.84   | 0.04%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                         | MGM China Holdings Ltd                                                          | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |   1170000 | PA      | $1053314.38   | 0.04%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                            | Freddie Mac STACR Remic Trust 2020-DNA2                                         | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | CORP              | US        |    631177 | PA      | $629828.33    | 0.02%             | 2050-02-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    939584 | PA      | $461923.97    | 0.02%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance P                 | Grace Trust 2020-GRCE                                                           | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3050000 | PA      | $2456291.88   | 0.09%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2004-W11                                                 | CUSIP: 31394AB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112412 | PA      | $116764.24    | 0.00%             | 2044-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIBANCO SA INS DE BANCA                        | CIBANCO SA Institucion de Banca Multiple Trust CIB/3332                         | CUSIP: 171653AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    895000 | PA      | $698851.80    | 0.02%             | 2031-07-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 3622AB4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7594051 | PA      | $7820317.30   | 0.27%             | 2049-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                        | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    700000 | PA      | $648016.46    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31416YGC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16378 | PA      | $16619.53     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                       | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |   2634098 | PA      | $2635333.66   | 0.09%             | 2025-06-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2020-1 Trust                             | CUSIP: 95002KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596991 | PA      | $520716.53    | 0.02%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                            | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    931592 | PA      | $748184.50    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   9065000 | PA      | $7138517.98   | 0.25%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                           | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    450000 | PA      | $417375.00    | 0.01%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    465000 | PA      | $347822.88    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                             | CA Magnum Holdings                                                              | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    720000 | PA      | $671400.00    | 0.02%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                            | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   7980000 | PA      | $5839163.11   | 0.20%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2216474 | PA      | $2223115.63   | 0.08%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                 | CUSIP: 06539VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3195000 | PA      | $2501714.71   | 0.09%             | 2055-02-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2350000 | PA      | $2157070.62   | 0.08%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |   1025000 | PA      | $1060875.00   | 0.04%             | 2033-07-18      | Fixed         | 7.13%                 | 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        |    966568 | PA      | $892388.17    | 0.03%             | 2045-10-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1963013.18   | 0.07%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CIMB BANK BHD                                  | CIMB Bank Bhd                                                                   | CUSIP: 12570RAA3<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |    965000 | PA      | $864367.77    | 0.03%             | 2027-07-20      | Fixed         | 2.12%                 | 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        |   3185000 | PA      | $3025590.75   | 0.11%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                   | SK Hynix Inc                                                                    | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    585000 | PA      | $515910.33    | 0.02%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2020-555                                    | CUSIP: 17328EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3067090.20   | 0.11%             | 2041-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | CDS MEXICO                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-32463.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    640000 | PA      | $644480.00    | 0.02%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                             | Connect Finco SARL                                                              | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   1894430 | PA      | $1881998.75   | 0.07%             | 2026-12-12      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3138WBQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180809 | PA      | $183206.40    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2595000 | PA      | $2460316.13   | 0.09%             | 2049-05-15      | Fixed         | 3.33%                 | 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        |   1508860 | PA      | $1434810.31   | 0.05%             | 2045-05-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                        | Mong Duong Finance Holdings BV                                                  | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    659000 | PA      | $589805.07    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $2732777.05   | 0.10%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-10                                                | CUSIP: 46654AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3805153 | PA      | $3186073.29   | 0.11%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2014-LC18                                 | CUSIP: 94989AAU9<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |   2415029 | PA      | $2322218.23   | 0.08%             | 2047-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   4760000 | PA      | $4245325.00   | 0.15%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                          | MAF Global Securities Ltd                                                       | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |    760000 | PA      | $792717.24    | 0.03%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $638277.78    | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM                                  | Axian Telecom                                                                   | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    840000 | PA      | $778050.00    | 0.03%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                            | Banco Industrial SA/Guatemala                                                   | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |    555000 | PA      | $519760.77    | 0.02%             | 2031-01-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Stacr Remic Trust 2020-HQA2                                         | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637306 | PA      | $1673076.39   | 0.06%             | 2050-03-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8LV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10306224 | PA      | $8737973.04   | 0.31%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    770000 | PA      | $612150.00    | 0.02%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2040232.23   | 0.07%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                           | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4255000 | PA      | $4223087.50   | 0.15%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    728000 | PA      | $512888.01    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    400000 | PA      | $391676.23    | 0.01%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2015-2                                                   | CUSIP: 81733YEE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176326 | PA      | $161023.34    | 0.01%             | 2045-05-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                               | Oryx Funding Ltd                                                                | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |   1250000 | PA      | $1233175.00   | 0.04%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1416939.37   | 0.05%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $5099566.09   | 0.18%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citicorp Residential Mortgage                  | Citicorp Residential Mortgage Trust Series 2006-3                               | CUSIP: 17310NAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1381318 | PA      | $1351264.41   | 0.05%             | 2036-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                        | Studio City Finance Ltd                                                         | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1560000 | PA      | $1411800.00   | 0.05%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                 | GM Financial Automobile Leasing Trust 2021-1                                    | CUSIP: 36261RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $996102.01    | 0.03%             | 2025-02-20      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5429008 | PA      | $5708057.26   | 0.20%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136AN2Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54453 | PA      | $53938.49     | 0.00%             | 2044-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                | Nemak SAB de CV                                                                 | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |    940000 | PA      | $759825.50    | 0.03%             | 2031-06-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   5370000 | PA      | $4485064.81   | 