# EDGAR Filing Document

**Accession Number:** 0000769220
**File Stem:** 0000940400-26-026124
**Filing Date:** 2026-6
**Character Count:** 172457
**Document Hash:** e2688a666795b0648e23dcfdc36124ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-026124.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-026124

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DELAWARE GROUP GOVERNMENT FUND
- **CENTRAL INDEX KEY:** 0000769220

**ORGANIZATION NAME:**
- **EIN:** 232448685
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04304
- **FILM NUMBER:** 261128303

**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 GOVERNMENT FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Nomura Strategic Income Fund (Series ID: S000003919)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000010992 | CLASS A             | DEGGX           |
| C000010994 | CLASS C             | DUGCX           |
| C000010995 | CLASS R             | DUGRX           |
| C000010996 | INSTITUTIONAL CLASS | DUGIX           |

## Nport-Ex

Schedule of investments

Nomura Strategic Income Fund April 30, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 0.01%** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 0.01%** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 0.01%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae REMICS Series 2014-34 MA 3.00% 2/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;13697 | &nbsp;&nbsp;$13556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA Series 2015-151 KC 3.50% 4/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5988 | &nbsp;&nbsp;&nbsp;&nbsp; 5856 |
| &nbsp;&nbsp;&nbsp;**Total Agency Collateralized Mortgage Obligations (cost $20,209)** | &nbsp;&nbsp;&nbsp;**Total Agency Collateralized Mortgage Obligations (cost $20,209)** | &nbsp;&nbsp;&nbsp; **19412** |
| &nbsp;&nbsp;**Collateralized Loan Obligations — 21.46%** | &nbsp;&nbsp;**Collateralized Loan Obligations — 21.46%** | &nbsp;&nbsp;**Collateralized Loan Obligations — 21.46%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 East CLO IX<br> Series 2026-1A E 144A 9.212% (TSFR03M + 5.50%, Floor 5.50%) 4/20/39 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 977599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AGL CLO 3<br> Series 2020-3A ER 144A 8.923% (TSFR03M + 5.25%, Floor 5.25%) 4/15/38 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 792279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AGL CLO 32<br> Series 2024-32A D1 144A 6.572% (TSFR03M + 2.90%, Floor 2.90%) 7/21/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1001206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AIMCO CLO 17<br> Series 2022-17A D1R 144A 6.564% (TSFR03M + 2.90%, Floor 2.90%) 7/20/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 998820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AIMCO CLO 18<br> Series 2022-18A D1R 144A 6.525% (TSFR03M + 2.85%, Floor 2.85%) 7/20/37 #, • | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 498211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AMMC CLO 31<br> Series 2025-31A D 144A 6.625% (TSFR03M + 2.95%, Floor 2.95%) 2/20/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp; 750081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apidos CLO XL<br> Series 2022-40A D1R 144A 6.573% (TSFR03M + 2.90%, Floor 2.90%) 7/15/37 #, • | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2000020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bain Capital Credit CLO<br> Series 2017-2A CR3 144A 5.867% (TSFR03M + 2.20%, Floor 2.20%) 7/25/37 #, • | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1998990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballyrock CLO 14<br> Series 2020-14A BR 144A 5.675% (TSFR03M + 2.00%, Floor 2.00%) 7/20/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballyrock CLO 18<br> Series 2021-18A DR 144A 9.423% (TSFR03M + 5.75%, Floor 5.75%) 4/15/38 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 920108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barings CLO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A C 144A 5.673% (TSFR03M + 2.00%, Floor 2.00%) 7/15/39 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1001060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A D 144A 6.823% (TSFR03M + 3.15%, Floor 3.15%) 7/15/39 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 998207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5A D2 144A 7.773% (TSFR03M + 4.10%, Floor 4.10%) 7/15/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 494566 |

---

NQ- 023 [0426] 0626 (5551000) 1

------

Schedule of investments

Nomura Strategic Income Fund

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bear Mountain Park CLO<br> Series 2022-1A CR 144A 5.673% (TSFR03M + 2.00%, Floor 2.00%) 7/15/37 #, • | 2000000 | &nbsp;&nbsp;$2002130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benefit Street Partners CLO<br> Series 2015-6BR ER 144A 8.425% (TSFR03M + 4.75%, Floor 4.75%) 4/20/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp;&nbsp; 846192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XII-B<br> Series 2017-12BRA D1 144A 6.723% (TSFR03M + 3.05%, Floor 3.05%) 10/15/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 995184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XXVIII<br> Series 2022-28A D1R 144A 6.575% (TSFR03M + 2.90%, Floor 2.90%) 10/20/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1003156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XXXII<br> Series 2023-32A ER 144A 8.367% (TSFR03M + 4.70%, Floor 4.70%) 10/25/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp; 789294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carlyle US CLO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4A C 144A 5.825% (TSFR03M + 2.15%, Floor 2.15%) 7/20/37 #, • | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1499179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4A D 144A 6.875% (TSFR03M + 3.20%, Floor 3.20%) 7/20/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1001150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dryden 109 CLO<br> Series 2022-109A DR 144A 6.373% (TSFR03M + 2.70%, Floor 2.70%) 4/15/38 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 990519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dryden 123 CLO<br> Series 2025-123A E 144A 8.523% (TSFR03M + 4.85%, Floor 4.85%) 4/15/38 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 974779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elmwood CLO 17<br> Series 2022-4A D1R 144A 6.73% (TSFR03M + 3.05%, Floor 3.05%) 7/17/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elmwood CLO 37<br> Series 2024-13A D1 144A 6.28% (TSFR03M + 2.60%, Floor 2.60%) 1/17/38 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 991992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elmwood CLO V<br> Series 2020-2A D1RR 144A 6.825% (TSFR03M + 3.15%, Floor 3.15%) 10/20/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golub Capital Partners CLO 72 B<br> Series 2024-72A D 144A 7.667% (TSFR03M + 4.00%, Floor 4.00%) 4/25/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 998250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golub Capital Partners CLO 76 B<br> Series 2024-76A D1 144A 6.567% (TSFR03M + 2.90%, Floor 2.90%) 10/25/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 995783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Honey Hill Park CLO<br> Series 2026-1A E 144A 8.22% (TSFR03M + 4.50%, Floor 4.50%) 4/24/39 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 983999 |

---

2 NQ- 023 [0426] 0626 (5551000)

------

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Invesco US CLO<br> Series 2023-4A ER 144A 9.425% (TSFR03M + 5.75%, Floor 5.75%) 1/18/39 #, • | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;$386201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kennedy Lewis CLO 10<br> Series 2022-10A D1R 144A 6.514% (TSFR03M + 2.85%, Floor 2.85%) 1/22/38 #, • | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1488927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KKR CLO 27<br> Series 27A ER2 144A 9.923% (TSFR03M + 6.25%, Floor 6.25%) 1/15/35 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 907633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lewey Park CLO<br> Series 2024-1A D1 144A 6.622% (TSFR03M + 2.95%, Floor 2.95%) 10/21/37 #, • | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1488247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Park Funding XLVI<br> Series 2020-46A DRR 144A 6.423% (TSFR03M + 2.75%) 10/15/34 #, • | 1250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1187890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Park Funding XXX<br> Series 2018-30A D1R 144A 6.88% (TSFR03M + 3.20%, Floor 3.20%) 7/16/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 968998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnetite XLV<br> Series 2025-45A E 144A 8.173% (TSFR03M + 4.50%, Floor 4.50%) 4/15/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp;&nbsp; 846761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 25<br> Series 2017-25A D1R2 144A 6.775% (TSFR03M + 3.10%, Floor 3.10%) 7/18/38 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 998219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 56<br> Series 2024-56A C 144A 5.767% (TSFR03M + 2.10%, Floor 2.10%) 7/24/37 #, • | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1998762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktree CLO<br> Series 2019-3A D1R2 144A 6.775% (TSFR03M + 3.10%, Floor 3.10%) 1/20/38 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OHA Credit Funding 11<br> Series 2022-11A D1R 144A 6.525% (TSFR03M + 2.85%, Floor 2.85%) 7/19/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 994064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OHA Loan Funding<br> Series 2016-1A D1R2 144A 6.725% (TSFR03M + 3.05%, Floor 3.05%) 7/20/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 998220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OZLM XIX<br> Series 2017-19A CR3 144A 6.773% (TSFR03M + 3.10%, Floor 3.10%) 1/15/35 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square CLO<br> Series 2024-2A D2 144A 8.025% (TSFR03M + 4.35%, Floor 4.35%) 7/20/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 990688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sound Point CLO<br> Series 2025-1RA E 144A 11.236% (TSFR03M + 7.58%, Floor 7.58%) 2/20/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 437096 |

---

NQ- 023 [0426] 0626 (5551000) 3

------

Schedule of investments

Nomura Strategic Income Fund

---

| | | |
|:---|:---|:---|
|  | Principal<br> amount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TCW CLO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A ER 144A 10.175% (TSFR03M + 6.50%, Floor 6.50%) 1/20/38 #, • | 1000000 | &nbsp;&nbsp;$928054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A D1 144A 6.98% (TSFR03M + 3.30%, Floor 3.30%) 7/17/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 980815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A D1A 144A 6.775% (TSFR03M + 3.10%, Floor 3.10%) 10/20/37 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 987422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TCW CLO<br> Series 2019-2A D1R2 144A 6.675% (TSFR03M + 3.00%, Floor 3.00%) 1/20/38 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 968883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wellington Management CLO 2<br> Series 2024-2A DR 144A 6.969% (TSFR03M + 3.30%, Floor 3.30%) 4/20/39 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 |
| &nbsp;&nbsp;&nbsp;**Total Collateralized Loan Obligations (cost $51,004,138)** | &nbsp;&nbsp;&nbsp;**Total Collateralized Loan Obligations (cost $51,004,138)** | &nbsp;&nbsp;&nbsp; **50060258** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Corporate Bonds — 60.69%** | &nbsp;&nbsp;**Corporate Bonds — 60.69%** | &nbsp;&nbsp;**Corporate Bonds — 60.69%** |
| &nbsp;&nbsp;Banking — 7.39% | &nbsp;&nbsp;Banking — 7.39% | &nbsp;&nbsp;Banking — 7.39% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Akbank TAS 144A 7.498% 1/20/30 # | &nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp; 372985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco de Credito e Inversiones 144A 8.75% 5/8/29 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp; 333119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Santander 8.00% 2/1/34 μ, ψ | 1600000 | &nbsp;&nbsp; 1738542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Santander Mexico Institucion de Banca Multiple Grupo Financiero Santand 144A 5.621% 12/10/29 # | &nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp; 334994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bangkok Bank 144A 4.507% 11/26/30 # | &nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp; 377774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Hapoalim BM 144A 4.722% 7/14/29 #, ■ | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp; 296844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Muscat SAOG 4.846% 10/1/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp; 395285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America 6.25% 7/26/30 μ, ψ | 1225000 | &nbsp;&nbsp; 1238874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barclays |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625% 3/15/35 μ, ψ | 1035000 | &nbsp;&nbsp; 1090652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.625% 12/15/29 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp; 820712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CBQ Finance 4.625% 9/10/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp; 394477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875% 8/15/30 μ, ψ | 1050000 | &nbsp;&nbsp; 1066750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.95% 2/15/30 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp; 794311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125% 8/15/29 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp; 553348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125% 11/10/34 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;715000 | &nbsp;&nbsp; 720744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.50% 5/10/29 μ, ψ | 1490000 | &nbsp;&nbsp; 1558172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank & Trust 5.375% 3/6/29 ■ | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp; 410748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NBK SPC 144A 1.625% 9/15/27 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp; 425396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank 144A 6.75% 11/10/33 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp; 797149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oversea-Chinese Banking 144A 4.55% 9/8/35 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp; 396508 |

---

4 NQ- 023 [0426] 0626 (5551000)

------

---

| | | |
|:---|:---|:---|
|  | Principalamount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.00% 2/5/35 #, μ, ψ | 1885000 | &nbsp;&nbsp;$1919169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.125% 8/10/34 #, μ, ψ | 1185000 | &nbsp;&nbsp;&nbsp;&nbsp; 1213374 |
|  |  | &nbsp;&nbsp;&nbsp; 17249927 |
| &nbsp;&nbsp;Basic Industry — 4.92% | &nbsp;&nbsp;Basic Industry — 4.92% | &nbsp;&nbsp;Basic Industry — 4.92% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celanese US Holdings 6.75% 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp; 819373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cerdia Finanz 144A 9.375% 10/3/31 # | 1025000 | &nbsp;&nbsp;&nbsp;&nbsp; 986562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chemours 144A 7.875% 3/15/34 # | 2595000 | &nbsp;&nbsp;&nbsp;&nbsp; 2655759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cleveland-Cliffs |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.00% 3/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp;&nbsp; 735461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.625% 1/15/34 # | &nbsp;&nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp;&nbsp; 737942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Quantum Minerals 144A 6.375% 2/15/36 # | 1750000 | &nbsp;&nbsp;&nbsp;&nbsp; 1721462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnera 144A 7.25% 11/15/31 # | 1839000 | &nbsp;&nbsp;&nbsp;&nbsp; 1723640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Novelis 144A 3.875% 8/15/31 # | 2300000 | &nbsp;&nbsp;&nbsp;&nbsp; 2092471 |
|  |  | &nbsp;&nbsp;&nbsp; 11472670 |
| &nbsp;&nbsp;Brokerage — 1.13% | &nbsp;&nbsp;Brokerage — 1.13% | &nbsp;&nbsp;Brokerage — 1.13% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jefferies Finance 144A 6.625% 10/15/31 # | 2700000 | &nbsp;&nbsp;&nbsp;&nbsp; 2643176 |
|  |  | &nbsp;&nbsp;&nbsp; 2643176 |
| &nbsp;&nbsp;Capital Goods — 6.04% | &nbsp;&nbsp;Capital Goods — 6.04% | &nbsp;&nbsp;Capital Goods — 6.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AmeriTex HoldCo Intermediate 144A 7.625% 8/15/33 # | 1175000 | &nbsp;&nbsp;&nbsp;&nbsp; 1222851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bombardier 144A 7.45% 5/1/34 # | 1900000 | &nbsp;&nbsp;&nbsp;&nbsp; 2094431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goat Holdco 144A 6.75% 2/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp; 620457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herc Holdings 144A 7.25% 6/15/33 # | 1680000 | &nbsp;&nbsp;&nbsp;&nbsp; 1760353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Manitowoc 144A 9.25% 10/1/31 # | &nbsp;&nbsp;&nbsp;&nbsp;515000 | &nbsp;&nbsp;&nbsp;&nbsp; 551285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mauser Packaging Solutions Holding 144A 7.875% 4/15/30 # | 1145000 | &nbsp;&nbsp;&nbsp;&nbsp; 1158597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sword Purchaser 144A 10.50% 4/15/34 # | 1730000 | &nbsp;&nbsp;&nbsp;&nbsp; 1761538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Synergy Infrastructure Holdings 144A 7.875% 12/1/30 # | &nbsp;&nbsp;&nbsp;&nbsp;469000 | &nbsp;&nbsp;&nbsp;&nbsp; 493577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toucan FinCo 144A 9.50% 5/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;357000 | &nbsp;&nbsp;&nbsp;&nbsp; 313131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TransDigm 144A 6.125% 7/31/34 # | 4100000 | &nbsp;&nbsp;&nbsp;&nbsp; 4109635 |
|  |  | &nbsp;&nbsp;&nbsp; 14085855 |
| &nbsp;&nbsp;Communications — 9.70% | &nbsp;&nbsp;Communications — 9.70% | &nbsp;&nbsp;Communications — 9.70% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axian Telecom Holding & Management 144A 7.25% 7/11/30 # | &nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp; 378718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings 144A 7.375% 2/1/36 # | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3925116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cimpress 144A 7.375% 9/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;715000 | &nbsp;&nbsp;&nbsp;&nbsp; 724967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings 144A 7.50% 3/15/33 # | &nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp;&nbsp; 667483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Digicel International Finance 144A 8.625% 8/1/32 # | 1750000 | &nbsp;&nbsp;&nbsp;&nbsp; 1821831 |

---

NQ- 023 [0426] 0626 (5551000) 5

------

Schedule of investments

Nomura Strategic Income Fund

---

| | | |
|:---|:---|:---|
|  | Principalamount<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;Gray Media 144A 7.25% 8/15/33 # | &nbsp;&nbsp;&nbsp;&nbsp;510000 | &nbsp;&nbsp;$519569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IHS Holding 144A 6.25% 11/29/28 # | &nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp; 424094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iliad Holding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.00% 4/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp;&nbsp; 599737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.50% 4/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp; 562630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Midcontinent Communications 144A 8.00% 8/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;975000 | &nbsp;&nbsp;&nbsp;&nbsp; 918473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prosus 144A 3.257% 1/19/27 # | &nbsp;&nbsp;&nbsp;&nbsp;390000 | &nbsp;&nbsp;&nbsp;&nbsp; 386188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sable International Finance 144A 7.125% 10/15/32 # | 2205000 | &nbsp;&nbsp;&nbsp;&nbsp; 2201543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sitios Latinoamerica 144A 6.00% 11/25/29 # | &nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp; 430097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkcell Iletisim Hizmetleri 144A 7.45% 1/24/30 # | &nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp; 439361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Uniti Services 144A 7.50% 10/15/33 # | &nbsp;&nbsp;&nbsp;&nbsp;814000 | &nbsp;&nbsp;&nbsp;&nbsp; 857521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Univision Communications |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.375% 6/30/30 # | 1585000 | &nbsp;&nbsp;&nbsp;&nbsp; 1584498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 9.375% 8/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;907000 | &nbsp;&nbsp;&nbsp;&nbsp; 939292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Versant Media Group 144A 7.25% 1/30/31 # | 2049000 | &nbsp;&nbsp;&nbsp;&nbsp; 2128408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Virgin Media Finance 144A 5.00% 7/15/30 # | 1310000 | &nbsp;&nbsp;&nbsp;&nbsp; 1105360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vmed O2 UK Financing I 144A 4.25% 1/31/31 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 344694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VZ Secured Financing 144A 5.00% 1/15/32 # | 1915000 | &nbsp;&nbsp;&nbsp;&nbsp; 1679516 |
|  |  | &nbsp;&nbsp;&nbsp; 22639096 |
| &nbsp;&nbsp;Consumer Cyclical — 7.15% | &nbsp;&nbsp;Consumer Cyclical — 7.15% | &nbsp;&nbsp;Consumer Cyclical — 7.15% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Axle & Manufacturing 144A 7.75% 10/15/33 # | 1253000 | &nbsp;&nbsp;&nbsp;&nbsp; 1224121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beach Acquisition Bidco PIK 144A 10.00% 7/15/33 #, >> | 2339988 | &nbsp;&nbsp;&nbsp;&nbsp; 2575271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnival |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.75% 8/1/32 # | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2012556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.125% 2/15/33 # | 1150000 | &nbsp;&nbsp;&nbsp;&nbsp; 1167491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cyprium 144A 6.375% 4/15/34 # | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2002461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hyundai Capital Services 144A 5.25% 1/22/28 # | &nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp; 430070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lindblad Expeditions 144A 7.00% 9/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;775000 | &nbsp;&nbsp;&nbsp;&nbsp; 796558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Millrose Properties 144A 6.375% 8/1/30 # | 1270000 | &nbsp;&nbsp;&nbsp;&nbsp; 1287150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mohegan Tribal Gaming Authority 144A 8.25% 4/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;197000 | &nbsp;&nbsp;&nbsp;&nbsp; 205164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Flyer Holdings 144A 9.25% 7/1/30 # | &nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp; 588430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Raven Acquisition Holdings 144A 6.875% 11/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp; 411048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;S&S Holdings 144A 8.375% 10/1/31 # | &nbsp;&nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp;&nbsp; 566356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Victra Holdings 144A 8.75% 9/15/29 # | 1060000 | &nbsp;&nbsp;&nbsp;&nbsp; 1110557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Voyager Parent 144A 9.25% 7/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;528000 | &nbsp;&nbsp;&nbsp;&nbsp; 561791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;William Carter 144A 7.375% 2/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp;&nbsp; 566066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ZF North America Capital 144A 7.50% 3/24/31 # | 1163000 | &nbsp;&nbsp;&nbsp;&nbsp; 1165294 |
|  |  | &nbsp;&nbsp;&nbsp; 16670384 |