0.16%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1973950 | PA      | $708708.65    | 0.02%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3595000 | PA      | $3235807.37   | 0.11%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                              | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $1504393.39   | 0.05%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                       | Transportadora de Gas del Sur SA                                                | CUSIP: 893870AX3<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    865000 | PA      | $818233.78    | 0.03%             | 2025-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                            | Senegal Government International Bond                                           | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    563000 | PA      | $422942.49    | 0.01%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2812966.16   | 0.10%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1510000 | PA      | $1306980.50   | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                 | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1005000 | PA      | $841670.92    | 0.03%             | 2031-08-08      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                           | UltraTech Cement Ltd                                                            | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |   1035000 | PA      | $852802.33    | 0.03%             | 2031-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    795000 | PA      | $770162.13    | 0.03%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    363000 | PA      | $405937.82    | 0.01%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    499000 | PA      | $473920.26    | 0.02%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133BMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16111732 | PA      | $15569299.78  | 0.55%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4PF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6782665 | PA      | $6719237.75   | 0.24%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                             | Abertis Infraestructuras Finance BV                                             | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |   4300000 | PA      | $4225403.84   | 0.15%             | N/A             | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                            | PFS Financing Corp                                                              | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4950000 | PA      | $4688173.71   | 0.16%             | 2026-04-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18315000 | PA      | $19588465.76  | 0.69%             | 2052-11-15      | 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        |   8080000 | PA      | $7629184.48   | 0.27%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    635000 | PA      | $653071.72    | 0.02%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GDB DEBT RECOVERY AUTH OF CMWL                 | GDB Debt Recovery Authority of Puerto Rico                                      | CUSIP: 36829QAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9962227 | PA      | $8418081.44   | 0.29%             | 2040-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                           | Azul Investments LLP                                                            | CUSIP: 05502FAA6<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    860000 | PA      | $648738.94    | 0.02%             | 2024-10-26      | Fixed         | 5.88%                 | 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      | $113928.58    | 0.00%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                          | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   6035000 | PA      | $6300630.53   | 0.22%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| MEDCO LAUREL TREE                              | Medco Laurel Tree Pte Ltd                                                       | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |   1140000 | PA      | $1087143.33   | 0.04%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  15679000 | PA      | $15023785.57  | 0.53%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                              | Gabon Government International Bond                                             | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    435000 | PA      | $367227.00    | 0.01%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                | DAE Funding LLC                                                                 | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472322.55    | 0.02%             | 2024-08-01      | Fixed         | 1.55%                 | 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        |   7311000 | PA      | $6766549.83   | 0.24%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $1528566.15   | 0.05%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XP INC                                         | XP Inc                                                                          | CUSIP: 98379XAA2<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |    540000 | PA      | $485704.73    | 0.02%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                 | Bancolombia SA                                                                  | CUSIP: 05968LAK8<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    665000 | PA      | $662359.95    | 0.02%             | 2027-10-18      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    685000 | PA      | $644412.93    | 0.02%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2021-A                                             | CUSIP: 34532NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $624406.94    | 0.02%             | 2026-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $153363.00    | 0.01%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                               | CUSIP: 3617MN3S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1068532 | PA      | $981958.04    | 0.03%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2003-W1                                                  | CUSIP: 31392GWB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6049 | PA      | $5930.30      | 0.00%             | 2042-12-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                      | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $611278.65    | 0.02%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1019850 | PA      | $975314.40    | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION LLC                     | Camelot US Acquisition LLC                                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1548126 | PA      | $1547572.94   | 0.05%             | 2026-10-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                    | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |   2400000 | PA      | $1993092.34   | 0.07%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7830000 | PA      | $6416726.50   | 0.22%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2014-CCRE20 Mortgage Trust                                                 | CUSIP: 12592LBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10705000 | PA      | $10182266.29  | 0.36%             | 2047-11-10      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                              | Future Retail Ltd                                                               | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |   1295000 | PA      | $44030.00     | 0.00%             | 2025-01-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2850000 | PA      | $3093199.91   | 0.11%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  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      | $1844389.13   | 0.06%             | 2055-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1602000 | PA      | $1369769.91   | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                             | Turkey Government International Bond                                            | CUSIP: 900123CV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $295212.00    | 0.01%             | 2024-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                       | Itau Unibanco Holding SA/Cayman Island                                          | CUSIP: 46556L2A1<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    830000 | PA      | $764500.55    | 0.03%             | 2031-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | Tencent Holdings Ltd                                                            | CUSIP: 88032WBB1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    645000 | PA      | $511678.11    | 0.02%             | 2041-04-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292LHA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18941 | PA      | $19268.79     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | 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      | $1316185.80   | 0.05%             | 2049-11-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    720000 | PA      | $497543.83    | 0.02%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                             | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $532356.60    | 0.02%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | Ultra 10-Year US Treasury Note                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -328 | NC      | $-905375.12   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | Eurex 5 Year Euro BOBL                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -1 | NC      | $2617.