---

6 NQ- 023 [0426] 0626 (5551000)

------

---

| | | |
|:---|:---|:---|
|  | Principalamount<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 — 3.90% | &nbsp;&nbsp;Consumer Non-Cyclical — 3.90% | &nbsp;&nbsp;Consumer Non-Cyclical — 3.90% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acadia Healthcare 144A 7.375% 3/15/33 # | 1835000 | &nbsp;&nbsp;$1879301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals 144A 6.875% 8/1/32 # | 1275000 | &nbsp;&nbsp;&nbsp;&nbsp; 1325730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Central American Bottling 144A 5.25% 4/27/29 # | &nbsp;&nbsp;&nbsp;&nbsp;405000 | &nbsp;&nbsp;&nbsp;&nbsp; 400628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DaVita 144A 6.75% 7/15/33 # | &nbsp;&nbsp;&nbsp;&nbsp;653000 | &nbsp;&nbsp;&nbsp;&nbsp; 673684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Global Medical Response 144A 7.375% 10/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;698000 | &nbsp;&nbsp;&nbsp;&nbsp; 728021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indofood CBP Sukses Makmur 3.398% 6/9/31 ■ | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 371505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Opal Bidco 144A 6.50% 3/31/32 # | 1135000 | &nbsp;&nbsp;&nbsp;&nbsp; 1156198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Organon & Co. 144A 5.125% 4/30/31 # | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1988755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paradigm Parent and Paradigm Parent CO-Issuer 144A 8.75% 4/17/32 # | &nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp; 564756 |
|  |  | &nbsp;&nbsp;&nbsp; 9088578 |
| &nbsp;&nbsp;Electric — 2.84% | &nbsp;&nbsp;Electric — 2.84% | &nbsp;&nbsp;Electric — 2.84% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;California Buyer 144A 6.375% 2/15/32 # | 1025000 | &nbsp;&nbsp;&nbsp;&nbsp; 1019322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile Electricity Lux MPC 144A 6.01% 1/20/33 # | &nbsp;&nbsp;&nbsp;&nbsp;344000 | &nbsp;&nbsp;&nbsp;&nbsp; 357874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy 6.625% 5/15/55 μ | &nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp; 184185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hawaiian Electric 144A 6.00% 10/1/33 # | &nbsp;&nbsp;&nbsp;&nbsp;696000 | &nbsp;&nbsp;&nbsp;&nbsp; 698695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mong Duong Finance Holdings 144A 5.125% 5/7/29 # | &nbsp;&nbsp;&nbsp;&nbsp;289691 | &nbsp;&nbsp;&nbsp;&nbsp; 286119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NRG Energy 144A 6.00% 1/15/36 # | 4100000 | &nbsp;&nbsp;&nbsp;&nbsp; 4073951 |
|  |  | &nbsp;&nbsp;&nbsp; 6620146 |
| &nbsp;&nbsp;Energy — 8.94% | &nbsp;&nbsp;Energy — 8.94% | &nbsp;&nbsp;Energy — 8.94% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Azule Energy Finance 144A 8.125% 1/23/30 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 412937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Delek Logistics Partners 144A 7.375% 6/30/33 # | &nbsp;&nbsp;&nbsp;&nbsp;665000 | &nbsp;&nbsp;&nbsp;&nbsp; 686638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer 6.50% 11/15/26 μ, ψ | 1352000 | &nbsp;&nbsp;&nbsp;&nbsp; 1357657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Genesis Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75% 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;891000 | &nbsp;&nbsp;&nbsp;&nbsp; 897802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875% 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp;&nbsp; 230760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.00% 5/15/33 | 1375000 | &nbsp;&nbsp;&nbsp;&nbsp; 1448172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNL Quintero 144A 4.634% 7/31/29 # | &nbsp;&nbsp;&nbsp;&nbsp;164800 | &nbsp;&nbsp;&nbsp;&nbsp; 165264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilcorp Energy I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.00% 2/1/31 # | &nbsp;&nbsp;&nbsp;&nbsp;865000 | &nbsp;&nbsp;&nbsp;&nbsp; 855349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.25% 2/15/35 # | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1020485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nabors Industries 144A 9.125% 1/31/30 # | 1980000 | &nbsp;&nbsp;&nbsp;&nbsp; 2080459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NGL Energy Operating 144A 8.375% 2/15/32 # | 1635000 | &nbsp;&nbsp;&nbsp;&nbsp; 1716750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PRIO Luxembourg Holding 144A 6.75% 10/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 399812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rockies Express Pipeline 144A 7.50% 7/15/38 # | 1090000 | &nbsp;&nbsp;&nbsp;&nbsp; 1155240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SM Energy 144A 9.625% 6/15/33 # | &nbsp;&nbsp;&nbsp;&nbsp;885000 | &nbsp;&nbsp;&nbsp;&nbsp; 986571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sunoco |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.625% 7/15/34 # | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1974183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.875% 3/15/34 # | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1495382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tecpetrol 144A 7.625% 11/3/30 # | &nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;&nbsp; 333531 |

---

NQ- 023 [0426] 0626 (5551000) 7

------

Schedule of investments

Nomura Strategic Income Fund

---

| | | |
|:---|:---|:---|
|  | Principalamount<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;Transocean International 144A 7.875% 10/15/32 # | 1077000 | &nbsp;&nbsp;$1154548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transportadora de Gas del Peru 144A 4.25% 4/30/28 # | &nbsp;&nbsp;&nbsp;&nbsp;321000 | &nbsp;&nbsp;&nbsp;&nbsp; 319845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture Global LNG 144A 9.875% 2/1/32 # | 1675000 | &nbsp;&nbsp;&nbsp;&nbsp; 1797811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture Global Plaquemines LNG 144A 7.75% 5/1/35 # | &nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp;&nbsp; 376932 |
|  |  | &nbsp;&nbsp;&nbsp; 20866128 |
| &nbsp;&nbsp;Financials — 4.85% | &nbsp;&nbsp;Financials — 4.85% | &nbsp;&nbsp;Financials — 4.85% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Azorra Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.25% 1/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp;&nbsp; 830287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.75% 4/15/30 # | 1045000 | &nbsp;&nbsp;&nbsp;&nbsp; 1083325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blue Owl Credit Income 5.80% 3/15/30 | 1202000 | &nbsp;&nbsp;&nbsp;&nbsp; 1169873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CrossCountry Intermediate HoldCo 144A 6.50% 10/1/30 # | 1163000 | &nbsp;&nbsp;&nbsp;&nbsp; 1144050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Muthoot Finance 144A 6.375% 3/2/30 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 403857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OneMain Finance 6.75% 9/15/33 | 2677000 | &nbsp;&nbsp;&nbsp;&nbsp; 2636438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial Services |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.875% 5/15/32 # | 1195000 | &nbsp;&nbsp;&nbsp;&nbsp; 1182804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.875% 2/15/33 # | &nbsp;&nbsp;&nbsp;&nbsp;765000 | &nbsp;&nbsp;&nbsp;&nbsp; 752851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rocket 144A 6.375% 8/1/33 # | &nbsp;&nbsp;&nbsp;&nbsp;522000 | &nbsp;&nbsp;&nbsp;&nbsp; 529018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rocket Mortgage 144A 4.00% 10/15/33 # | 1750000 | &nbsp;&nbsp;&nbsp;&nbsp; 1578066 |
|  |  | &nbsp;&nbsp;&nbsp; 11310569 |
| &nbsp;&nbsp;Insurance — 1.19% | &nbsp;&nbsp;Insurance — 1.19% | &nbsp;&nbsp;Insurance — 1.19% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Allianz 144A 6.55% 10/30/33 #, μ, ψ | 2400000 | &nbsp;&nbsp;&nbsp;&nbsp; 2429649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FWD Group Holdings 144A 5.252% 9/22/30 # | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp; 350280 |
|  |  | &nbsp;&nbsp;&nbsp; 2779929 |
| &nbsp;&nbsp;REIT — 0.18% | &nbsp;&nbsp;REIT — 0.18% | &nbsp;&nbsp;REIT — 0.18% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trust 2401 144A 4.869% 1/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp; 413047 |
|  |  | &nbsp;&nbsp;&nbsp; 413047 |
| &nbsp;&nbsp;Technology — 1.95% | &nbsp;&nbsp;Technology — 1.95% | &nbsp;&nbsp;Technology — 1.95% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capstone Borrower 144A 8.00% 6/15/30 # | 1280000 | &nbsp;&nbsp;&nbsp;&nbsp; 1235742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cipher Compute 144A 7.125% 11/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;351000 | &nbsp;&nbsp;&nbsp;&nbsp; 364253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ION Platform Finance US 144A 7.875% 9/30/32 # | 1200000 | &nbsp;&nbsp;&nbsp;&nbsp; 934052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kaspi.KZ JSC 144A 6.25% 3/26/30 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 406136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shift4 Payments 144A 6.75% 8/15/32 # | 1135000 | &nbsp;&nbsp;&nbsp;&nbsp; 1133637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WULF Compute 144A 7.75% 10/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;452000 | &nbsp;&nbsp;&nbsp;&nbsp; 475328 |
|  |  | &nbsp;&nbsp;&nbsp; 4549148 |
| &nbsp;&nbsp;Transportation — 0.14% | &nbsp;&nbsp;Transportation — 0.14% | &nbsp;&nbsp;Transportation — 0.14% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group 144A 7.875% 4/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp; 326800 |
|  |  | &nbsp;&nbsp;&nbsp; 326800 |

---

8 NQ- 023 [0426] 0626 (5551000)

------

---

| | | |
|:---|:---|:---|
|  | Principalamount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Utilities — 0.37% | &nbsp;&nbsp;Utilities — 0.37% | &nbsp;&nbsp;Utilities — 0.37% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgia Global Utilities JSC 144A 8.875% 7/25/29 # | &nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;$468726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nova Securitisation 144A 5.75% 2/3/31 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 390124 |
|  |  | &nbsp;&nbsp;&nbsp; 858850 |
| &nbsp;&nbsp;&nbsp;**Total Corporate Bonds (cost $140,413,990)** | &nbsp;&nbsp;&nbsp;**Total Corporate Bonds (cost $140,413,990)** | &nbsp;&nbsp;&nbsp;**141574303** |
| &nbsp;&nbsp;**Government Agency Obligations — 1.69%** | &nbsp;&nbsp;**Government Agency Obligations — 1.69%** | &nbsp;&nbsp;**Government Agency Obligations — 1.69%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AL Jawaher Assets 144A 4.662% 10/29/30 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 393549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Comision Federal de Electricidad 144A 3.348% 2/9/31 # | &nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp; 340826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freeport Indonesia 144A 4.763% 4/14/27 # | &nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp; 361874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgian Railway JSC 4.00% 6/17/28 ■ | &nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp; 409929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kazakhstan Temir Zholy National JSC 144A 4.875% 4/29/31 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 394809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MISC Capital Two Labuan 144A 3.75% 4/6/27 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 397094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OCP 144A 6.10% 4/30/30 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 408463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pertamina Hulu Energi 144A 5.25% 5/21/30 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 404448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petronas Capital 144A 4.95% 1/3/31 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 409733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Telecommunications Telekom Srbija AD Belgrade 144A 7.00% 10/28/29 # | &nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp;&nbsp; 427183 |
| &nbsp;&nbsp;&nbsp;**Total Government Agency Obligations (cost $3,892,267)** | &nbsp;&nbsp;&nbsp;**Total Government Agency Obligations (cost $3,892,267)** | &nbsp;&nbsp;&nbsp; **3947908** |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.35%** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.35%** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.35%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2026-R01 2M2 144A 4.995% (SOFR + 1.35%) 1/25/46 #, • | 2650000 | &nbsp;&nbsp;&nbsp;&nbsp; 2645239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2026-R02 1M2 144A 5.145% (SOFR + 1.50%) 2/25/46 #, • | &nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp;&nbsp; 801908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2026-R03 2M2 144A 5.19% (SOFR + 1.55%) 4/25/46 #, • | &nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp;&nbsp; 630586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured Agency Credit Risk REMIC Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA4 M2 144A 5.195% (SOFR + 1.55%) 10/25/45 #, • | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1002528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2026-DNA2 B1 144A 5.745% (SOFR + 2.10%) 3/25/46 #, • | 1470000 | &nbsp;&nbsp;&nbsp;&nbsp; 1479335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Structured Agency Credit Risk Series 2026-DNA1 M2 144A 4.945% (SOFR + 1.30%) 2/25/46 #, • | 1250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1247760 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Collateralized Mortgage Obligations (cost $7,802,344)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Collateralized Mortgage Obligations (cost $7,802,344)** | &nbsp;&nbsp;&nbsp; **7807356** |