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFI HOLDINGS GROUP                            | CIFI Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |   1170000 | PA      | $377768.55    | 0.01%             | 2024-11-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    760000 | PA      | $761273.00    | 0.03%             | 2027-07-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   7435000 | PA      | $6466199.43   | 0.23%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    745000 | PA      | $711565.07    | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9628000 | PA      | $9297037.50   | 0.33%             | 2053-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                              | Uzbekneftegaz JSC                                                               | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    420000 | PA      | $354492.60    | 0.01%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6705000 | PA      | $6814876.18   | 0.24%             | 2026-09-29      | Fixed         | 5.61%                 | 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        |   5945000 | PA      | $5490583.22   | 0.19%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                      | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                     | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3356000 | PA      | $3265221.54   | 0.11%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $4522583.46   | 0.16%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                    | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $4347147.11   | 0.15%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                         | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    740000 | PA      | $742856.40    | 0.03%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  11760000 | PA      | $11547927.22  | 0.40%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT 2 Year US Treasury Note                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -297 | NC      | $106313.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $2432654.81   | 0.09%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                       | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114560.69    | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | 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        |   9909000 | PA      | $6963791.53   | 0.24%             | 2061-12-01      | Fixed         | 4.40%                 | 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        |    595000 | PA      | $455490.35    | 0.02%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                            | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3276489 | PA      | $3221197.89   | 0.11%             | 2027-10-08      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3178399.00   | 0.11%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    554796 | PA      | $480111.63    | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   1285000 | PA      | $1155805.59   | 0.04%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                               | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    720000 | PA      | $739780.78    | 0.03%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                   | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   3323911 | PA      | $3276129.74   | 0.11%             | 2029-04-21      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   8310000 | PA      | $8385398.29   | 0.29%             | 2023-09-01      | Fixed         | 7.50%                 | 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        |   2200000 | PA      | $2138136.00   | 0.07%             | 2042-01-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8YQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5682658 | PA      | $4802125.82   | 0.17%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2014-CCRE19 Mortgage Trust                                                 | CUSIP: 12592GBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3793800 | PA      | $3688313.77   | 0.13%             | 2047-08-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2810000 | PA      | $2199476.36   | 0.08%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $3968499.28   | 0.14%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7990000 | PA      | $8134818.75   | 0.28%             | 2029-11-30      | Fixed         | 3.88%                 | 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        |   4000000 | PA      | $3592966.00   | 0.13%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36193FLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    303611 | PA      | $319028.65    | 0.01%             | 2037-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $4284863.71   | 0.15%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                            | Georgia-Pacific LLC                                                             | CUSIP: 373298CF3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |  11171000 | PA      | $11479492.75  | 0.40%             | 2024-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $171247.87    | 0.01%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133KYX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7413285 | PA      | $7520509.35   | 0.26%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1404379.68   | 0.05%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                          | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3023531.22   | 0.11%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  15295000 | PA      | $11423004.98  | 0.40%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1348754 | PA      | $1370832.41   | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                       | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    730000 | PA      | $704486.50    | 0.02%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   5435000 | PA      | $3663444.36   | 0.13%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                           | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    433000 | PA      | $411237.42    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13602401 | PA      | $12737805.52  | 0.45%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8477000 | PA      | $7034874.11   | 0.25%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3602017.73   | 0.13%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    703250 | PA      | $217878.38    | 0.01%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $3561287.90   | 0.12%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| F-TECH INC                                     | CENTURY COMM TRACKING                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   7875000 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Catamaran CLO Ltd                              | Catamaran CLO 2014-1 Ltd                                                        | CUSIP: 14889DAL2<br>LEI: 549300C8Q7ISEHHDRH76 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4857790.00   | 0.17%             | 2030-04-22      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6767168 | PA      | $6012057.25   | 0.21%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                           | Country Garden Holdings Co Ltd                                                  | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    615000 | PA      | $472012.50    | 0.02%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                            | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    800000 | PA      | $679398.88    | 0.02%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                            | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $153141.82    | 0.01%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   2420000 | PA      | $1781147.10   | 0.06%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    500000 | PA      | $382330.00    | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                    | Charter Communications Operating LLC                                            | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1954041 | PA      | $1949822.57   | 0.07%             | 2027-02-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18335000 | PA      | $16227906.96  | 0.57%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                       | Petrobras Global Finance BV                                                     | CUSIP: 71647NBG3<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    610000 | PA      | $543909.55    | 0.02%             | 2050-06-03      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                     | Hexion Inc                                                                      | CUSIP: 00217XAB2<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |   2613483 | PA      | $2368469.39   | 0.08%             | 2029-03-15      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140HHXN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23186 | PA      | $23250.33     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DREYFUS INST PREF GOVT PLUS MMF - SL #4134     | DREYFUS INST PREF GOVT PLUS MMF - SL #4134                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  37398044 | NS      | $37398044.46  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XA4E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857110 | PA      | $826884.76    | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1695240.86   | 0.06%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   5986000 | PA      | $5862936.82   | 0.21%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                              | Kosmos Energy Ltd                                                               | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1198724.53   | 0.04%             | 2027-05-01      | Fixed         | 7.75%                 | 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        |   8570000 | PA      | $8408362.09   | 0.29%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                        | Shinhan Financial Group Co Ltd                                                  | CUSIP: 82460P2A2<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    545000 | PA      | $516651.88    | 0.02%             | 2030-02-05      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                          | HUB International Ltd                                                           | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1658361 | PA      | $1658619.98   | 0.06%             | 2025-04-25      | Floating      | 7.81%                 | 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        |   5440000 | PA      | $4912797.63   | 0.17%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Structured Agency Credit Risk Debt Notes                            | CUSIP: 3137G0QC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1597120 | PA      | $1596569.71   | 0.06%             | 2029-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $371234.00    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                                    | CUSIP: 13134MBQ5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    926400 | PA      | $925499.54    | 0.03%             | 2026-04-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $344176.96    | 0.01%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                          | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    350000 | PA      | $296738.75    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9516633 | PA      | $8119944.07   | 0.28%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                 | Morgan Stanley Residential Mortgage Loan Trust 2021-4                           | CUSIP: 61772MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1863808 | PA      | $1555916.59   | 0.05%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                           | Greenko Power II Ltd                                                            | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |    816525 | PA      | $705845.44    | 0.02%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                   | Peraton Corp                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2889014 | PA      | $2877663.37   | 0.10%             | 2028-02-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14988000 | PA      | $11628658.62  | 0.41%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Man GLG US CLO 2018-1 Ltd                      | Man GLG US CLO                                                                  | CUSIP: 26829CAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14700000 | PA      | $14434694.40  | 0.51%             | 2030-04-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                     | MHP Lux SA                                                                      | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    960000 | PA      | $468720.00    | 0.02%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140J87H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7322576 | PA      | $7731319.51   | 0.27%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2018-B1 Mortgage Trust                                                | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10673000 | PA      | $10192561.31  | 0.36%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                       | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    905000 | PA      | $809387.66    | 0.03%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                               | CSN Resources SA                                                                | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    875000 | PA      | $796224.80    | 0.03%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $5143947.90   | 0.18%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13772246 | PA      | $14011422.21  | 0.49%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2016-CR28 Mortgage Trust                                                   | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290000 | PA      | $3166802.33   | 0.11%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140LNA23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10105468 | PA      | $9030600.20   | 0.32%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                          | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $282916.16    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-5                                                 | CUSIP: 46653JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2412795 | PA      | $2097550.49   | 0.07%             | 2050-12-25      | Variable      | 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        |   1046906 | PA      | $967843.77    | 0.03%             | 2045-10-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5195000 | PA      | $5030781.89   | 0.18%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga                 | UBS-Barclays Commercial Mortgage Trust 2013-C5                                  | CUSIP: 90270YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $750302.13    | 0.03%             | 2046-03-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       209 | NC      | $951403.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                             | CUSIP: 37443GAA9<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    753000 | PA      | $295785.93    | 0.01%             | 2027-03-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4W28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6908892 | PA      | $7041913.59   | 0.25%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                        | Banco del Estado de Chile                                                       | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    425000 | PA      | $407171.93    | 0.01%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                   | AES Andes SA                                                                    | CUSIP: 00105DAF2<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $775588.00    | 0.03%             | 2079-03-26      | Fixed         | 7.12%                 | 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        |   5870000 | PA      | $5235207.05   | 0.18%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6445000 | PA      | $6343574.39   | 0.22%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| ENERGO PRO AS                                  | Energo-Pro AS                                                                   | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |   1020000 | PA      | $974100.00    | 0.03%             | 2027-02-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $481013.15    | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                   | SK Hynix Inc                                                                    | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $812032.64    | 0.03%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON NATIONAL BANK                       | Huntington National Bank/The                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   3207000 | PA      | $3162163.25   | 0.11%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                             | Commonwealth of Puerto Rico                                                     | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    435895 | PA      | $408407.46    | 0.01%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD DE TRANSMISION                        | Sociedad de Transmision Austral SA                                              | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    725000 | PA      | $637027.78    | 0.02%             | 2032-01-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                          | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1042000 | PA      | $900745.13    | 0.03%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                | CUSIP: 08579JBG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | LON              | CORP              | US        |   1960341 | PA      | $1959290.50   | 0.07%             | 2026-07-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                           | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $354214.80    | 0.01%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2020-DNA6                                         | CUSIP: 35566CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8047782 | PA      | $8027691.86   | 0.28%             | 2050-12-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XH6L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8119198 | PA      | $8174184.88   | 0.29%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1609064.13   | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4013641.05   | 0.14%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TURK SISE VE CAM FABRIKA                       | Turkiye Sise ve Cam Fabrikalari AS                                              | CUSIP: 90016AAB6<br>LEI: 789000KWOK751Q6R8875 | Long             | DBT              | CORP              | TR        |    940000 | PA      | $917002.90    | 0.03%             | 2026-03-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HUTAMA KARYA PERSERO PT                        | Hutama Karya Persero PT                                                         | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $369109.24    | 0.01%             | 2030-05-11      | Fixed         | 3.75%                 | 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      | $477173.70    | 0.02%             | 2029-06-25      | Variable      | 3.42%                 | 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        |    186964 | PA      | $191596.05    | 0.01%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14401682 | PA      | $13208711.12  | 0.46%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                       | Volcan Cia Minera SAA                                                           | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    577000 | PA      | $510541.14    | 0.02%             | 2026-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                       | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $2679789.38   | 0.09%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1449009.76   | 0.05%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |  12660000 | PA      | $9351433.07   | 0.33%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-11                                                | CUSIP: 46654KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9485594 | PA      | $7918621.44   | 0.28%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                   | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $5362569.79   | 0.19%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10765000 | PA      | $9480843.15   | 0.33%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                             | Banco de Bogota SA                                                              | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    690000 | PA      | $642661.38    | 0.02%             | 2027-08-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                       | Enel Finance America LLC                                                        | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $4384342.90   | 0.15%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                  | Methanex Corp                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   3585000 | PA      | $3300852.90   | 0.12%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  14315000 | PA      | $12341312.22  | 0.43%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                       | Indika Energy Capital IV Pte Ltd                                                | CUSIP: 45569GAA0<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |   1055000 | PA      | $1059618.05   | 0.04%             | 2025-10-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCM54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11215058 | PA      | $10237318.89  | 0.36%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                   | Shinhan Bank Co Ltd                                                             | CUSIP: 82460EAJ9<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    775000 | PA      | $730539.65    | 0.03%             | 2026-03-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136AWPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2028247 | PA      | $1868292.76   | 0.07%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $407084.99    | 0.01%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                              | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    550000 | PA      | $527133.70    | 0.02%             | 2030-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46215000 | PA      | $48626845.31  | 1.70%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                        | Pakistan Government International Bond                                          | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    250000 | PA      | $106450.00    | 0.00%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UKG INC                                        | UKG Inc                                                                         | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   2840536 | PA      | $2800592.25   | 0.10%             | 2026-05-03      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991849 | PA      | $957843.54    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2020-GC47                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14745000 | PA      | $12680138.22  | 0.44%             | 2053-05-12      | Fixed         | 2.38%                 | 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        |      3399 | PA      | $3428.88      | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2184665.72   | 0.08%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                            | Spirit Airlines Inc                                                             | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |   4927000 | PA      | $4057384.50   | 0.14%             | 2026-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $977253.44    | 0.03%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                        | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    755000 | PA      | $707812.50    | 0.02%             | 2026-03-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                       | Tengizchevroil Finance Co International Ltd                                     | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    615000 | PA      | $552846.87    | 0.02%             | 2025-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                         | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   7890000 | PA      | $6821889.67   | 0.24%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14865588 | PA      | $13859067.22  | 0.49%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132A5GE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4830000 | PA      | $4471826.04   | 0.16%             | 2047-01-01      | Fixed         | 3.00%                 | 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      | $687182.46    | 0.02%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                        | Natura &Co Luxembourg Holdings Sarl                                             | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    455000 | PA      | $402117.63    | 0.01%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| EPICOR SOFTWARE CORP                           | Epicor Software Corp                                                            | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1729728 | PA      | $1702341.63   | 0.06%             | 2027-07-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2021-1                                                      | CUSIP: 749350AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1992182 | PA      | $1663083.56   | 0.06%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ICL GROUP LIMITED                              | ICL Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | DBT              | CORP              | IL        |    657000 | PA      | $659230.52    | 0.02%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                               | CUSIP: 08163NBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4505000 | PA      | $3643429.56   | 0.13%             | 2055-01-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136A13P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58786 | PA      | $56488.57     | 0.00%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA3                                         | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6770000 | PA      | $6734051.30   | 0.24%             | 2033-10-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5212832 | PA      | $4824738.11   | 0.17%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                   | Metinvest BV                                                                    | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |   1410000 | PA      | $714015.96    | 0.03%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBC32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1478756 | PA      | $1363091.32   | 0.05%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                         | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   8350000 | PA      | $7822906.25   | 0.27%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    101490 | PA      | $43638.17     | 0.00%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    630000 | PA      | $655354.04    | 0.02%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                         | CUSIP: 85227SAT3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |   1155000 | PA      | $403005.37    | 0.01%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                           | Signal Peak CLO 5 Ltd                                                           | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8400000 | PA      | $8319124.80   | 0.29%             | 2031-04-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                             | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1480000 | PA      | $1052245.96   | 0.04%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24542972 | PA      | $23536420.73  | 0.82%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19049342 | PA      | $18814801.12  | 0.66%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2013-CCRE6 Mortgage Trust                                                  | CUSIP: 12624XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4353337 | PA      | $4309803.96   | 0.15%             | 2046-03-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X85M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2250318 | PA      | $2152482.09   | 0.08%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2722295.00   | 0.10%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    820000 | PA      | $569980.69    | 0.02%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7370000 | PA      | $4686184.28   | 0.16%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                         | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    970000 | PA      | $957753.75    | 0.03%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                            | DataBank Issuer                                                                 | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4450000 | PA      | $4000600.29   | 0.14%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                         | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2L4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1425000 | PA      | $1460329.74   | 0.05%             | 2025-01-09      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                 | CUSIP: 06539VBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2092000 | PA      | $1505038.77   | 0.05%             | 2055-02-15      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140J7RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3443688 | PA      | $3608001.79   | 0.13%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                            | Honduras Government International Bond                                          | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    200000 | PA      | $177239.62    | 0.01%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   7647000 | PA      | $6500383.58   | 0.23%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNIFY Auto Receivables Trust                   | UNIFY Auto Receivables Trust 2021-1                                             | CUSIP: 90775QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1875627 | PA      | $1858070.06   | 0.07%             | 2025-06-16      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2014-K37 Mortgage Trust                                                   | CUSIP: 35563BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4550000 | PA      | $4489451.33   | 0.16%             | 2047-01-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                       | Liberty Costa Rica Senior Secured Finance                                       | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1564288.00   | 0.05%             | 2031-01-15      | Fixed         | 10.88%                | 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        |    474081 | PA      | $458842.97    | 0.02%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1282991.63   | 0.04%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132DPCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6783253 | PA      | $6926089.67   | 0.24%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                        | Iron Mountain Information Management Services Inc                               | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7560000 | PA      | $6564926.34   | 0.23%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1679323 | PA      | $1543237.57   | 0.05%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA2                                         | CUSIP: 35564KFV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13430000 | PA      | $12842927.70  | 0.45%             | 2033-12-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                            | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 06000BAA0<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    710000 | PA      | $682602.17    | 