---

NQ- 023 [0426] 0626 (5551000) 9

------

Schedule of investments

Nomura Strategic Income Fund

---

| | | |
|:---|:---|:---|
|  | Principalamount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 2.56%** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 2.56%** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 2.56%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LBTY Commercial Mortgage Trust Series 2026-225L D 144A 5.899% 2/10/43 #, • | 2000000 | &nbsp;&nbsp;$1971017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LEX Trust Series 2026-450 D 144A 6.005% (TSFR01M + 2.35%, Floor 2.35%) 3/15/43 #, • | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1981739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Avenue Trust 144A 6.571% 10/15/42 #, • | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2021458 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Commercial Mortgage-Backed Securities (cost $6,052,734)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Commercial Mortgage-Backed Securities (cost $6,052,734)** | &nbsp;&nbsp;&nbsp; **5974214** |
| &nbsp;&nbsp;**Loan Agreements — 4.46%** | &nbsp;&nbsp;**Loan Agreements — 4.46%** | &nbsp;&nbsp;**Loan Agreements — 4.46%** |
| &nbsp;&nbsp;Basic Industry — 0.90% | &nbsp;&nbsp;Basic Industry — 0.90% | &nbsp;&nbsp;Basic Industry — 0.90% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Olympus Water US Holding Tranche B-6 6.70% (SOFR03M + 3.00%) 6/20/31 • | 1649927 | &nbsp;&nbsp;&nbsp;&nbsp; 1633314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Usalco 7.154% (SOFR01M + 3.50%) 9/30/31 • | &nbsp;&nbsp;&nbsp;&nbsp;464580 | &nbsp;&nbsp;&nbsp;&nbsp; 465161 |
|  |  | &nbsp;&nbsp;&nbsp; 2098475 |
| &nbsp;&nbsp;Communications — 0.06% | &nbsp;&nbsp;Communications — 0.06% | &nbsp;&nbsp;Communications — 0.06% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Univision Communications 1st Lien 7.95% (SOFR03M + 4.25%) 6/24/29 • | &nbsp;&nbsp;&nbsp;&nbsp;140625 | &nbsp;&nbsp;&nbsp;&nbsp; 140977 |
|  |  | &nbsp;&nbsp;&nbsp; 140977 |
| &nbsp;&nbsp;Consumer Cyclical — 0.21% | &nbsp;&nbsp;Consumer Cyclical — 0.21% | &nbsp;&nbsp;Consumer Cyclical — 0.21% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boots Group Finco 6.924% (SOFR03M + 3.25%) 8/30/32 • | &nbsp;&nbsp;&nbsp;&nbsp;498750 | &nbsp;&nbsp;&nbsp;&nbsp; 502335 |
|  |  | &nbsp;&nbsp;&nbsp; 502335 |
| &nbsp;&nbsp;Finance Companies — 0.41% | &nbsp;&nbsp;Finance Companies — 0.41% | &nbsp;&nbsp;Finance Companies — 0.41% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFC Bidco 2022 7.182% (SOFR03M + 3.50%) 7/1/32 • | &nbsp;&nbsp;&nbsp;&nbsp;997500 | &nbsp;&nbsp;&nbsp;&nbsp; 970069 |
|  |  | &nbsp;&nbsp;&nbsp; 970069 |
| &nbsp;&nbsp;Financials — 0.42% | &nbsp;&nbsp;Financials — 0.42% | &nbsp;&nbsp;Financials — 0.42% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nexus Buyer 7.652% (SOFR01M + 4.00%) 7/31/31 • | &nbsp;&nbsp;&nbsp;&nbsp;995000 | &nbsp;&nbsp;&nbsp;&nbsp; 979453 |
|  |  | &nbsp;&nbsp;&nbsp; 979453 |
| &nbsp;&nbsp;Industrials — 0.43% | &nbsp;&nbsp;Industrials — 0.43% | &nbsp;&nbsp;Industrials — 0.43% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gloves Buyer 7.652% (SOFR01M + 4.00%) 5/21/32 • | &nbsp;&nbsp;&nbsp;&nbsp;995000 | &nbsp;&nbsp;&nbsp;&nbsp; 995829 |
|  |  | &nbsp;&nbsp;&nbsp; 995829 |
| &nbsp;&nbsp;Insurance — 0.43% | &nbsp;&nbsp;Insurance — 0.43% | &nbsp;&nbsp;Insurance — 0.43% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asurion Tranche B-13 7.913% (SOFR03M + 4.25%) 9/19/30 • | &nbsp;&nbsp;&nbsp;&nbsp;992500 | &nbsp;&nbsp;&nbsp;&nbsp; 994050 |
|  |  | &nbsp;&nbsp;&nbsp; 994050 |
| &nbsp;&nbsp;Technology — 1.60% | &nbsp;&nbsp;Technology — 1.60% | &nbsp;&nbsp;Technology — 1.60% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Clover Holdings 2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.402% (SOFR01M + 3.75%) 12/9/31 • | 1024650 | &nbsp;&nbsp;&nbsp;&nbsp; 1004157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750% 12/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;960830 | &nbsp;&nbsp;&nbsp;&nbsp; 926000 |

---

10 NQ- 023 [0426] 0626 (5551000)

------

---

| | | |
|:---|:---|:---|
|  | Principalamount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Loan Agreements (continued)** | &nbsp;&nbsp;**Loan Agreements (continued)** | &nbsp;&nbsp;**Loan Agreements (continued)** |
| &nbsp;&nbsp;Technology (continued) | &nbsp;&nbsp;Technology (continued) | &nbsp;&nbsp;Technology (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mermaid Bidco Tranche B 6.913% (SOFR02M + 3.25%) 7/3/31 • | &nbsp;&nbsp;&nbsp;&nbsp;989925 | &nbsp;&nbsp;$972600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UKG Tranche B 6.163% (SOFR03M + 2.50%) 2/10/31 • | &nbsp;&nbsp;&nbsp;&nbsp;853774 | &nbsp;&nbsp;&nbsp;&nbsp; 825226 |
|  |  | &nbsp;&nbsp;&nbsp; 3727983 |
| &nbsp;&nbsp;&nbsp;**Total Loan Agreements (cost $10,504,429)** | &nbsp;&nbsp;&nbsp;**Total Loan Agreements (cost $10,504,429)** | &nbsp;&nbsp;&nbsp; **10409171** |
| &nbsp;&nbsp;**Sovereign Bonds — 1.30%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 1.30%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 1.30%Δ** |
| &nbsp;&nbsp;Colombia — 0.15% | &nbsp;&nbsp;Colombia — 0.15% | &nbsp;&nbsp;Colombia — 0.15% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Colombia Government International Bond<br> 6.125% 1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp;&nbsp; 350070 |
|  |  | &nbsp;&nbsp;&nbsp; 350070 |
| &nbsp;&nbsp;Dominican Republic — 0.17% | &nbsp;&nbsp;Dominican Republic — 0.17% | &nbsp;&nbsp;Dominican Republic — 0.17% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dominican Republic International Bonds<br> 144A 4.50% 1/30/30 # | &nbsp;&nbsp;&nbsp;&nbsp;414000 | &nbsp;&nbsp;&nbsp;&nbsp; 399199 |
|  |  | &nbsp;&nbsp;&nbsp; 399199 |
| &nbsp;&nbsp;Hong Kong — 0.18% | &nbsp;&nbsp;Hong Kong — 0.18% | &nbsp;&nbsp;Hong Kong — 0.18% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Airport Authority<br> 144A 4.875% 7/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 411057 |
|  |  | &nbsp;&nbsp;&nbsp; 411057 |
| &nbsp;&nbsp;Kazakhstan — 0.17% | &nbsp;&nbsp;Kazakhstan — 0.17% | &nbsp;&nbsp;Kazakhstan — 0.17% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Baiterek National Investment Holding JSC<br> 144A 5.45% 5/8/28 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 405455 |
|  |  | &nbsp;&nbsp;&nbsp; 405455 |
| &nbsp;&nbsp;Mexico — 0.22% | &nbsp;&nbsp;Mexico — 0.22% | &nbsp;&nbsp;Mexico — 0.22% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Funding Luxco<br> 144A 5.50% 8/17/30 # | &nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp;&nbsp; 504475 |
|  |  | &nbsp;&nbsp;&nbsp; 504475 |
| &nbsp;&nbsp;Poland — 0.13% | &nbsp;&nbsp;Poland — 0.13% | &nbsp;&nbsp;Poland — 0.13% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Poland Government International Bonds<br> 4.875% 2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp;&nbsp; 311680 |
|  |  | &nbsp;&nbsp;&nbsp; 311680 |
| &nbsp;&nbsp;Serbia — 0.15% | &nbsp;&nbsp;Serbia — 0.15% | &nbsp;&nbsp;Serbia — 0.15% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Serbia International Bond<br> 144A 2.125% 12/1/30 # | &nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 351253 |
|  |  | &nbsp;&nbsp;&nbsp; 351253 |

---

NQ- 023 [0426] 0626 (5551000) 11

------

Schedule of investments

Nomura Strategic Income Fund

---

| | | |
|:---|:---|:---|
|  | Principalamount<sup>°</sup> | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Sovereign BondsΔ (continued)** | &nbsp;&nbsp;**Sovereign BondsΔ (continued)** | &nbsp;&nbsp;**Sovereign BondsΔ (continued)** |
| &nbsp;&nbsp;South Korea — 0.13% | &nbsp;&nbsp;South Korea — 0.13% | &nbsp;&nbsp;South Korea — 0.13% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Korea Hydro & Nuclear Power<br> 144A 5.00% 7/18/28 # | &nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;$304285 |
|  |  | &nbsp;&nbsp;&nbsp; 304285 |
| &nbsp;&nbsp;&nbsp;**Total Sovereign Bonds (cost $3,070,503)** | &nbsp;&nbsp;&nbsp;**Total Sovereign Bonds (cost $3,070,503)** | &nbsp;&nbsp;&nbsp; **3037474** |
| &nbsp;&nbsp;**Supranational Banks — 0.19%** | &nbsp;&nbsp;**Supranational Banks — 0.19%** | &nbsp;&nbsp;**Supranational Banks — 0.19%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Africa Finance<br> 144A 5.55% 10/8/29 # | &nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp;&nbsp; 436294 |
| &nbsp;&nbsp;&nbsp;**Total Supranational Banks (cost $430,000)** | &nbsp;&nbsp;&nbsp;**Total Supranational Banks (cost $430,000)** | &nbsp;&nbsp;&nbsp; **436294** |

---

---

| | | |
|:---|:---|:---|
|  | Number of<br> shares |  |
| &nbsp;&nbsp;**Common Stocks — 0.32%♣** | &nbsp;&nbsp;**Common Stocks — 0.32%♣** | &nbsp;&nbsp;**Common Stocks — 0.32%♣** |
| &nbsp;&nbsp;Consumer Discretionary — 0.02% | &nbsp;&nbsp;Consumer Discretionary — 0.02% | &nbsp;&nbsp;Consumer Discretionary — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Studio City International Holdings ADR † | &nbsp;&nbsp;&nbsp;&nbsp;19076 | &nbsp;&nbsp; 44829 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44829 |
| &nbsp;&nbsp;Energy — 0.00% | &nbsp;&nbsp;Energy — 0.00% | &nbsp;&nbsp;Energy — 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westmoreland Coal =, †, π | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp; 109 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 |
| &nbsp;&nbsp;Financials — 0.01% | &nbsp;&nbsp;Financials — 0.01% | &nbsp;&nbsp;Financials — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MNSN Holdings =, † | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp; 12200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Cotai =, †, π | &nbsp;&nbsp;&nbsp;&nbsp;414307 | &nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12200 |
| &nbsp;&nbsp;Industrials — 0.29% | &nbsp;&nbsp;Industrials — 0.29% | &nbsp;&nbsp;Industrials — 0.29% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeromexico † | &nbsp;&nbsp;&nbsp;&nbsp;449684 | &nbsp;&nbsp; 686039 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686039 |
| &nbsp;&nbsp;&nbsp;**Total Common Stocks (cost $4,257,211)** | &nbsp;&nbsp;&nbsp;**Total Common Stocks (cost $4,257,211)** | **743177** |
| &nbsp;&nbsp;**Short-Term Investments — 0.34%** | &nbsp;&nbsp;**Short-Term Investments — 0.34%** | &nbsp;&nbsp;**Short-Term Investments — 0.34%** |
| &nbsp;&nbsp;Money Market Mutual Funds — 0.34% | &nbsp;&nbsp;Money Market Mutual Funds — 0.34% | &nbsp;&nbsp;Money Market Mutual Funds — 0.34% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 3.54%) | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp; 200000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 3.54%) | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp; 200000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 3.59%) | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp; 200000 |

---

12 NQ- 023 [0426] 0626 (5551000)

------

---

| | | |
|:---|:---|:---|
|  | Number of<br> shares | &nbsp;&nbsp;Value (US $) |
| &nbsp;&nbsp;**Short-Term Investments (continued)** | &nbsp;&nbsp;**Short-Term Investments (continued)** | &nbsp;&nbsp;**Short-Term Investments (continued)** |
| &nbsp;&nbsp;Money Market Mutual Funds (continued) | &nbsp;&nbsp;Money Market Mutual Funds (continued) | &nbsp;&nbsp;Money Market Mutual Funds (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 3.57%) | &nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;$200000 |
| &nbsp;&nbsp;&nbsp;**Total Short-Term Investments (cost $800,000)** | &nbsp;&nbsp;&nbsp;**Total Short-Term Investments (cost $800,000)** | &nbsp;&nbsp;&nbsp; **800000** |
| &nbsp;&nbsp;&nbsp;**Total Value of Securities—96.37%<br> (cost $228,247,825)** |  | &nbsp;&nbsp;&nbsp;&nbsp;**224809567** |
| &nbsp;&nbsp;&nbsp;**Receivables and Other Assets Net of Liabilities—3.63%★** |  | &nbsp;&nbsp;&nbsp;&nbsp; **8457837** |
| &nbsp;&nbsp;&nbsp;**Net Assets Applicable to 31,092,996 Shares Outstanding—100.00%** |  | &nbsp;&nbsp;**$233267404** |

---

---

| | |
|:---|:---|
| ° | Principal amount shown is stated in USD unless noted that the security is denominated in another currency. |
| # | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At April 30, 2026, the aggregate value of Rule 144A securities was $191,867,748, which represents 82.25% of the Fund's net assets. |
| • | Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at April 30, 2026. For securities based on a published reference rate and spread, the reference rate and spread are indicated in their descriptions. The reference rate descriptions (i.e. SOFR01M, SOFR03M, etc.) used in this report are identical for different securities, but the underlying reference rates may differ due to the timing of the reset period. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions, or for mortgage-backed securities, are impacted by the individual mortgages which are paying off over time. These securities do not indicate a reference rate and spread in their descriptions. |
| μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 2026. Rate will reset at a future date. |
| ψ | Perpetual security. Maturity date represents next call date. |
| ■ | Regulation S security. Security is offered and sold outside of the United States; therefore, it is exempt from registration with the SEC under Rules 903 and 904 of the Securities Act of 1933, as amended. |
| >> | PIK. 100% of the income received was in the form of principal. |
| Δ | Securities have been classified by country of risk. |
| ♣ | Categorizations used for financial reporting purposes may differ from categorizations used for regulatory compliance and/or internal classification purposes. |
| † | Non-income producing security. |
| = | The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security. |

---

NQ- 023 [0426] 0626 (5551000) 13

------

Schedule of investments

Nomura Strategic Income Fund

---

| | |
|:---|:---|
| π | Restricted security. These investments are in securities not registered under the Securities Act of 1933, as amended, and have certain restrictions on resale which may limit their liquidity. At April 30, 2026, the aggregate value of restricted securities was $109, which represented 0.00% of the Fund's net assets. See table on the next page for additional details on restricted securities. |
| ★ | Includes $232,375 cash collateral held at broker for futures contracts as of April 30, 2026. |

---

---

| | | | |
|:---|:---|:---|:---|
| **Restricted Securities** |  |  |  |
| Investments | &nbsp;&nbsp;Date of Acquisition | &nbsp;&nbsp;Cost | &nbsp;&nbsp;Value |
| New Cotai | &nbsp;&nbsp;9/29/20 | &nbsp;&nbsp;$3632177 | &nbsp;&nbsp;&nbsp;$0 |
| Westmoreland Coal | &nbsp;&nbsp;3/15/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;109 |
| Total |  | &nbsp;&nbsp;$3632286 | &nbsp;&nbsp;$109 |

---

The following forward foreign currency exchange contracts and futures contracts were outstanding at April 30, 2026:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |  |  |  |
| Counterparty | &nbsp;&nbsp;&nbsp;Currency to<br> Receive (Deliver) | &nbsp;&nbsp;&nbsp;Currency to<br> Receive (Deliver) | &nbsp;&nbsp;&nbsp;In Exchange For | &nbsp;&nbsp;&nbsp;In Exchange For | &nbsp;&nbsp;&nbsp;Settlement<br> Date | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation |
| TD | &nbsp;&nbsp;AUD | &nbsp;&nbsp;(3370000) | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2381150 | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$(44546) |
| TD | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;3360000 | &nbsp;&nbsp;USD | &nbsp;&nbsp;(2373157) | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| TD | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;(140000) | &nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;166001 | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;$46937 | &nbsp;&nbsp;&nbsp;$(44546) |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** |
| **Contracts to<br> Buy (Sell)** | **Notional<br> Amount** | **Notional<br> Cost<br> (Proceeds)** | **Expiration<br> Date** | **Value/<br> Unrealized<br> Depreciation** | **Variation<br> Margin<br> Due from<br> (Due to)<br> Brokers** |
| **Long Contracts:** | **Long Contracts:** |  |  |  |  |
| US Treasury 5 yr Notes | US Treasury 5 yr Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;$18224274 | &nbsp;&nbsp;$18515101 | 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;$(290827) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$29048 |

---

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

14 NQ- 023 [0426] 0626 (5551000)

------

variation margin are reflected in the Fund's net assets.

---

| |
|:---|
| **Summary of abbreviations:** |
| AD – Akcionarsko Drustvo |
| ADR – American Depositary Receipt |
| CLO – Collateralized Loan Obligation |
| GNMA – Government National Mortgage Association |
| JSC – Joint Stock Company |
| LNG – Liquefied Natural Gas |
| PIK – Payment-in-kind |
| REIT – Real Estate Investment Trust |
| REMIC – Real Estate Mortgage Investment Conduit |
| SAOG – Societe Anonyme Omanaise Generale |
| SOFR – Secured Overnight Financing Rate |
| SOFR01M – Secured Overnight Financing Rate 1 Month |
| SOFR02M – Secured Overnight Financing Rate 2 Month |
| SOFR03M – Secured Overnight Financing Rate 3 Month |
| TAS – Turk Anonim Sirketi |
| TD – TD Bank |
| TSFR01M – 1 Month Term Secured Overnight Financing Rate |
| TSFR03M – 3 Month Term Secured Overnight Financing Rate |
| yr – Year |

---

---

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

---

NQ- 023 [0426] 0626 (5551000) 15

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Delaware Group Government Fund

- **b. Investment Company Act file number:** 811-04304

- **c. CIK number of Registrant:** 0000769220

- **d. LEI of Registrant:** 549300LQEAIQ305TVO13

- **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:** 18005231918

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

- **a. Name of Series:** Nomura Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000003919

- **c. LEI of Series:** PJ0IQZFR80HHF09Q8P51

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $233899238.92

**Total Liabilities:** $1585010.02

**Net Assets:** $232314228.90

**Cash Not Reported:** $1117832.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 18.49623000 | **1-Year:** 4600.03176000 | **5-Year:** 34376.28445000 | **10-Year:** 4735.05160000 | **30-Year:** 0.00000000