0.02%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                 | AMMC CLO 22 Ltd                                                                 | CUSIP: 00177HAA7<br>LEI: 549300ZW9D4NPX7LOC22 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4358556.40   | 0.15%             | 2031-04-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                           | Huarong Finance 2019 Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    770000 | PA      | $627924.30    | 0.02%             | 2029-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $3720069.47   | 0.13%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1064259.63   | 0.04%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                         | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2555000 | PA      | $2573362.27   | 0.09%             | 2028-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                            | SVB Financial Group                                                             | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1627368.78   | 0.06%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARL                               | Hazine Mustesarligi Varlik Kiralama AS                                          | CUSIP: 421790AG1<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    450000 | PA      | $409050.00    | 0.01%             | 2026-06-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                             | CUSIP: 80413TAE9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1170000 | PA      | $1134589.95   | 0.04%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                              | Zais Clo 17 Ltd                                                                 | CUSIP: 98888JAA7<br>LEI: 549300PCGOXUK8XLNY49 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1483513.50   | 0.05%             | 2033-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133KPZH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5633542 | PA      | $5846617.51   | 0.20%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                   | RealPage Inc                                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   1593795 | PA      | $1557836.05   | 0.05%             | 2028-04-22      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3600000 | PA      | $3667594.68   | 0.13%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                  | GS Mortgage-Backed Securities Corp Trust 2021-PJ4                               | CUSIP: 36264PAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5927906 | PA      | $5241039.31   | 0.18%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                           | Epicor Software Corp                                                            | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   2085000 | PA      | $2086488.69   | 0.07%             | 2028-07-31      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176400.00    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | 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        |    140061 | NS      | $1338837.52   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140JLLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9168508 | PA      | $9283659.49   | 0.33%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                                    | CUSIP: 13134MBT9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    653056 | PA      | $653090.15    | 0.02%             | 2027-12-16      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X4W69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387551 | PA      | $393849.98    | 0.01%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                         | TK Elevator US Newco Inc                                                        | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |        21 | PA      | $20.87        | 0.00%             | 2027-07-31      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                            | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    815000 | PA      | $693984.73    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | 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      | $3097262.00   | 0.11%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                          | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    595000 | PA      | $469359.80    | 0.02%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                 | Morgan Stanley Residential Mortgage Loan Trust 2021-1                           | CUSIP: 61772AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824481 | PA      | $1517384.57   | 0.05%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                             | Bahrain Government International Bond                                           | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    800000 | PA      | $831548.80    | 0.03%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                          | Guatemala Government Bond                                                       | CUSIP: 401494AF6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    594000 | PA      | $579180.23    | 0.02%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE                          | Rutas 2 and 7 Finance Ltd                                                       | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1484000 | PA      | $978215.66    | 0.03%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2576000 | PA      | $2690971.52   | 0.09%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UEP PENONOME II SA                             | UEP Penonome II SA                                                              | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    729390 | PA      | $552278.53    | 0.02%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  10910000 | PA      | $7886437.51   | 0.28%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ICICI BANK LTD/DUBAI                           | ICICI Bank Ltd/Dubai                                                            | CUSIP: 45112EAG4<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    545000 | PA      | $525134.75    | 0.02%             | 2026-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE AGE ROADS                                | State Agency of Roads of Ukraine                                                | CUSIP: 857329AA4<br>LEI: 254900FGEO8P5USHG994 | Long             | DBT              | CORP              | UA        |   1340000 | PA      | $250204.80    | 0.01%             | 2030-06-24      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2011415 | PA      | $2035459.73   | 0.07%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2006-20 Trust                            | CUSIP: 94985EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1082 | PA      | $1076.98      | 0.00%             | 2021-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                          | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    331000 | PA      | $325166.13    | 0.01%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   4350000 | PA      | $4245708.75   | 0.15%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5585000 | PA      | $5395022.87   | 0.19%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                           | Grupo Aeromexico SAB de CV                                                      | CUSIP: 40054JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   5985000 | PA      | $5428911.51   | 0.19%             | 2027-03-17      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3165205.61   | 0.11%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3132CWQB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11948210 | PA      | $10917204.77  | 0.38%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                            | Ashtead Capital Inc                                                             | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1267344.51   | 0.04%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                           | Bidvest Group UK PLC/The                                                        | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |   1165000 | PA      | $1073722.25   | 0.04%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                            | MEGlobal Canada ULC                                                             | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $660855.06    | 0.02%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $4192440.41   | 0.15%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   5154000 | PA      | $3476515.77   | 0.12%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2020-C58                                  | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4158000 | PA      | $3431381.18   | 0.12%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13922292 | PA      | $14162610.63  | 0.50%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                            | Coca-Cola Icecek AS                                                             | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |   1130000 | PA      | $991823.60    | 0.03%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                 | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   1525000 | PA      | $1294725.00   | 0.05%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10152000 | PA      | $10268900.28  | 0.36%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    957000 | PA      | $1013261.55   | 0.04%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $301553.67    | 0.01%             | 2026-03-30      | Fixed         | 1.38%                 | 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      | $1712749.69   | 0.06%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629401 | PA      | $584493.39    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1118473.36   | 0.04%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3868000 | PA      | $3324874.78   | 0.12%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $598920.66    | 0.02%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                         | Cia Cervecerias Unidas SA                                                       | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    705000 | PA      | $610794.38    | 0.02%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                              | CUSIP: 3137BWY73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1837918 | PA      | $1645775.33   | 0.06%             | 2045-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1202781.36   | 