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

- **3-Month:** 64.21132000 | **1-Year:** 10829.16164000 | **5-Year:** 35552.51411000 | **10-Year:** 2462.82502000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010992 | -0.05%               | -1.33%               | 1.71%                |
| Class ID C000010994 | -0.11%               | -1.39%               | 1.64%                |
| Class ID C000010995 | -0.20%               | -1.34%               | 1.68%                |
| Class ID C000010996 | -0.16%               | -1.31%               | 1.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-289148.71              | $-1338733.19                               |
| Month 2  | $253098.84               | $-4266936.86                               |
| Month 3  | $-168563.06              | $3111025.60                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE TORONTO-DOMINION BANK                                                        | AUD/USD FORWARD                                                            | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-44545.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                  | DOMREP 4.5 01/30/30 144A                                                   | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    414000 | PA      | $399199.50    | 0.17%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2014-34 MA                                                             | CUSIP: 3136AKEN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     13697 | PA      | $13556.27     | 0.01%             | 2044-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VEGLPL 7.75 05/01/35 144A                                                  | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $376931.62    | 0.16%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMETLERI AS                                                  | TCELLT 7.45 01/24/30 144A                                                  | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    425000 | PA      | $439360.75    | 0.19%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO (LABUAN) LTD                                                    | MISCMK 3.75 04/06/27 144A                                                  | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $397094.12    | 0.17%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                          | Asurion First-lien Term Loan B-13 425 2030-09-01                           | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    992500 | PA      | $994050.29    | 0.43%             | 2030-09-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLV LTD                                                                | MAGNE 2025-45A E                                                           | CUSIP: 55956DAA7<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $846760.65    | 0.36%             | 2038-04-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BACR V9.625 PERP                                                           | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $820712.03    | 0.35%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                       | ALVGR V6.55 PERP 144a                                                      | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2429649.60   | 1.05%             | N/A             | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO 2024-II LTD                                                          | BABSN 2024-2A C                                                            | CUSIP: 067936AG9<br>LEI: 549300KMDW0AZOKOC583 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001060.00   | 0.43%             | 2039-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                | SM 9.625 06/15/33 144A                                                     | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    885000 | PA      | $986571.45    | 0.42%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                                                     | JSCKSP 6.25 03/26/30 144A                                                  | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    400000 | PA      | $406135.92    | 0.17%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | IONPLA 7.875 09/30/32 144a                                                 | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $934051.68    | 0.40%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                          | VSNT 7.25 01/30/31 144A                                                    | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2128407.97   | 0.92%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                                | HAPOAL 4.722 07/14/29                                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    300000 | PA      | $296843.55    | 0.13%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                              | MUTHIN 6.375 03/02/30 144A                                                 | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $403856.96    | 0.17%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEW COTAI EQUITY                                                                 | NEW COTAI EQUITY                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    414307 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TCW CLO 2024-3 LTD                                                               | TCW 2024-3A D1A                                                            | CUSIP: 87252VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $987422.00    | 0.43%             | 2037-10-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BAC V6.25 PERP                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1238874.35   | 0.53%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R01                                     | CAS 2026-R01 2M2                                                           | CUSIP: 20755BAC4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2650000 | PA      | $2645239.28   | 1.14%             | 2046-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEY HILL PARK CLO LTD 2026-1                                                   | HONPK 2026-1A E                                                            | CUSIP: 43845QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983999.00    | 0.42%             | 2039-04-25      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | HNDLIN 3.875 08/15/31 144A                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2092470.54   | 0.90%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2024-2 LTD                                                               | TCW 2024-2A D1                                                             | CUSIP: 87252GAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $980815.00    | 0.42%             | 2037-07-17      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                                              | AFRFIN 5.55 10/08/29 144A                                                  | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | NG        |    430000 | PA      | $436293.61    | 0.19%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO L.P.                                                           | BOOTFN L 08/30/32 3                                                        | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    498750 | PA      | $502335.02    | 0.22%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                                           | FWDGHD 5.252 09/22/30 144A                                                 | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $350279.72    | 0.15%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GEL 7.875 05/15/32                                                         | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230759.76    | 0.10%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                    | STACR 2026-DNA1 M2                                                         | CUSIP: 35564UCS4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1250000 | PA      | $1247760.13   | 0.54%             | 2046-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CCO 7.5 03/15/33 144A                                                      | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    635000 | PA      | $667482.79    | 0.29%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                            | CLOVER HOLDINGS 2 LLC                                                      | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1024650 | PA      | $1004157.00   | 0.43%             | 2031-12-09      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                     | CHTR 7.375 02/01/36 144A                                                   | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3925116.40   | 1.69%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIE 7.5 07/15/38 144A                                                   | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1155239.77   | 0.50%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                                                  | GNLQCI 4.634 07/31/29 144A                                                 | CUSIP: 36190CAA5<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    164800 | PA      | $165263.91    | 0.07%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | BBDBCN 7.45 05/01/34 144A                                                  | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $2094430.80   | 0.90%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NDAFH V6.75 PERP 144A                                                      | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    780000 | PA      | $797149.08    | 0.34%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2024-2 LTD                                                     | PLMRS 2024-2A D2                                                           | CUSIP: 69703LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990688.00    | 0.43%             | 2037-07-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | C V6.875 PERP GG                                                           | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1066749.60   | 0.46%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2019-3 LTD                                                           | OAKCL 2019-3A D1R2                                                         | CUSIP: 67400EBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000078.00   | 0.43%             | 2038-01-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| BANK MUSCAT SAOG                                                                 | BKMBOM 4.846 10/01/30 EMTN                                                 | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | DBT              | CORP              | OM        |    400000 | PA      | $395285.12    | 0.17%             | 2030-10-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY INC                                                    | HE 6 10/01/33 144A                                                         | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    696000 | PA      | $698694.91    | 0.30%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                                                     | CMPR 7.375 09/15/32 144A                                                   | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    715000 | PA      | $724967.10    | 0.31%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO 3 LTD                                                                    | AGL 2020-3A ER                                                             | CUSIP: 00119NAE7<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $792279.00    | 0.34%             | 2038-04-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-4 LTD                                                        | CGMS 2024-4A D                                                             | CUSIP: 142914AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001150.00   | 0.43%             | 2037-07-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 72(B) LTD                                             | GCBSL 2024-72A D                                                           | CUSIP: 381941AG8<br>LEI: 254900V3AVBCGAZPX757 | Long             | ABS-CBDO         | CORP              | GG        |   1000000 | PA      | $998250.00    | 0.43%             | 2037-04-27      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                      | OCINCC 5.8 03/15/30                                                        | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1169873.18   | 0.50%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                     | MAGN 7.25 11/15/31 144A                                                    | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1723639.53   | 0.74%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FMCN 6.375 02/15/36 144A                                                   | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1750000 | PA      | $1721462.40   | 0.74%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GTN 7.25 08/15/33 144A                                                     | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519569.13    | 0.22%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | ZIGGO 5 01/15/32 144a                                                      | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1915000 | PA      | $1679516.09   | 0.72%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                               | UNIT 7.5 10/15/33 144A                                                     | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    814000 | PA      | $857521.32    | 0.37%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 18 LTD                                                                 | AIMCO 2022-18A D1R                                                         | CUSIP: 00889EAW5<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $498210.50    | 0.21%             | 2037-07-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLF 7 03/15/32 144A                                                        | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    735000 | PA      | $735460.55    | 0.32%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                                               | AZORRA 7.75 04/15/30 144A                                                  | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   1045000 | PA      | $1083325.38   | 0.47%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA4                                          | STACR 2025-DNA4 M2                                                         | CUSIP: 35564UBS5<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1002528.00   | 0.43%             | 2045-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                                   | AY 6.375 02/15/32 144A                                                     | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1019322.12   | 0.44%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 18 LTD                                                             | BALLY 2021-18A DR                                                          | CUSIP: 05875XAE8<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $920108.00    | 0.40%             | 2038-04-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                                      | JEFFIN 6.625 10/15/31 144A                                                 | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2643175.80   | 1.14%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUN 5.875 03/15/34 144A                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495381.80   | 0.64%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Solenis                                                                          | Solenis Term Loan B 300 2031-06-01                                         | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   1649927 | PA      | $1633314.23   | 0.70%             | 2031-06-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXII LTD                                            | BSP 2023-32A ER                                                            | CUSIP: 08181GAE8<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | JE        |    800000 | PA      | $789294.40    | 0.34%             | 2038-10-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO V LTD                                                                | ELMW5 2020-2A D1RR                                                         | CUSIP: 29003BAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000053.00   | 0.43%             | 2037-10-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 76(B) LTD                                             | GCBSL 2024-76A D1                                                          | CUSIP: 38180BAJ6<br>LEI: 254900XH1T1LRT7YJV16 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $995783.00    | 0.43%             | 2037-10-26      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                          | LTMCI 7.875 04/15/30 144A                                                  | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    320000 | PA      | $326800.00    | 0.14%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY (THE)                                                           | CC 7.875 03/15/34 144A                                                     | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2655759.33   | 1.14%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                | AXL 7.75 10/15/33 144A                                                     | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1224121.61   | 0.53%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DRYDEN 109 CLO LTD                                                               | DRSLF 2022-109A DR                                                         | CUSIP: 26248KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $990519.00    | 0.43%             | 2038-04-15      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| OZLM XIX LTD                                                                     | OZLM 2017-19A CR3                                                          | CUSIP: 67112CBU0<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.43%             | 2035-01-16      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BACR V7.625 PERP                                                           | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1035000 | PA      | $1090651.95   | 0.47%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                       | BWY 7.875 04/15/30 144A                                                    | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1158596.88   | 0.50%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | SASOL 8.75 05/03/29 144A                                                   | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    335000 | PA      | $354728.49    | 0.15%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TELEKOM SRBIJA AD                                                                | TELSER 7 10/28/29 144A                                                     | CUSIP: 87945BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | RS        |    425000 | PA      | $427182.89    | 0.18%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIADH 8.5 04/15/31 144A                                                   | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    530000 | PA      | $562630.35    | 0.24%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL                                  | VGNT 6.375 04/15/34 144A                                                   | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002461.20   | 0.86%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CE 6.75 04/15/33                                                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    795000 | PA      | $819373.11    | 0.35%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| True Religion 2026 Escrow                                                        | True Religion 2026 Escrow                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $2115.77      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BANCO SANTANDER (MX) SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTANDER | BSMXB 5.621 12/10/29 144A                                                  | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    325000 | PA      | $334993.75    | 0.14%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD                                                                 | TOUCAN 9.5 05/15/30 144A                                                   | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    357000 | PA      | $313131.09    | 0.13%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENLNG 9.875 02/01/32 144A                                                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1797811.00   | 0.77%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                                               | AZORRA 7.25 01/15/31 144A                                                  | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    810000 | PA      | $830286.45    | 0.36%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY COLCHESTER STREET TRUST                                                 | FIDELITY COLCHESTER STREET TRUST MNY MRKT FDS I                            | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |    200000 | NS      | $200000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                         | HILCRP 7.25 02/15/35 144A                                                  | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020485.60   | 0.44%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP LTD                                                 | OCBCSP V4.55 09/08/35 144A                                                 | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $396507.88    | 0.17%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2015-151 KC                                                            | CUSIP: 38379QZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      5988 | PA      | $5855.38      | 0.00%             | 2034-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                                                      | NTBKKK V1.625 09/15/27 144A                                                | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    430000 | PA      | $425395.56    | 0.18%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                              | CAS 2026-R03 2M2                                                           | CUSIP: 20754UAC3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    630000 | PA      | $630586.53    | 0.27%             | 2046-04-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | ILIADH 7 04/15/32 144A                                                     | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    590000 | PA      | $599737.36    | 0.26%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                   | OPALBD 6.5 03/31/32 144A                                                   | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   1135000 | PA      | $1156198.40   | 0.50%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                         | HILCRP 6 02/01/31 144A                                                     | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $855348.76    | 0.37%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 17 LTD                                                               | ELM17 2022-4A D1R                                                          | CUSIP: 29001XAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000007.00   | 0.43%             | 2037-07-17      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| BEAR MOUNTAIN PARK CLO LTD                                                       | BRMTN 2022-1A CR                                                           | CUSIP: 07403CAN1<br>LEI: 549300UHUALXUXTG2K29 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002130.00   | 0.86%             | 2037-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL HONG KONG BRANCH                                                | BBLTB 4.507 11/26/30 144A                                                  | CUSIP: 059895AY8<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    380000 | PA      | $377773.81    | 0.16%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLF 7.625 01/15/34 144A                                                    | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    730000 | PA      | $737941.67    | 0.32%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HRI 7.25 06/15/33 144A                                                     | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1760352.72   | 0.76%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UVN 7.375 06/30/30 144A                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1584498.35   | 0.68%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                         | AZURGY 8.125 01/23/30 144A                                                 | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $412937.20    | 0.18%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                            | CVT 8 06/15/30 144A                                                        | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1235742.08   | 0.53%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                                            | CLOVHO L 12/09/31 3                                                        | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    963256 | PA      | $928338.45    | 0.40%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF 7.75 10/15/30 144A                                                    | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $475327.81    | 0.20%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATIONS                                                      | MIDCON 8 08/15/32 144A                                                     | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    975000 | PA      | $918472.72    | 0.40%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                    | STACR 2026-DNA2 B1                                                         | CUSIP: 35564UEP8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1470000 | PA      | $1479334.79   | 0.64%             | 2046-03-26      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAYS JSC                                                            | GRAIL 4 06/17/28 REGS                                                      | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    425000 | PA      | $409929.03    | 0.18%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WESTMORELAND COAL                                                                | WESTMORELAND COAL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $109.14       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                        | SERBIA 2.125 12/01/30 144A                                                 | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    400000 | PA      | $351252.68    | 0.15%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | C V7.125 PERP CC                                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    545000 | PA      | $553348.31    | 0.24%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                     | HYUCAP 5.25 01/22/28 144A                                                  | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    425000 | PA      | $430069.78    | 0.19%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                  | B 6.75 02/01/32 144A                                                       | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    605000 | PA      | $620456.54    | 0.27%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AL JAWAHER ASSETS COMPANY SPC                                                    | OMGRID 4.662 10/29/30 144A                                                 | CUSIP: 009931AA4<br>LEI: 6354007IHCAYDAUAAY02 | Long             | DBT              | CORP              | OM        |    400000 | PA      | $393549.28    | 0.17%             | 2030-10-29      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                             | PETMK 4.95 01/03/31 144A                                                   | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $409733.12    | 0.18%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUST COMPANY                                                | MBTPM 5.375 03/06/29 EMTN                                                  | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |    400000 | PA      | $410748.40    | 0.18%             | 2029-03-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS V7.125 PERP 144a                                                       | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1185000 | PA      | $1213373.64   | 0.52%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                           | 5-Year T-Note Futures, Jun-2026,ETH                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       169 | NC      | $-290827.03   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PROPERTIES (TRUST 2401)                                                     | NEXTPR 4.869 01/15/30 144A                                                 | CUSIP: 89834MAA4<br>LEI: 254900QDKZ8ZURT6FD83 | Long             | DBT              | CORP              | MX        |    425000 | PA      | $413046.88    | 0.18%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LIND 7 09/15/30 144A                                                       | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    775000 | PA      | $796558.18    | 0.34%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PRXNA 3.257 01/19/27 144A                                                  | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    390000 | PA      | $386187.56    | 0.17%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MOHEGAN ESCROW ISSUER LLC                                                        | MOHEGN 8.25 04/15/30 144A                                                  | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $205163.70    | 0.09%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                                         | PERHUL 5.25 05/21/30 144A                                                  | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $404447.68    | 0.17%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARADIGM PARENT LLC                                                              | PDCO 8.75 04/17/32 144A                                                    | CUSIP: 69902PAA6<br>LEI: 254900EDT9YE5UFH3458 | Long             | DBT              | CORP              | US        |    625000 | PA      | $564756.25    | 0.24%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                                | ICBPIJ 3.398 06/09/31                                                      | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $371505.20    | 0.16%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| TRANSPORTADORA DE GAS DEL PERU SA                                                | TGPERU 4.25 04/30/28 144A                                                  | CUSIP: 89388AAA0<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |    321000 | PA      | $319844.62    | 0.14%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-4 LTD                                                        | CGMS 2024-4A C                                                             | CUSIP: 142914AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499179.50   | 0.65%             | 2037-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| LEWEY PARK CLO LTD                                                               | LEWEY 2024-1A D1                                                           | CUSIP: 527911AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1488247.50   | 0.64%             | 2037-10-21      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD                                        | NEUB 2017-25A D1R2                                                         | CUSIP: 64131JBC9<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998219.00    | 0.43%             | 2038-07-19      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                             | POLAND 4.875 02/12/30 5Y                                                   | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    305000 | PA      | $311680.05    | 0.13%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                               | PLATIN 9.375 10/03/31 144A                                                 | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |   1025000 | PA      | $986562.50    | 0.42%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2022-1 LTD                                                               | TCW 2022-1A ER                                                             | CUSIP: 871978AE2<br>LEI: 254900KPK0PRXM6I7271 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $928054.00    | 0.40%             | 2038-01-20      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| BARINGS CLO 2024-V LTD                                                           | BABSN 2024-5A D2                                                           | CUSIP: 06763YAN9<br>LEI: 25490047AECQPJIDJC73 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $494565.50    | 0.21%             | 2038-07-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL INVESTMENT HOLDING JSC                                         | BAINAT 5.45 05/08/28 144A                                                  | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $405455.00    | 0.17%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS BV                                                   | MONDFI 5.125 05/07/29 144A                                                 | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    289691 | PA      | $286119.02    | 0.12%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                           | NFICN 9.25 07/01/30 144A                                                   | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $588430.51    | 0.25%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Datasite (fka Merrill Corp)                                                      | MERMAID BIDCO INC                                                          | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |    992443 | PA      | $975075.57    | 0.42%             | 2031-07-02      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES SA                                                | BCICI V8.75 PERP 144A                                                      | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    310000 | PA      | $333119.80    | 0.14%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CCL 5.75 08/01/32 144A                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2000000 | PA      | $2012556.00   | 0.87%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS                                     | MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS GOVT PTF INSTL                | CUSIP: 61747C707<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |    200000 | NS      | $200000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GS V7.5 PERP X                                                             | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1558171.97   | 0.67%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | RKT 6.375 08/01/33 144A                                                    | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $529018.29    | 0.23%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2017-2 LTD                                               | BCC 2017-2A CR3                                                            | CUSIP: 05683HBC8<br>LEI: 549300Y1FQZLCX1NO508 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998990.00   | 0.86%             | 2037-07-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | SUN 5.625 07/15/34 144A                                                    | CUSIP: 86765KAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974183.00   | 0.85%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                                                 | SSACTI 8.375 10/01/31 144A                                                 | CUSIP: 78525CAA3<br>LEI: 25490047QJT06H3Z7U34 | Long             | DBT              | CORP              | US        |    615000 | PA      | $566355.71    | 0.24%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                  | NEXUS BUYER LLC                                                            | CUSIP: 65343UAJ1<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    995000 | PA      | $979453.13    | 0.42%             | 2031-07-31      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                                                  | COMQAT 4.625 09/10/30 EMTN                                                 | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $394477.14    | 0.17%             | 2030-09-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| IHS HOLDING LTD (NEW)                                                            | IHS 6.25 11/29/28 144A                                                     | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $424093.99    | 0.18%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                               | LEXT 2026-450 D                                                            | CUSIP: 501970AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1981739.60   | 0.85%             | 2043-03-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                   | RCM 6.875 11/15/31 144A                                                    | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $411047.79    | 0.18%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS                                                        | BLACKROCK LIQUIDITY FUNDS FEDFUND INSTL                                    | CUSIP: 09248U700<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |    200000 | NS      | $200000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                              | RKT 4 10/15/33 144A                                                        | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1578066.18   | 0.68%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                                                              | VICTRA 8.75 09/15/29 144A                                                  | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1110556.70   | 0.48%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                                              | SEE 10.5 04/15/34 144A                                                     | CUSIP: 87110CAA5<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1761538.42   | 0.76%             | 2034-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                       | VMED 4.25 01/31/31 144A                                                    | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $344693.44    | 0.15%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXVIII LTD                                           | BSP 2022-28A D1R                                                           | CUSIP: 08179KAU7<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003156.00   | 0.43%             | 2037-10-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY INC                                                    | ACHC 7.375 03/15/33 144A                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1879300.57   | 0.81%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| USALCO                                                                           | USALCO Term Loan B 350 2031-09-01                                          | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |    464580 | PA      | $465160.71    | 0.20%             | 2031-09-30      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY INTERNATIONAL HOLDINGS LTD                                           | STUDIO CITY INTERNATIONAL HOLDINGS LTD SPON ADS                            | CUSIP: 86389T106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     19076 | NS      | $44828.