0.04%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                             | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   6905000 | PA      | $5291641.23   | 0.19%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                  | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2870000 | PA      | $2568744.42   | 0.09%             | 2060-06-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $3475978.50   | 0.12%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                      | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |   5487927 | PA      | $5493540.95   | 0.19%             | 2028-09-22      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                              | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   1210000 | PA      | $1046232.67   | 0.04%             | 2028-03-22      | Fixed         | 3.25%                 | 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        |    130013 | PA      | $110964.11    | 0.00%             | 2036-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                  | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   1320000 | PA      | $1167769.68   | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | Standard Industries Inc/NJ                                                      | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   4196000 | PA      | $3337866.81   | 0.12%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                               | CUSIP: 3136ADA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23084 | PA      | $19275.94     | 0.00%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                             | Bausch + Lomb Corp                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   2960125 | PA      | $2885198.32   | 0.10%             | 2027-05-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                           | CUSIP: 903724AT9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   2192000 | PA      | $491367.49    | 0.02%             | 2028-09-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Saranac CLO LTD                                | Saranac Clo VII Ltd                                                             | CUSIP: 80317EAA7<br>LEI: 5493000RC2FP2JRHW627 | Long             | ABS-CBDO         | CORP              | JE        |    181244 | PA      | $179837.77    | 0.01%             | 2029-11-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    520000 | PA      | $535183.74    | 0.02%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                         | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    666000 | PA      | $625940.77    | 0.02%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                               | Fifth Third Bank NA                                                             | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5969230.30   | 0.21%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  13248000 | PA      | $9524256.13   | 0.33%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                                 | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   5278000 | PA      | $5165790.25   | 0.18%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   9875000 | PA      | $6998981.30   | 0.25%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                        | ENN Energy Holdings Ltd                                                         | CUSIP: 26876FAC6<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |   1065000 | PA      | $894671.99    | 0.03%             | 2030-09-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                                   | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |  13392031 | NS      | $13392031.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Diamond CLO                              | Black Diamond CLO 2017-2 DAC                                                    | CUSIP: 000000000<br>LEI: 549300PKZ3LBLGCJNI86 | Long             | ABS-CBDO         | CORP              | IE        |   2700100 | PA      | $2677802.66   | 0.09%             | 2032-01-20      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AVIATION ONE                        | Castlelake Aviation One DAC                                                     | CUSIP: 14855NAB2<br>LEI: 2138003EQK2PETKID103 | Long             | LON              | CORP              | IE        |   1312429 | PA      | $1314787.08   | 0.05%             | 2026-10-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1446293.48   | 0.05%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                    | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45894.61     | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                             | CUSIP: 03846JX47<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1255000 | PA      | $1185959.94   | 0.04%             | 2024-05-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO                       | PTTEP Treasury Center Co Ltd                                                    | CUSIP: 69371MAF4<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    905000 | PA      | $827382.68    | 0.03%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1319000 | PA      | $916896.65    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                              | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   2062000 | PA      | $132999.00    | 0.00%             | 2022-05-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $964590.00    | 0.03%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 36179SSW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1337 | PA      | $1421.60      | 0.00%             | 2039-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5405000 | PA      | $5049283.44   | 0.18%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                        | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    280000 | PA      | $260806.00    | 0.01%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2138355.73   | 0.07%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFYA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4628402 | PA      | $4561400.98   | 0.16%             | 2047-03-01      | Fixed         | 4.00%                 | 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        |      9827 | PA      | $9765.53      | 0.00%             | 2042-06-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2183990.20   | 0.08%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALSEA S.A.                                     | Alsea SAB de CV                                                                 | CUSIP: 021151AA3<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |    875000 | PA      | $884905.00    | 0.03%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                       | Lima Metro Line 2 Finance Ltd                                                   | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    607747 | PA      | $539390.96    | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | 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        |   1561421 | PA      | $1469548.03   | 0.05%             | 2044-12-25      | Variable      | 5.17%                 | 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        |      1470 | PA      | $1395.41      | 0.00%             | 2028-01-15      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                 | JPMBB Commercial Mortgage Securities Trust 2015-C31                             | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9362777 | PA      | $9026254.09   | 0.32%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1173759.65   | 0.04%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                | Informatica LLC                                                                 | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   1726950 | PA      | $1726411.19   | 0.06%             | 2028-10-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                            | SVB Financial Group                                                             | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   6135000 | PA      | $4919463.25   | 0.17%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS ARGENT 2000                        | Aeropuertos Argentina 2000 SA                                                   | CUSIP: 00786PAE4<br>LEI: 549300349K24AVAQ7B24 | Long             | DBT              | CORP              | AR        |   1105300 | PA      | $991076.80    | 0.03%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                         | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    510000 | PA      | $487898.13    | 0.02%             | 2025-02-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                           | Airport Authority                                                               | CUSIP: 00946AAD6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    745000 | PA      | $640431.28    | 0.02%             | 2032-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                            | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    495000 | PA      | $472781.43    | 0.02%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6835000 | PA      | $6912962.06   | 0.24%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                         | Liberty Broadband Corp                                                          | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240704.71    | 0.01%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3112463.55   | 0.11%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                              | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    889000 | PA      | $879376.58    | 0.03%             | 2048-01-17      | Fixed         | 6.75%                 | 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        |     10770 | PA      | $11183.00     | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                            | SVB Financial Group                                                             | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   9670000 | PA      | $8909799.72   | 0.31%             | 2033-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2020-2                                                 | CUSIP: 46591TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243934 | PA      | $223257.13    | 0.01%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $305800.68    | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                  | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6740000 | PA      | $6369971.30   | 0.22%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                      | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $538727.40    | 0.02%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2760000 | PA      | $2524958.68   | 0.09%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                | Access Bank PLC                                                                 | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    635000 | PA      | $557434.75    | 0.02%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                              | CUSIP: 3617Q2CM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1849724 | PA      | $1732231.47   | 0.06%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PDC ENERGY INC                                 | PDC Energy Inc                                                                  | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3287751.95   | 0.12%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                         | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1072000 | PA      | $791081.11    | 0.03%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                   | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $2706868.88   | 0.09%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QM6W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18060066 | PA      | $16962645.77  | 0.59%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY FRN                                | United States Treasury Floating Rate Note                                       | CUSIP: 91282CFS5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75405000 | PA      | $75435508.86  | 2.64%             | 2024-10-31      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3376000 | PA      | $2383332.44   | 0.08%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-2                                                 | CUSIP: 46648HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244888 | PA      | $220557.03    | 0.01%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                               | CUSIP: 08163NBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $4071746.25   | 0.14%             | 2055-01-15      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                            | Apex Credit Clo 2018-I Ltd                                                      | CUSIP: 03755HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11200000 | PA      | $10976604.80  | 0.38%             | 2031-04-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                           | Stillwater Mining Co                                                            | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    810000 | PA      | $750465.00    | 0.03%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B22 Mortgage Trust                                               | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8045000 | PA      | $6600891.12   | 0.23%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    155000 | PA      | $100905.27    | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6310000 | PA      | $5188106.61   | 0.18%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4982468 | PA      | $4808627.23   | 0.17%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3133KN7E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14424873 | PA      | $13567308.57  | 0.48%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    685000 | PA      | $734033.12    | 0.03%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                          | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $2514087.30   | 0.09%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $2123512.80   | 0.07%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4061046 | PA      | $3886483.15   | 0.14%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                       | Indianapolis Power & Light Co                                                   | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2565706.24   | 0.09%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    956000 | PA      | $805775.59    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5449728 | PA      | $5235555.25   | 0.18%             | 2048-11-01      | Fixed         | 3.50%                 | 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        |   5351527 | PA      | $5086622.76   | 0.18%             | 2049-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    400000 | PA      | $377767.16    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $3672604.00   | 0.13%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   9140000 | PA      | $7042350.81   | 0.25%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1674279.06   | 0.06%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK41                                                                 | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6116516.25   | 0.21%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X5FW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1960509 | PA      | $1816679.20   | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $3621498.62   | 0.13%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                            | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    560000 | PA      | $493727.14    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                      | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24587.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7605000 | PA      | $6635867.47   | 0.23%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                     | Viasat Inc                                                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   4003616 | PA      | $4003615.66   | 0.14%             | 2029-03-04      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                           | Appalachian Power Co                                                            | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   7755000 | PA      | $7548467.29   | 0.26%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    210000 | PA      | $147674.94    | 0.01%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24553 | PA      | $24952.95     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                             | Commonwealth of Puerto Rico                                                     | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1010652 | PA      | $897155.78    | 0.03%             | 2037-07-01      | Fixed         | 4.00%                 | 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        |   8000000 | PA      | $6248200.00   | 0.22%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2096128.29   | 0.07%             | 2052-01-15      | Fixed         | 3.00%                 | 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      | $756168.24    | 0.03%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                         | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3690000 | PA      | $2922316.90   | 0.10%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31416YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20936 | PA      | $20439.20     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                    | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |   2300000 | PA      | $2006374.57   | 0.07%             | 2030-04-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    970000 | PA      | $996350.05    | 0.03%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                          | Cikarang Listrindo Tbk PT                                                       | CUSIP: 536576AD3<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |   1154000 | PA      | $1093291.87   | 0.04%             | 2026-09-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    700000 | PA      | $529408.81    | 0.02%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                 | Qatar Government International Bond                                             | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1569000 | PA      | $1486400.00   | 0.05%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |         1 | NC      | $130202.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    358533 | PA      | $239951.19    | 0.01%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3102335 | PA      | $3276660.37   | 0.11%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XB7L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2445171 | PA      | $2355227.21   | 0.08%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                           | Entegris Escrow Corp                                                            | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2844241.61   | 0.10%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                 | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1779451 | PA      | $1690258.80   | 0.06%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5554537 | PA      | $4916135.82   | 0.17%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2680098 | PA      | $2272238.20   | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 2002-T19                                               | CUSIP: 31392GVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41025 | PA      | $42522.97     | 0.00%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 3140J83Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3751170 | PA      | $3923779.00   | 0.14%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    450000 | PA      | $348515.96    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LA CONSTRUCCION SA                             | Inversiones La Construccion SA                                                  | CUSIP: 46090BAA7<br>LEI: 254900IMQ8BOPW9UKX13 | Long             | DBT              | CORP              | CL        |   1125000 | PA      | $940702.50    | 0.03%             | 2032-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                        | CUSIP: 38378PFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1260183 | PA      | $1127814.63   | 0.04%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                 | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13905000 | PA      | $11928740.75  | 0.42%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | CME Ultra Long Term US Treasury Bond                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        89 | NC      | $689076.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-17

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

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

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