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | RIG 7.875 10/15/32 144A                                                    | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1077000 | PA      | $1154548.31   | 0.50%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                              | FOUR 6.75 08/15/32 144A                                                    | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1133636.87   | 0.49%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                         | NGL 8.375 02/15/32 144A                                                    | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1716750.00   | 0.74%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | SANTAN V8 PERP                                                             | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1738542.40   | 0.75%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                         | MEXPCP 5.5 08/17/30 144A                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $504475.00    | 0.22%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 17 LTD                                                                 | AIMCO 2022-17A D1R                                                         | CUSIP: 00889JAP9<br>LEI: 2549000GZZIBTABOUN26 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $998820.00    | 0.43%             | 2037-07-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                       | DKL 7.375 06/30/33 144A                                                    | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $686638.30    | 0.30%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Protective Industrial Products                                                   | GLOVES BUYER INC                                                           | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    995000 | PA      | $995828.84    | 0.43%             | 2032-05-24      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| ORGANON & COMPANY                                                                | OGN 5.125 04/30/31 144A                                                    | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988754.40   | 0.86%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                          | MRP 6.375 08/01/30 144A                                                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1287150.08   | 0.55%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                        | USD/AUD FORWARD                                                            | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $45340.55     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAM CARTER COMPANY (THE)                                                     | CRI 7.375 02/15/31 144A                                                    | CUSIP: 96926JAG2<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566065.61    | 0.24%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BOTTLING CORP                                                   | CAMEBO 5.25 04/27/29 144A                                                  | CUSIP: 15239XAA6<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | VG        |    405000 | PA      | $400628.35    | 0.17%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                             | CROSIN 6.5 10/01/30 144A                                                   | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1144049.61   | 0.49%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                               | EVRI 9.25 07/01/32 144A                                                    | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    560000 | PA      | $595838.88    | 0.26%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KKR CLO 27 LTD                                                                   | KKR 27A ER2                                                                | CUSIP: 48254AAG4<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $907633.00    | 0.39%             | 2035-01-16      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                       | AMNPHA 6.875 08/01/32 144A                                                 | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1325729.70   | 0.57%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NBR 9.125 01/31/30 144A                                                    | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2080459.26   | 0.90%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 10 LTD                                                         | KLLM 2022-10A D1R                                                          | CUSIP: 37148DAY2<br>LEI: 549300HJXIXJNOK1KU82 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1488927.00   | 0.64%             | 2038-01-22      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD                                                | DIGDIF 8.625 08/01/32 144A                                                 | CUSIP: 25381MAA5<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |   1750000 | PA      | $1821830.50   | 0.78%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD                                                    | MDPK 2020-46A DRR                                                          | CUSIP: 55822ABC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1187890.00   | 0.51%             | 2034-10-16      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                        | USD/EUR FORWARD                                                            | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1596.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXX LTD                                                     | MDPK 2018-30A D1R                                                          | CUSIP: 55821TAU1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $968998.00    | 0.42%             | 2037-07-16      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                 | AMEPIP 7.625 08/15/33 144A                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1222850.70   | 0.53%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 31 LTD                                                                  | AMMC 2025-31A D                                                            | CUSIP: 03166GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750081.00    | 0.32%             | 2038-02-22      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST 2026-225L                                                   | LBTY 2026-225L D                                                           | CUSIP: 50178LAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1971016.60   | 0.85%             | 2031-02-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XL LTD                                                                | APID 2022-40A D1R                                                          | CUSIP: 03769RAU9<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000020.00   | 0.86%             | 2037-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 37 LTD                                                               | ELM37 2024-13A D1                                                          | CUSIP: 29004UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991992.00    | 0.43%             | 2038-01-19      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                                | MNSN HOLDINGS INC COM                                                      | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $12200.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUND POINT CLO 2025R-1 LTD                                                      | SNDPT 2025-1RA E                                                           | CUSIP: 83617HAA1<br>LEI: 25490031SR8APTVC6E71 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $437096.00    | 0.19%             | 2038-02-22      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                                     | TECPET 7.625 11/03/30 144A                                                 | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    325000 | PA      | $333531.25    | 0.14%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications/Televisa                                                | Univision Communications/Televisa Term Loan B (Incremental) 425 2029-06-05 | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    140625 | PA      | $140976.74    | 0.06%             | 2029-06-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2016-1 LTD                                                      | OHALF 2016-1A D1R2                                                         | CUSIP: 67110UBG3<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998220.00    | 0.43%             | 2037-07-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| UKG                                                                              | UKG Term Loan B 350 2031-01-20                                             | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    853774 | PA      | $825225.87    | 0.36%             | 2031-02-10      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SABLE INTERNATIONAL FINANCE LTD                                                  | CWCLN 7.125 10/15/32 144A                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |   2205000 | PA      | $2201543.22   | 0.95%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                      | AIMEGR 7.375 10/01/32 144A                                                 | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    698000 | PA      | $728020.98    | 0.31%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 14 LTD                                                             | BALLY 2020-14A BR                                                          | CUSIP: 05874XAS8<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000486.00   | 0.43%             | 2037-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG 6 01/15/36 144A                                                        | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4073951.47   | 1.75%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                      | SKX 10 07/15/33 144a                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   2339988 | PA      | $2575271.33   | 1.11%             | 2033-07-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                 | CFELEC 3.348 02/09/31 144A                                                 | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    375000 | PA      | $340826.21    | 0.15%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DRYDEN 123 CLO LTD                                                               | DRSLF 2025-123A E                                                          | CUSIP: 26253PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $974779.00    | 0.42%             | 2038-04-15      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| NOVA SECURITISATION SARL                                                         | SBSPAB 5.75 02/03/31 144A                                                  | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $390124.04    | 0.17%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLINGTON MANAGEMENT CLO 1 LTD                                                  | WELLI 2024-2A DR                                                           | CUSIP: 94958LAS7<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.43%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                         | VMED 5 07/15/30 144A                                                       | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1105359.79   | 0.48%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2019-2 LTD                                                               | TCW 2019-2A D1R2                                                           | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $968883.00    | 0.42%             | 2038-01-20      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR POWER COMPANY LTD                                          | KOHNPW 5 07/18/28 144A                                                     | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $304284.60    | 0.13%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HONG KONG                                                      | HKAA 4.875 07/15/30 144A                                                   | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $411057.28    | 0.18%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO 2024-II LTD                                                          | BABSN 2024-2A D                                                            | CUSIP: 067936AJ3<br>LEI: 549300KMDW0AZOKOC583 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998207.00    | 0.43%             | 2039-07-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UVN 9.375 08/01/32 144A                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    907000 | PA      | $939291.92    | 0.40%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XII-B LTD                                            | BSP 2017-12BRA D1                                                          | CUSIP: 081917AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995184.00    | 0.43%             | 2037-10-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2023-2 LTD                                                        | INVCO 2023-4A ER                                                           | CUSIP: 46091YAE8<br>LEI: 2549000VWIHWVWECHQ22 | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $386200.80    | 0.17%             | 2039-01-18      | Variable      | 9.43%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM HOLDING AND MANAGEMENT PLC                                         | AXNTLC 7.25 07/11/30 144A                                                  | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    375000 | PA      | $378718.24    | 0.16%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                     | ZFFNGR 7.5 03/24/31 144A                                                   | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1165294.13   | 0.50%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                  | COLOM 6.125 01/21/31                                                       | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    350000 | PA      | $350070.00    | 0.15%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 56 LTD                                        | NEUB 2024-56A C                                                            | CUSIP: 64135TAG5<br>LEI: 2549001742TZTUKJHB13 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998762.00   | 0.86%             | 2037-07-27      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                               | OCPMR 6.1 04/30/30 144A                                                    | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    400000 | PA      | $408462.52    | 0.18%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AGL CLO 32 LTD                                                                   | AGL 2024-32A D1                                                            | CUSIP: 00121BAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001206.00   | 0.43%             | 2037-07-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | C V6.95 PERP FF                                                            | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    780000 | PA      | $794311.44    | 0.34%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | CIFR 7.125 11/15/30 144A                                                   | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $364253.48    | 0.16%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                    | GS V6.125 PERP Y                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    715000 | PA      | $720743.60    | 0.31%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PFSI 6.875 05/15/32 144A                                                   | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1182804.43   | 0.51%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                                          | MAD 2025-11MD D                                                            | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2021457.80   | 0.87%             | 2042-10-17      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CFC Group                                                                        | CFC Group Term Loan B 375 2032-05-18                                       | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997500 | PA      | $970068.75    | 0.42%             | 2032-07-01      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                              | SYNRGY 7.875 12/01/30 144a                                                 | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    469000 | PA      | $493577.48    | 0.21%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS V7 PERP 144a                                                           | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1885000 | PA      | $1919169.40   | 0.83%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | D V6.625 05/15/55                                                          | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184185.36    | 0.08%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC (THE)                                                      | MTW 9.25 10/01/31 144A                                                     | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    515000 | PA      | $551285.36    | 0.24%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PFSI 6.875 02/15/33 144A                                                   | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    765000 | PA      | $752850.73    | 0.32%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ET V6.5 PERP H                                                             | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1357656.77   | 0.58%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TDG 6.125 07/31/34 144A                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4109634.59   | 1.77%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                                     | PRIOBZ 6.75 10/15/30 144A                                                  | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $399812.00    | 0.17%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO LTD 2024-4                                                          | NWML 2026-1A E                                                             | CUSIP: 817937AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $977599.00    | 0.42%             | 2039-04-20      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA SAB DE CV                                                   | SILAMX 6 11/25/29 144A                                                     | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    420000 | PA      | $430096.80    | 0.19%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DVA 6.75 07/15/33 144A                                                     | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    653000 | PA      | $673683.78    | 0.29%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                       | AKBNK 7.498 01/20/30 144A                                                  | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    360000 | PA      | $372985.42    | 0.16%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CCL 6.125 02/15/33 144A                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1150000 | PA      | $1167491.04   | 0.50%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico                                                                 | Grupo Aeromexico NPV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    449684 | NS      | $686039.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA GLOBAL UTILITIES JSC                                                     | CGEOLN 8.875 07/25/29 144A                                                 | CUSIP: 373196AB0<br>LEI: 213800JCP8ERP6FTOL26 | Long             | DBT              | CORP              | GE        |    450000 | PA      | $468725.81    | 0.20%             | 2029-07-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO VI-B LTD                                             | BSP 2015-6BR ER                                                            | CUSIP: 08182EAC6<br>LEI: 254900W9Z98050HPZO36 | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $846192.38    | 0.36%             | 2038-04-20      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                   | CHLELC 6.01 01/20/33 144A                                                  | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    344000 | PA      | $357873.52    | 0.15%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R02                                     | CAS 2026-R02 1M2                                                           | CUSIP: 20753EAD8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    800000 | PA      | $801907.76    | 0.35%             | 2046-02-26      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 11 LTD                                                        | OAKC 2022-11A D1R                                                          | CUSIP: 67115VAW2<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $994064.00    | 0.43%             | 2037-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS TRUST                                                              | Goldman Sachs Financial Square Government Fund                             | CUSIP: 38141W273<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |    200000 | NS      | $200000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | FRIDPT 4.763 04/14/27 144A                                                 | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    360000 | PA      | $361874.16    | 0.16%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GEL 6.75 03/15/34                                                          | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    891000 | PA      | $897801.89    | 0.39%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OMF 6.75 09/15/33                                                          | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2636438.36   | 1.13%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GEL 8 05/15/33                                                             | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1448172.00   | 0.62%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-26

**Name of Applicant:** Delaware Group Government Fund

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

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